4079 lines
919 KiB
HTML
4079 lines
919 KiB
HTML
<!-- HTML header for doxygen 1.8.18-->
|
|
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "https://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
|
|
<html xmlns="http://www.w3.org/1999/xhtml">
|
|
<head>
|
|
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
|
|
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
|
|
<meta name="generator" content="Doxygen 1.9.1"/>
|
|
<meta name="viewport" content="width=device-width, initial-scale=1"/>
|
|
<title>OR-Tools: preprocessor.cc Source File</title>
|
|
<link href="tabs.css" rel="stylesheet" type="text/css"/>
|
|
<script type="text/javascript" src="jquery.js"></script>
|
|
<script type="text/javascript" src="dynsections.js"></script>
|
|
<link href="navtree.css" rel="stylesheet" type="text/css"/>
|
|
<script type="text/javascript" src="resize.js"></script>
|
|
<script type="text/javascript" src="navtreedata.js"></script>
|
|
<script type="text/javascript" src="navtree.js"></script>
|
|
<link href="search/search.css" rel="stylesheet" type="text/css"/>
|
|
<script type="text/javascript" src="search/searchdata.js"></script>
|
|
<script type="text/javascript" src="search/search.js"></script>
|
|
<link href="doxygen.css" rel="stylesheet" type="text/css" />
|
|
<link href="styleSheet.tmp.css" rel="stylesheet" type="text/css"/>
|
|
</head>
|
|
<body>
|
|
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
|
|
<div id="titlearea">
|
|
<table cellspacing="0" cellpadding="0">
|
|
<tbody>
|
|
<tr style="height: 56px;">
|
|
<td id="projectlogo"><img alt="Logo" src="orLogo.png"/></td>
|
|
<td id="projectalign" style="padding-left: 0.5em;">
|
|
<div id="projectname">OR-Tools
|
|
 <span id="projectnumber">8.2</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
</div>
|
|
<!-- end header part -->
|
|
<!-- Generated by Doxygen 1.9.1 -->
|
|
<script type="text/javascript">
|
|
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
|
|
var searchBox = new SearchBox("searchBox", "search",false,'Search','.html');
|
|
/* @license-end */
|
|
</script>
|
|
<script type="text/javascript" src="menudata.js"></script>
|
|
<script type="text/javascript" src="menu.js"></script>
|
|
<script type="text/javascript">
|
|
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
|
|
$(function() {
|
|
initMenu('',true,false,'search.php','Search');
|
|
$(document).ready(function() { init_search(); });
|
|
});
|
|
/* @license-end */</script>
|
|
<div id="main-nav"></div>
|
|
</div><!-- top -->
|
|
<div id="side-nav" class="ui-resizable side-nav-resizable">
|
|
<div id="nav-tree">
|
|
<div id="nav-tree-contents">
|
|
<div id="nav-sync" class="sync"></div>
|
|
</div>
|
|
</div>
|
|
<div id="splitbar" style="-moz-user-select:none;"
|
|
class="ui-resizable-handle">
|
|
</div>
|
|
</div>
|
|
<script type="text/javascript">
|
|
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
|
|
$(document).ready(function(){initNavTree('preprocessor_8cc_source.html',''); initResizable(); });
|
|
/* @license-end */
|
|
</script>
|
|
<div id="doc-content">
|
|
<!-- window showing the filter options -->
|
|
<div id="MSearchSelectWindow"
|
|
onmouseover="return searchBox.OnSearchSelectShow()"
|
|
onmouseout="return searchBox.OnSearchSelectHide()"
|
|
onkeydown="return searchBox.OnSearchSelectKey(event)">
|
|
</div>
|
|
|
|
<!-- iframe showing the search results (closed by default) -->
|
|
<div id="MSearchResultsWindow">
|
|
<iframe src="javascript:void(0)" frameborder="0"
|
|
name="MSearchResults" id="MSearchResults">
|
|
</iframe>
|
|
</div>
|
|
|
|
<div class="header">
|
|
<div class="headertitle">
|
|
<div class="title">preprocessor.cc</div> </div>
|
|
</div><!--header-->
|
|
<div class="contents">
|
|
<a href="preprocessor_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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<div class="line"><a name="l00005"></a><span class="lineno"> 5</span> <span class="comment">//</span></div>
|
|
<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>
|
|
<div class="line"><a name="l00007"></a><span class="lineno"> 7</span> <span class="comment">//</span></div>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<div class="line"><a name="l00012"></a><span class="lineno"> 12</span> <span class="comment">// limitations under the License.</span></div>
|
|
<div class="line"><a name="l00013"></a><span class="lineno"> 13</span>  </div>
|
|
<div class="line"><a name="l00014"></a><span class="lineno"> 14</span> <span class="preprocessor">#include "<a class="code" href="preprocessor_8h.html">ortools/glop/preprocessor.h</a>"</span></div>
|
|
<div class="line"><a name="l00015"></a><span class="lineno"> 15</span>  </div>
|
|
<div class="line"><a name="l00016"></a><span class="lineno"> 16</span> <span class="preprocessor">#include <limits></span></div>
|
|
<div class="line"><a name="l00017"></a><span class="lineno"> 17</span>  </div>
|
|
<div class="line"><a name="l00018"></a><span class="lineno"> 18</span> <span class="preprocessor">#include "absl/strings/str_format.h"</span></div>
|
|
<div class="line"><a name="l00019"></a><span class="lineno"> 19</span> <span class="preprocessor">#include "<a class="code" href="strong__vector_8h.html">ortools/base/strong_vector.h</a>"</span></div>
|
|
<div class="line"><a name="l00020"></a><span class="lineno"> 20</span> <span class="preprocessor">#include "<a class="code" href="revised__simplex_8h.html">ortools/glop/revised_simplex.h</a>"</span></div>
|
|
<div class="line"><a name="l00021"></a><span class="lineno"> 21</span> <span class="preprocessor">#include "<a class="code" href="status_8h.html">ortools/glop/status.h</a>"</span></div>
|
|
<div class="line"><a name="l00022"></a><span class="lineno"> 22</span> <span class="preprocessor">#include "<a class="code" href="lp__data__utils_8h.html">ortools/lp_data/lp_data_utils.h</a>"</span></div>
|
|
<div class="line"><a name="l00023"></a><span class="lineno"> 23</span> <span class="preprocessor">#include "<a class="code" href="lp__types_8h.html">ortools/lp_data/lp_types.h</a>"</span></div>
|
|
<div class="line"><a name="l00024"></a><span class="lineno"> 24</span> <span class="preprocessor">#include "<a class="code" href="lp__data_2lp__utils_8h.html">ortools/lp_data/lp_utils.h</a>"</span></div>
|
|
<div class="line"><a name="l00025"></a><span class="lineno"> 25</span> <span class="preprocessor">#include "<a class="code" href="matrix__utils_8h.html">ortools/lp_data/matrix_utils.h</a>"</span></div>
|
|
<div class="line"><a name="l00026"></a><span class="lineno"> 26</span>  </div>
|
|
<div class="line"><a name="l00027"></a><span class="lineno"> 27</span> <span class="keyword">namespace </span><a class="code" href="namespaceoperations__research.html">operations_research</a> {</div>
|
|
<div class="line"><a name="l00028"></a><span class="lineno"> 28</span> <span class="keyword">namespace </span>glop {</div>
|
|
<div class="line"><a name="l00029"></a><span class="lineno"> 29</span>  </div>
|
|
<div class="line"><a name="l00030"></a><span class="lineno"> 30</span> <a class="code" href="namespaceutil.html#a1e2d5c05e25343bc8e4fbccce0000d51">using ::util::Reverse</a>;</div>
|
|
<div class="line"><a name="l00031"></a><span class="lineno"> 31</span>  </div>
|
|
<div class="line"><a name="l00032"></a><span class="lineno"> 32</span> <span class="keyword">namespace </span>{</div>
|
|
<div class="line"><a name="l00033"></a><span class="lineno"> 33</span> <span class="comment">// Returns an interval as an human readable string for debugging.</span></div>
|
|
<div class="line"><a name="l00034"></a><span class="lineno"> 34</span> std::string IntervalString(<a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lb, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ub) {</div>
|
|
<div class="line"><a name="l00035"></a><span class="lineno"> 35</span>  <span class="keywordflow">return</span> absl::StrFormat(<span class="stringliteral">"[%g, %g]"</span>, lb, ub);</div>
|
|
<div class="line"><a name="l00036"></a><span class="lineno"> 36</span> }</div>
|
|
<div class="line"><a name="l00037"></a><span class="lineno"> 37</span>  </div>
|
|
<div class="line"><a name="l00038"></a><span class="lineno"> 38</span> <span class="preprocessor">#if defined(_MSC_VER)</span></div>
|
|
<div class="line"><a name="l00039"></a><span class="lineno"> 39</span> <span class="keywordtype">double</span> trunc(<span class="keywordtype">double</span> d) { <span class="keywordflow">return</span> d > 0 ? floor(d) : ceil(d); }</div>
|
|
<div class="line"><a name="l00040"></a><span class="lineno"> 40</span> <span class="preprocessor">#endif</span></div>
|
|
<div class="line"><a name="l00041"></a><span class="lineno"> 41</span> } <span class="comment">// namespace</span></div>
|
|
<div class="line"><a name="l00042"></a><span class="lineno"> 42</span>  </div>
|
|
<div class="line"><a name="l00043"></a><span class="lineno"> 43</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l00044"></a><span class="lineno"> 44</span> <span class="comment">// Preprocessor</span></div>
|
|
<div class="line"><a name="l00045"></a><span class="lineno"> 45</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l00046"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_preprocessor.html#a3611ef0bc3b3adfa06432f2659c535f7"> 46</a></span> <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a3611ef0bc3b3adfa06432f2659c535f7">Preprocessor::Preprocessor</a>(<span class="keyword">const</span> GlopParameters* <a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>)</div>
|
|
<div class="line"><a name="l00047"></a><span class="lineno"> 47</span>  : status_(<a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9">ProblemStatus</a>::<a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9afaee4ca3c30ee18148ce3ada37466498">INIT</a>),</div>
|
|
<div class="line"><a name="l00048"></a><span class="lineno"> 48</span>  parameters_(*<a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>),</div>
|
|
<div class="line"><a name="l00049"></a><span class="lineno"> 49</span>  in_mip_context_(false),</div>
|
|
<div class="line"><a name="l00050"></a><span class="lineno"> 50</span>  infinite_time_limit_(<a class="code" href="classoperations__research_1_1_time_limit.html">TimeLimit</a>::Infinite()),</div>
|
|
<div class="line"><a name="l00051"></a><span class="lineno"> 51</span>  time_limit_(infinite_time_limit_.get()) {}</div>
|
|
<div class="line"><a name="l00052"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_preprocessor.html#a5c1cfa0469b831e367e8f9b6b463b5ae"> 52</a></span> <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a5c1cfa0469b831e367e8f9b6b463b5ae">Preprocessor::~Preprocessor</a>() {}</div>
|
|
<div class="line"><a name="l00053"></a><span class="lineno"> 53</span>  </div>
|
|
<div class="line"><a name="l00054"></a><span class="lineno"> 54</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l00055"></a><span class="lineno"> 55</span> <span class="comment">// MainLpPreprocessor</span></div>
|
|
<div class="line"><a name="l00056"></a><span class="lineno"> 56</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l00057"></a><span class="lineno"> 57</span>  </div>
|
|
<div class="line"><a name="l00058"></a><span class="lineno"><a class="line" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167"> 58</a></span> <span class="preprocessor">#define RUN_PREPROCESSOR(name) \</span></div>
|
|
<div class="line"><a name="l00059"></a><span class="lineno"> 59</span> <span class="preprocessor"> RunAndPushIfRelevant(std::unique_ptr<Preprocessor>(new name(&parameters_)), \</span></div>
|
|
<div class="line"><a name="l00060"></a><span class="lineno"> 60</span> <span class="preprocessor"> #name, time_limit_, lp)</span></div>
|
|
<div class="line"><a name="l00061"></a><span class="lineno"> 61</span>  </div>
|
|
<div class="line"><a name="l00062"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_main_lp_preprocessor.html#a5d398cb6297813f547da141848e70bbc"> 62</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_main_lp_preprocessor.html#a5d398cb6297813f547da141848e70bbc">MainLpPreprocessor::Run</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l00063"></a><span class="lineno"> 63</span>  <a class="code" href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a>(lp, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l00064"></a><span class="lineno"> 64</span>  initial_num_rows_ = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
|
|
<div class="line"><a name="l00065"></a><span class="lineno"> 65</span>  initial_num_cols_ = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l00066"></a><span class="lineno"> 66</span>  initial_num_entries_ = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>();</div>
|
|
<div class="line"><a name="l00067"></a><span class="lineno"> 67</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.use_preprocessing()) {</div>
|
|
<div class="line"><a name="l00068"></a><span class="lineno"> 68</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_shift_variable_bounds_preprocessor.html">ShiftVariableBoundsPreprocessor</a>);</div>
|
|
<div class="line"><a name="l00069"></a><span class="lineno"> 69</span>  </div>
|
|
<div class="line"><a name="l00070"></a><span class="lineno"> 70</span>  <span class="comment">// We run it a few times because running one preprocessor may allow another</span></div>
|
|
<div class="line"><a name="l00071"></a><span class="lineno"> 71</span>  <span class="comment">// one to remove more stuff.</span></div>
|
|
<div class="line"><a name="l00072"></a><span class="lineno"> 72</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> kMaxNumPasses = 20;</div>
|
|
<div class="line"><a name="l00073"></a><span class="lineno"> 73</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < kMaxNumPasses; ++i) {</div>
|
|
<div class="line"><a name="l00074"></a><span class="lineno"> 74</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> old_stack_size = preprocessors_.size();</div>
|
|
<div class="line"><a name="l00075"></a><span class="lineno"> 75</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_fixed_variable_preprocessor.html">FixedVariablePreprocessor</a>);</div>
|
|
<div class="line"><a name="l00076"></a><span class="lineno"> 76</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_singleton_preprocessor.html">SingletonPreprocessor</a>);</div>
|
|
<div class="line"><a name="l00077"></a><span class="lineno"> 77</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_forcing_and_implied_free_constraint_preprocessor.html">ForcingAndImpliedFreeConstraintPreprocessor</a>);</div>
|
|
<div class="line"><a name="l00078"></a><span class="lineno"> 78</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_free_constraint_preprocessor.html">FreeConstraintPreprocessor</a>);</div>
|
|
<div class="line"><a name="l00079"></a><span class="lineno"> 79</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_implied_free_preprocessor.html">ImpliedFreePreprocessor</a>);</div>
|
|
<div class="line"><a name="l00080"></a><span class="lineno"> 80</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_unconstrained_variable_preprocessor.html">UnconstrainedVariablePreprocessor</a>);</div>
|
|
<div class="line"><a name="l00081"></a><span class="lineno"> 81</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_doubleton_free_column_preprocessor.html">DoubletonFreeColumnPreprocessor</a>);</div>
|
|
<div class="line"><a name="l00082"></a><span class="lineno"> 82</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor.html">DoubletonEqualityRowPreprocessor</a>);</div>
|
|
<div class="line"><a name="l00083"></a><span class="lineno"> 83</span>  </div>
|
|
<div class="line"><a name="l00084"></a><span class="lineno"> 84</span>  <span class="comment">// Abort early if none of the preprocessors did something. Technically</span></div>
|
|
<div class="line"><a name="l00085"></a><span class="lineno"> 85</span>  <span class="comment">// this is true if none of the preprocessors above needs postsolving,</span></div>
|
|
<div class="line"><a name="l00086"></a><span class="lineno"> 86</span>  <span class="comment">// which has exactly the same meaning for these particular preprocessors.</span></div>
|
|
<div class="line"><a name="l00087"></a><span class="lineno"> 87</span>  <span class="keywordflow">if</span> (preprocessors_.size() == old_stack_size) {</div>
|
|
<div class="line"><a name="l00088"></a><span class="lineno"> 88</span>  <span class="comment">// We use i here because the last pass did nothing.</span></div>
|
|
<div class="line"><a name="l00089"></a><span class="lineno"> 89</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.log_search_progress() || <a class="code" href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a>(1)) {</div>
|
|
<div class="line"><a name="l00090"></a><span class="lineno"> 90</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a>) << <span class="stringliteral">"Reached fixed point after presolve pass #"</span> << i;</div>
|
|
<div class="line"><a name="l00091"></a><span class="lineno"> 91</span>  }</div>
|
|
<div class="line"><a name="l00092"></a><span class="lineno"> 92</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l00093"></a><span class="lineno"> 93</span>  }</div>
|
|
<div class="line"><a name="l00094"></a><span class="lineno"> 94</span>  }</div>
|
|
<div class="line"><a name="l00095"></a><span class="lineno"> 95</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_empty_column_preprocessor.html">EmptyColumnPreprocessor</a>);</div>
|
|
<div class="line"><a name="l00096"></a><span class="lineno"> 96</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_empty_constraint_preprocessor.html">EmptyConstraintPreprocessor</a>);</div>
|
|
<div class="line"><a name="l00097"></a><span class="lineno"> 97</span>  </div>
|
|
<div class="line"><a name="l00098"></a><span class="lineno"> 98</span>  <span class="comment">// TODO(user): Run them in the loop above if the effect on the running time</span></div>
|
|
<div class="line"><a name="l00099"></a><span class="lineno"> 99</span>  <span class="comment">// is good. This needs more investigation.</span></div>
|
|
<div class="line"><a name="l00100"></a><span class="lineno"> 100</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_proportional_column_preprocessor.html">ProportionalColumnPreprocessor</a>);</div>
|
|
<div class="line"><a name="l00101"></a><span class="lineno"> 101</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_proportional_row_preprocessor.html">ProportionalRowPreprocessor</a>);</div>
|
|
<div class="line"><a name="l00102"></a><span class="lineno"> 102</span>  </div>
|
|
<div class="line"><a name="l00103"></a><span class="lineno"> 103</span>  <span class="comment">// If DualizerPreprocessor was run, we need to do some extra preprocessing.</span></div>
|
|
<div class="line"><a name="l00104"></a><span class="lineno"> 104</span>  <span class="comment">// This is because it currently adds a lot of zero-cost singleton columns.</span></div>
|
|
<div class="line"><a name="l00105"></a><span class="lineno"> 105</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> old_stack_size = preprocessors_.size();</div>
|
|
<div class="line"><a name="l00106"></a><span class="lineno"> 106</span>  </div>
|
|
<div class="line"><a name="l00107"></a><span class="lineno"> 107</span>  <span class="comment">// TODO(user): We probably want to scale the costs before and after this</span></div>
|
|
<div class="line"><a name="l00108"></a><span class="lineno"> 108</span>  <span class="comment">// preprocessor so that the rhs/objective of the dual are with a good</span></div>
|
|
<div class="line"><a name="l00109"></a><span class="lineno"> 109</span>  <span class="comment">// magnitude.</span></div>
|
|
<div class="line"><a name="l00110"></a><span class="lineno"> 110</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_dualizer_preprocessor.html">DualizerPreprocessor</a>);</div>
|
|
<div class="line"><a name="l00111"></a><span class="lineno"> 111</span>  <span class="keywordflow">if</span> (old_stack_size != preprocessors_.size()) {</div>
|
|
<div class="line"><a name="l00112"></a><span class="lineno"> 112</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_singleton_preprocessor.html">SingletonPreprocessor</a>);</div>
|
|
<div class="line"><a name="l00113"></a><span class="lineno"> 113</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_free_constraint_preprocessor.html">FreeConstraintPreprocessor</a>);</div>
|
|
<div class="line"><a name="l00114"></a><span class="lineno"> 114</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_unconstrained_variable_preprocessor.html">UnconstrainedVariablePreprocessor</a>);</div>
|
|
<div class="line"><a name="l00115"></a><span class="lineno"> 115</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_empty_column_preprocessor.html">EmptyColumnPreprocessor</a>);</div>
|
|
<div class="line"><a name="l00116"></a><span class="lineno"> 116</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_empty_constraint_preprocessor.html">EmptyConstraintPreprocessor</a>);</div>
|
|
<div class="line"><a name="l00117"></a><span class="lineno"> 117</span>  }</div>
|
|
<div class="line"><a name="l00118"></a><span class="lineno"> 118</span>  </div>
|
|
<div class="line"><a name="l00119"></a><span class="lineno"> 119</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_singleton_column_sign_preprocessor.html">SingletonColumnSignPreprocessor</a>);</div>
|
|
<div class="line"><a name="l00120"></a><span class="lineno"> 120</span>  }</div>
|
|
<div class="line"><a name="l00121"></a><span class="lineno"> 121</span>  </div>
|
|
<div class="line"><a name="l00122"></a><span class="lineno"> 122</span>  <span class="comment">// The scaling is controled by use_scaling, not use_preprocessing.</span></div>
|
|
<div class="line"><a name="l00123"></a><span class="lineno"> 123</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_scaling_preprocessor.html">ScalingPreprocessor</a>);</div>
|
|
<div class="line"><a name="l00124"></a><span class="lineno"> 124</span>  </div>
|
|
<div class="line"><a name="l00125"></a><span class="lineno"> 125</span>  <span class="comment">// This one must always run. It is needed by the revised simplex code.</span></div>
|
|
<div class="line"><a name="l00126"></a><span class="lineno"> 126</span>  <a class="code" href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a>(<a class="code" href="classoperations__research_1_1glop_1_1_add_slack_variables_preprocessor.html">AddSlackVariablesPreprocessor</a>);</div>
|
|
<div class="line"><a name="l00127"></a><span class="lineno"> 127</span>  <span class="keywordflow">return</span> !preprocessors_.empty();</div>
|
|
<div class="line"><a name="l00128"></a><span class="lineno"> 128</span> }</div>
|
|
<div class="line"><a name="l00129"></a><span class="lineno"> 129</span>  </div>
|
|
<div class="line"><a name="l00130"></a><span class="lineno"> 130</span> <span class="preprocessor">#undef RUN_PREPROCESSOR</span></div>
|
|
<div class="line"><a name="l00131"></a><span class="lineno"> 131</span>  </div>
|
|
<div class="line"><a name="l00132"></a><span class="lineno"> 132</span> <span class="keywordtype">void</span> MainLpPreprocessor::RunAndPushIfRelevant(</div>
|
|
<div class="line"><a name="l00133"></a><span class="lineno"> 133</span>  std::unique_ptr<Preprocessor> preprocessor, <span class="keyword">const</span> std::string& <a class="code" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a>,</div>
|
|
<div class="line"><a name="l00134"></a><span class="lineno"> 134</span>  <a class="code" href="classoperations__research_1_1_time_limit.html">TimeLimit</a>* <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>, <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l00135"></a><span class="lineno"> 135</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(preprocessor);</div>
|
|
<div class="line"><a name="l00136"></a><span class="lineno"> 136</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>);</div>
|
|
<div class="line"><a name="l00137"></a><span class="lineno"> 137</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> != <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9afaee4ca3c30ee18148ce3ada37466498">ProblemStatus::INIT</a> || <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>->LimitReached()) <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l00138"></a><span class="lineno"> 138</span>  </div>
|
|
<div class="line"><a name="l00139"></a><span class="lineno"> 139</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> start_time = <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>->GetElapsedTime();</div>
|
|
<div class="line"><a name="l00140"></a><span class="lineno"> 140</span>  preprocessor->SetTimeLimit(<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>);</div>
|
|
<div class="line"><a name="l00141"></a><span class="lineno"> 141</span>  </div>
|
|
<div class="line"><a name="l00142"></a><span class="lineno"> 142</span>  <span class="comment">// No need to run the preprocessor if the lp is empty.</span></div>
|
|
<div class="line"><a name="l00143"></a><span class="lineno"> 143</span>  <span class="comment">// TODO(user): without this test, the code is failing as of 2013-03-18.</span></div>
|
|
<div class="line"><a name="l00144"></a><span class="lineno"> 144</span>  <span class="keywordflow">if</span> (lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>() == 0 && lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>() == 0) {</div>
|
|
<div class="line"><a name="l00145"></a><span class="lineno"> 145</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::OPTIMAL</a>;</div>
|
|
<div class="line"><a name="l00146"></a><span class="lineno"> 146</span>  <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l00147"></a><span class="lineno"> 147</span>  }</div>
|
|
<div class="line"><a name="l00148"></a><span class="lineno"> 148</span>  </div>
|
|
<div class="line"><a name="l00149"></a><span class="lineno"> 149</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> log_info = <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.log_search_progress() || <a class="code" href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a>(1);</div>
|
|
<div class="line"><a name="l00150"></a><span class="lineno"> 150</span>  <span class="keywordflow">if</span> (preprocessor->Run(lp)) {</div>
|
|
<div class="line"><a name="l00151"></a><span class="lineno"> 151</span>  <span class="keyword">const</span> EntryIndex new_num_entries = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>();</div>
|
|
<div class="line"><a name="l00152"></a><span class="lineno"> 152</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> preprocess_time = <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>->GetElapsedTime() - start_time;</div>
|
|
<div class="line"><a name="l00153"></a><span class="lineno"> 153</span>  <span class="keywordflow">if</span> (log_info) {</div>
|
|
<div class="line"><a name="l00154"></a><span class="lineno"> 154</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a>) << absl::StrFormat(</div>
|
|
<div class="line"><a name="l00155"></a><span class="lineno"> 155</span>  <span class="stringliteral">"%s(%fs): %d(%d) rows, %d(%d) columns, %d(%d) entries."</span>, <a class="code" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a>,</div>
|
|
<div class="line"><a name="l00156"></a><span class="lineno"> 156</span>  preprocess_time, lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>().value(),</div>
|
|
<div class="line"><a name="l00157"></a><span class="lineno"> 157</span>  (lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>() - initial_num_rows_).value(),</div>
|
|
<div class="line"><a name="l00158"></a><span class="lineno"> 158</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>().value(),</div>
|
|
<div class="line"><a name="l00159"></a><span class="lineno"> 159</span>  (lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>() - initial_num_cols_).value(),</div>
|
|
<div class="line"><a name="l00160"></a><span class="lineno"> 160</span>  <span class="comment">// static_cast<int64> is needed because the Android port uses int32.</span></div>
|
|
<div class="line"><a name="l00161"></a><span class="lineno"> 161</span>  <span class="keyword">static_cast<</span><a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a><span class="keyword">></span>(new_num_entries.value()),</div>
|
|
<div class="line"><a name="l00162"></a><span class="lineno"> 162</span>  <span class="keyword">static_cast<</span><a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a><span class="keyword">></span>(new_num_entries.value() -</div>
|
|
<div class="line"><a name="l00163"></a><span class="lineno"> 163</span>  initial_num_entries_.value()));</div>
|
|
<div class="line"><a name="l00164"></a><span class="lineno"> 164</span>  }</div>
|
|
<div class="line"><a name="l00165"></a><span class="lineno"> 165</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = preprocessor->status();</div>
|
|
<div class="line"><a name="l00166"></a><span class="lineno"> 166</span>  preprocessors_.push_back(std::move(preprocessor));</div>
|
|
<div class="line"><a name="l00167"></a><span class="lineno"> 167</span>  <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l00168"></a><span class="lineno"> 168</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00169"></a><span class="lineno"> 169</span>  <span class="comment">// Even if a preprocessor returns false (i.e. no need for postsolve), it</span></div>
|
|
<div class="line"><a name="l00170"></a><span class="lineno"> 170</span>  <span class="comment">// can detect an issue with the problem.</span></div>
|
|
<div class="line"><a name="l00171"></a><span class="lineno"> 171</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = preprocessor->status();</div>
|
|
<div class="line"><a name="l00172"></a><span class="lineno"> 172</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> != <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9afaee4ca3c30ee18148ce3ada37466498">ProblemStatus::INIT</a> && log_info) {</div>
|
|
<div class="line"><a name="l00173"></a><span class="lineno"> 173</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a>) << <a class="code" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a> << <span class="stringliteral">" detected that the problem is "</span></div>
|
|
<div class="line"><a name="l00174"></a><span class="lineno"> 174</span>  << <a class="code" href="namespaceoperations__research_1_1glop.html#a509c4e359e6f7041eddfac3f1c46a92f">GetProblemStatusString</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a>);</div>
|
|
<div class="line"><a name="l00175"></a><span class="lineno"> 175</span>  }</div>
|
|
<div class="line"><a name="l00176"></a><span class="lineno"> 176</span>  }</div>
|
|
<div class="line"><a name="l00177"></a><span class="lineno"> 177</span> }</div>
|
|
<div class="line"><a name="l00178"></a><span class="lineno"> 178</span>  </div>
|
|
<div class="line"><a name="l00179"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_main_lp_preprocessor.html#a465d7f4ac3a848d3ef84108d427b8de4"> 179</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_main_lp_preprocessor.html#a465d7f4ac3a848d3ef84108d427b8de4">MainLpPreprocessor::RecoverSolution</a>(<a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00180"></a><span class="lineno"> 180</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l00181"></a><span class="lineno"> 181</span>  <span class="keywordflow">while</span> (!preprocessors_.empty()) {</div>
|
|
<div class="line"><a name="l00182"></a><span class="lineno"> 182</span>  preprocessors_.back()->RecoverSolution(solution);</div>
|
|
<div class="line"><a name="l00183"></a><span class="lineno"> 183</span>  preprocessors_.pop_back();</div>
|
|
<div class="line"><a name="l00184"></a><span class="lineno"> 184</span>  }</div>
|
|
<div class="line"><a name="l00185"></a><span class="lineno"> 185</span> }</div>
|
|
<div class="line"><a name="l00186"></a><span class="lineno"> 186</span>  </div>
|
|
<div class="line"><a name="l00187"></a><span class="lineno"> 187</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l00188"></a><span class="lineno"> 188</span> <span class="comment">// ColumnDeletionHelper</span></div>
|
|
<div class="line"><a name="l00189"></a><span class="lineno"> 189</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l00190"></a><span class="lineno"> 190</span>  </div>
|
|
<div class="line"><a name="l00191"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#aa71d36872f416feaa853788a7a7a7ef8"> 191</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#aa71d36872f416feaa853788a7a7a7ef8">ColumnDeletionHelper::Clear</a>() {</div>
|
|
<div class="line"><a name="l00192"></a><span class="lineno"> 192</span>  is_column_deleted_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a name="l00193"></a><span class="lineno"> 193</span>  stored_value_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a name="l00194"></a><span class="lineno"> 194</span> }</div>
|
|
<div class="line"><a name="l00195"></a><span class="lineno"> 195</span>  </div>
|
|
<div class="line"><a name="l00196"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a46b7ed2e9e3a3d5dc9a024801e1baaf7"> 196</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a46b7ed2e9e3a3d5dc9a024801e1baaf7">ColumnDeletionHelper::MarkColumnForDeletion</a>(ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00197"></a><span class="lineno"> 197</span>  <a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a43d852970601d1a979844a0aae79ed3d">MarkColumnForDeletionWithState</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, 0.0, <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>);</div>
|
|
<div class="line"><a name="l00198"></a><span class="lineno"> 198</span> }</div>
|
|
<div class="line"><a name="l00199"></a><span class="lineno"> 199</span>  </div>
|
|
<div class="line"><a name="l00200"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a43d852970601d1a979844a0aae79ed3d"> 200</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a43d852970601d1a979844a0aae79ed3d">ColumnDeletionHelper::MarkColumnForDeletionWithState</a>(</div>
|
|
<div class="line"><a name="l00201"></a><span class="lineno"> 201</span>  ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> fixed_value, <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> status) {</div>
|
|
<div class="line"><a name="l00202"></a><span class="lineno"> 202</span>  <a class="code" href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, 0);</div>
|
|
<div class="line"><a name="l00203"></a><span class="lineno"> 203</span>  <span class="keywordflow">if</span> (<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> >= is_column_deleted_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>()) {</div>
|
|
<div class="line"><a name="l00204"></a><span class="lineno"> 204</span>  is_column_deleted_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> + 1, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l00205"></a><span class="lineno"> 205</span>  stored_value_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> + 1, 0.0);</div>
|
|
<div class="line"><a name="l00206"></a><span class="lineno"> 206</span>  stored_status_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> + 1, <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>);</div>
|
|
<div class="line"><a name="l00207"></a><span class="lineno"> 207</span>  }</div>
|
|
<div class="line"><a name="l00208"></a><span class="lineno"> 208</span>  is_column_deleted_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00209"></a><span class="lineno"> 209</span>  stored_value_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = fixed_value;</div>
|
|
<div class="line"><a name="l00210"></a><span class="lineno"> 210</span>  stored_status_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = status;</div>
|
|
<div class="line"><a name="l00211"></a><span class="lineno"> 211</span> }</div>
|
|
<div class="line"><a name="l00212"></a><span class="lineno"> 212</span>  </div>
|
|
<div class="line"><a name="l00213"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#ab73f53154d99b3cd13dae72fd418985d"> 213</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#ab73f53154d99b3cd13dae72fd418985d">ColumnDeletionHelper::RestoreDeletedColumns</a>(</div>
|
|
<div class="line"><a name="l00214"></a><span class="lineno"> 214</span>  <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00215"></a><span class="lineno"> 215</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> new_primal_values;</div>
|
|
<div class="line"><a name="l00216"></a><span class="lineno"> 216</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">VariableStatusRow</a> new_variable_statuses;</div>
|
|
<div class="line"><a name="l00217"></a><span class="lineno"> 217</span>  ColIndex old_index(0);</div>
|
|
<div class="line"><a name="l00218"></a><span class="lineno"> 218</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < is_column_deleted_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(); ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00219"></a><span class="lineno"> 219</span>  <span class="keywordflow">if</span> (is_column_deleted_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a name="l00220"></a><span class="lineno"> 220</span>  new_primal_values.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(stored_value_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a name="l00221"></a><span class="lineno"> 221</span>  new_variable_statuses.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(stored_status_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a name="l00222"></a><span class="lineno"> 222</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00223"></a><span class="lineno"> 223</span>  new_primal_values.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[old_index]);</div>
|
|
<div class="line"><a name="l00224"></a><span class="lineno"> 224</span>  new_variable_statuses.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[old_index]);</div>
|
|
<div class="line"><a name="l00225"></a><span class="lineno"> 225</span>  ++old_index;</div>
|
|
<div class="line"><a name="l00226"></a><span class="lineno"> 226</span>  }</div>
|
|
<div class="line"><a name="l00227"></a><span class="lineno"> 227</span>  }</div>
|
|
<div class="line"><a name="l00228"></a><span class="lineno"> 228</span>  </div>
|
|
<div class="line"><a name="l00229"></a><span class="lineno"> 229</span>  <span class="comment">// Copy the end of the vectors and swap them with the ones in solution.</span></div>
|
|
<div class="line"><a name="l00230"></a><span class="lineno"> 230</span>  <span class="keyword">const</span> ColIndex num_cols = solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>();</div>
|
|
<div class="line"><a name="l00231"></a><span class="lineno"> 231</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_cols, solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>());</div>
|
|
<div class="line"><a name="l00232"></a><span class="lineno"> 232</span>  <span class="keywordflow">for</span> (; old_index < num_cols; ++old_index) {</div>
|
|
<div class="line"><a name="l00233"></a><span class="lineno"> 233</span>  new_primal_values.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[old_index]);</div>
|
|
<div class="line"><a name="l00234"></a><span class="lineno"> 234</span>  new_variable_statuses.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[old_index]);</div>
|
|
<div class="line"><a name="l00235"></a><span class="lineno"> 235</span>  }</div>
|
|
<div class="line"><a name="l00236"></a><span class="lineno"> 236</span>  new_primal_values.<a class="code" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>);</div>
|
|
<div class="line"><a name="l00237"></a><span class="lineno"> 237</span>  new_variable_statuses.<a class="code" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>);</div>
|
|
<div class="line"><a name="l00238"></a><span class="lineno"> 238</span> }</div>
|
|
<div class="line"><a name="l00239"></a><span class="lineno"> 239</span>  </div>
|
|
<div class="line"><a name="l00240"></a><span class="lineno"> 240</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l00241"></a><span class="lineno"> 241</span> <span class="comment">// RowDeletionHelper</span></div>
|
|
<div class="line"><a name="l00242"></a><span class="lineno"> 242</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l00243"></a><span class="lineno"> 243</span>  </div>
|
|
<div class="line"><a name="l00244"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#aa71d36872f416feaa853788a7a7a7ef8"> 244</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#aa71d36872f416feaa853788a7a7a7ef8">RowDeletionHelper::Clear</a>() { is_row_deleted_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>(); }</div>
|
|
<div class="line"><a name="l00245"></a><span class="lineno"> 245</span>  </div>
|
|
<div class="line"><a name="l00246"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a2087c8376c03c247099a989f2990e6e8"> 246</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a2087c8376c03c247099a989f2990e6e8">RowDeletionHelper::MarkRowForDeletion</a>(RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l00247"></a><span class="lineno"> 247</span>  <a class="code" href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, 0);</div>
|
|
<div class="line"><a name="l00248"></a><span class="lineno"> 248</span>  <span class="keywordflow">if</span> (<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> >= is_row_deleted_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>()) {</div>
|
|
<div class="line"><a name="l00249"></a><span class="lineno"> 249</span>  is_row_deleted_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> + 1, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l00250"></a><span class="lineno"> 250</span>  }</div>
|
|
<div class="line"><a name="l00251"></a><span class="lineno"> 251</span>  is_row_deleted_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00252"></a><span class="lineno"> 252</span> }</div>
|
|
<div class="line"><a name="l00253"></a><span class="lineno"> 253</span>  </div>
|
|
<div class="line"><a name="l00254"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a2e33d930193e16f06f3c4d0309ff62c2"> 254</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a2e33d930193e16f06f3c4d0309ff62c2">RowDeletionHelper::UnmarkRow</a>(RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l00255"></a><span class="lineno"> 255</span>  <span class="keywordflow">if</span> (<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> >= is_row_deleted_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>()) <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l00256"></a><span class="lineno"> 256</span>  is_row_deleted_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00257"></a><span class="lineno"> 257</span> }</div>
|
|
<div class="line"><a name="l00258"></a><span class="lineno"> 258</span>  </div>
|
|
<div class="line"><a name="l00259"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a4dda252e2b65e3aa074c002daf6f86b8"> 259</a></span> <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseBooleanColumn</a>& <a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a4dda252e2b65e3aa074c002daf6f86b8">RowDeletionHelper::GetMarkedRows</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00260"></a><span class="lineno"> 260</span>  <span class="keywordflow">return</span> is_row_deleted_;</div>
|
|
<div class="line"><a name="l00261"></a><span class="lineno"> 261</span> }</div>
|
|
<div class="line"><a name="l00262"></a><span class="lineno"> 262</span>  </div>
|
|
<div class="line"><a name="l00263"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a43e3b399f53b38b75171071c9d730c5b"> 263</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a43e3b399f53b38b75171071c9d730c5b">RowDeletionHelper::RestoreDeletedRows</a>(<a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00264"></a><span class="lineno"> 264</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a> new_dual_values;</div>
|
|
<div class="line"><a name="l00265"></a><span class="lineno"> 265</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">ConstraintStatusColumn</a> new_constraint_statuses;</div>
|
|
<div class="line"><a name="l00266"></a><span class="lineno"> 266</span>  RowIndex old_index(0);</div>
|
|
<div class="line"><a name="l00267"></a><span class="lineno"> 267</span>  <span class="keyword">const</span> RowIndex end = is_row_deleted_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>();</div>
|
|
<div class="line"><a name="l00268"></a><span class="lineno"> 268</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> < end; ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l00269"></a><span class="lineno"> 269</span>  <span class="keywordflow">if</span> (is_row_deleted_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) {</div>
|
|
<div class="line"><a name="l00270"></a><span class="lineno"> 270</span>  new_dual_values.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(0.0);</div>
|
|
<div class="line"><a name="l00271"></a><span class="lineno"> 271</span>  new_constraint_statuses.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae4ac03f6c9f00665644e868dd1fb9f1e">ConstraintStatus::BASIC</a>);</div>
|
|
<div class="line"><a name="l00272"></a><span class="lineno"> 272</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00273"></a><span class="lineno"> 273</span>  new_dual_values.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[old_index]);</div>
|
|
<div class="line"><a name="l00274"></a><span class="lineno"> 274</span>  new_constraint_statuses.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(</div>
|
|
<div class="line"><a name="l00275"></a><span class="lineno"> 275</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[old_index]);</div>
|
|
<div class="line"><a name="l00276"></a><span class="lineno"> 276</span>  ++old_index;</div>
|
|
<div class="line"><a name="l00277"></a><span class="lineno"> 277</span>  }</div>
|
|
<div class="line"><a name="l00278"></a><span class="lineno"> 278</span>  }</div>
|
|
<div class="line"><a name="l00279"></a><span class="lineno"> 279</span>  </div>
|
|
<div class="line"><a name="l00280"></a><span class="lineno"> 280</span>  <span class="comment">// Copy the end of the vectors and swap them with the ones in solution.</span></div>
|
|
<div class="line"><a name="l00281"></a><span class="lineno"> 281</span>  <span class="keyword">const</span> RowIndex num_rows = solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>();</div>
|
|
<div class="line"><a name="l00282"></a><span class="lineno"> 282</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_rows, solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>());</div>
|
|
<div class="line"><a name="l00283"></a><span class="lineno"> 283</span>  <span class="keywordflow">for</span> (; old_index < num_rows; ++old_index) {</div>
|
|
<div class="line"><a name="l00284"></a><span class="lineno"> 284</span>  new_dual_values.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[old_index]);</div>
|
|
<div class="line"><a name="l00285"></a><span class="lineno"> 285</span>  new_constraint_statuses.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[old_index]);</div>
|
|
<div class="line"><a name="l00286"></a><span class="lineno"> 286</span>  }</div>
|
|
<div class="line"><a name="l00287"></a><span class="lineno"> 287</span>  new_dual_values.<a class="code" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>);</div>
|
|
<div class="line"><a name="l00288"></a><span class="lineno"> 288</span>  new_constraint_statuses.<a class="code" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>);</div>
|
|
<div class="line"><a name="l00289"></a><span class="lineno"> 289</span> }</div>
|
|
<div class="line"><a name="l00290"></a><span class="lineno"> 290</span>  </div>
|
|
<div class="line"><a name="l00291"></a><span class="lineno"> 291</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l00292"></a><span class="lineno"> 292</span> <span class="comment">// EmptyColumnPreprocessor</span></div>
|
|
<div class="line"><a name="l00293"></a><span class="lineno"> 293</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l00294"></a><span class="lineno"> 294</span>  </div>
|
|
<div class="line"><a name="l00295"></a><span class="lineno"> 295</span> <span class="keyword">namespace </span>{</div>
|
|
<div class="line"><a name="l00296"></a><span class="lineno"> 296</span>  </div>
|
|
<div class="line"><a name="l00297"></a><span class="lineno"> 297</span> <span class="comment">// Computes the status of a variable given its value and bounds. This only works</span></div>
|
|
<div class="line"><a name="l00298"></a><span class="lineno"> 298</span> <span class="comment">// with a value exactly at one of the bounds, or a value of 0.0 for free</span></div>
|
|
<div class="line"><a name="l00299"></a><span class="lineno"> 299</span> <span class="comment">// variables.</span></div>
|
|
<div class="line"><a name="l00300"></a><span class="lineno"> 300</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> ComputeVariableStatus(<a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound,</div>
|
|
<div class="line"><a name="l00301"></a><span class="lineno"> 301</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound) {</div>
|
|
<div class="line"><a name="l00302"></a><span class="lineno"> 302</span>  <span class="keywordflow">if</span> (lower_bound == upper_bound) {</div>
|
|
<div class="line"><a name="l00303"></a><span class="lineno"> 303</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>, lower_bound);</div>
|
|
<div class="line"><a name="l00304"></a><span class="lineno"> 304</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(lower_bound));</div>
|
|
<div class="line"><a name="l00305"></a><span class="lineno"> 305</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a>;</div>
|
|
<div class="line"><a name="l00306"></a><span class="lineno"> 306</span>  }</div>
|
|
<div class="line"><a name="l00307"></a><span class="lineno"> 307</span>  <span class="keywordflow">if</span> (<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> == lower_bound) {</div>
|
|
<div class="line"><a name="l00308"></a><span class="lineno"> 308</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(lower_bound, -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l00309"></a><span class="lineno"> 309</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>;</div>
|
|
<div class="line"><a name="l00310"></a><span class="lineno"> 310</span>  }</div>
|
|
<div class="line"><a name="l00311"></a><span class="lineno"> 311</span>  <span class="keywordflow">if</span> (<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> == upper_bound) {</div>
|
|
<div class="line"><a name="l00312"></a><span class="lineno"> 312</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(upper_bound, <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l00313"></a><span class="lineno"> 313</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>;</div>
|
|
<div class="line"><a name="l00314"></a><span class="lineno"> 314</span>  }</div>
|
|
<div class="line"><a name="l00315"></a><span class="lineno"> 315</span>  </div>
|
|
<div class="line"><a name="l00316"></a><span class="lineno"> 316</span>  <span class="comment">// TODO(user): restrict this to unbounded variables with a value of zero.</span></div>
|
|
<div class="line"><a name="l00317"></a><span class="lineno"> 317</span>  <span class="comment">// We can't do that when postsolving infeasible problem. Don't call postsolve</span></div>
|
|
<div class="line"><a name="l00318"></a><span class="lineno"> 318</span>  <span class="comment">// on an infeasible problem?</span></div>
|
|
<div class="line"><a name="l00319"></a><span class="lineno"> 319</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>;</div>
|
|
<div class="line"><a name="l00320"></a><span class="lineno"> 320</span> }</div>
|
|
<div class="line"><a name="l00321"></a><span class="lineno"> 321</span>  </div>
|
|
<div class="line"><a name="l00322"></a><span class="lineno"> 322</span> <span class="comment">// Returns the input with the smallest magnitude or zero if both are infinite.</span></div>
|
|
<div class="line"><a name="l00323"></a><span class="lineno"> 323</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> MinInMagnitudeOrZeroIfInfinite(<a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="constraint__solver_2table_8cc.html#af730895c6c6ef6e03caaf6251192dfd2">a</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="constraint__solver_2table_8cc.html#a344010e26426d6a13411648d988bc9b6">b</a>) {</div>
|
|
<div class="line"><a name="l00324"></a><span class="lineno"> 324</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> = std::abs(<a class="code" href="constraint__solver_2table_8cc.html#af730895c6c6ef6e03caaf6251192dfd2">a</a>) < std::abs(<a class="code" href="constraint__solver_2table_8cc.html#a344010e26426d6a13411648d988bc9b6">b</a>) ? <a class="code" href="constraint__solver_2table_8cc.html#af730895c6c6ef6e03caaf6251192dfd2">a</a> : <a class="code" href="constraint__solver_2table_8cc.html#a344010e26426d6a13411648d988bc9b6">b</a>;</div>
|
|
<div class="line"><a name="l00325"></a><span class="lineno"> 325</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) ? <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> : 0.0;</div>
|
|
<div class="line"><a name="l00326"></a><span class="lineno"> 326</span> }</div>
|
|
<div class="line"><a name="l00327"></a><span class="lineno"> 327</span>  </div>
|
|
<div class="line"><a name="l00328"></a><span class="lineno"> 328</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> MagnitudeOrZeroIfInfinite(<a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {</div>
|
|
<div class="line"><a name="l00329"></a><span class="lineno"> 329</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) ? std::abs(<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) : 0.0;</div>
|
|
<div class="line"><a name="l00330"></a><span class="lineno"> 330</span> }</div>
|
|
<div class="line"><a name="l00331"></a><span class="lineno"> 331</span>  </div>
|
|
<div class="line"><a name="l00332"></a><span class="lineno"> 332</span> <span class="comment">// Returns the maximum magnitude of the finite variable bounds of the given</span></div>
|
|
<div class="line"><a name="l00333"></a><span class="lineno"> 333</span> <span class="comment">// linear program.</span></div>
|
|
<div class="line"><a name="l00334"></a><span class="lineno"> 334</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ComputeMaxVariableBoundsMagnitude(<span class="keyword">const</span> LinearProgram& lp) {</div>
|
|
<div class="line"><a name="l00335"></a><span class="lineno"> 335</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> max_bounds_magnitude = 0.0;</div>
|
|
<div class="line"><a name="l00336"></a><span class="lineno"> 336</span>  <span class="keyword">const</span> ColIndex num_cols = lp.num_variables();</div>
|
|
<div class="line"><a name="l00337"></a><span class="lineno"> 337</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00338"></a><span class="lineno"> 338</span>  max_bounds_magnitude = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(</div>
|
|
<div class="line"><a name="l00339"></a><span class="lineno"> 339</span>  max_bounds_magnitude,</div>
|
|
<div class="line"><a name="l00340"></a><span class="lineno"> 340</span>  <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(MagnitudeOrZeroIfInfinite(lp.variable_lower_bounds()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]),</div>
|
|
<div class="line"><a name="l00341"></a><span class="lineno"> 341</span>  MagnitudeOrZeroIfInfinite(lp.variable_upper_bounds()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>])));</div>
|
|
<div class="line"><a name="l00342"></a><span class="lineno"> 342</span>  }</div>
|
|
<div class="line"><a name="l00343"></a><span class="lineno"> 343</span>  <span class="keywordflow">return</span> max_bounds_magnitude;</div>
|
|
<div class="line"><a name="l00344"></a><span class="lineno"> 344</span> }</div>
|
|
<div class="line"><a name="l00345"></a><span class="lineno"> 345</span>  </div>
|
|
<div class="line"><a name="l00346"></a><span class="lineno"> 346</span> } <span class="comment">// namespace</span></div>
|
|
<div class="line"><a name="l00347"></a><span class="lineno"> 347</span>  </div>
|
|
<div class="line"><a name="l00348"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_empty_column_preprocessor.html#a5d398cb6297813f547da141848e70bbc"> 348</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_empty_column_preprocessor.html#a5d398cb6297813f547da141848e70bbc">EmptyColumnPreprocessor::Run</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l00349"></a><span class="lineno"> 349</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l00350"></a><span class="lineno"> 350</span>  <a class="code" href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a>(lp, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l00351"></a><span class="lineno"> 351</span>  column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a name="l00352"></a><span class="lineno"> 352</span>  <span class="keyword">const</span> ColIndex num_cols = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l00353"></a><span class="lineno"> 353</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00354"></a><span class="lineno"> 354</span>  <span class="keywordflow">if</span> (lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>).<a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>()) {</div>
|
|
<div class="line"><a name="l00355"></a><span class="lineno"> 355</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00356"></a><span class="lineno"> 356</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00357"></a><span class="lineno"> 357</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> objective_coefficient =</div>
|
|
<div class="line"><a name="l00358"></a><span class="lineno"> 358</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a6137c2df856cf2634f9bb259d2aace2b">GetObjectiveCoefficientForMinimizationVersion</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00359"></a><span class="lineno"> 359</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>;</div>
|
|
<div class="line"><a name="l00360"></a><span class="lineno"> 360</span>  <span class="keywordflow">if</span> (objective_coefficient == 0) {</div>
|
|
<div class="line"><a name="l00361"></a><span class="lineno"> 361</span>  <span class="comment">// Any feasible value will do.</span></div>
|
|
<div class="line"><a name="l00362"></a><span class="lineno"> 362</span>  <span class="keywordflow">if</span> (upper_bound != <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l00363"></a><span class="lineno"> 363</span>  <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> = upper_bound;</div>
|
|
<div class="line"><a name="l00364"></a><span class="lineno"> 364</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00365"></a><span class="lineno"> 365</span>  <span class="keywordflow">if</span> (lower_bound != -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l00366"></a><span class="lineno"> 366</span>  <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> = lower_bound;</div>
|
|
<div class="line"><a name="l00367"></a><span class="lineno"> 367</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00368"></a><span class="lineno"> 368</span>  <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(0.0);</div>
|
|
<div class="line"><a name="l00369"></a><span class="lineno"> 369</span>  }</div>
|
|
<div class="line"><a name="l00370"></a><span class="lineno"> 370</span>  }</div>
|
|
<div class="line"><a name="l00371"></a><span class="lineno"> 371</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00372"></a><span class="lineno"> 372</span>  <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> = objective_coefficient > 0 ? lower_bound : upper_bound;</div>
|
|
<div class="line"><a name="l00373"></a><span class="lineno"> 373</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>)) {</div>
|
|
<div class="line"><a name="l00374"></a><span class="lineno"> 374</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Problem INFEASIBLE_OR_UNBOUNDED, empty column "</span> << <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a></div>
|
|
<div class="line"><a name="l00375"></a><span class="lineno"> 375</span>  << <span class="stringliteral">" has a minimization cost of "</span> << objective_coefficient</div>
|
|
<div class="line"><a name="l00376"></a><span class="lineno"> 376</span>  << <span class="stringliteral">" and bounds"</span></div>
|
|
<div class="line"><a name="l00377"></a><span class="lineno"> 377</span>  << <span class="stringliteral">" ["</span> << lower_bound << <span class="stringliteral">","</span> << upper_bound << <span class="stringliteral">"]"</span>;</div>
|
|
<div class="line"><a name="l00378"></a><span class="lineno"> 378</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a53ef0c1aa260e08f9010ddcc28d5a4a6">ProblemStatus::INFEASIBLE_OR_UNBOUNDED</a>;</div>
|
|
<div class="line"><a name="l00379"></a><span class="lineno"> 379</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00380"></a><span class="lineno"> 380</span>  }</div>
|
|
<div class="line"><a name="l00381"></a><span class="lineno"> 381</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2a29cc40908e09b0c565ceea15b77d89">SetObjectiveOffset</a>(lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">objective_offset</a>() +</div>
|
|
<div class="line"><a name="l00382"></a><span class="lineno"> 382</span>  <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> * lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a name="l00383"></a><span class="lineno"> 383</span>  }</div>
|
|
<div class="line"><a name="l00384"></a><span class="lineno"> 384</span>  column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a43d852970601d1a979844a0aae79ed3d">MarkColumnForDeletionWithState</a>(</div>
|
|
<div class="line"><a name="l00385"></a><span class="lineno"> 385</span>  <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>, ComputeVariableStatus(<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>, lower_bound, upper_bound));</div>
|
|
<div class="line"><a name="l00386"></a><span class="lineno"> 386</span>  }</div>
|
|
<div class="line"><a name="l00387"></a><span class="lineno"> 387</span>  }</div>
|
|
<div class="line"><a name="l00388"></a><span class="lineno"> 388</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac59fd9cddfe284bf9dc7581ed631ce8d">DeleteColumns</a>(column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a6afccf8c0c7105ba45b8d7bd47830239">GetMarkedColumns</a>());</div>
|
|
<div class="line"><a name="l00389"></a><span class="lineno"> 389</span>  <span class="keywordflow">return</span> !column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>();</div>
|
|
<div class="line"><a name="l00390"></a><span class="lineno"> 390</span> }</div>
|
|
<div class="line"><a name="l00391"></a><span class="lineno"> 391</span>  </div>
|
|
<div class="line"><a name="l00392"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_empty_column_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf"> 392</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_empty_column_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">EmptyColumnPreprocessor::RecoverSolution</a>(<a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00393"></a><span class="lineno"> 393</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l00394"></a><span class="lineno"> 394</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(solution);</div>
|
|
<div class="line"><a name="l00395"></a><span class="lineno"> 395</span>  column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#ab73f53154d99b3cd13dae72fd418985d">RestoreDeletedColumns</a>(solution);</div>
|
|
<div class="line"><a name="l00396"></a><span class="lineno"> 396</span> }</div>
|
|
<div class="line"><a name="l00397"></a><span class="lineno"> 397</span>  </div>
|
|
<div class="line"><a name="l00398"></a><span class="lineno"> 398</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l00399"></a><span class="lineno"> 399</span> <span class="comment">// ProportionalColumnPreprocessor</span></div>
|
|
<div class="line"><a name="l00400"></a><span class="lineno"> 400</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l00401"></a><span class="lineno"> 401</span>  </div>
|
|
<div class="line"><a name="l00402"></a><span class="lineno"> 402</span> <span class="keyword">namespace </span>{</div>
|
|
<div class="line"><a name="l00403"></a><span class="lineno"> 403</span>  </div>
|
|
<div class="line"><a name="l00404"></a><span class="lineno"> 404</span> <span class="comment">// Subtracts 'multiple' times the column col of the given linear program from</span></div>
|
|
<div class="line"><a name="l00405"></a><span class="lineno"> 405</span> <span class="comment">// the constraint bounds. That is, for a non-zero entry of coefficient c,</span></div>
|
|
<div class="line"><a name="l00406"></a><span class="lineno"> 406</span> <span class="comment">// c * multiple is substracted from both the constraint upper and lower bound.</span></div>
|
|
<div class="line"><a name="l00407"></a><span class="lineno"> 407</span> <span class="keywordtype">void</span> SubtractColumnMultipleFromConstraintBound(ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
|
|
<div class="line"><a name="l00408"></a><span class="lineno"> 408</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> multiple,</div>
|
|
<div class="line"><a name="l00409"></a><span class="lineno"> 409</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l00410"></a><span class="lineno"> 410</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l00411"></a><span class="lineno"> 411</span>  <span class="keyword">const</span> RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = e.row();</div>
|
|
<div class="line"><a name="l00412"></a><span class="lineno"> 412</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="resource_8cc.html#a73461c37822b6ebb75b54ba1a9ffb442">delta</a> = multiple * e.coefficient();</div>
|
|
<div class="line"><a name="l00413"></a><span class="lineno"> 413</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a62b98dec38b6506442f9fc63f1a9b88f">SetConstraintBounds</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] - <a class="code" href="resource_8cc.html#a73461c37822b6ebb75b54ba1a9ffb442">delta</a>,</div>
|
|
<div class="line"><a name="l00414"></a><span class="lineno"> 414</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] - <a class="code" href="resource_8cc.html#a73461c37822b6ebb75b54ba1a9ffb442">delta</a>);</div>
|
|
<div class="line"><a name="l00415"></a><span class="lineno"> 415</span>  }</div>
|
|
<div class="line"><a name="l00416"></a><span class="lineno"> 416</span>  <span class="comment">// While not needed for correctness, this allows the presolved problem to</span></div>
|
|
<div class="line"><a name="l00417"></a><span class="lineno"> 417</span>  <span class="comment">// have the same objective value as the original one.</span></div>
|
|
<div class="line"><a name="l00418"></a><span class="lineno"> 418</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2a29cc40908e09b0c565ceea15b77d89">SetObjectiveOffset</a>(lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">objective_offset</a>() +</div>
|
|
<div class="line"><a name="l00419"></a><span class="lineno"> 419</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] * multiple);</div>
|
|
<div class="line"><a name="l00420"></a><span class="lineno"> 420</span> }</div>
|
|
<div class="line"><a name="l00421"></a><span class="lineno"> 421</span>  </div>
|
|
<div class="line"><a name="l00422"></a><span class="lineno"> 422</span> <span class="comment">// Struct used to detect proportional columns with the same cost. For that, a</span></div>
|
|
<div class="line"><a name="l00423"></a><span class="lineno"> 423</span> <span class="comment">// vector of such struct will be sorted, and only the columns that end up</span></div>
|
|
<div class="line"><a name="l00424"></a><span class="lineno"> 424</span> <span class="comment">// together need to be compared.</span></div>
|
|
<div class="line"><a name="l00425"></a><span class="lineno"> 425</span> <span class="keyword">struct </span>ColumnWithRepresentativeAndScaledCost {</div>
|
|
<div class="line"><a name="l00426"></a><span class="lineno"> 426</span>  ColumnWithRepresentativeAndScaledCost(ColIndex _col, ColIndex _representative,</div>
|
|
<div class="line"><a name="l00427"></a><span class="lineno"> 427</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> _scaled_cost)</div>
|
|
<div class="line"><a name="l00428"></a><span class="lineno"> 428</span>  : <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(_col), <a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>(_representative), <a class="code" href="preprocessor_8cc.html#a72ecc219428436501225dd42f67c73a9">scaled_cost</a>(_scaled_cost) {}</div>
|
|
<div class="line"><a name="l00429"></a><span class="lineno"><a class="line" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c"> 429</a></span>  ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
|
|
<div class="line"><a name="l00430"></a><span class="lineno"><a class="line" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021"> 430</a></span>  ColIndex <a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>;</div>
|
|
<div class="line"><a name="l00431"></a><span class="lineno"><a class="line" href="preprocessor_8cc.html#a72ecc219428436501225dd42f67c73a9"> 431</a></span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="preprocessor_8cc.html#a72ecc219428436501225dd42f67c73a9">scaled_cost</a>;</div>
|
|
<div class="line"><a name="l00432"></a><span class="lineno"> 432</span>  </div>
|
|
<div class="line"><a name="l00433"></a><span class="lineno"> 433</span>  <span class="keywordtype">bool</span> operator<(<span class="keyword">const</span> ColumnWithRepresentativeAndScaledCost& other)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00434"></a><span class="lineno"> 434</span>  <span class="keywordflow">if</span> (<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a> == other.representative) {</div>
|
|
<div class="line"><a name="l00435"></a><span class="lineno"> 435</span>  <span class="keywordflow">if</span> (<a class="code" href="preprocessor_8cc.html#a72ecc219428436501225dd42f67c73a9">scaled_cost</a> == other.scaled_cost) {</div>
|
|
<div class="line"><a name="l00436"></a><span class="lineno"> 436</span>  <span class="keywordflow">return</span> <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < other.col;</div>
|
|
<div class="line"><a name="l00437"></a><span class="lineno"> 437</span>  }</div>
|
|
<div class="line"><a name="l00438"></a><span class="lineno"> 438</span>  <span class="keywordflow">return</span> <a class="code" href="preprocessor_8cc.html#a72ecc219428436501225dd42f67c73a9">scaled_cost</a> < other.scaled_cost;</div>
|
|
<div class="line"><a name="l00439"></a><span class="lineno"> 439</span>  }</div>
|
|
<div class="line"><a name="l00440"></a><span class="lineno"> 440</span>  <span class="keywordflow">return</span> <a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a> < other.representative;</div>
|
|
<div class="line"><a name="l00441"></a><span class="lineno"> 441</span>  }</div>
|
|
<div class="line"><a name="l00442"></a><span class="lineno"> 442</span> };</div>
|
|
<div class="line"><a name="l00443"></a><span class="lineno"> 443</span>  </div>
|
|
<div class="line"><a name="l00444"></a><span class="lineno"> 444</span> } <span class="comment">// namespace</span></div>
|
|
<div class="line"><a name="l00445"></a><span class="lineno"> 445</span>  </div>
|
|
<div class="line"><a name="l00446"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_proportional_column_preprocessor.html#a5d398cb6297813f547da141848e70bbc"> 446</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_proportional_column_preprocessor.html#a5d398cb6297813f547da141848e70bbc">ProportionalColumnPreprocessor::Run</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l00447"></a><span class="lineno"> 447</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l00448"></a><span class="lineno"> 448</span>  <a class="code" href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a>(lp, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l00449"></a><span class="lineno"> 449</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">ColMapping</a> mapping = <a class="code" href="namespaceoperations__research_1_1glop.html#ac9bef291f9b941569978d0f075144abf">FindProportionalColumns</a>(</div>
|
|
<div class="line"><a name="l00450"></a><span class="lineno"> 450</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a33b78d7012477c55f395aaf92ca6e9f4">GetSparseMatrix</a>(), <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.preprocessor_zero_tolerance());</div>
|
|
<div class="line"><a name="l00451"></a><span class="lineno"> 451</span>  </div>
|
|
<div class="line"><a name="l00452"></a><span class="lineno"> 452</span>  <span class="comment">// Compute some statistics and make each class representative point to itself</span></div>
|
|
<div class="line"><a name="l00453"></a><span class="lineno"> 453</span>  <span class="comment">// in the mapping. Also store the columns that are proportional to at least</span></div>
|
|
<div class="line"><a name="l00454"></a><span class="lineno"> 454</span>  <span class="comment">// another column in proportional_columns to iterate on them more efficiently.</span></div>
|
|
<div class="line"><a name="l00455"></a><span class="lineno"> 455</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l00456"></a><span class="lineno"> 456</span>  <span class="comment">// TODO(user): Change FindProportionalColumns for this?</span></div>
|
|
<div class="line"><a name="l00457"></a><span class="lineno"> 457</span>  <span class="keywordtype">int</span> num_proportionality_classes = 0;</div>
|
|
<div class="line"><a name="l00458"></a><span class="lineno"> 458</span>  std::vector<ColIndex> proportional_columns;</div>
|
|
<div class="line"><a name="l00459"></a><span class="lineno"> 459</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < mapping.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(); ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00460"></a><span class="lineno"> 460</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a> = mapping[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00461"></a><span class="lineno"> 461</span>  <span class="keywordflow">if</span> (<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a> != <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
|
|
<div class="line"><a name="l00462"></a><span class="lineno"> 462</span>  <span class="keywordflow">if</span> (mapping[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>] == <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
|
|
<div class="line"><a name="l00463"></a><span class="lineno"> 463</span>  proportional_columns.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>);</div>
|
|
<div class="line"><a name="l00464"></a><span class="lineno"> 464</span>  ++num_proportionality_classes;</div>
|
|
<div class="line"><a name="l00465"></a><span class="lineno"> 465</span>  mapping[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>] = <a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>;</div>
|
|
<div class="line"><a name="l00466"></a><span class="lineno"> 466</span>  }</div>
|
|
<div class="line"><a name="l00467"></a><span class="lineno"> 467</span>  proportional_columns.push_back(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00468"></a><span class="lineno"> 468</span>  }</div>
|
|
<div class="line"><a name="l00469"></a><span class="lineno"> 469</span>  }</div>
|
|
<div class="line"><a name="l00470"></a><span class="lineno"> 470</span>  <span class="keywordflow">if</span> (proportional_columns.empty()) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00471"></a><span class="lineno"> 471</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"The problem contains "</span> << proportional_columns.size()</div>
|
|
<div class="line"><a name="l00472"></a><span class="lineno"> 472</span>  << <span class="stringliteral">" columns which belong to "</span> << num_proportionality_classes</div>
|
|
<div class="line"><a name="l00473"></a><span class="lineno"> 473</span>  << <span class="stringliteral">" proportionality classes."</span>;</div>
|
|
<div class="line"><a name="l00474"></a><span class="lineno"> 474</span>  </div>
|
|
<div class="line"><a name="l00475"></a><span class="lineno"> 475</span>  <span class="comment">// Note(user): using the first coefficient may not give the best precision.</span></div>
|
|
<div class="line"><a name="l00476"></a><span class="lineno"> 476</span>  <span class="keyword">const</span> ColIndex num_cols = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l00477"></a><span class="lineno"> 477</span>  column_factors_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_cols, 0.0);</div>
|
|
<div class="line"><a name="l00478"></a><span class="lineno"> 478</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : proportional_columns) {</div>
|
|
<div class="line"><a name="l00479"></a><span class="lineno"> 479</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_column.html">SparseColumn</a>& column = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00480"></a><span class="lineno"> 480</span>  column_factors_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = column.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ae7c152aafe19515204c65dadcdc876d6">GetFirstCoefficient</a>();</div>
|
|
<div class="line"><a name="l00481"></a><span class="lineno"> 481</span>  }</div>
|
|
<div class="line"><a name="l00482"></a><span class="lineno"> 482</span>  </div>
|
|
<div class="line"><a name="l00483"></a><span class="lineno"> 483</span>  <span class="comment">// This is only meaningful for column representative.</span></div>
|
|
<div class="line"><a name="l00484"></a><span class="lineno"> 484</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l00485"></a><span class="lineno"> 485</span>  <span class="comment">// The reduced cost of a column is 'cost - dual_values.column' and we know</span></div>
|
|
<div class="line"><a name="l00486"></a><span class="lineno"> 486</span>  <span class="comment">// that for all proportional columns, 'dual_values.column /</span></div>
|
|
<div class="line"><a name="l00487"></a><span class="lineno"> 487</span>  <span class="comment">// column_factors_[col]' is the same. Here, we bound this quantity which is</span></div>
|
|
<div class="line"><a name="l00488"></a><span class="lineno"> 488</span>  <span class="comment">// related to the cost 'slope' of a proportional column:</span></div>
|
|
<div class="line"><a name="l00489"></a><span class="lineno"> 489</span>  <span class="comment">// cost / column_factors_[col].</span></div>
|
|
<div class="line"><a name="l00490"></a><span class="lineno"> 490</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> slope_lower_bound(num_cols, -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l00491"></a><span class="lineno"> 491</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> slope_upper_bound(num_cols, +<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l00492"></a><span class="lineno"> 492</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : proportional_columns) {</div>
|
|
<div class="line"><a name="l00493"></a><span class="lineno"> 493</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a> = mapping[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00494"></a><span class="lineno"> 494</span>  </div>
|
|
<div class="line"><a name="l00495"></a><span class="lineno"> 495</span>  <span class="comment">// We reason in terms of a minimization problem here.</span></div>
|
|
<div class="line"><a name="l00496"></a><span class="lineno"> 496</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> is_rc_positive_or_zero =</div>
|
|
<div class="line"><a name="l00497"></a><span class="lineno"> 497</span>  (lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l00498"></a><span class="lineno"> 498</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> is_rc_negative_or_zero =</div>
|
|
<div class="line"><a name="l00499"></a><span class="lineno"> 499</span>  (lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l00500"></a><span class="lineno"> 500</span>  <span class="keywordtype">bool</span> is_slope_upper_bounded = is_rc_positive_or_zero;</div>
|
|
<div class="line"><a name="l00501"></a><span class="lineno"> 501</span>  <span class="keywordtype">bool</span> is_slope_lower_bounded = is_rc_negative_or_zero;</div>
|
|
<div class="line"><a name="l00502"></a><span class="lineno"> 502</span>  <span class="keywordflow">if</span> (column_factors_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] < 0.0) {</div>
|
|
<div class="line"><a name="l00503"></a><span class="lineno"> 503</span>  std::swap(is_slope_lower_bounded, is_slope_upper_bounded);</div>
|
|
<div class="line"><a name="l00504"></a><span class="lineno"> 504</span>  }</div>
|
|
<div class="line"><a name="l00505"></a><span class="lineno"> 505</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> slope =</div>
|
|
<div class="line"><a name="l00506"></a><span class="lineno"> 506</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a6137c2df856cf2634f9bb259d2aace2b">GetObjectiveCoefficientForMinimizationVersion</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) /</div>
|
|
<div class="line"><a name="l00507"></a><span class="lineno"> 507</span>  column_factors_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00508"></a><span class="lineno"> 508</span>  <span class="keywordflow">if</span> (is_slope_lower_bounded) {</div>
|
|
<div class="line"><a name="l00509"></a><span class="lineno"> 509</span>  slope_lower_bound[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>] =</div>
|
|
<div class="line"><a name="l00510"></a><span class="lineno"> 510</span>  <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(slope_lower_bound[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>], slope);</div>
|
|
<div class="line"><a name="l00511"></a><span class="lineno"> 511</span>  }</div>
|
|
<div class="line"><a name="l00512"></a><span class="lineno"> 512</span>  <span class="keywordflow">if</span> (is_slope_upper_bounded) {</div>
|
|
<div class="line"><a name="l00513"></a><span class="lineno"> 513</span>  slope_upper_bound[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>] =</div>
|
|
<div class="line"><a name="l00514"></a><span class="lineno"> 514</span>  <a class="code" href="alldiff__cst_8cc.html#a021e695f54a13bd809c34b2f4ca87c37">std::min</a>(slope_upper_bound[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>], slope);</div>
|
|
<div class="line"><a name="l00515"></a><span class="lineno"> 515</span>  }</div>
|
|
<div class="line"><a name="l00516"></a><span class="lineno"> 516</span>  }</div>
|
|
<div class="line"><a name="l00517"></a><span class="lineno"> 517</span>  </div>
|
|
<div class="line"><a name="l00518"></a><span class="lineno"> 518</span>  <span class="comment">// Deal with empty slope intervals.</span></div>
|
|
<div class="line"><a name="l00519"></a><span class="lineno"> 519</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : proportional_columns) {</div>
|
|
<div class="line"><a name="l00520"></a><span class="lineno"> 520</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a> = mapping[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00521"></a><span class="lineno"> 521</span>  </div>
|
|
<div class="line"><a name="l00522"></a><span class="lineno"> 522</span>  <span class="comment">// This is only needed for class representative columns.</span></div>
|
|
<div class="line"><a name="l00523"></a><span class="lineno"> 523</span>  <span class="keywordflow">if</span> (<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a> == <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00524"></a><span class="lineno"> 524</span>  <span class="keywordflow">if</span> (!<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#aeb01b3abaf68cfdcad5c90c9068c1570">IsSmallerWithinFeasibilityTolerance</a>(</div>
|
|
<div class="line"><a name="l00525"></a><span class="lineno"> 525</span>  slope_lower_bound[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>],</div>
|
|
<div class="line"><a name="l00526"></a><span class="lineno"> 526</span>  slope_upper_bound[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>])) {</div>
|
|
<div class="line"><a name="l00527"></a><span class="lineno"> 527</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Problem INFEASIBLE_OR_UNBOUNDED, no feasible dual values"</span></div>
|
|
<div class="line"><a name="l00528"></a><span class="lineno"> 528</span>  << <span class="stringliteral">" can satisfy the constraints of the proportional columns"</span></div>
|
|
<div class="line"><a name="l00529"></a><span class="lineno"> 529</span>  << <span class="stringliteral">" with representative "</span> << <a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a> << <span class="stringliteral">"."</span></div>
|
|
<div class="line"><a name="l00530"></a><span class="lineno"> 530</span>  << <span class="stringliteral">" the associated quantity must be in ["</span></div>
|
|
<div class="line"><a name="l00531"></a><span class="lineno"> 531</span>  << slope_lower_bound[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>] << <span class="stringliteral">","</span></div>
|
|
<div class="line"><a name="l00532"></a><span class="lineno"> 532</span>  << slope_upper_bound[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>] << <span class="stringliteral">"]."</span>;</div>
|
|
<div class="line"><a name="l00533"></a><span class="lineno"> 533</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a53ef0c1aa260e08f9010ddcc28d5a4a6">ProblemStatus::INFEASIBLE_OR_UNBOUNDED</a>;</div>
|
|
<div class="line"><a name="l00534"></a><span class="lineno"> 534</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00535"></a><span class="lineno"> 535</span>  }</div>
|
|
<div class="line"><a name="l00536"></a><span class="lineno"> 536</span>  }</div>
|
|
<div class="line"><a name="l00537"></a><span class="lineno"> 537</span>  }</div>
|
|
<div class="line"><a name="l00538"></a><span class="lineno"> 538</span>  </div>
|
|
<div class="line"><a name="l00539"></a><span class="lineno"> 539</span>  <span class="comment">// Now, fix the columns that can be fixed to one of their bounds.</span></div>
|
|
<div class="line"><a name="l00540"></a><span class="lineno"> 540</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : proportional_columns) {</div>
|
|
<div class="line"><a name="l00541"></a><span class="lineno"> 541</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a> = mapping[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00542"></a><span class="lineno"> 542</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> slope =</div>
|
|
<div class="line"><a name="l00543"></a><span class="lineno"> 543</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a6137c2df856cf2634f9bb259d2aace2b">GetObjectiveCoefficientForMinimizationVersion</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) /</div>
|
|
<div class="line"><a name="l00544"></a><span class="lineno"> 544</span>  column_factors_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00545"></a><span class="lineno"> 545</span>  </div>
|
|
<div class="line"><a name="l00546"></a><span class="lineno"> 546</span>  <span class="comment">// The scaled reduced cost is slope - quantity.</span></div>
|
|
<div class="line"><a name="l00547"></a><span class="lineno"> 547</span>  <span class="keywordtype">bool</span> variable_can_be_fixed = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00548"></a><span class="lineno"> 548</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = 0.0;</div>
|
|
<div class="line"><a name="l00549"></a><span class="lineno"> 549</span>  </div>
|
|
<div class="line"><a name="l00550"></a><span class="lineno"> 550</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00551"></a><span class="lineno"> 551</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00552"></a><span class="lineno"> 552</span>  <span class="keywordflow">if</span> (!<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#aeb01b3abaf68cfdcad5c90c9068c1570">IsSmallerWithinFeasibilityTolerance</a>(slope_lower_bound[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>],</div>
|
|
<div class="line"><a name="l00553"></a><span class="lineno"> 553</span>  slope)) {</div>
|
|
<div class="line"><a name="l00554"></a><span class="lineno"> 554</span>  <span class="comment">// The scaled reduced cost is < 0.</span></div>
|
|
<div class="line"><a name="l00555"></a><span class="lineno"> 555</span>  variable_can_be_fixed = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00556"></a><span class="lineno"> 556</span>  <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = (column_factors_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] >= 0.0) ? upper_bound : lower_bound;</div>
|
|
<div class="line"><a name="l00557"></a><span class="lineno"> 557</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (!<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#aeb01b3abaf68cfdcad5c90c9068c1570">IsSmallerWithinFeasibilityTolerance</a>(</div>
|
|
<div class="line"><a name="l00558"></a><span class="lineno"> 558</span>  slope, slope_upper_bound[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>])) {</div>
|
|
<div class="line"><a name="l00559"></a><span class="lineno"> 559</span>  <span class="comment">// The scaled reduced cost is > 0.</span></div>
|
|
<div class="line"><a name="l00560"></a><span class="lineno"> 560</span>  variable_can_be_fixed = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00561"></a><span class="lineno"> 561</span>  <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = (column_factors_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] >= 0.0) ? lower_bound : upper_bound;</div>
|
|
<div class="line"><a name="l00562"></a><span class="lineno"> 562</span>  }</div>
|
|
<div class="line"><a name="l00563"></a><span class="lineno"> 563</span>  </div>
|
|
<div class="line"><a name="l00564"></a><span class="lineno"> 564</span>  <span class="keywordflow">if</span> (variable_can_be_fixed) {</div>
|
|
<div class="line"><a name="l00565"></a><span class="lineno"> 565</span>  <span class="comment">// Clear mapping[col] so this column will not be considered for the next</span></div>
|
|
<div class="line"><a name="l00566"></a><span class="lineno"> 566</span>  <span class="comment">// stage.</span></div>
|
|
<div class="line"><a name="l00567"></a><span class="lineno"> 567</span>  mapping[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>;</div>
|
|
<div class="line"><a name="l00568"></a><span class="lineno"> 568</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(<a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>)) {</div>
|
|
<div class="line"><a name="l00569"></a><span class="lineno"> 569</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Problem INFEASIBLE_OR_UNBOUNDED."</span>;</div>
|
|
<div class="line"><a name="l00570"></a><span class="lineno"> 570</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a53ef0c1aa260e08f9010ddcc28d5a4a6">ProblemStatus::INFEASIBLE_OR_UNBOUNDED</a>;</div>
|
|
<div class="line"><a name="l00571"></a><span class="lineno"> 571</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00572"></a><span class="lineno"> 572</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00573"></a><span class="lineno"> 573</span>  SubtractColumnMultipleFromConstraintBound(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>, lp);</div>
|
|
<div class="line"><a name="l00574"></a><span class="lineno"> 574</span>  column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a43d852970601d1a979844a0aae79ed3d">MarkColumnForDeletionWithState</a>(</div>
|
|
<div class="line"><a name="l00575"></a><span class="lineno"> 575</span>  <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>,</div>
|
|
<div class="line"><a name="l00576"></a><span class="lineno"> 576</span>  ComputeVariableStatus(<a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>, lower_bound, upper_bound));</div>
|
|
<div class="line"><a name="l00577"></a><span class="lineno"> 577</span>  }</div>
|
|
<div class="line"><a name="l00578"></a><span class="lineno"> 578</span>  }</div>
|
|
<div class="line"><a name="l00579"></a><span class="lineno"> 579</span>  }</div>
|
|
<div class="line"><a name="l00580"></a><span class="lineno"> 580</span>  </div>
|
|
<div class="line"><a name="l00581"></a><span class="lineno"> 581</span>  <span class="comment">// Merge the variables with the same scaled cost.</span></div>
|
|
<div class="line"><a name="l00582"></a><span class="lineno"> 582</span>  std::vector<ColumnWithRepresentativeAndScaledCost> sorted_columns;</div>
|
|
<div class="line"><a name="l00583"></a><span class="lineno"> 583</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : proportional_columns) {</div>
|
|
<div class="line"><a name="l00584"></a><span class="lineno"> 584</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a> = mapping[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00585"></a><span class="lineno"> 585</span>  </div>
|
|
<div class="line"><a name="l00586"></a><span class="lineno"> 586</span>  <span class="comment">// This test is needed because we already removed some columns.</span></div>
|
|
<div class="line"><a name="l00587"></a><span class="lineno"> 587</span>  <span class="keywordflow">if</span> (mapping[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
|
|
<div class="line"><a name="l00588"></a><span class="lineno"> 588</span>  sorted_columns.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(ColumnWithRepresentativeAndScaledCost(</div>
|
|
<div class="line"><a name="l00589"></a><span class="lineno"> 589</span>  <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>,</div>
|
|
<div class="line"><a name="l00590"></a><span class="lineno"> 590</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] / column_factors_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
|
|
<div class="line"><a name="l00591"></a><span class="lineno"> 591</span>  }</div>
|
|
<div class="line"><a name="l00592"></a><span class="lineno"> 592</span>  }</div>
|
|
<div class="line"><a name="l00593"></a><span class="lineno"> 593</span>  std::sort(sorted_columns.begin(), sorted_columns.end());</div>
|
|
<div class="line"><a name="l00594"></a><span class="lineno"> 594</span>  </div>
|
|
<div class="line"><a name="l00595"></a><span class="lineno"> 595</span>  <span class="comment">// All this will be needed during postsolve.</span></div>
|
|
<div class="line"><a name="l00596"></a><span class="lineno"> 596</span>  merged_columns_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_cols, <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>);</div>
|
|
<div class="line"><a name="l00597"></a><span class="lineno"> 597</span>  lower_bounds_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_cols, -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l00598"></a><span class="lineno"> 598</span>  upper_bounds_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_cols, <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l00599"></a><span class="lineno"> 599</span>  new_lower_bounds_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_cols, -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l00600"></a><span class="lineno"> 600</span>  new_upper_bounds_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_cols, <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l00601"></a><span class="lineno"> 601</span>  </div>
|
|
<div class="line"><a name="l00602"></a><span class="lineno"> 602</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < sorted_columns.size();) {</div>
|
|
<div class="line"><a name="l00603"></a><span class="lineno"> 603</span>  <span class="keyword">const</span> ColIndex target_col = sorted_columns[i].col;</div>
|
|
<div class="line"><a name="l00604"></a><span class="lineno"> 604</span>  <span class="keyword">const</span> ColIndex target_representative = sorted_columns[i].representative;</div>
|
|
<div class="line"><a name="l00605"></a><span class="lineno"> 605</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> target_scaled_cost = sorted_columns[i].scaled_cost;</div>
|
|
<div class="line"><a name="l00606"></a><span class="lineno"> 606</span>  </div>
|
|
<div class="line"><a name="l00607"></a><span class="lineno"> 607</span>  <span class="comment">// Save the initial bounds before modifying them.</span></div>
|
|
<div class="line"><a name="l00608"></a><span class="lineno"> 608</span>  lower_bounds_[target_col] = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[target_col];</div>
|
|
<div class="line"><a name="l00609"></a><span class="lineno"> 609</span>  upper_bounds_[target_col] = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[target_col];</div>
|
|
<div class="line"><a name="l00610"></a><span class="lineno"> 610</span>  </div>
|
|
<div class="line"><a name="l00611"></a><span class="lineno"> 611</span>  <span class="keywordtype">int</span> num_merged = 0;</div>
|
|
<div class="line"><a name="l00612"></a><span class="lineno"> 612</span>  <span class="keywordflow">for</span> (++i; i < sorted_columns.size(); ++i) {</div>
|
|
<div class="line"><a name="l00613"></a><span class="lineno"> 613</span>  <span class="keywordflow">if</span> (sorted_columns[i].<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a> != target_representative) <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l00614"></a><span class="lineno"> 614</span>  <span class="keywordflow">if</span> (std::abs(sorted_columns[i].<a class="code" href="preprocessor_8cc.html#a72ecc219428436501225dd42f67c73a9">scaled_cost</a> - target_scaled_cost) >=</div>
|
|
<div class="line"><a name="l00615"></a><span class="lineno"> 615</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.preprocessor_zero_tolerance()) {</div>
|
|
<div class="line"><a name="l00616"></a><span class="lineno"> 616</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l00617"></a><span class="lineno"> 617</span>  }</div>
|
|
<div class="line"><a name="l00618"></a><span class="lineno"> 618</span>  ++num_merged;</div>
|
|
<div class="line"><a name="l00619"></a><span class="lineno"> 619</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = sorted_columns[i].col;</div>
|
|
<div class="line"><a name="l00620"></a><span class="lineno"> 620</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00621"></a><span class="lineno"> 621</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00622"></a><span class="lineno"> 622</span>  lower_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = lower_bound;</div>
|
|
<div class="line"><a name="l00623"></a><span class="lineno"> 623</span>  upper_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = upper_bound;</div>
|
|
<div class="line"><a name="l00624"></a><span class="lineno"> 624</span>  merged_columns_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = target_col;</div>
|
|
<div class="line"><a name="l00625"></a><span class="lineno"> 625</span>  </div>
|
|
<div class="line"><a name="l00626"></a><span class="lineno"> 626</span>  <span class="comment">// This is a bit counter intuitive, but when a column is divided by x,</span></div>
|
|
<div class="line"><a name="l00627"></a><span class="lineno"> 627</span>  <span class="comment">// the corresponding bounds have to be multiplied by x.</span></div>
|
|
<div class="line"><a name="l00628"></a><span class="lineno"> 628</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> bound_factor =</div>
|
|
<div class="line"><a name="l00629"></a><span class="lineno"> 629</span>  column_factors_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] / column_factors_[target_col];</div>
|
|
<div class="line"><a name="l00630"></a><span class="lineno"> 630</span>  </div>
|
|
<div class="line"><a name="l00631"></a><span class="lineno"> 631</span>  <span class="comment">// We need to shift the variable so that a basic solution of the new</span></div>
|
|
<div class="line"><a name="l00632"></a><span class="lineno"> 632</span>  <span class="comment">// problem can easily be converted to a basic solution of the original</span></div>
|
|
<div class="line"><a name="l00633"></a><span class="lineno"> 633</span>  <span class="comment">// problem.</span></div>
|
|
<div class="line"><a name="l00634"></a><span class="lineno"> 634</span>  </div>
|
|
<div class="line"><a name="l00635"></a><span class="lineno"> 635</span>  <span class="comment">// A feasible value for the variable must be chosen, and the variable must</span></div>
|
|
<div class="line"><a name="l00636"></a><span class="lineno"> 636</span>  <span class="comment">// be shifted by this value. This is done to make sure that it will be</span></div>
|
|
<div class="line"><a name="l00637"></a><span class="lineno"> 637</span>  <span class="comment">// possible to recreate a basic solution of the original problem from a</span></div>
|
|
<div class="line"><a name="l00638"></a><span class="lineno"> 638</span>  <span class="comment">// basic solution of the pre-solved problem during post-solve.</span></div>
|
|
<div class="line"><a name="l00639"></a><span class="lineno"> 639</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> target_value =</div>
|
|
<div class="line"><a name="l00640"></a><span class="lineno"> 640</span>  MinInMagnitudeOrZeroIfInfinite(lower_bound, upper_bound);</div>
|
|
<div class="line"><a name="l00641"></a><span class="lineno"> 641</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_diff = (lower_bound - target_value) * bound_factor;</div>
|
|
<div class="line"><a name="l00642"></a><span class="lineno"> 642</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_diff = (upper_bound - target_value) * bound_factor;</div>
|
|
<div class="line"><a name="l00643"></a><span class="lineno"> 643</span>  <span class="keywordflow">if</span> (bound_factor < 0.0) {</div>
|
|
<div class="line"><a name="l00644"></a><span class="lineno"> 644</span>  std::swap(lower_diff, upper_diff);</div>
|
|
<div class="line"><a name="l00645"></a><span class="lineno"> 645</span>  }</div>
|
|
<div class="line"><a name="l00646"></a><span class="lineno"> 646</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(</div>
|
|
<div class="line"><a name="l00647"></a><span class="lineno"> 647</span>  target_col, lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[target_col] + lower_diff,</div>
|
|
<div class="line"><a name="l00648"></a><span class="lineno"> 648</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[target_col] + upper_diff);</div>
|
|
<div class="line"><a name="l00649"></a><span class="lineno"> 649</span>  SubtractColumnMultipleFromConstraintBound(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, target_value, lp);</div>
|
|
<div class="line"><a name="l00650"></a><span class="lineno"> 650</span>  column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a43d852970601d1a979844a0aae79ed3d">MarkColumnForDeletionWithState</a>(</div>
|
|
<div class="line"><a name="l00651"></a><span class="lineno"> 651</span>  <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, target_value,</div>
|
|
<div class="line"><a name="l00652"></a><span class="lineno"> 652</span>  ComputeVariableStatus(target_value, lower_bound, upper_bound));</div>
|
|
<div class="line"><a name="l00653"></a><span class="lineno"> 653</span>  }</div>
|
|
<div class="line"><a name="l00654"></a><span class="lineno"> 654</span>  </div>
|
|
<div class="line"><a name="l00655"></a><span class="lineno"> 655</span>  <span class="comment">// If at least one column was merged, the target column must be shifted like</span></div>
|
|
<div class="line"><a name="l00656"></a><span class="lineno"> 656</span>  <span class="comment">// the other columns in the same equivalence class for the same reason (see</span></div>
|
|
<div class="line"><a name="l00657"></a><span class="lineno"> 657</span>  <span class="comment">// above).</span></div>
|
|
<div class="line"><a name="l00658"></a><span class="lineno"> 658</span>  <span class="keywordflow">if</span> (num_merged > 0) {</div>
|
|
<div class="line"><a name="l00659"></a><span class="lineno"> 659</span>  merged_columns_[target_col] = target_col;</div>
|
|
<div class="line"><a name="l00660"></a><span class="lineno"> 660</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> target_value = MinInMagnitudeOrZeroIfInfinite(</div>
|
|
<div class="line"><a name="l00661"></a><span class="lineno"> 661</span>  lower_bounds_[target_col], upper_bounds_[target_col]);</div>
|
|
<div class="line"><a name="l00662"></a><span class="lineno"> 662</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(</div>
|
|
<div class="line"><a name="l00663"></a><span class="lineno"> 663</span>  target_col, lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[target_col] - target_value,</div>
|
|
<div class="line"><a name="l00664"></a><span class="lineno"> 664</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[target_col] - target_value);</div>
|
|
<div class="line"><a name="l00665"></a><span class="lineno"> 665</span>  SubtractColumnMultipleFromConstraintBound(target_col, target_value, lp);</div>
|
|
<div class="line"><a name="l00666"></a><span class="lineno"> 666</span>  new_lower_bounds_[target_col] = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[target_col];</div>
|
|
<div class="line"><a name="l00667"></a><span class="lineno"> 667</span>  new_upper_bounds_[target_col] = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[target_col];</div>
|
|
<div class="line"><a name="l00668"></a><span class="lineno"> 668</span>  }</div>
|
|
<div class="line"><a name="l00669"></a><span class="lineno"> 669</span>  }</div>
|
|
<div class="line"><a name="l00670"></a><span class="lineno"> 670</span>  </div>
|
|
<div class="line"><a name="l00671"></a><span class="lineno"> 671</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac59fd9cddfe284bf9dc7581ed631ce8d">DeleteColumns</a>(column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a6afccf8c0c7105ba45b8d7bd47830239">GetMarkedColumns</a>());</div>
|
|
<div class="line"><a name="l00672"></a><span class="lineno"> 672</span>  <span class="keywordflow">return</span> !column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>();</div>
|
|
<div class="line"><a name="l00673"></a><span class="lineno"> 673</span> }</div>
|
|
<div class="line"><a name="l00674"></a><span class="lineno"> 674</span>  </div>
|
|
<div class="line"><a name="l00675"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_proportional_column_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf"> 675</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_proportional_column_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">ProportionalColumnPreprocessor::RecoverSolution</a>(</div>
|
|
<div class="line"><a name="l00676"></a><span class="lineno"> 676</span>  <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00677"></a><span class="lineno"> 677</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l00678"></a><span class="lineno"> 678</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(solution);</div>
|
|
<div class="line"><a name="l00679"></a><span class="lineno"> 679</span>  column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#ab73f53154d99b3cd13dae72fd418985d">RestoreDeletedColumns</a>(solution);</div>
|
|
<div class="line"><a name="l00680"></a><span class="lineno"> 680</span>  </div>
|
|
<div class="line"><a name="l00681"></a><span class="lineno"> 681</span>  <span class="comment">// The rest of this function is to unmerge the columns so that the solution be</span></div>
|
|
<div class="line"><a name="l00682"></a><span class="lineno"> 682</span>  <span class="comment">// primal-feasible.</span></div>
|
|
<div class="line"><a name="l00683"></a><span class="lineno"> 683</span>  <span class="keyword">const</span> ColIndex num_cols = merged_columns_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>();</div>
|
|
<div class="line"><a name="l00684"></a><span class="lineno"> 684</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseBooleanRow</a> is_representative_basic(num_cols, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l00685"></a><span class="lineno"> 685</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseBooleanRow</a> is_distance_to_upper_bound(num_cols, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l00686"></a><span class="lineno"> 686</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> distance_to_bound(num_cols, 0.0);</div>
|
|
<div class="line"><a name="l00687"></a><span class="lineno"> 687</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> wanted_value(num_cols, 0.0);</div>
|
|
<div class="line"><a name="l00688"></a><span class="lineno"> 688</span>  </div>
|
|
<div class="line"><a name="l00689"></a><span class="lineno"> 689</span>  <span class="comment">// The first pass is a loop over the representatives to compute the current</span></div>
|
|
<div class="line"><a name="l00690"></a><span class="lineno"> 690</span>  <span class="comment">// distance to the new bounds.</span></div>
|
|
<div class="line"><a name="l00691"></a><span class="lineno"> 691</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00692"></a><span class="lineno"> 692</span>  <span class="keywordflow">if</span> (merged_columns_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00693"></a><span class="lineno"> 693</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> = solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00694"></a><span class="lineno"> 694</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> distance_to_upper_bound = new_upper_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>;</div>
|
|
<div class="line"><a name="l00695"></a><span class="lineno"> 695</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> distance_to_lower_bound = <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> - new_lower_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00696"></a><span class="lineno"> 696</span>  <span class="keywordflow">if</span> (distance_to_upper_bound < distance_to_lower_bound) {</div>
|
|
<div class="line"><a name="l00697"></a><span class="lineno"> 697</span>  distance_to_bound[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = distance_to_upper_bound;</div>
|
|
<div class="line"><a name="l00698"></a><span class="lineno"> 698</span>  is_distance_to_upper_bound[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00699"></a><span class="lineno"> 699</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00700"></a><span class="lineno"> 700</span>  distance_to_bound[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = distance_to_lower_bound;</div>
|
|
<div class="line"><a name="l00701"></a><span class="lineno"> 701</span>  is_distance_to_upper_bound[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00702"></a><span class="lineno"> 702</span>  }</div>
|
|
<div class="line"><a name="l00703"></a><span class="lineno"> 703</span>  is_representative_basic[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] =</div>
|
|
<div class="line"><a name="l00704"></a><span class="lineno"> 704</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>;</div>
|
|
<div class="line"><a name="l00705"></a><span class="lineno"> 705</span>  </div>
|
|
<div class="line"><a name="l00706"></a><span class="lineno"> 706</span>  <span class="comment">// Restore the representative value to a feasible value of the initial</span></div>
|
|
<div class="line"><a name="l00707"></a><span class="lineno"> 707</span>  <span class="comment">// variable. Now all the merged variable are at a feasible value.</span></div>
|
|
<div class="line"><a name="l00708"></a><span class="lineno"> 708</span>  wanted_value[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>;</div>
|
|
<div class="line"><a name="l00709"></a><span class="lineno"> 709</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = MinInMagnitudeOrZeroIfInfinite(</div>
|
|
<div class="line"><a name="l00710"></a><span class="lineno"> 710</span>  lower_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], upper_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a name="l00711"></a><span class="lineno"> 711</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = ComputeVariableStatus(</div>
|
|
<div class="line"><a name="l00712"></a><span class="lineno"> 712</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], lower_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], upper_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a name="l00713"></a><span class="lineno"> 713</span>  }</div>
|
|
<div class="line"><a name="l00714"></a><span class="lineno"> 714</span>  }</div>
|
|
<div class="line"><a name="l00715"></a><span class="lineno"> 715</span>  </div>
|
|
<div class="line"><a name="l00716"></a><span class="lineno"> 716</span>  <span class="comment">// Second pass to correct the values.</span></div>
|
|
<div class="line"><a name="l00717"></a><span class="lineno"> 717</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00718"></a><span class="lineno"> 718</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a> = merged_columns_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00719"></a><span class="lineno"> 719</span>  <span class="keywordflow">if</span> (<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a> != <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
|
|
<div class="line"><a name="l00720"></a><span class="lineno"> 720</span>  <span class="keywordflow">if</span> (<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(distance_to_bound[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>])) {</div>
|
|
<div class="line"><a name="l00721"></a><span class="lineno"> 721</span>  <span class="comment">// If the distance is finite, then each variable is set to its</span></div>
|
|
<div class="line"><a name="l00722"></a><span class="lineno"> 722</span>  <span class="comment">// corresponding bound (the one from which the distance is computed) and</span></div>
|
|
<div class="line"><a name="l00723"></a><span class="lineno"> 723</span>  <span class="comment">// is then changed by as much as possible until the distance is zero.</span></div>
|
|
<div class="line"><a name="l00724"></a><span class="lineno"> 724</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> bound_factor =</div>
|
|
<div class="line"><a name="l00725"></a><span class="lineno"> 725</span>  column_factors_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] / column_factors_[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>];</div>
|
|
<div class="line"><a name="l00726"></a><span class="lineno"> 726</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> scaled_distance =</div>
|
|
<div class="line"><a name="l00727"></a><span class="lineno"> 727</span>  distance_to_bound[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>] / std::abs(bound_factor);</div>
|
|
<div class="line"><a name="l00728"></a><span class="lineno"> 728</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> width = upper_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - lower_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00729"></a><span class="lineno"> 729</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> to_upper_bound =</div>
|
|
<div class="line"><a name="l00730"></a><span class="lineno"> 730</span>  (bound_factor > 0.0) == is_distance_to_upper_bound[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>];</div>
|
|
<div class="line"><a name="l00731"></a><span class="lineno"> 731</span>  <span class="keywordflow">if</span> (width <= scaled_distance) {</div>
|
|
<div class="line"><a name="l00732"></a><span class="lineno"> 732</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] =</div>
|
|
<div class="line"><a name="l00733"></a><span class="lineno"> 733</span>  to_upper_bound ? lower_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] : upper_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00734"></a><span class="lineno"> 734</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] =</div>
|
|
<div class="line"><a name="l00735"></a><span class="lineno"> 735</span>  ComputeVariableStatus(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>],</div>
|
|
<div class="line"><a name="l00736"></a><span class="lineno"> 736</span>  lower_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], upper_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a name="l00737"></a><span class="lineno"> 737</span>  distance_to_bound[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>] -= width * std::abs(bound_factor);</div>
|
|
<div class="line"><a name="l00738"></a><span class="lineno"> 738</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00739"></a><span class="lineno"> 739</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] =</div>
|
|
<div class="line"><a name="l00740"></a><span class="lineno"> 740</span>  to_upper_bound ? upper_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - scaled_distance</div>
|
|
<div class="line"><a name="l00741"></a><span class="lineno"> 741</span>  : lower_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] + scaled_distance;</div>
|
|
<div class="line"><a name="l00742"></a><span class="lineno"> 742</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] =</div>
|
|
<div class="line"><a name="l00743"></a><span class="lineno"> 743</span>  is_representative_basic[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>]</div>
|
|
<div class="line"><a name="l00744"></a><span class="lineno"> 744</span>  ? <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a></div>
|
|
<div class="line"><a name="l00745"></a><span class="lineno"> 745</span>  : ComputeVariableStatus(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>],</div>
|
|
<div class="line"><a name="l00746"></a><span class="lineno"> 746</span>  lower_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>],</div>
|
|
<div class="line"><a name="l00747"></a><span class="lineno"> 747</span>  upper_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a name="l00748"></a><span class="lineno"> 748</span>  distance_to_bound[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>] = 0.0;</div>
|
|
<div class="line"><a name="l00749"></a><span class="lineno"> 749</span>  is_representative_basic[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>] = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00750"></a><span class="lineno"> 750</span>  }</div>
|
|
<div class="line"><a name="l00751"></a><span class="lineno"> 751</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00752"></a><span class="lineno"> 752</span>  <span class="comment">// If the distance is not finite, then only one variable needs to be</span></div>
|
|
<div class="line"><a name="l00753"></a><span class="lineno"> 753</span>  <span class="comment">// changed from its current feasible value in order to have a</span></div>
|
|
<div class="line"><a name="l00754"></a><span class="lineno"> 754</span>  <span class="comment">// primal-feasible solution.</span></div>
|
|
<div class="line"><a name="l00755"></a><span class="lineno"> 755</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> error = wanted_value[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>];</div>
|
|
<div class="line"><a name="l00756"></a><span class="lineno"> 756</span>  <span class="keywordflow">if</span> (error == 0.0) {</div>
|
|
<div class="line"><a name="l00757"></a><span class="lineno"> 757</span>  <span class="keywordflow">if</span> (is_representative_basic[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>]) {</div>
|
|
<div class="line"><a name="l00758"></a><span class="lineno"> 758</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>;</div>
|
|
<div class="line"><a name="l00759"></a><span class="lineno"> 759</span>  is_representative_basic[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>] = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00760"></a><span class="lineno"> 760</span>  }</div>
|
|
<div class="line"><a name="l00761"></a><span class="lineno"> 761</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00762"></a><span class="lineno"> 762</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> bound_factor =</div>
|
|
<div class="line"><a name="l00763"></a><span class="lineno"> 763</span>  column_factors_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] / column_factors_[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>];</div>
|
|
<div class="line"><a name="l00764"></a><span class="lineno"> 764</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> use_this_variable =</div>
|
|
<div class="line"><a name="l00765"></a><span class="lineno"> 765</span>  (error * bound_factor > 0.0) ? (upper_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>)</div>
|
|
<div class="line"><a name="l00766"></a><span class="lineno"> 766</span>  : (lower_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l00767"></a><span class="lineno"> 767</span>  <span class="keywordflow">if</span> (use_this_variable) {</div>
|
|
<div class="line"><a name="l00768"></a><span class="lineno"> 768</span>  wanted_value[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>] = 0.0;</div>
|
|
<div class="line"><a name="l00769"></a><span class="lineno"> 769</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] += error / bound_factor;</div>
|
|
<div class="line"><a name="l00770"></a><span class="lineno"> 770</span>  <span class="keywordflow">if</span> (is_representative_basic[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>]) {</div>
|
|
<div class="line"><a name="l00771"></a><span class="lineno"> 771</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>;</div>
|
|
<div class="line"><a name="l00772"></a><span class="lineno"> 772</span>  is_representative_basic[<a class="code" href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a>] = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00773"></a><span class="lineno"> 773</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00774"></a><span class="lineno"> 774</span>  <span class="comment">// This should not happen on an OPTIMAL or FEASIBLE solution.</span></div>
|
|
<div class="line"><a name="l00775"></a><span class="lineno"> 775</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a15eb0790f4f62ad63676f55e4ba7d2bb">status</a> != <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::OPTIMAL</a> &&</div>
|
|
<div class="line"><a name="l00776"></a><span class="lineno"> 776</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a15eb0790f4f62ad63676f55e4ba7d2bb">status</a> != <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a2dcc8f5d91cb2aa2065b8305bf2d5cbd">ProblemStatus::PRIMAL_FEASIBLE</a>);</div>
|
|
<div class="line"><a name="l00777"></a><span class="lineno"> 777</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>;</div>
|
|
<div class="line"><a name="l00778"></a><span class="lineno"> 778</span>  }</div>
|
|
<div class="line"><a name="l00779"></a><span class="lineno"> 779</span>  }</div>
|
|
<div class="line"><a name="l00780"></a><span class="lineno"> 780</span>  }</div>
|
|
<div class="line"><a name="l00781"></a><span class="lineno"> 781</span>  }</div>
|
|
<div class="line"><a name="l00782"></a><span class="lineno"> 782</span>  }</div>
|
|
<div class="line"><a name="l00783"></a><span class="lineno"> 783</span>  }</div>
|
|
<div class="line"><a name="l00784"></a><span class="lineno"> 784</span> }</div>
|
|
<div class="line"><a name="l00785"></a><span class="lineno"> 785</span>  </div>
|
|
<div class="line"><a name="l00786"></a><span class="lineno"> 786</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l00787"></a><span class="lineno"> 787</span> <span class="comment">// ProportionalRowPreprocessor</span></div>
|
|
<div class="line"><a name="l00788"></a><span class="lineno"> 788</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l00789"></a><span class="lineno"> 789</span>  </div>
|
|
<div class="line"><a name="l00790"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_proportional_row_preprocessor.html#a5d398cb6297813f547da141848e70bbc"> 790</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_proportional_row_preprocessor.html#a5d398cb6297813f547da141848e70bbc">ProportionalRowPreprocessor::Run</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l00791"></a><span class="lineno"> 791</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l00792"></a><span class="lineno"> 792</span>  <a class="code" href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a>(lp, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l00793"></a><span class="lineno"> 793</span>  <span class="keyword">const</span> RowIndex num_rows = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
|
|
<div class="line"><a name="l00794"></a><span class="lineno"> 794</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& transpose = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2175025047722705a3af86e54229f9cd">GetTransposeSparseMatrix</a>();</div>
|
|
<div class="line"><a name="l00795"></a><span class="lineno"> 795</span>  </div>
|
|
<div class="line"><a name="l00796"></a><span class="lineno"> 796</span>  <span class="comment">// Use the first coefficient of each row to compute the proportionality</span></div>
|
|
<div class="line"><a name="l00797"></a><span class="lineno"> 797</span>  <span class="comment">// factor. Note that the sign is important.</span></div>
|
|
<div class="line"><a name="l00798"></a><span class="lineno"> 798</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l00799"></a><span class="lineno"> 799</span>  <span class="comment">// Note(user): using the first coefficient may not give the best precision.</span></div>
|
|
<div class="line"><a name="l00800"></a><span class="lineno"> 800</span>  row_factors_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_rows, 0.0);</div>
|
|
<div class="line"><a name="l00801"></a><span class="lineno"> 801</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>
|
|
<div class="line"><a name="l00802"></a><span class="lineno"> 802</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_column.html">SparseColumn</a>& row_transpose = transpose.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>));</div>
|
|
<div class="line"><a name="l00803"></a><span class="lineno"> 803</span>  <span class="keywordflow">if</span> (!row_transpose.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>()) {</div>
|
|
<div class="line"><a name="l00804"></a><span class="lineno"> 804</span>  row_factors_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = row_transpose.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ae7c152aafe19515204c65dadcdc876d6">GetFirstCoefficient</a>();</div>
|
|
<div class="line"><a name="l00805"></a><span class="lineno"> 805</span>  }</div>
|
|
<div class="line"><a name="l00806"></a><span class="lineno"> 806</span>  }</div>
|
|
<div class="line"><a name="l00807"></a><span class="lineno"> 807</span>  </div>
|
|
<div class="line"><a name="l00808"></a><span class="lineno"> 808</span>  <span class="comment">// The new row bounds (only meaningful for the proportional rows).</span></div>
|
|
<div class="line"><a name="l00809"></a><span class="lineno"> 809</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a> <a class="code" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>(num_rows, -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l00810"></a><span class="lineno"> 810</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a> <a class="code" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>(num_rows, +<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l00811"></a><span class="lineno"> 811</span>  </div>
|
|
<div class="line"><a name="l00812"></a><span class="lineno"> 812</span>  <span class="comment">// Where the new bounds are coming from. Only for the constraints that stay</span></div>
|
|
<div class="line"><a name="l00813"></a><span class="lineno"> 813</span>  <span class="comment">// in the lp and are modified, kInvalidRow otherwise.</span></div>
|
|
<div class="line"><a name="l00814"></a><span class="lineno"> 814</span>  upper_bound_sources_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_rows, <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>);</div>
|
|
<div class="line"><a name="l00815"></a><span class="lineno"> 815</span>  lower_bound_sources_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_rows, <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>);</div>
|
|
<div class="line"><a name="l00816"></a><span class="lineno"> 816</span>  </div>
|
|
<div class="line"><a name="l00817"></a><span class="lineno"> 817</span>  <span class="comment">// Initialization.</span></div>
|
|
<div class="line"><a name="l00818"></a><span class="lineno"> 818</span>  <span class="comment">// We need the first representative of each proportional row class to point to</span></div>
|
|
<div class="line"><a name="l00819"></a><span class="lineno"> 819</span>  <span class="comment">// itself for the loop below. TODO(user): Already return such a mapping from</span></div>
|
|
<div class="line"><a name="l00820"></a><span class="lineno"> 820</span>  <span class="comment">// FindProportionalColumns()?</span></div>
|
|
<div class="line"><a name="l00821"></a><span class="lineno"> 821</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">ColMapping</a> mapping = <a class="code" href="namespaceoperations__research_1_1glop.html#ac9bef291f9b941569978d0f075144abf">FindProportionalColumns</a>(</div>
|
|
<div class="line"><a name="l00822"></a><span class="lineno"> 822</span>  transpose, <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.preprocessor_zero_tolerance());</div>
|
|
<div class="line"><a name="l00823"></a><span class="lineno"> 823</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseBooleanColumn</a> is_a_representative(num_rows, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l00824"></a><span class="lineno"> 824</span>  <span class="keywordtype">int</span> num_proportional_rows = 0;</div>
|
|
<div class="line"><a name="l00825"></a><span class="lineno"> 825</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>
|
|
<div class="line"><a name="l00826"></a><span class="lineno"> 826</span>  <span class="keyword">const</span> ColIndex representative_row_as_col = mapping[<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)];</div>
|
|
<div class="line"><a name="l00827"></a><span class="lineno"> 827</span>  <span class="keywordflow">if</span> (representative_row_as_col != <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
|
|
<div class="line"><a name="l00828"></a><span class="lineno"> 828</span>  mapping[representative_row_as_col] = representative_row_as_col;</div>
|
|
<div class="line"><a name="l00829"></a><span class="lineno"> 829</span>  is_a_representative[<a class="code" href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">ColToRowIndex</a>(representative_row_as_col)] = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00830"></a><span class="lineno"> 830</span>  ++num_proportional_rows;</div>
|
|
<div class="line"><a name="l00831"></a><span class="lineno"> 831</span>  }</div>
|
|
<div class="line"><a name="l00832"></a><span class="lineno"> 832</span>  }</div>
|
|
<div class="line"><a name="l00833"></a><span class="lineno"> 833</span>  </div>
|
|
<div class="line"><a name="l00834"></a><span class="lineno"> 834</span>  <span class="comment">// Compute the bound of each representative as implied by the rows</span></div>
|
|
<div class="line"><a name="l00835"></a><span class="lineno"> 835</span>  <span class="comment">// which are proportional to it. Also keep the source row of each bound.</span></div>
|
|
<div class="line"><a name="l00836"></a><span class="lineno"> 836</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>
|
|
<div class="line"><a name="l00837"></a><span class="lineno"> 837</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>
|
|
<div class="line"><a name="l00838"></a><span class="lineno"> 838</span>  <span class="keywordflow">if</span> (mapping[row_as_col] != <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
|
|
<div class="line"><a name="l00839"></a><span class="lineno"> 839</span>  <span class="comment">// For now, delete all the rows that are proportional to another one.</span></div>
|
|
<div class="line"><a name="l00840"></a><span class="lineno"> 840</span>  <span class="comment">// Note that we will unmark the final representative of this class later.</span></div>
|
|
<div class="line"><a name="l00841"></a><span class="lineno"> 841</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a2087c8376c03c247099a989f2990e6e8">MarkRowForDeletion</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l00842"></a><span class="lineno"> 842</span>  <span class="keyword">const</span> RowIndex representative_row = <a class="code" href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">ColToRowIndex</a>(mapping[row_as_col]);</div>
|
|
<div class="line"><a name="l00843"></a><span class="lineno"> 843</span>  </div>
|
|
<div class="line"><a name="l00844"></a><span class="lineno"> 844</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> factor =</div>
|
|
<div class="line"><a name="l00845"></a><span class="lineno"> 845</span>  row_factors_[representative_row] / row_factors_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l00846"></a><span class="lineno"> 846</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> implied_lb = factor * lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l00847"></a><span class="lineno"> 847</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> implied_ub = factor * lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l00848"></a><span class="lineno"> 848</span>  <span class="keywordflow">if</span> (factor < 0.0) {</div>
|
|
<div class="line"><a name="l00849"></a><span class="lineno"> 849</span>  std::swap(implied_lb, implied_ub);</div>
|
|
<div class="line"><a name="l00850"></a><span class="lineno"> 850</span>  }</div>
|
|
<div class="line"><a name="l00851"></a><span class="lineno"> 851</span>  </div>
|
|
<div class="line"><a name="l00852"></a><span class="lineno"> 852</span>  <span class="comment">// TODO(user): if the bounds are equal, use the largest row in magnitude?</span></div>
|
|
<div class="line"><a name="l00853"></a><span class="lineno"> 853</span>  <span class="keywordflow">if</span> (implied_lb >= <a class="code" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[representative_row]) {</div>
|
|
<div class="line"><a name="l00854"></a><span class="lineno"> 854</span>  <a class="code" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[representative_row] = implied_lb;</div>
|
|
<div class="line"><a name="l00855"></a><span class="lineno"> 855</span>  lower_bound_sources_[representative_row] = <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</div>
|
|
<div class="line"><a name="l00856"></a><span class="lineno"> 856</span>  }</div>
|
|
<div class="line"><a name="l00857"></a><span class="lineno"> 857</span>  <span class="keywordflow">if</span> (implied_ub <= <a class="code" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[representative_row]) {</div>
|
|
<div class="line"><a name="l00858"></a><span class="lineno"> 858</span>  <a class="code" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[representative_row] = implied_ub;</div>
|
|
<div class="line"><a name="l00859"></a><span class="lineno"> 859</span>  upper_bound_sources_[representative_row] = <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</div>
|
|
<div class="line"><a name="l00860"></a><span class="lineno"> 860</span>  }</div>
|
|
<div class="line"><a name="l00861"></a><span class="lineno"> 861</span>  }</div>
|
|
<div class="line"><a name="l00862"></a><span class="lineno"> 862</span>  }</div>
|
|
<div class="line"><a name="l00863"></a><span class="lineno"> 863</span>  </div>
|
|
<div class="line"><a name="l00864"></a><span class="lineno"> 864</span>  <span class="comment">// For maximum precision, and also to simplify the postsolve, we choose</span></div>
|
|
<div class="line"><a name="l00865"></a><span class="lineno"> 865</span>  <span class="comment">// a representative for each class of proportional columns that has at least</span></div>
|
|
<div class="line"><a name="l00866"></a><span class="lineno"> 866</span>  <span class="comment">// one of the two tightest bounds.</span></div>
|
|
<div class="line"><a name="l00867"></a><span class="lineno"> 867</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>
|
|
<div class="line"><a name="l00868"></a><span class="lineno"> 868</span>  <span class="keywordflow">if</span> (!is_a_representative[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l00869"></a><span class="lineno"> 869</span>  <span class="keyword">const</span> RowIndex lower_source = lower_bound_sources_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l00870"></a><span class="lineno"> 870</span>  <span class="keyword">const</span> RowIndex upper_source = upper_bound_sources_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l00871"></a><span class="lineno"> 871</span>  lower_bound_sources_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>;</div>
|
|
<div class="line"><a name="l00872"></a><span class="lineno"> 872</span>  upper_bound_sources_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>;</div>
|
|
<div class="line"><a name="l00873"></a><span class="lineno"> 873</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(lower_source, <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>);</div>
|
|
<div class="line"><a name="l00874"></a><span class="lineno"> 874</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(upper_source, <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>);</div>
|
|
<div class="line"><a name="l00875"></a><span class="lineno"> 875</span>  <span class="keywordflow">if</span> (lower_source == upper_source) {</div>
|
|
<div class="line"><a name="l00876"></a><span class="lineno"> 876</span>  <span class="comment">// In this case, a simple change of representative is enough.</span></div>
|
|
<div class="line"><a name="l00877"></a><span class="lineno"> 877</span>  <span class="comment">// The constraint bounds of the representative will not change.</span></div>
|
|
<div class="line"><a name="l00878"></a><span class="lineno"> 878</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(lower_source, <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>);</div>
|
|
<div class="line"><a name="l00879"></a><span class="lineno"> 879</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a2e33d930193e16f06f3c4d0309ff62c2">UnmarkRow</a>(lower_source);</div>
|
|
<div class="line"><a name="l00880"></a><span class="lineno"> 880</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00881"></a><span class="lineno"> 881</span>  <span class="comment">// Report ProblemStatus::PRIMAL_INFEASIBLE if the new lower bound is not</span></div>
|
|
<div class="line"><a name="l00882"></a><span class="lineno"> 882</span>  <span class="comment">// lower than the new upper bound modulo the default tolerance.</span></div>
|
|
<div class="line"><a name="l00883"></a><span class="lineno"> 883</span>  <span class="keywordflow">if</span> (!<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#aeb01b3abaf68cfdcad5c90c9068c1570">IsSmallerWithinFeasibilityTolerance</a>(<a class="code" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>],</div>
|
|
<div class="line"><a name="l00884"></a><span class="lineno"> 884</span>  <a class="code" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>])) {</div>
|
|
<div class="line"><a name="l00885"></a><span class="lineno"> 885</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a7850fcfea005b86b2a3fa0d4293c5ee0">ProblemStatus::PRIMAL_INFEASIBLE</a>;</div>
|
|
<div class="line"><a name="l00886"></a><span class="lineno"> 886</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00887"></a><span class="lineno"> 887</span>  }</div>
|
|
<div class="line"><a name="l00888"></a><span class="lineno"> 888</span>  </div>
|
|
<div class="line"><a name="l00889"></a><span class="lineno"> 889</span>  <span class="comment">// Special case for fixed rows.</span></div>
|
|
<div class="line"><a name="l00890"></a><span class="lineno"> 890</span>  <span class="keywordflow">if</span> (lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[lower_source] ==</div>
|
|
<div class="line"><a name="l00891"></a><span class="lineno"> 891</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[lower_source]) {</div>
|
|
<div class="line"><a name="l00892"></a><span class="lineno"> 892</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a2e33d930193e16f06f3c4d0309ff62c2">UnmarkRow</a>(lower_source);</div>
|
|
<div class="line"><a name="l00893"></a><span class="lineno"> 893</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l00894"></a><span class="lineno"> 894</span>  }</div>
|
|
<div class="line"><a name="l00895"></a><span class="lineno"> 895</span>  <span class="keywordflow">if</span> (lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[upper_source] ==</div>
|
|
<div class="line"><a name="l00896"></a><span class="lineno"> 896</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[upper_source]) {</div>
|
|
<div class="line"><a name="l00897"></a><span class="lineno"> 897</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a2e33d930193e16f06f3c4d0309ff62c2">UnmarkRow</a>(upper_source);</div>
|
|
<div class="line"><a name="l00898"></a><span class="lineno"> 898</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l00899"></a><span class="lineno"> 899</span>  }</div>
|
|
<div class="line"><a name="l00900"></a><span class="lineno"> 900</span>  </div>
|
|
<div class="line"><a name="l00901"></a><span class="lineno"> 901</span>  <span class="comment">// This is the only case where a more complex postsolve is needed.</span></div>
|
|
<div class="line"><a name="l00902"></a><span class="lineno"> 902</span>  <span class="comment">// To maximize precision, the class representative is changed to either</span></div>
|
|
<div class="line"><a name="l00903"></a><span class="lineno"> 903</span>  <span class="comment">// upper_source or lower_source depending of which row has the largest</span></div>
|
|
<div class="line"><a name="l00904"></a><span class="lineno"> 904</span>  <span class="comment">// proportionality factor.</span></div>
|
|
<div class="line"><a name="l00905"></a><span class="lineno"> 905</span>  RowIndex new_representative = lower_source;</div>
|
|
<div class="line"><a name="l00906"></a><span class="lineno"> 906</span>  RowIndex other = upper_source;</div>
|
|
<div class="line"><a name="l00907"></a><span class="lineno"> 907</span>  <span class="keywordflow">if</span> (std::abs(row_factors_[new_representative]) <</div>
|
|
<div class="line"><a name="l00908"></a><span class="lineno"> 908</span>  std::abs(row_factors_[other])) {</div>
|
|
<div class="line"><a name="l00909"></a><span class="lineno"> 909</span>  std::swap(new_representative, other);</div>
|
|
<div class="line"><a name="l00910"></a><span class="lineno"> 910</span>  }</div>
|
|
<div class="line"><a name="l00911"></a><span class="lineno"> 911</span>  </div>
|
|
<div class="line"><a name="l00912"></a><span class="lineno"> 912</span>  <span class="comment">// Initialize the new bounds with the implied ones.</span></div>
|
|
<div class="line"><a name="l00913"></a><span class="lineno"> 913</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> factor =</div>
|
|
<div class="line"><a name="l00914"></a><span class="lineno"> 914</span>  row_factors_[new_representative] / row_factors_[other];</div>
|
|
<div class="line"><a name="l00915"></a><span class="lineno"> 915</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_lb = factor * lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[other];</div>
|
|
<div class="line"><a name="l00916"></a><span class="lineno"> 916</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_ub = factor * lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[other];</div>
|
|
<div class="line"><a name="l00917"></a><span class="lineno"> 917</span>  <span class="keywordflow">if</span> (factor < 0.0) {</div>
|
|
<div class="line"><a name="l00918"></a><span class="lineno"> 918</span>  std::swap(new_lb, new_ub);</div>
|
|
<div class="line"><a name="l00919"></a><span class="lineno"> 919</span>  }</div>
|
|
<div class="line"><a name="l00920"></a><span class="lineno"> 920</span>  </div>
|
|
<div class="line"><a name="l00921"></a><span class="lineno"> 921</span>  lower_bound_sources_[new_representative] = new_representative;</div>
|
|
<div class="line"><a name="l00922"></a><span class="lineno"> 922</span>  upper_bound_sources_[new_representative] = new_representative;</div>
|
|
<div class="line"><a name="l00923"></a><span class="lineno"> 923</span>  </div>
|
|
<div class="line"><a name="l00924"></a><span class="lineno"> 924</span>  <span class="keywordflow">if</span> (new_lb > lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[new_representative]) {</div>
|
|
<div class="line"><a name="l00925"></a><span class="lineno"> 925</span>  lower_bound_sources_[new_representative] = other;</div>
|
|
<div class="line"><a name="l00926"></a><span class="lineno"> 926</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00927"></a><span class="lineno"> 927</span>  new_lb = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[new_representative];</div>
|
|
<div class="line"><a name="l00928"></a><span class="lineno"> 928</span>  }</div>
|
|
<div class="line"><a name="l00929"></a><span class="lineno"> 929</span>  <span class="keywordflow">if</span> (new_ub < lp->constraint_upper_bounds()[new_representative]) {</div>
|
|
<div class="line"><a name="l00930"></a><span class="lineno"> 930</span>  upper_bound_sources_[new_representative] = other;</div>
|
|
<div class="line"><a name="l00931"></a><span class="lineno"> 931</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00932"></a><span class="lineno"> 932</span>  new_ub = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[new_representative];</div>
|
|
<div class="line"><a name="l00933"></a><span class="lineno"> 933</span>  }</div>
|
|
<div class="line"><a name="l00934"></a><span class="lineno"> 934</span>  <span class="keyword">const</span> RowIndex new_lower_source =</div>
|
|
<div class="line"><a name="l00935"></a><span class="lineno"> 935</span>  lower_bound_sources_[new_representative];</div>
|
|
<div class="line"><a name="l00936"></a><span class="lineno"> 936</span>  <span class="keywordflow">if</span> (new_lower_source == upper_bound_sources_[new_representative]) {</div>
|
|
<div class="line"><a name="l00937"></a><span class="lineno"> 937</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a2e33d930193e16f06f3c4d0309ff62c2">UnmarkRow</a>(new_lower_source);</div>
|
|
<div class="line"><a name="l00938"></a><span class="lineno"> 938</span>  lower_bound_sources_[new_representative] = <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>;</div>
|
|
<div class="line"><a name="l00939"></a><span class="lineno"> 939</span>  upper_bound_sources_[new_representative] = <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>;</div>
|
|
<div class="line"><a name="l00940"></a><span class="lineno"> 940</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l00941"></a><span class="lineno"> 941</span>  }</div>
|
|
<div class="line"><a name="l00942"></a><span class="lineno"> 942</span>  </div>
|
|
<div class="line"><a name="l00943"></a><span class="lineno"> 943</span>  <span class="comment">// Take care of small numerical imprecision by making sure that lb <= ub.</span></div>
|
|
<div class="line"><a name="l00944"></a><span class="lineno"> 944</span>  <span class="comment">// Note that if the imprecision was greater than the tolerance, the code</span></div>
|
|
<div class="line"><a name="l00945"></a><span class="lineno"> 945</span>  <span class="comment">// at the beginning of this block would have reported</span></div>
|
|
<div class="line"><a name="l00946"></a><span class="lineno"> 946</span>  <span class="comment">// ProblemStatus::PRIMAL_INFEASIBLE.</span></div>
|
|
<div class="line"><a name="l00947"></a><span class="lineno"> 947</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#aeb01b3abaf68cfdcad5c90c9068c1570">IsSmallerWithinFeasibilityTolerance</a>(new_lb, new_ub));</div>
|
|
<div class="line"><a name="l00948"></a><span class="lineno"> 948</span>  <span class="keywordflow">if</span> (new_lb > new_ub) {</div>
|
|
<div class="line"><a name="l00949"></a><span class="lineno"> 949</span>  <span class="keywordflow">if</span> (lower_bound_sources_[new_representative] == new_representative) {</div>
|
|
<div class="line"><a name="l00950"></a><span class="lineno"> 950</span>  new_ub = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[new_representative];</div>
|
|
<div class="line"><a name="l00951"></a><span class="lineno"> 951</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00952"></a><span class="lineno"> 952</span>  new_lb = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[new_representative];</div>
|
|
<div class="line"><a name="l00953"></a><span class="lineno"> 953</span>  }</div>
|
|
<div class="line"><a name="l00954"></a><span class="lineno"> 954</span>  }</div>
|
|
<div class="line"><a name="l00955"></a><span class="lineno"> 955</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a2e33d930193e16f06f3c4d0309ff62c2">UnmarkRow</a>(new_representative);</div>
|
|
<div class="line"><a name="l00956"></a><span class="lineno"> 956</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a62b98dec38b6506442f9fc63f1a9b88f">SetConstraintBounds</a>(new_representative, new_lb, new_ub);</div>
|
|
<div class="line"><a name="l00957"></a><span class="lineno"> 957</span>  }</div>
|
|
<div class="line"><a name="l00958"></a><span class="lineno"> 958</span>  }</div>
|
|
<div class="line"><a name="l00959"></a><span class="lineno"> 959</span>  </div>
|
|
<div class="line"><a name="l00960"></a><span class="lineno"> 960</span>  lp_is_maximization_problem_ = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#accdd045ec09206640c2338524da77d23">IsMaximizationProblem</a>();</div>
|
|
<div class="line"><a name="l00961"></a><span class="lineno"> 961</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac220cc5563c65b821d9d043010bb2121">DeleteRows</a>(row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a4dda252e2b65e3aa074c002daf6f86b8">GetMarkedRows</a>());</div>
|
|
<div class="line"><a name="l00962"></a><span class="lineno"> 962</span>  <span class="keywordflow">return</span> !row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>();</div>
|
|
<div class="line"><a name="l00963"></a><span class="lineno"> 963</span> }</div>
|
|
<div class="line"><a name="l00964"></a><span class="lineno"> 964</span>  </div>
|
|
<div class="line"><a name="l00965"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_proportional_row_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf"> 965</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_proportional_row_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">ProportionalRowPreprocessor::RecoverSolution</a>(</div>
|
|
<div class="line"><a name="l00966"></a><span class="lineno"> 966</span>  <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00967"></a><span class="lineno"> 967</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l00968"></a><span class="lineno"> 968</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(solution);</div>
|
|
<div class="line"><a name="l00969"></a><span class="lineno"> 969</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a43e3b399f53b38b75171071c9d730c5b">RestoreDeletedRows</a>(solution);</div>
|
|
<div class="line"><a name="l00970"></a><span class="lineno"> 970</span>  </div>
|
|
<div class="line"><a name="l00971"></a><span class="lineno"> 971</span>  <span class="comment">// Make sure that all non-zero dual values on the proportional rows are</span></div>
|
|
<div class="line"><a name="l00972"></a><span class="lineno"> 972</span>  <span class="comment">// assigned to the correct row with the correct sign and that the statuses</span></div>
|
|
<div class="line"><a name="l00973"></a><span class="lineno"> 973</span>  <span class="comment">// are correct.</span></div>
|
|
<div class="line"><a name="l00974"></a><span class="lineno"> 974</span>  <span class="keyword">const</span> RowIndex num_rows = solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>();</div>
|
|
<div class="line"><a name="l00975"></a><span class="lineno"> 975</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>
|
|
<div class="line"><a name="l00976"></a><span class="lineno"> 976</span>  <span class="keyword">const</span> RowIndex lower_source = lower_bound_sources_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l00977"></a><span class="lineno"> 977</span>  <span class="keyword">const</span> RowIndex upper_source = upper_bound_sources_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l00978"></a><span class="lineno"> 978</span>  <span class="keywordflow">if</span> (lower_source == <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a> && upper_source == <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l00979"></a><span class="lineno"> 979</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(lower_source, upper_source);</div>
|
|
<div class="line"><a name="l00980"></a><span class="lineno"> 980</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(lower_source == <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> || upper_source == <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l00981"></a><span class="lineno"> 981</span>  </div>
|
|
<div class="line"><a name="l00982"></a><span class="lineno"> 982</span>  <span class="comment">// If the representative is ConstraintStatus::BASIC, then all rows in this</span></div>
|
|
<div class="line"><a name="l00983"></a><span class="lineno"> 983</span>  <span class="comment">// class will be ConstraintStatus::BASIC and there is nothing to do.</span></div>
|
|
<div class="line"><a name="l00984"></a><span class="lineno"> 984</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9">ConstraintStatus</a> <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a2c776397337c7b38bcdb8e2b57653a6a">status</a> = solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l00985"></a><span class="lineno"> 985</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a2c776397337c7b38bcdb8e2b57653a6a">status</a> == <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae4ac03f6c9f00665644e868dd1fb9f1e">ConstraintStatus::BASIC</a>) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l00986"></a><span class="lineno"> 986</span>  </div>
|
|
<div class="line"><a name="l00987"></a><span class="lineno"> 987</span>  <span class="comment">// If the row is FIXED it will behave as a row</span></div>
|
|
<div class="line"><a name="l00988"></a><span class="lineno"> 988</span>  <span class="comment">// ConstraintStatus::AT_UPPER_BOUND or</span></div>
|
|
<div class="line"><a name="l00989"></a><span class="lineno"> 989</span>  <span class="comment">// ConstraintStatus::AT_LOWER_BOUND depending on the corresponding dual</span></div>
|
|
<div class="line"><a name="l00990"></a><span class="lineno"> 990</span>  <span class="comment">// variable sign.</span></div>
|
|
<div class="line"><a name="l00991"></a><span class="lineno"> 991</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a2c776397337c7b38bcdb8e2b57653a6a">status</a> == <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae91836db656214f9797e10c15928e501">ConstraintStatus::FIXED_VALUE</a>) {</div>
|
|
<div class="line"><a name="l00992"></a><span class="lineno"> 992</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> corrected_dual_value = lp_is_maximization_problem_</div>
|
|
<div class="line"><a name="l00993"></a><span class="lineno"> 993</span>  ? -solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]</div>
|
|
<div class="line"><a name="l00994"></a><span class="lineno"> 994</span>  : solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l00995"></a><span class="lineno"> 995</span>  <span class="keywordflow">if</span> (corrected_dual_value != 0.0) {</div>
|
|
<div class="line"><a name="l00996"></a><span class="lineno"> 996</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a2c776397337c7b38bcdb8e2b57653a6a">status</a> = corrected_dual_value > 0.0 ? <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a></div>
|
|
<div class="line"><a name="l00997"></a><span class="lineno"> 997</span>  : <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a>;</div>
|
|
<div class="line"><a name="l00998"></a><span class="lineno"> 998</span>  }</div>
|
|
<div class="line"><a name="l00999"></a><span class="lineno"> 999</span>  }</div>
|
|
<div class="line"><a name="l01000"></a><span class="lineno"> 1000</span>  </div>
|
|
<div class="line"><a name="l01001"></a><span class="lineno"> 1001</span>  <span class="comment">// If one of the two conditions below are true, set the row status to</span></div>
|
|
<div class="line"><a name="l01002"></a><span class="lineno"> 1002</span>  <span class="comment">// ConstraintStatus::BASIC.</span></div>
|
|
<div class="line"><a name="l01003"></a><span class="lineno"> 1003</span>  <span class="comment">// Note that the source which is not row can't be FIXED (see presolve).</span></div>
|
|
<div class="line"><a name="l01004"></a><span class="lineno"> 1004</span>  <span class="keywordflow">if</span> (lower_source != <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> && <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a2c776397337c7b38bcdb8e2b57653a6a">status</a> == <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a>) {</div>
|
|
<div class="line"><a name="l01005"></a><span class="lineno"> 1005</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(0.0, solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[lower_source]);</div>
|
|
<div class="line"><a name="l01006"></a><span class="lineno"> 1006</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> factor = row_factors_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] / row_factors_[lower_source];</div>
|
|
<div class="line"><a name="l01007"></a><span class="lineno"> 1007</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[lower_source] = factor * solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l01008"></a><span class="lineno"> 1008</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = 0.0;</div>
|
|
<div class="line"><a name="l01009"></a><span class="lineno"> 1009</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae4ac03f6c9f00665644e868dd1fb9f1e">ConstraintStatus::BASIC</a>;</div>
|
|
<div class="line"><a name="l01010"></a><span class="lineno"> 1010</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[lower_source] =</div>
|
|
<div class="line"><a name="l01011"></a><span class="lineno"> 1011</span>  factor > 0.0 ? <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a></div>
|
|
<div class="line"><a name="l01012"></a><span class="lineno"> 1012</span>  : <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a>;</div>
|
|
<div class="line"><a name="l01013"></a><span class="lineno"> 1013</span>  }</div>
|
|
<div class="line"><a name="l01014"></a><span class="lineno"> 1014</span>  <span class="keywordflow">if</span> (upper_source != <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> && <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a2c776397337c7b38bcdb8e2b57653a6a">status</a> == <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a>) {</div>
|
|
<div class="line"><a name="l01015"></a><span class="lineno"> 1015</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(0.0, solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[upper_source]);</div>
|
|
<div class="line"><a name="l01016"></a><span class="lineno"> 1016</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> factor = row_factors_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] / row_factors_[upper_source];</div>
|
|
<div class="line"><a name="l01017"></a><span class="lineno"> 1017</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[upper_source] = factor * solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l01018"></a><span class="lineno"> 1018</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = 0.0;</div>
|
|
<div class="line"><a name="l01019"></a><span class="lineno"> 1019</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae4ac03f6c9f00665644e868dd1fb9f1e">ConstraintStatus::BASIC</a>;</div>
|
|
<div class="line"><a name="l01020"></a><span class="lineno"> 1020</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[upper_source] =</div>
|
|
<div class="line"><a name="l01021"></a><span class="lineno"> 1021</span>  factor > 0.0 ? <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a></div>
|
|
<div class="line"><a name="l01022"></a><span class="lineno"> 1022</span>  : <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a>;</div>
|
|
<div class="line"><a name="l01023"></a><span class="lineno"> 1023</span>  }</div>
|
|
<div class="line"><a name="l01024"></a><span class="lineno"> 1024</span>  </div>
|
|
<div class="line"><a name="l01025"></a><span class="lineno"> 1025</span>  <span class="comment">// If the row status is still ConstraintStatus::FIXED_VALUE, we need to</span></div>
|
|
<div class="line"><a name="l01026"></a><span class="lineno"> 1026</span>  <span class="comment">// relax its status.</span></div>
|
|
<div class="line"><a name="l01027"></a><span class="lineno"> 1027</span>  <span class="keywordflow">if</span> (solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae91836db656214f9797e10c15928e501">ConstraintStatus::FIXED_VALUE</a>) {</div>
|
|
<div class="line"><a name="l01028"></a><span class="lineno"> 1028</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] =</div>
|
|
<div class="line"><a name="l01029"></a><span class="lineno"> 1029</span>  lower_source != <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> ? <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a></div>
|
|
<div class="line"><a name="l01030"></a><span class="lineno"> 1030</span>  : <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a>;</div>
|
|
<div class="line"><a name="l01031"></a><span class="lineno"> 1031</span>  }</div>
|
|
<div class="line"><a name="l01032"></a><span class="lineno"> 1032</span>  }</div>
|
|
<div class="line"><a name="l01033"></a><span class="lineno"> 1033</span> }</div>
|
|
<div class="line"><a name="l01034"></a><span class="lineno"> 1034</span>  </div>
|
|
<div class="line"><a name="l01035"></a><span class="lineno"> 1035</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l01036"></a><span class="lineno"> 1036</span> <span class="comment">// FixedVariablePreprocessor</span></div>
|
|
<div class="line"><a name="l01037"></a><span class="lineno"> 1037</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l01038"></a><span class="lineno"> 1038</span>  </div>
|
|
<div class="line"><a name="l01039"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_fixed_variable_preprocessor.html#a5d398cb6297813f547da141848e70bbc"> 1039</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_fixed_variable_preprocessor.html#a5d398cb6297813f547da141848e70bbc">FixedVariablePreprocessor::Run</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l01040"></a><span class="lineno"> 1040</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l01041"></a><span class="lineno"> 1041</span>  <a class="code" href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a>(lp, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l01042"></a><span class="lineno"> 1042</span>  <span class="keyword">const</span> ColIndex num_cols = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l01043"></a><span class="lineno"> 1043</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l01044"></a><span class="lineno"> 1044</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01045"></a><span class="lineno"> 1045</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01046"></a><span class="lineno"> 1046</span>  <span class="keywordflow">if</span> (lower_bound == upper_bound) {</div>
|
|
<div class="line"><a name="l01047"></a><span class="lineno"> 1047</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> fixed_value = lower_bound;</div>
|
|
<div class="line"><a name="l01048"></a><span class="lineno"> 1048</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(fixed_value));</div>
|
|
<div class="line"><a name="l01049"></a><span class="lineno"> 1049</span>  </div>
|
|
<div class="line"><a name="l01050"></a><span class="lineno"> 1050</span>  <span class="comment">// We need to change the constraint bounds.</span></div>
|
|
<div class="line"><a name="l01051"></a><span class="lineno"> 1051</span>  SubtractColumnMultipleFromConstraintBound(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, fixed_value, lp);</div>
|
|
<div class="line"><a name="l01052"></a><span class="lineno"> 1052</span>  column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a43d852970601d1a979844a0aae79ed3d">MarkColumnForDeletionWithState</a>(</div>
|
|
<div class="line"><a name="l01053"></a><span class="lineno"> 1053</span>  <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, fixed_value, <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a>);</div>
|
|
<div class="line"><a name="l01054"></a><span class="lineno"> 1054</span>  }</div>
|
|
<div class="line"><a name="l01055"></a><span class="lineno"> 1055</span>  }</div>
|
|
<div class="line"><a name="l01056"></a><span class="lineno"> 1056</span>  </div>
|
|
<div class="line"><a name="l01057"></a><span class="lineno"> 1057</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac59fd9cddfe284bf9dc7581ed631ce8d">DeleteColumns</a>(column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a6afccf8c0c7105ba45b8d7bd47830239">GetMarkedColumns</a>());</div>
|
|
<div class="line"><a name="l01058"></a><span class="lineno"> 1058</span>  <span class="keywordflow">return</span> !column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>();</div>
|
|
<div class="line"><a name="l01059"></a><span class="lineno"> 1059</span> }</div>
|
|
<div class="line"><a name="l01060"></a><span class="lineno"> 1060</span>  </div>
|
|
<div class="line"><a name="l01061"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_fixed_variable_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf"> 1061</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_fixed_variable_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">FixedVariablePreprocessor::RecoverSolution</a>(</div>
|
|
<div class="line"><a name="l01062"></a><span class="lineno"> 1062</span>  <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l01063"></a><span class="lineno"> 1063</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l01064"></a><span class="lineno"> 1064</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(solution);</div>
|
|
<div class="line"><a name="l01065"></a><span class="lineno"> 1065</span>  column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#ab73f53154d99b3cd13dae72fd418985d">RestoreDeletedColumns</a>(solution);</div>
|
|
<div class="line"><a name="l01066"></a><span class="lineno"> 1066</span> }</div>
|
|
<div class="line"><a name="l01067"></a><span class="lineno"> 1067</span>  </div>
|
|
<div class="line"><a name="l01068"></a><span class="lineno"> 1068</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l01069"></a><span class="lineno"> 1069</span> <span class="comment">// ForcingAndImpliedFreeConstraintPreprocessor</span></div>
|
|
<div class="line"><a name="l01070"></a><span class="lineno"> 1070</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l01071"></a><span class="lineno"> 1071</span>  </div>
|
|
<div class="line"><a name="l01072"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_forcing_and_implied_free_constraint_preprocessor.html#a5d398cb6297813f547da141848e70bbc"> 1072</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_forcing_and_implied_free_constraint_preprocessor.html#a5d398cb6297813f547da141848e70bbc">ForcingAndImpliedFreeConstraintPreprocessor::Run</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l01073"></a><span class="lineno"> 1073</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l01074"></a><span class="lineno"> 1074</span>  <a class="code" href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a>(lp, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l01075"></a><span class="lineno"> 1075</span>  <span class="keyword">const</span> RowIndex num_rows = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
|
|
<div class="line"><a name="l01076"></a><span class="lineno"> 1076</span>  </div>
|
|
<div class="line"><a name="l01077"></a><span class="lineno"> 1077</span>  <span class="comment">// Compute the implied constraint bounds from the variable bounds.</span></div>
|
|
<div class="line"><a name="l01078"></a><span class="lineno"> 1078</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a> implied_lower_bounds(num_rows, 0);</div>
|
|
<div class="line"><a name="l01079"></a><span class="lineno"> 1079</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a> implied_upper_bounds(num_rows, 0);</div>
|
|
<div class="line"><a name="l01080"></a><span class="lineno"> 1080</span>  <span class="keyword">const</span> ColIndex num_cols = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l01081"></a><span class="lineno"> 1081</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">StrictITIVector<RowIndex, int></a> row_degree(num_rows, 0);</div>
|
|
<div class="line"><a name="l01082"></a><span class="lineno"> 1082</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l01083"></a><span class="lineno"> 1083</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01084"></a><span class="lineno"> 1084</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01085"></a><span class="lineno"> 1085</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l01086"></a><span class="lineno"> 1086</span>  <span class="keyword">const</span> RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = e.row();</div>
|
|
<div class="line"><a name="l01087"></a><span class="lineno"> 1087</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> coeff = e.coefficient();</div>
|
|
<div class="line"><a name="l01088"></a><span class="lineno"> 1088</span>  <span class="keywordflow">if</span> (coeff > 0.0) {</div>
|
|
<div class="line"><a name="l01089"></a><span class="lineno"> 1089</span>  implied_lower_bounds[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] += lower * coeff;</div>
|
|
<div class="line"><a name="l01090"></a><span class="lineno"> 1090</span>  implied_upper_bounds[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] += upper * coeff;</div>
|
|
<div class="line"><a name="l01091"></a><span class="lineno"> 1091</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01092"></a><span class="lineno"> 1092</span>  implied_lower_bounds[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] += upper * coeff;</div>
|
|
<div class="line"><a name="l01093"></a><span class="lineno"> 1093</span>  implied_upper_bounds[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] += lower * coeff;</div>
|
|
<div class="line"><a name="l01094"></a><span class="lineno"> 1094</span>  }</div>
|
|
<div class="line"><a name="l01095"></a><span class="lineno"> 1095</span>  ++row_degree[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l01096"></a><span class="lineno"> 1096</span>  }</div>
|
|
<div class="line"><a name="l01097"></a><span class="lineno"> 1097</span>  }</div>
|
|
<div class="line"><a name="l01098"></a><span class="lineno"> 1098</span>  </div>
|
|
<div class="line"><a name="l01099"></a><span class="lineno"> 1099</span>  <span class="comment">// Note that the ScalingPreprocessor is currently executed last, so here the</span></div>
|
|
<div class="line"><a name="l01100"></a><span class="lineno"> 1100</span>  <span class="comment">// problem has not been scaled yet.</span></div>
|
|
<div class="line"><a name="l01101"></a><span class="lineno"> 1101</span>  <span class="keywordtype">int</span> num_implied_free_constraints = 0;</div>
|
|
<div class="line"><a name="l01102"></a><span class="lineno"> 1102</span>  <span class="keywordtype">int</span> num_forcing_constraints = 0;</div>
|
|
<div class="line"><a name="l01103"></a><span class="lineno"> 1103</span>  is_forcing_up_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_rows, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l01104"></a><span class="lineno"> 1104</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseBooleanColumn</a> is_forcing_down(num_rows, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l01105"></a><span class="lineno"> 1105</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>
|
|
<div class="line"><a name="l01106"></a><span class="lineno"> 1106</span>  <span class="keywordflow">if</span> (row_degree[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == 0) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01107"></a><span class="lineno"> 1107</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l01108"></a><span class="lineno"> 1108</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l01109"></a><span class="lineno"> 1109</span>  </div>
|
|
<div class="line"><a name="l01110"></a><span class="lineno"> 1110</span>  <span class="comment">// Check for infeasibility.</span></div>
|
|
<div class="line"><a name="l01111"></a><span class="lineno"> 1111</span>  <span class="keywordflow">if</span> (!<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#aeb01b3abaf68cfdcad5c90c9068c1570">IsSmallerWithinFeasibilityTolerance</a>(lower,</div>
|
|
<div class="line"><a name="l01112"></a><span class="lineno"> 1112</span>  implied_upper_bounds[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) ||</div>
|
|
<div class="line"><a name="l01113"></a><span class="lineno"> 1113</span>  !<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#aeb01b3abaf68cfdcad5c90c9068c1570">IsSmallerWithinFeasibilityTolerance</a>(implied_lower_bounds[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>],</div>
|
|
<div class="line"><a name="l01114"></a><span class="lineno"> 1114</span>  upper)) {</div>
|
|
<div class="line"><a name="l01115"></a><span class="lineno"> 1115</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"implied bound "</span> << implied_lower_bounds[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] << <span class="stringliteral">" "</span></div>
|
|
<div class="line"><a name="l01116"></a><span class="lineno"> 1116</span>  << implied_upper_bounds[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l01117"></a><span class="lineno"> 1117</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"constraint bound "</span> << lower << <span class="stringliteral">" "</span> << upper;</div>
|
|
<div class="line"><a name="l01118"></a><span class="lineno"> 1118</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a7850fcfea005b86b2a3fa0d4293c5ee0">ProblemStatus::PRIMAL_INFEASIBLE</a>;</div>
|
|
<div class="line"><a name="l01119"></a><span class="lineno"> 1119</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01120"></a><span class="lineno"> 1120</span>  }</div>
|
|
<div class="line"><a name="l01121"></a><span class="lineno"> 1121</span>  </div>
|
|
<div class="line"><a name="l01122"></a><span class="lineno"> 1122</span>  <span class="comment">// Check if the constraint is forcing. That is, all the variables that</span></div>
|
|
<div class="line"><a name="l01123"></a><span class="lineno"> 1123</span>  <span class="comment">// appear in it must be at one of their bounds.</span></div>
|
|
<div class="line"><a name="l01124"></a><span class="lineno"> 1124</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a322abc0882049744dd1169a3d9e176e5">IsSmallerWithinPreprocessorZeroTolerance</a>(implied_upper_bounds[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>],</div>
|
|
<div class="line"><a name="l01125"></a><span class="lineno"> 1125</span>  lower)) {</div>
|
|
<div class="line"><a name="l01126"></a><span class="lineno"> 1126</span>  is_forcing_down[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01127"></a><span class="lineno"> 1127</span>  ++num_forcing_constraints;</div>
|
|
<div class="line"><a name="l01128"></a><span class="lineno"> 1128</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01129"></a><span class="lineno"> 1129</span>  }</div>
|
|
<div class="line"><a name="l01130"></a><span class="lineno"> 1130</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a322abc0882049744dd1169a3d9e176e5">IsSmallerWithinPreprocessorZeroTolerance</a>(upper,</div>
|
|
<div class="line"><a name="l01131"></a><span class="lineno"> 1131</span>  implied_lower_bounds[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>])) {</div>
|
|
<div class="line"><a name="l01132"></a><span class="lineno"> 1132</span>  is_forcing_up_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01133"></a><span class="lineno"> 1133</span>  ++num_forcing_constraints;</div>
|
|
<div class="line"><a name="l01134"></a><span class="lineno"> 1134</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01135"></a><span class="lineno"> 1135</span>  }</div>
|
|
<div class="line"><a name="l01136"></a><span class="lineno"> 1136</span>  </div>
|
|
<div class="line"><a name="l01137"></a><span class="lineno"> 1137</span>  <span class="comment">// We relax the constraint bounds only if the constraint is implied to be</span></div>
|
|
<div class="line"><a name="l01138"></a><span class="lineno"> 1138</span>  <span class="comment">// free. Such constraints will later be deleted by the</span></div>
|
|
<div class="line"><a name="l01139"></a><span class="lineno"> 1139</span>  <span class="comment">// FreeConstraintPreprocessor.</span></div>
|
|
<div class="line"><a name="l01140"></a><span class="lineno"> 1140</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l01141"></a><span class="lineno"> 1141</span>  <span class="comment">// Note that we could relax only one of the two bounds, but the impact this</span></div>
|
|
<div class="line"><a name="l01142"></a><span class="lineno"> 1142</span>  <span class="comment">// would have on the revised simplex algorithm is unclear at this point.</span></div>
|
|
<div class="line"><a name="l01143"></a><span class="lineno"> 1143</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a322abc0882049744dd1169a3d9e176e5">IsSmallerWithinPreprocessorZeroTolerance</a>(lower,</div>
|
|
<div class="line"><a name="l01144"></a><span class="lineno"> 1144</span>  implied_lower_bounds[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) &&</div>
|
|
<div class="line"><a name="l01145"></a><span class="lineno"> 1145</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a322abc0882049744dd1169a3d9e176e5">IsSmallerWithinPreprocessorZeroTolerance</a>(implied_upper_bounds[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>],</div>
|
|
<div class="line"><a name="l01146"></a><span class="lineno"> 1146</span>  upper)) {</div>
|
|
<div class="line"><a name="l01147"></a><span class="lineno"> 1147</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a62b98dec38b6506442f9fc63f1a9b88f">SetConstraintBounds</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l01148"></a><span class="lineno"> 1148</span>  ++num_implied_free_constraints;</div>
|
|
<div class="line"><a name="l01149"></a><span class="lineno"> 1149</span>  }</div>
|
|
<div class="line"><a name="l01150"></a><span class="lineno"> 1150</span>  }</div>
|
|
<div class="line"><a name="l01151"></a><span class="lineno"> 1151</span>  </div>
|
|
<div class="line"><a name="l01152"></a><span class="lineno"> 1152</span>  <span class="keywordflow">if</span> (num_implied_free_constraints > 0) {</div>
|
|
<div class="line"><a name="l01153"></a><span class="lineno"> 1153</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << num_implied_free_constraints << <span class="stringliteral">" implied free constraints."</span>;</div>
|
|
<div class="line"><a name="l01154"></a><span class="lineno"> 1154</span>  }</div>
|
|
<div class="line"><a name="l01155"></a><span class="lineno"> 1155</span>  </div>
|
|
<div class="line"><a name="l01156"></a><span class="lineno"> 1156</span>  <span class="keywordflow">if</span> (num_forcing_constraints > 0) {</div>
|
|
<div class="line"><a name="l01157"></a><span class="lineno"> 1157</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << num_forcing_constraints << <span class="stringliteral">" forcing constraints."</span>;</div>
|
|
<div class="line"><a name="l01158"></a><span class="lineno"> 1158</span>  lp_is_maximization_problem_ = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#accdd045ec09206640c2338524da77d23">IsMaximizationProblem</a>();</div>
|
|
<div class="line"><a name="l01159"></a><span class="lineno"> 1159</span>  deleted_columns_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#ae1b90982a83e1b025ebbc1c446980640">PopulateFromZero</a>(num_rows, num_cols);</div>
|
|
<div class="line"><a name="l01160"></a><span class="lineno"> 1160</span>  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>
|
|
<div class="line"><a name="l01161"></a><span class="lineno"> 1161</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l01162"></a><span class="lineno"> 1162</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_column.html">SparseColumn</a>& column = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l01163"></a><span class="lineno"> 1163</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01164"></a><span class="lineno"> 1164</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01165"></a><span class="lineno"> 1165</span>  <span class="keywordtype">bool</span> is_forced = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01166"></a><span class="lineno"> 1166</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = 0.0;</div>
|
|
<div class="line"><a name="l01167"></a><span class="lineno"> 1167</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : column) {</div>
|
|
<div class="line"><a name="l01168"></a><span class="lineno"> 1168</span>  <span class="keywordflow">if</span> (is_forcing_down[e.row()]) {</div>
|
|
<div class="line"><a name="l01169"></a><span class="lineno"> 1169</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> candidate = e.coefficient() < 0.0 ? lower : upper;</div>
|
|
<div class="line"><a name="l01170"></a><span class="lineno"> 1170</span>  <span class="keywordflow">if</span> (is_forced && candidate != <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>) {</div>
|
|
<div class="line"><a name="l01171"></a><span class="lineno"> 1171</span>  <span class="comment">// The bounds are really close, so we fix to the bound with</span></div>
|
|
<div class="line"><a name="l01172"></a><span class="lineno"> 1172</span>  <span class="comment">// the lowest magnitude. As of 2019/11/19, this is "better" than</span></div>
|
|
<div class="line"><a name="l01173"></a><span class="lineno"> 1173</span>  <span class="comment">// fixing to the mid-point, because at postsolve, we always put</span></div>
|
|
<div class="line"><a name="l01174"></a><span class="lineno"> 1174</span>  <span class="comment">// non-basic variables to their exact bounds (so, with mid-point</span></div>
|
|
<div class="line"><a name="l01175"></a><span class="lineno"> 1175</span>  <span class="comment">// there would be a difference of epsilon/2 between the inner</span></div>
|
|
<div class="line"><a name="l01176"></a><span class="lineno"> 1176</span>  <span class="comment">// solution and the postsolved one, which might cause issues).</span></div>
|
|
<div class="line"><a name="l01177"></a><span class="lineno"> 1177</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a322abc0882049744dd1169a3d9e176e5">IsSmallerWithinPreprocessorZeroTolerance</a>(upper, lower)) {</div>
|
|
<div class="line"><a name="l01178"></a><span class="lineno"> 1178</span>  <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = std::abs(lower) < std::abs(upper) ? lower : upper;</div>
|
|
<div class="line"><a name="l01179"></a><span class="lineno"> 1179</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01180"></a><span class="lineno"> 1180</span>  }</div>
|
|
<div class="line"><a name="l01181"></a><span class="lineno"> 1181</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"A variable is forced in both directions! bounds: ["</span></div>
|
|
<div class="line"><a name="l01182"></a><span class="lineno"> 1182</span>  << std::fixed << std::setprecision(10) << lower << <span class="stringliteral">", "</span></div>
|
|
<div class="line"><a name="l01183"></a><span class="lineno"> 1183</span>  << upper << <span class="stringliteral">"]. coeff:"</span> << e.coefficient();</div>
|
|
<div class="line"><a name="l01184"></a><span class="lineno"> 1184</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a7850fcfea005b86b2a3fa0d4293c5ee0">ProblemStatus::PRIMAL_INFEASIBLE</a>;</div>
|
|
<div class="line"><a name="l01185"></a><span class="lineno"> 1185</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01186"></a><span class="lineno"> 1186</span>  }</div>
|
|
<div class="line"><a name="l01187"></a><span class="lineno"> 1187</span>  <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = candidate;</div>
|
|
<div class="line"><a name="l01188"></a><span class="lineno"> 1188</span>  is_forced = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01189"></a><span class="lineno"> 1189</span>  }</div>
|
|
<div class="line"><a name="l01190"></a><span class="lineno"> 1190</span>  <span class="keywordflow">if</span> (is_forcing_up_[e.row()]) {</div>
|
|
<div class="line"><a name="l01191"></a><span class="lineno"> 1191</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> candidate = e.coefficient() < 0.0 ? upper : lower;</div>
|
|
<div class="line"><a name="l01192"></a><span class="lineno"> 1192</span>  <span class="keywordflow">if</span> (is_forced && candidate != <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>) {</div>
|
|
<div class="line"><a name="l01193"></a><span class="lineno"> 1193</span>  <span class="comment">// The bounds are really close, so we fix to the bound with</span></div>
|
|
<div class="line"><a name="l01194"></a><span class="lineno"> 1194</span>  <span class="comment">// the lowest magnitude.</span></div>
|
|
<div class="line"><a name="l01195"></a><span class="lineno"> 1195</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a322abc0882049744dd1169a3d9e176e5">IsSmallerWithinPreprocessorZeroTolerance</a>(upper, lower)) {</div>
|
|
<div class="line"><a name="l01196"></a><span class="lineno"> 1196</span>  <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = std::abs(lower) < std::abs(upper) ? lower : upper;</div>
|
|
<div class="line"><a name="l01197"></a><span class="lineno"> 1197</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01198"></a><span class="lineno"> 1198</span>  }</div>
|
|
<div class="line"><a name="l01199"></a><span class="lineno"> 1199</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"A variable is forced in both directions! bounds: ["</span></div>
|
|
<div class="line"><a name="l01200"></a><span class="lineno"> 1200</span>  << std::fixed << std::setprecision(10) << lower << <span class="stringliteral">", "</span></div>
|
|
<div class="line"><a name="l01201"></a><span class="lineno"> 1201</span>  << upper << <span class="stringliteral">"]. coeff:"</span> << e.coefficient();</div>
|
|
<div class="line"><a name="l01202"></a><span class="lineno"> 1202</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a7850fcfea005b86b2a3fa0d4293c5ee0">ProblemStatus::PRIMAL_INFEASIBLE</a>;</div>
|
|
<div class="line"><a name="l01203"></a><span class="lineno"> 1203</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01204"></a><span class="lineno"> 1204</span>  }</div>
|
|
<div class="line"><a name="l01205"></a><span class="lineno"> 1205</span>  <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = candidate;</div>
|
|
<div class="line"><a name="l01206"></a><span class="lineno"> 1206</span>  is_forced = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01207"></a><span class="lineno"> 1207</span>  }</div>
|
|
<div class="line"><a name="l01208"></a><span class="lineno"> 1208</span>  }</div>
|
|
<div class="line"><a name="l01209"></a><span class="lineno"> 1209</span>  <span class="keywordflow">if</span> (is_forced) {</div>
|
|
<div class="line"><a name="l01210"></a><span class="lineno"> 1210</span>  <span class="comment">// Fix the variable, update the constraint bounds and save this column</span></div>
|
|
<div class="line"><a name="l01211"></a><span class="lineno"> 1211</span>  <span class="comment">// and its cost for the postsolve.</span></div>
|
|
<div class="line"><a name="l01212"></a><span class="lineno"> 1212</span>  SubtractColumnMultipleFromConstraintBound(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>, lp);</div>
|
|
<div class="line"><a name="l01213"></a><span class="lineno"> 1213</span>  column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a43d852970601d1a979844a0aae79ed3d">MarkColumnForDeletionWithState</a>(</div>
|
|
<div class="line"><a name="l01214"></a><span class="lineno"> 1214</span>  <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>,</div>
|
|
<div class="line"><a name="l01215"></a><span class="lineno"> 1215</span>  ComputeVariableStatus(<a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>, lower, upper));</div>
|
|
<div class="line"><a name="l01216"></a><span class="lineno"> 1216</span>  deleted_columns_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a1e9f788d4507f2461b4f775755aaf82e">mutable_column</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)-><a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#af3346e19f245a59be830e9558002d2d4">PopulateFromSparseVector</a>(column);</div>
|
|
<div class="line"><a name="l01217"></a><span class="lineno"> 1217</span>  costs_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01218"></a><span class="lineno"> 1218</span>  }</div>
|
|
<div class="line"><a name="l01219"></a><span class="lineno"> 1219</span>  }</div>
|
|
<div class="line"><a name="l01220"></a><span class="lineno"> 1220</span>  <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>
|
|
<div class="line"><a name="l01221"></a><span class="lineno"> 1221</span>  <span class="comment">// In theory, an M exists such that for any magnitude >= M, we will be at</span></div>
|
|
<div class="line"><a name="l01222"></a><span class="lineno"> 1222</span>  <span class="comment">// an optimal solution. However, because of numerical errors, if the value</span></div>
|
|
<div class="line"><a name="l01223"></a><span class="lineno"> 1223</span>  <span class="comment">// is too large, it causes problem when verifying the solution. So we</span></div>
|
|
<div class="line"><a name="l01224"></a><span class="lineno"> 1224</span>  <span class="comment">// select the smallest such M (at least a resonably small one) during</span></div>
|
|
<div class="line"><a name="l01225"></a><span class="lineno"> 1225</span>  <span class="comment">// postsolve. It is the reason why we need to store the columns that were</span></div>
|
|
<div class="line"><a name="l01226"></a><span class="lineno"> 1226</span>  <span class="comment">// fixed.</span></div>
|
|
<div class="line"><a name="l01227"></a><span class="lineno"> 1227</span>  <span class="keywordflow">if</span> (is_forcing_down[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] || is_forcing_up_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) {</div>
|
|
<div class="line"><a name="l01228"></a><span class="lineno"> 1228</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a2087c8376c03c247099a989f2990e6e8">MarkRowForDeletion</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l01229"></a><span class="lineno"> 1229</span>  }</div>
|
|
<div class="line"><a name="l01230"></a><span class="lineno"> 1230</span>  }</div>
|
|
<div class="line"><a name="l01231"></a><span class="lineno"> 1231</span>  }</div>
|
|
<div class="line"><a name="l01232"></a><span class="lineno"> 1232</span>  </div>
|
|
<div class="line"><a name="l01233"></a><span class="lineno"> 1233</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac59fd9cddfe284bf9dc7581ed631ce8d">DeleteColumns</a>(column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a6afccf8c0c7105ba45b8d7bd47830239">GetMarkedColumns</a>());</div>
|
|
<div class="line"><a name="l01234"></a><span class="lineno"> 1234</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac220cc5563c65b821d9d043010bb2121">DeleteRows</a>(row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a4dda252e2b65e3aa074c002daf6f86b8">GetMarkedRows</a>());</div>
|
|
<div class="line"><a name="l01235"></a><span class="lineno"> 1235</span>  <span class="keywordflow">return</span> !column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>();</div>
|
|
<div class="line"><a name="l01236"></a><span class="lineno"> 1236</span> }</div>
|
|
<div class="line"><a name="l01237"></a><span class="lineno"> 1237</span>  </div>
|
|
<div class="line"><a name="l01238"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_forcing_and_implied_free_constraint_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf"> 1238</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_forcing_and_implied_free_constraint_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">ForcingAndImpliedFreeConstraintPreprocessor::RecoverSolution</a>(</div>
|
|
<div class="line"><a name="l01239"></a><span class="lineno"> 1239</span>  <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l01240"></a><span class="lineno"> 1240</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l01241"></a><span class="lineno"> 1241</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(solution);</div>
|
|
<div class="line"><a name="l01242"></a><span class="lineno"> 1242</span>  column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#ab73f53154d99b3cd13dae72fd418985d">RestoreDeletedColumns</a>(solution);</div>
|
|
<div class="line"><a name="l01243"></a><span class="lineno"> 1243</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a43e3b399f53b38b75171071c9d730c5b">RestoreDeletedRows</a>(solution);</div>
|
|
<div class="line"><a name="l01244"></a><span class="lineno"> 1244</span>  </div>
|
|
<div class="line"><a name="l01245"></a><span class="lineno"> 1245</span>  <span class="comment">// Compute for each deleted columns the last deleted row in which it appears.</span></div>
|
|
<div class="line"><a name="l01246"></a><span class="lineno"> 1246</span>  <span class="keyword">const</span> ColIndex num_cols = deleted_columns_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>();</div>
|
|
<div class="line"><a name="l01247"></a><span class="lineno"> 1247</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">ColToRowMapping</a> last_deleted_row(num_cols, <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>);</div>
|
|
<div class="line"><a name="l01248"></a><span class="lineno"> 1248</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l01249"></a><span class="lineno"> 1249</span>  <span class="keywordflow">if</span> (!column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a1fbdcd623d96ea5e73d664ce0c6bd002">IsColumnMarked</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01250"></a><span class="lineno"> 1250</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : deleted_columns_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l01251"></a><span class="lineno"> 1251</span>  <span class="keyword">const</span> RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = e.row();</div>
|
|
<div class="line"><a name="l01252"></a><span class="lineno"> 1252</span>  <span class="keywordflow">if</span> (row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a8b572400ae17e537ba55eb01667dd5c7">IsRowMarked</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)) {</div>
|
|
<div class="line"><a name="l01253"></a><span class="lineno"> 1253</span>  last_deleted_row[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</div>
|
|
<div class="line"><a name="l01254"></a><span class="lineno"> 1254</span>  }</div>
|
|
<div class="line"><a name="l01255"></a><span class="lineno"> 1255</span>  }</div>
|
|
<div class="line"><a name="l01256"></a><span class="lineno"> 1256</span>  }</div>
|
|
<div class="line"><a name="l01257"></a><span class="lineno"> 1257</span>  </div>
|
|
<div class="line"><a name="l01258"></a><span class="lineno"> 1258</span>  <span class="comment">// For each deleted row (in order), compute a bound on the dual values so</span></div>
|
|
<div class="line"><a name="l01259"></a><span class="lineno"> 1259</span>  <span class="comment">// that all the deleted columns for which this row is the last deleted row are</span></div>
|
|
<div class="line"><a name="l01260"></a><span class="lineno"> 1260</span>  <span class="comment">// dual-feasible. Note that for the other columns, it will always be possible</span></div>
|
|
<div class="line"><a name="l01261"></a><span class="lineno"> 1261</span>  <span class="comment">// to make them dual-feasible with a later row.</span></div>
|
|
<div class="line"><a name="l01262"></a><span class="lineno"> 1262</span>  <span class="comment">// There are two possible outcomes:</span></div>
|
|
<div class="line"><a name="l01263"></a><span class="lineno"> 1263</span>  <span class="comment">// - The dual value stays 0.0, and nothing changes.</span></div>
|
|
<div class="line"><a name="l01264"></a><span class="lineno"> 1264</span>  <span class="comment">// - The bounds enforce a non-zero dual value, and one column will have a</span></div>
|
|
<div class="line"><a name="l01265"></a><span class="lineno"> 1265</span>  <span class="comment">// reduced cost of 0.0. This column becomes VariableStatus::BASIC, and the</span></div>
|
|
<div class="line"><a name="l01266"></a><span class="lineno"> 1266</span>  <span class="comment">// constraint status is changed to ConstraintStatus::AT_LOWER_BOUND,</span></div>
|
|
<div class="line"><a name="l01267"></a><span class="lineno"> 1267</span>  <span class="comment">// ConstraintStatus::AT_UPPER_BOUND or ConstraintStatus::FIXED_VALUE.</span></div>
|
|
<div class="line"><a name="l01268"></a><span class="lineno"> 1268</span>  <a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a> transpose;</div>
|
|
<div class="line"><a name="l01269"></a><span class="lineno"> 1269</span>  transpose.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a2fe6f7470512f5301031480737375c88">PopulateFromTranspose</a>(deleted_columns_);</div>
|
|
<div class="line"><a name="l01270"></a><span class="lineno"> 1270</span>  <span class="keyword">const</span> RowIndex num_rows = solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>();</div>
|
|
<div class="line"><a name="l01271"></a><span class="lineno"> 1271</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>
|
|
<div class="line"><a name="l01272"></a><span class="lineno"> 1272</span>  <span class="keywordflow">if</span> (row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a8b572400ae17e537ba55eb01667dd5c7">IsRowMarked</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)) {</div>
|
|
<div class="line"><a name="l01273"></a><span class="lineno"> 1273</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_dual_value = 0.0;</div>
|
|
<div class="line"><a name="l01274"></a><span class="lineno"> 1274</span>  ColIndex new_basic_column = <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>;</div>
|
|
<div class="line"><a name="l01275"></a><span class="lineno"> 1275</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : transpose.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>))) {</div>
|
|
<div class="line"><a name="l01276"></a><span class="lineno"> 1276</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(e.row());</div>
|
|
<div class="line"><a name="l01277"></a><span class="lineno"> 1277</span>  <span class="keywordflow">if</span> (last_deleted_row[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01278"></a><span class="lineno"> 1278</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> scalar_product =</div>
|
|
<div class="line"><a name="l01279"></a><span class="lineno"> 1279</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a3d9874910f9632900fe8677463b1c0be">ScalarProduct</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>, deleted_columns_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>));</div>
|
|
<div class="line"><a name="l01280"></a><span class="lineno"> 1280</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> reduced_cost = costs_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - scalar_product;</div>
|
|
<div class="line"><a name="l01281"></a><span class="lineno"> 1281</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="routing__search_8cc.html#a204f9b990226e8288e1aaecbb496cbf8">bound</a> = reduced_cost / e.coefficient();</div>
|
|
<div class="line"><a name="l01282"></a><span class="lineno"> 1282</span>  <span class="keywordflow">if</span> (is_forcing_up_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == !lp_is_maximization_problem_) {</div>
|
|
<div class="line"><a name="l01283"></a><span class="lineno"> 1283</span>  <span class="keywordflow">if</span> (<a class="code" href="routing__search_8cc.html#a204f9b990226e8288e1aaecbb496cbf8">bound</a> < new_dual_value) {</div>
|
|
<div class="line"><a name="l01284"></a><span class="lineno"> 1284</span>  new_dual_value = <a class="code" href="routing__search_8cc.html#a204f9b990226e8288e1aaecbb496cbf8">bound</a>;</div>
|
|
<div class="line"><a name="l01285"></a><span class="lineno"> 1285</span>  new_basic_column = <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
|
|
<div class="line"><a name="l01286"></a><span class="lineno"> 1286</span>  }</div>
|
|
<div class="line"><a name="l01287"></a><span class="lineno"> 1287</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01288"></a><span class="lineno"> 1288</span>  <span class="keywordflow">if</span> (<a class="code" href="routing__search_8cc.html#a204f9b990226e8288e1aaecbb496cbf8">bound</a> > new_dual_value) {</div>
|
|
<div class="line"><a name="l01289"></a><span class="lineno"> 1289</span>  new_dual_value = <a class="code" href="routing__search_8cc.html#a204f9b990226e8288e1aaecbb496cbf8">bound</a>;</div>
|
|
<div class="line"><a name="l01290"></a><span class="lineno"> 1290</span>  new_basic_column = <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
|
|
<div class="line"><a name="l01291"></a><span class="lineno"> 1291</span>  }</div>
|
|
<div class="line"><a name="l01292"></a><span class="lineno"> 1292</span>  }</div>
|
|
<div class="line"><a name="l01293"></a><span class="lineno"> 1293</span>  }</div>
|
|
<div class="line"><a name="l01294"></a><span class="lineno"> 1294</span>  <span class="keywordflow">if</span> (new_basic_column != <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
|
|
<div class="line"><a name="l01295"></a><span class="lineno"> 1295</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = new_dual_value;</div>
|
|
<div class="line"><a name="l01296"></a><span class="lineno"> 1296</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[new_basic_column] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>;</div>
|
|
<div class="line"><a name="l01297"></a><span class="lineno"> 1297</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] =</div>
|
|
<div class="line"><a name="l01298"></a><span class="lineno"> 1298</span>  is_forcing_up_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] ? <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a></div>
|
|
<div class="line"><a name="l01299"></a><span class="lineno"> 1299</span>  : <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a>;</div>
|
|
<div class="line"><a name="l01300"></a><span class="lineno"> 1300</span>  }</div>
|
|
<div class="line"><a name="l01301"></a><span class="lineno"> 1301</span>  }</div>
|
|
<div class="line"><a name="l01302"></a><span class="lineno"> 1302</span>  }</div>
|
|
<div class="line"><a name="l01303"></a><span class="lineno"> 1303</span> }</div>
|
|
<div class="line"><a name="l01304"></a><span class="lineno"> 1304</span>  </div>
|
|
<div class="line"><a name="l01305"></a><span class="lineno"> 1305</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l01306"></a><span class="lineno"> 1306</span> <span class="comment">// ImpliedFreePreprocessor</span></div>
|
|
<div class="line"><a name="l01307"></a><span class="lineno"> 1307</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l01308"></a><span class="lineno"> 1308</span>  </div>
|
|
<div class="line"><a name="l01309"></a><span class="lineno"> 1309</span> <span class="keyword">namespace </span>{</div>
|
|
<div class="line"><a name="l01310"></a><span class="lineno"> 1310</span> <span class="keyword">struct </span>ColWithDegree {</div>
|
|
<div class="line"><a name="l01311"></a><span class="lineno"> 1311</span>  ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
|
|
<div class="line"><a name="l01312"></a><span class="lineno"><a class="line" href="preprocessor_8cc.html#a2babe18010525bbf13c2fa5a959971e4"> 1312</a></span>  EntryIndex <a class="code" href="preprocessor_8cc.html#a2babe18010525bbf13c2fa5a959971e4">num_entries</a>;</div>
|
|
<div class="line"><a name="l01313"></a><span class="lineno"> 1313</span>  ColWithDegree(ColIndex c, EntryIndex n) : <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(c), <a class="code" href="preprocessor_8cc.html#a2babe18010525bbf13c2fa5a959971e4">num_entries</a>(n) {}</div>
|
|
<div class="line"><a name="l01314"></a><span class="lineno"> 1314</span>  <span class="keywordtype">bool</span> operator<(<span class="keyword">const</span> ColWithDegree& other)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l01315"></a><span class="lineno"> 1315</span>  <span class="keywordflow">if</span> (<a class="code" href="preprocessor_8cc.html#a2babe18010525bbf13c2fa5a959971e4">num_entries</a> == other.num_entries) {</div>
|
|
<div class="line"><a name="l01316"></a><span class="lineno"> 1316</span>  <span class="keywordflow">return</span> <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < other.col;</div>
|
|
<div class="line"><a name="l01317"></a><span class="lineno"> 1317</span>  }</div>
|
|
<div class="line"><a name="l01318"></a><span class="lineno"> 1318</span>  <span class="keywordflow">return</span> <a class="code" href="preprocessor_8cc.html#a2babe18010525bbf13c2fa5a959971e4">num_entries</a> < other.num_entries;</div>
|
|
<div class="line"><a name="l01319"></a><span class="lineno"> 1319</span>  }</div>
|
|
<div class="line"><a name="l01320"></a><span class="lineno"> 1320</span> };</div>
|
|
<div class="line"><a name="l01321"></a><span class="lineno"> 1321</span> } <span class="comment">// namespace</span></div>
|
|
<div class="line"><a name="l01322"></a><span class="lineno"> 1322</span>  </div>
|
|
<div class="line"><a name="l01323"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_implied_free_preprocessor.html#a5d398cb6297813f547da141848e70bbc"> 1323</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_implied_free_preprocessor.html#a5d398cb6297813f547da141848e70bbc">ImpliedFreePreprocessor::Run</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l01324"></a><span class="lineno"> 1324</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l01325"></a><span class="lineno"> 1325</span>  <a class="code" href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a>(lp, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l01326"></a><span class="lineno"> 1326</span>  <span class="keyword">const</span> RowIndex num_rows = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
|
|
<div class="line"><a name="l01327"></a><span class="lineno"> 1327</span>  <span class="keyword">const</span> ColIndex num_cols = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l01328"></a><span class="lineno"> 1328</span>  </div>
|
|
<div class="line"><a name="l01329"></a><span class="lineno"> 1329</span>  <span class="comment">// For each constraint with n entries and each of its variable, we want the</span></div>
|
|
<div class="line"><a name="l01330"></a><span class="lineno"> 1330</span>  <span class="comment">// bounds implied by the (n - 1) other variables and the constraint. We</span></div>
|
|
<div class="line"><a name="l01331"></a><span class="lineno"> 1331</span>  <span class="comment">// use two handy utility classes that allow us to do that efficiently while</span></div>
|
|
<div class="line"><a name="l01332"></a><span class="lineno"> 1332</span>  <span class="comment">// dealing properly with infinite bounds.</span></div>
|
|
<div class="line"><a name="l01333"></a><span class="lineno"> 1333</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> size = num_rows.value();</div>
|
|
<div class="line"><a name="l01334"></a><span class="lineno"> 1334</span>  <span class="comment">// TODO(user) : Replace SumWithNegativeInfiniteAndOneMissing and</span></div>
|
|
<div class="line"><a name="l01335"></a><span class="lineno"> 1335</span>  <span class="comment">// SumWithPositiveInfiniteAndOneMissing with IntervalSumWithOneMissing.</span></div>
|
|
<div class="line"><a name="l01336"></a><span class="lineno"> 1336</span>  <a class="code" href="classabsl_1_1_strong_vector.html">absl::StrongVector<RowIndex, SumWithNegativeInfiniteAndOneMissing></a> lb_sums(</div>
|
|
<div class="line"><a name="l01337"></a><span class="lineno"> 1337</span>  size);</div>
|
|
<div class="line"><a name="l01338"></a><span class="lineno"> 1338</span>  <a class="code" href="classabsl_1_1_strong_vector.html">absl::StrongVector<RowIndex, SumWithPositiveInfiniteAndOneMissing></a> ub_sums(</div>
|
|
<div class="line"><a name="l01339"></a><span class="lineno"> 1339</span>  size);</div>
|
|
<div class="line"><a name="l01340"></a><span class="lineno"> 1340</span>  </div>
|
|
<div class="line"><a name="l01341"></a><span class="lineno"> 1341</span>  <span class="comment">// Initialize the sums by adding all the bounds of the variables.</span></div>
|
|
<div class="line"><a name="l01342"></a><span class="lineno"> 1342</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l01343"></a><span class="lineno"> 1343</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01344"></a><span class="lineno"> 1344</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01345"></a><span class="lineno"> 1345</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l01346"></a><span class="lineno"> 1346</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> entry_lb = e.coefficient() * lower_bound;</div>
|
|
<div class="line"><a name="l01347"></a><span class="lineno"> 1347</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> entry_ub = e.coefficient() * upper_bound;</div>
|
|
<div class="line"><a name="l01348"></a><span class="lineno"> 1348</span>  <span class="keywordflow">if</span> (e.coefficient() < 0.0) std::swap(entry_lb, entry_ub);</div>
|
|
<div class="line"><a name="l01349"></a><span class="lineno"> 1349</span>  lb_sums[e.row()].Add(entry_lb);</div>
|
|
<div class="line"><a name="l01350"></a><span class="lineno"> 1350</span>  ub_sums[e.row()].Add(entry_ub);</div>
|
|
<div class="line"><a name="l01351"></a><span class="lineno"> 1351</span>  }</div>
|
|
<div class="line"><a name="l01352"></a><span class="lineno"> 1352</span>  }</div>
|
|
<div class="line"><a name="l01353"></a><span class="lineno"> 1353</span>  </div>
|
|
<div class="line"><a name="l01354"></a><span class="lineno"> 1354</span>  <span class="comment">// The inequality</span></div>
|
|
<div class="line"><a name="l01355"></a><span class="lineno"> 1355</span>  <span class="comment">// constraint_lb <= sum(entries) <= constraint_ub</span></div>
|
|
<div class="line"><a name="l01356"></a><span class="lineno"> 1356</span>  <span class="comment">// can be rewritten as:</span></div>
|
|
<div class="line"><a name="l01357"></a><span class="lineno"> 1357</span>  <span class="comment">// sum(entries) + (-activity) = 0,</span></div>
|
|
<div class="line"><a name="l01358"></a><span class="lineno"> 1358</span>  <span class="comment">// where (-activity) has bounds [-constraint_ub, -constraint_lb].</span></div>
|
|
<div class="line"><a name="l01359"></a><span class="lineno"> 1359</span>  <span class="comment">// We use this latter convention to simplify our code.</span></div>
|
|
<div class="line"><a name="l01360"></a><span class="lineno"> 1360</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>
|
|
<div class="line"><a name="l01361"></a><span class="lineno"> 1361</span>  lb_sums[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>].Add(-lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
|
|
<div class="line"><a name="l01362"></a><span class="lineno"> 1362</span>  ub_sums[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>].Add(-lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
|
|
<div class="line"><a name="l01363"></a><span class="lineno"> 1363</span>  }</div>
|
|
<div class="line"><a name="l01364"></a><span class="lineno"> 1364</span>  </div>
|
|
<div class="line"><a name="l01365"></a><span class="lineno"> 1365</span>  <span class="comment">// Once a variable is freed, none of the rows in which it appears can be</span></div>
|
|
<div class="line"><a name="l01366"></a><span class="lineno"> 1366</span>  <span class="comment">// used to make another variable free.</span></div>
|
|
<div class="line"><a name="l01367"></a><span class="lineno"> 1367</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseBooleanColumn</a> used_rows(num_rows, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l01368"></a><span class="lineno"> 1368</span>  postsolve_status_of_free_variables_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_cols, <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>);</div>
|
|
<div class="line"><a name="l01369"></a><span class="lineno"> 1369</span>  variable_offsets_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_cols, 0.0);</div>
|
|
<div class="line"><a name="l01370"></a><span class="lineno"> 1370</span>  </div>
|
|
<div class="line"><a name="l01371"></a><span class="lineno"> 1371</span>  <span class="comment">// It is better to process columns with a small degree first:</span></div>
|
|
<div class="line"><a name="l01372"></a><span class="lineno"> 1372</span>  <span class="comment">// - Degree-two columns make it possible to remove a row from the problem.</span></div>
|
|
<div class="line"><a name="l01373"></a><span class="lineno"> 1373</span>  <span class="comment">// - This way there is more chance to make more free columns.</span></div>
|
|
<div class="line"><a name="l01374"></a><span class="lineno"> 1374</span>  <span class="comment">// - It is better to have low degree free columns since a free column will</span></div>
|
|
<div class="line"><a name="l01375"></a><span class="lineno"> 1375</span>  <span class="comment">// always end up in the simplex basis (except if there is more than the</span></div>
|
|
<div class="line"><a name="l01376"></a><span class="lineno"> 1376</span>  <span class="comment">// number of rows in the problem).</span></div>
|
|
<div class="line"><a name="l01377"></a><span class="lineno"> 1377</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l01378"></a><span class="lineno"> 1378</span>  <span class="comment">// TODO(user): Only process degree-two so in subsequent passes more degree-two</span></div>
|
|
<div class="line"><a name="l01379"></a><span class="lineno"> 1379</span>  <span class="comment">// columns could be made free. And only when no other reduction can be</span></div>
|
|
<div class="line"><a name="l01380"></a><span class="lineno"> 1380</span>  <span class="comment">// applied, process the higher degree column?</span></div>
|
|
<div class="line"><a name="l01381"></a><span class="lineno"> 1381</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l01382"></a><span class="lineno"> 1382</span>  <span class="comment">// TODO(user): Be smarter about the order that maximizes the number of free</span></div>
|
|
<div class="line"><a name="l01383"></a><span class="lineno"> 1383</span>  <span class="comment">// column. For instance if we have 3 doubleton columns that use the rows (1,2)</span></div>
|
|
<div class="line"><a name="l01384"></a><span class="lineno"> 1384</span>  <span class="comment">// (2,3) and (3,4) then it is better not to make (2,3) free so the two other</span></div>
|
|
<div class="line"><a name="l01385"></a><span class="lineno"> 1385</span>  <span class="comment">// two can be made free.</span></div>
|
|
<div class="line"><a name="l01386"></a><span class="lineno"> 1386</span>  std::vector<ColWithDegree> col_by_degree;</div>
|
|
<div class="line"><a name="l01387"></a><span class="lineno"> 1387</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l01388"></a><span class="lineno"> 1388</span>  col_by_degree.push_back(</div>
|
|
<div class="line"><a name="l01389"></a><span class="lineno"> 1389</span>  ColWithDegree(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>).<a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>()));</div>
|
|
<div class="line"><a name="l01390"></a><span class="lineno"> 1390</span>  }</div>
|
|
<div class="line"><a name="l01391"></a><span class="lineno"> 1391</span>  std::sort(col_by_degree.begin(), col_by_degree.end());</div>
|
|
<div class="line"><a name="l01392"></a><span class="lineno"> 1392</span>  </div>
|
|
<div class="line"><a name="l01393"></a><span class="lineno"> 1393</span>  <span class="comment">// Now loop over the columns in order and make all implied-free columns free.</span></div>
|
|
<div class="line"><a name="l01394"></a><span class="lineno"> 1394</span>  <span class="keywordtype">int</span> num_already_free_variables = 0;</div>
|
|
<div class="line"><a name="l01395"></a><span class="lineno"> 1395</span>  <span class="keywordtype">int</span> num_implied_free_variables = 0;</div>
|
|
<div class="line"><a name="l01396"></a><span class="lineno"> 1396</span>  <span class="keywordtype">int</span> num_fixed_variables = 0;</div>
|
|
<div class="line"><a name="l01397"></a><span class="lineno"> 1397</span>  <span class="keywordflow">for</span> (ColWithDegree col_with_degree : col_by_degree) {</div>
|
|
<div class="line"><a name="l01398"></a><span class="lineno"> 1398</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = col_with_degree.col;</div>
|
|
<div class="line"><a name="l01399"></a><span class="lineno"> 1399</span>  </div>
|
|
<div class="line"><a name="l01400"></a><span class="lineno"> 1400</span>  <span class="comment">// If the variable is alreay free or fixed, we do nothing.</span></div>
|
|
<div class="line"><a name="l01401"></a><span class="lineno"> 1401</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01402"></a><span class="lineno"> 1402</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01403"></a><span class="lineno"> 1403</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(lower_bound) && !<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(upper_bound)) {</div>
|
|
<div class="line"><a name="l01404"></a><span class="lineno"> 1404</span>  ++num_already_free_variables;</div>
|
|
<div class="line"><a name="l01405"></a><span class="lineno"> 1405</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01406"></a><span class="lineno"> 1406</span>  }</div>
|
|
<div class="line"><a name="l01407"></a><span class="lineno"> 1407</span>  <span class="keywordflow">if</span> (lower_bound == upper_bound) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01408"></a><span class="lineno"> 1408</span>  </div>
|
|
<div class="line"><a name="l01409"></a><span class="lineno"> 1409</span>  <span class="comment">// Detect if the variable is implied free.</span></div>
|
|
<div class="line"><a name="l01410"></a><span class="lineno"> 1410</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> overall_implied_lb = -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>;</div>
|
|
<div class="line"><a name="l01411"></a><span class="lineno"> 1411</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> overall_implied_ub = <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>;</div>
|
|
<div class="line"><a name="l01412"></a><span class="lineno"> 1412</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l01413"></a><span class="lineno"> 1413</span>  <span class="comment">// If the row contains another implied free variable, then the bounds</span></div>
|
|
<div class="line"><a name="l01414"></a><span class="lineno"> 1414</span>  <span class="comment">// implied by it will just be [-kInfinity, kInfinity] so we can skip it.</span></div>
|
|
<div class="line"><a name="l01415"></a><span class="lineno"> 1415</span>  <span class="keywordflow">if</span> (used_rows[e.row()]) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01416"></a><span class="lineno"> 1416</span>  </div>
|
|
<div class="line"><a name="l01417"></a><span class="lineno"> 1417</span>  <span class="comment">// This is the contribution of this column to the sum above.</span></div>
|
|
<div class="line"><a name="l01418"></a><span class="lineno"> 1418</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> coeff = e.coefficient();</div>
|
|
<div class="line"><a name="l01419"></a><span class="lineno"> 1419</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> entry_lb = coeff * lower_bound;</div>
|
|
<div class="line"><a name="l01420"></a><span class="lineno"> 1420</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> entry_ub = coeff * upper_bound;</div>
|
|
<div class="line"><a name="l01421"></a><span class="lineno"> 1421</span>  <span class="keywordflow">if</span> (coeff < 0.0) std::swap(entry_lb, entry_ub);</div>
|
|
<div class="line"><a name="l01422"></a><span class="lineno"> 1422</span>  </div>
|
|
<div class="line"><a name="l01423"></a><span class="lineno"> 1423</span>  <span class="comment">// If X is the variable with index col and Y the sum of all the other</span></div>
|
|
<div class="line"><a name="l01424"></a><span class="lineno"> 1424</span>  <span class="comment">// variables and of (-activity), then coeff * X + Y = 0. Since Y's bounds</span></div>
|
|
<div class="line"><a name="l01425"></a><span class="lineno"> 1425</span>  <span class="comment">// are [lb_sum without X, ub_sum without X], it is easy to derive the</span></div>
|
|
<div class="line"><a name="l01426"></a><span class="lineno"> 1426</span>  <span class="comment">// implied bounds on X.</span></div>
|
|
<div class="line"><a name="l01427"></a><span class="lineno"> 1427</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> implied_lb = -ub_sums[e.row()].SumWithout(entry_ub) / coeff;</div>
|
|
<div class="line"><a name="l01428"></a><span class="lineno"> 1428</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> implied_ub = -lb_sums[e.row()].SumWithout(entry_lb) / coeff;</div>
|
|
<div class="line"><a name="l01429"></a><span class="lineno"> 1429</span>  <span class="keywordflow">if</span> (coeff < 0.0) std::swap(implied_lb, implied_ub);</div>
|
|
<div class="line"><a name="l01430"></a><span class="lineno"> 1430</span>  overall_implied_lb = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(overall_implied_lb, implied_lb);</div>
|
|
<div class="line"><a name="l01431"></a><span class="lineno"> 1431</span>  overall_implied_ub = <a class="code" href="alldiff__cst_8cc.html#a021e695f54a13bd809c34b2f4ca87c37">std::min</a>(overall_implied_ub, implied_ub);</div>
|
|
<div class="line"><a name="l01432"></a><span class="lineno"> 1432</span>  }</div>
|
|
<div class="line"><a name="l01433"></a><span class="lineno"> 1433</span>  </div>
|
|
<div class="line"><a name="l01434"></a><span class="lineno"> 1434</span>  <span class="comment">// Detect infeasible cases.</span></div>
|
|
<div class="line"><a name="l01435"></a><span class="lineno"> 1435</span>  <span class="keywordflow">if</span> (!<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#aeb01b3abaf68cfdcad5c90c9068c1570">IsSmallerWithinFeasibilityTolerance</a>(overall_implied_lb, upper_bound) ||</div>
|
|
<div class="line"><a name="l01436"></a><span class="lineno"> 1436</span>  !<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#aeb01b3abaf68cfdcad5c90c9068c1570">IsSmallerWithinFeasibilityTolerance</a>(lower_bound, overall_implied_ub) ||</div>
|
|
<div class="line"><a name="l01437"></a><span class="lineno"> 1437</span>  !<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#aeb01b3abaf68cfdcad5c90c9068c1570">IsSmallerWithinFeasibilityTolerance</a>(overall_implied_lb,</div>
|
|
<div class="line"><a name="l01438"></a><span class="lineno"> 1438</span>  overall_implied_ub)) {</div>
|
|
<div class="line"><a name="l01439"></a><span class="lineno"> 1439</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a7850fcfea005b86b2a3fa0d4293c5ee0">ProblemStatus::PRIMAL_INFEASIBLE</a>;</div>
|
|
<div class="line"><a name="l01440"></a><span class="lineno"> 1440</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01441"></a><span class="lineno"> 1441</span>  }</div>
|
|
<div class="line"><a name="l01442"></a><span class="lineno"> 1442</span>  </div>
|
|
<div class="line"><a name="l01443"></a><span class="lineno"> 1443</span>  <span class="comment">// Detect fixed variable cases (there are two kinds).</span></div>
|
|
<div class="line"><a name="l01444"></a><span class="lineno"> 1444</span>  <span class="comment">// Note that currently we don't do anything here except counting them.</span></div>
|
|
<div class="line"><a name="l01445"></a><span class="lineno"> 1445</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a322abc0882049744dd1169a3d9e176e5">IsSmallerWithinPreprocessorZeroTolerance</a>(upper_bound,</div>
|
|
<div class="line"><a name="l01446"></a><span class="lineno"> 1446</span>  overall_implied_lb) ||</div>
|
|
<div class="line"><a name="l01447"></a><span class="lineno"> 1447</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a322abc0882049744dd1169a3d9e176e5">IsSmallerWithinPreprocessorZeroTolerance</a>(overall_implied_ub,</div>
|
|
<div class="line"><a name="l01448"></a><span class="lineno"> 1448</span>  lower_bound)) {</div>
|
|
<div class="line"><a name="l01449"></a><span class="lineno"> 1449</span>  <span class="comment">// This case is already dealt with by the</span></div>
|
|
<div class="line"><a name="l01450"></a><span class="lineno"> 1450</span>  <span class="comment">// ForcingAndImpliedFreeConstraintPreprocessor since it means that (at</span></div>
|
|
<div class="line"><a name="l01451"></a><span class="lineno"> 1451</span>  <span class="comment">// least) one of the row is forcing.</span></div>
|
|
<div class="line"><a name="l01452"></a><span class="lineno"> 1452</span>  ++num_fixed_variables;</div>
|
|
<div class="line"><a name="l01453"></a><span class="lineno"> 1453</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01454"></a><span class="lineno"> 1454</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a322abc0882049744dd1169a3d9e176e5">IsSmallerWithinPreprocessorZeroTolerance</a>(overall_implied_ub,</div>
|
|
<div class="line"><a name="l01455"></a><span class="lineno"> 1455</span>  overall_implied_lb)) {</div>
|
|
<div class="line"><a name="l01456"></a><span class="lineno"> 1456</span>  <span class="comment">// TODO(user): As of July 2013, with our preprocessors this case is never</span></div>
|
|
<div class="line"><a name="l01457"></a><span class="lineno"> 1457</span>  <span class="comment">// triggered on the Netlib. Note however that if it appears it can have a</span></div>
|
|
<div class="line"><a name="l01458"></a><span class="lineno"> 1458</span>  <span class="comment">// big impact since by fixing the variable, the two involved constraints</span></div>
|
|
<div class="line"><a name="l01459"></a><span class="lineno"> 1459</span>  <span class="comment">// are forcing and can be removed too (with all the variables they touch).</span></div>
|
|
<div class="line"><a name="l01460"></a><span class="lineno"> 1460</span>  <span class="comment">// The postsolve step is quite involved though.</span></div>
|
|
<div class="line"><a name="l01461"></a><span class="lineno"> 1461</span>  ++num_fixed_variables;</div>
|
|
<div class="line"><a name="l01462"></a><span class="lineno"> 1462</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01463"></a><span class="lineno"> 1463</span>  }</div>
|
|
<div class="line"><a name="l01464"></a><span class="lineno"> 1464</span>  </div>
|
|
<div class="line"><a name="l01465"></a><span class="lineno"> 1465</span>  <span class="comment">// Is the variable implied free? Note that for an infinite lower_bound or</span></div>
|
|
<div class="line"><a name="l01466"></a><span class="lineno"> 1466</span>  <span class="comment">// upper_bound the respective inequality is always true.</span></div>
|
|
<div class="line"><a name="l01467"></a><span class="lineno"> 1467</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a322abc0882049744dd1169a3d9e176e5">IsSmallerWithinPreprocessorZeroTolerance</a>(lower_bound,</div>
|
|
<div class="line"><a name="l01468"></a><span class="lineno"> 1468</span>  overall_implied_lb) &&</div>
|
|
<div class="line"><a name="l01469"></a><span class="lineno"> 1469</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a322abc0882049744dd1169a3d9e176e5">IsSmallerWithinPreprocessorZeroTolerance</a>(overall_implied_ub,</div>
|
|
<div class="line"><a name="l01470"></a><span class="lineno"> 1470</span>  upper_bound)) {</div>
|
|
<div class="line"><a name="l01471"></a><span class="lineno"> 1471</span>  ++num_implied_free_variables;</div>
|
|
<div class="line"><a name="l01472"></a><span class="lineno"> 1472</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l01473"></a><span class="lineno"> 1473</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l01474"></a><span class="lineno"> 1474</span>  used_rows[e.row()] = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01475"></a><span class="lineno"> 1475</span>  }</div>
|
|
<div class="line"><a name="l01476"></a><span class="lineno"> 1476</span>  </div>
|
|
<div class="line"><a name="l01477"></a><span class="lineno"> 1477</span>  <span class="comment">// This is a tricky part. We're freeing this variable, which means that</span></div>
|
|
<div class="line"><a name="l01478"></a><span class="lineno"> 1478</span>  <span class="comment">// after solve, the modified variable will have status either</span></div>
|
|
<div class="line"><a name="l01479"></a><span class="lineno"> 1479</span>  <span class="comment">// VariableStatus::FREE or VariableStatus::BASIC. In the former case</span></div>
|
|
<div class="line"><a name="l01480"></a><span class="lineno"> 1480</span>  <span class="comment">// (VariableStatus::FREE, value = 0.0), we need to "fix" the</span></div>
|
|
<div class="line"><a name="l01481"></a><span class="lineno"> 1481</span>  <span class="comment">// status (technically, our variable isn't free!) to either</span></div>
|
|
<div class="line"><a name="l01482"></a><span class="lineno"> 1482</span>  <span class="comment">// VariableStatus::AT_LOWER_BOUND or VariableStatus::AT_UPPER_BOUND</span></div>
|
|
<div class="line"><a name="l01483"></a><span class="lineno"> 1483</span>  <span class="comment">// (note that we skipped fixed variables), and "fix" the value to that</span></div>
|
|
<div class="line"><a name="l01484"></a><span class="lineno"> 1484</span>  <span class="comment">// bound's value as well. We make the decision and the precomputation</span></div>
|
|
<div class="line"><a name="l01485"></a><span class="lineno"> 1485</span>  <span class="comment">// here: we simply offset the variable by one of its bounds, and store</span></div>
|
|
<div class="line"><a name="l01486"></a><span class="lineno"> 1486</span>  <span class="comment">// which bound that was. Note that if the modified variable turns out to</span></div>
|
|
<div class="line"><a name="l01487"></a><span class="lineno"> 1487</span>  <span class="comment">// be VariableStatus::BASIC, we'll simply un-offset its value too;</span></div>
|
|
<div class="line"><a name="l01488"></a><span class="lineno"> 1488</span>  <span class="comment">// and let the status be VariableStatus::BASIC.</span></div>
|
|
<div class="line"><a name="l01489"></a><span class="lineno"> 1489</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l01490"></a><span class="lineno"> 1490</span>  <span class="comment">// TODO(user): This trick is already used in the DualizerPreprocessor,</span></div>
|
|
<div class="line"><a name="l01491"></a><span class="lineno"> 1491</span>  <span class="comment">// maybe we should just have a preprocessor that shifts all the variables</span></div>
|
|
<div class="line"><a name="l01492"></a><span class="lineno"> 1492</span>  <span class="comment">// bounds to have at least one of them at 0.0, will that improve precision</span></div>
|
|
<div class="line"><a name="l01493"></a><span class="lineno"> 1493</span>  <span class="comment">// and speed of the simplex? One advantage is that we can compute the</span></div>
|
|
<div class="line"><a name="l01494"></a><span class="lineno"> 1494</span>  <span class="comment">// new constraint bounds with better precision using AccurateSum.</span></div>
|
|
<div class="line"><a name="l01495"></a><span class="lineno"> 1495</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(lower_bound, upper_bound);</div>
|
|
<div class="line"><a name="l01496"></a><span class="lineno"> 1496</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> offset =</div>
|
|
<div class="line"><a name="l01497"></a><span class="lineno"> 1497</span>  MinInMagnitudeOrZeroIfInfinite(lower_bound, upper_bound);</div>
|
|
<div class="line"><a name="l01498"></a><span class="lineno"> 1498</span>  <span class="keywordflow">if</span> (offset != 0.0) {</div>
|
|
<div class="line"><a name="l01499"></a><span class="lineno"> 1499</span>  variable_offsets_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = offset;</div>
|
|
<div class="line"><a name="l01500"></a><span class="lineno"> 1500</span>  SubtractColumnMultipleFromConstraintBound(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, offset, lp);</div>
|
|
<div class="line"><a name="l01501"></a><span class="lineno"> 1501</span>  }</div>
|
|
<div class="line"><a name="l01502"></a><span class="lineno"> 1502</span>  postsolve_status_of_free_variables_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] =</div>
|
|
<div class="line"><a name="l01503"></a><span class="lineno"> 1503</span>  ComputeVariableStatus(offset, lower_bound, upper_bound);</div>
|
|
<div class="line"><a name="l01504"></a><span class="lineno"> 1504</span>  }</div>
|
|
<div class="line"><a name="l01505"></a><span class="lineno"> 1505</span>  }</div>
|
|
<div class="line"><a name="l01506"></a><span class="lineno"> 1506</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << num_already_free_variables << <span class="stringliteral">" free variables in the problem."</span>;</div>
|
|
<div class="line"><a name="l01507"></a><span class="lineno"> 1507</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << num_implied_free_variables << <span class="stringliteral">" implied free columns."</span>;</div>
|
|
<div class="line"><a name="l01508"></a><span class="lineno"> 1508</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << num_fixed_variables << <span class="stringliteral">" variables can be fixed."</span>;</div>
|
|
<div class="line"><a name="l01509"></a><span class="lineno"> 1509</span>  <span class="keywordflow">return</span> num_implied_free_variables > 0;</div>
|
|
<div class="line"><a name="l01510"></a><span class="lineno"> 1510</span> }</div>
|
|
<div class="line"><a name="l01511"></a><span class="lineno"> 1511</span>  </div>
|
|
<div class="line"><a name="l01512"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_implied_free_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf"> 1512</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_implied_free_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">ImpliedFreePreprocessor::RecoverSolution</a>(<a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l01513"></a><span class="lineno"> 1513</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l01514"></a><span class="lineno"> 1514</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(solution);</div>
|
|
<div class="line"><a name="l01515"></a><span class="lineno"> 1515</span>  <span class="keyword">const</span> ColIndex num_cols = solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>();</div>
|
|
<div class="line"><a name="l01516"></a><span class="lineno"> 1516</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l01517"></a><span class="lineno"> 1517</span>  <span class="comment">// Skip variables that the preprocessor didn't change.</span></div>
|
|
<div class="line"><a name="l01518"></a><span class="lineno"> 1518</span>  <span class="keywordflow">if</span> (postsolve_status_of_free_variables_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>) {</div>
|
|
<div class="line"><a name="l01519"></a><span class="lineno"> 1519</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(0.0, variable_offsets_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a name="l01520"></a><span class="lineno"> 1520</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01521"></a><span class="lineno"> 1521</span>  }</div>
|
|
<div class="line"><a name="l01522"></a><span class="lineno"> 1522</span>  <span class="keywordflow">if</span> (solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>) {</div>
|
|
<div class="line"><a name="l01523"></a><span class="lineno"> 1523</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] =</div>
|
|
<div class="line"><a name="l01524"></a><span class="lineno"> 1524</span>  postsolve_status_of_free_variables_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01525"></a><span class="lineno"> 1525</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01526"></a><span class="lineno"> 1526</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>, solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a name="l01527"></a><span class="lineno"> 1527</span>  }</div>
|
|
<div class="line"><a name="l01528"></a><span class="lineno"> 1528</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] += variable_offsets_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01529"></a><span class="lineno"> 1529</span>  }</div>
|
|
<div class="line"><a name="l01530"></a><span class="lineno"> 1530</span> }</div>
|
|
<div class="line"><a name="l01531"></a><span class="lineno"> 1531</span>  </div>
|
|
<div class="line"><a name="l01532"></a><span class="lineno"> 1532</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l01533"></a><span class="lineno"> 1533</span> <span class="comment">// DoubletonFreeColumnPreprocessor</span></div>
|
|
<div class="line"><a name="l01534"></a><span class="lineno"> 1534</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l01535"></a><span class="lineno"> 1535</span>  </div>
|
|
<div class="line"><a name="l01536"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_doubleton_free_column_preprocessor.html#a5d398cb6297813f547da141848e70bbc"> 1536</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_doubleton_free_column_preprocessor.html#a5d398cb6297813f547da141848e70bbc">DoubletonFreeColumnPreprocessor::Run</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l01537"></a><span class="lineno"> 1537</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l01538"></a><span class="lineno"> 1538</span>  <a class="code" href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a>(lp, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l01539"></a><span class="lineno"> 1539</span>  <span class="comment">// We will modify the matrix transpose and then push the change to the linear</span></div>
|
|
<div class="line"><a name="l01540"></a><span class="lineno"> 1540</span>  <span class="comment">// program by calling lp->UseTransposeMatrixAsReference(). Note</span></div>
|
|
<div class="line"><a name="l01541"></a><span class="lineno"> 1541</span>  <span class="comment">// that original_matrix will not change during this preprocessor run.</span></div>
|
|
<div class="line"><a name="l01542"></a><span class="lineno"> 1542</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& original_matrix = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a33b78d7012477c55f395aaf92ca6e9f4">GetSparseMatrix</a>();</div>
|
|
<div class="line"><a name="l01543"></a><span class="lineno"> 1543</span>  <a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>* transpose = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a007496c4e4962b2fa4d2e996fd7b4cf6">GetMutableTransposeSparseMatrix</a>();</div>
|
|
<div class="line"><a name="l01544"></a><span class="lineno"> 1544</span>  </div>
|
|
<div class="line"><a name="l01545"></a><span class="lineno"> 1545</span>  <span class="keyword">const</span> ColIndex num_cols(lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
|
|
<div class="line"><a name="l01546"></a><span class="lineno"> 1546</span>  <span class="keywordflow">for</span> (ColIndex doubleton_col(0); doubleton_col < num_cols; ++doubleton_col) {</div>
|
|
<div class="line"><a name="l01547"></a><span class="lineno"> 1547</span>  <span class="comment">// Only consider doubleton free columns.</span></div>
|
|
<div class="line"><a name="l01548"></a><span class="lineno"> 1548</span>  <span class="keywordflow">if</span> (original_matrix.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(doubleton_col).<a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>() != 2) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01549"></a><span class="lineno"> 1549</span>  <span class="keywordflow">if</span> (lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[doubleton_col] != -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01550"></a><span class="lineno"> 1550</span>  <span class="keywordflow">if</span> (lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[doubleton_col] != <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01551"></a><span class="lineno"> 1551</span>  </div>
|
|
<div class="line"><a name="l01552"></a><span class="lineno"> 1552</span>  <span class="comment">// Collect the two column items. Note that we skip a column involving a</span></div>
|
|
<div class="line"><a name="l01553"></a><span class="lineno"> 1553</span>  <span class="comment">// deleted row since it is no longer a doubleton then.</span></div>
|
|
<div class="line"><a name="l01554"></a><span class="lineno"> 1554</span>  RestoreInfo r;</div>
|
|
<div class="line"><a name="l01555"></a><span class="lineno"> 1555</span>  r.col = doubleton_col;</div>
|
|
<div class="line"><a name="l01556"></a><span class="lineno"> 1556</span>  r.objective_coefficient = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[r.col];</div>
|
|
<div class="line"><a name="l01557"></a><span class="lineno"> 1557</span>  <span class="keywordtype">int</span> <a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a> = 0;</div>
|
|
<div class="line"><a name="l01558"></a><span class="lineno"> 1558</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : original_matrix.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(r.col)) {</div>
|
|
<div class="line"><a name="l01559"></a><span class="lineno"> 1559</span>  <span class="keywordflow">if</span> (row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a8b572400ae17e537ba55eb01667dd5c7">IsRowMarked</a>(e.row())) <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01560"></a><span class="lineno"> 1560</span>  r.row[<a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a>] = e.row();</div>
|
|
<div class="line"><a name="l01561"></a><span class="lineno"> 1561</span>  r.coeff[<a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a>] = e.coefficient();</div>
|
|
<div class="line"><a name="l01562"></a><span class="lineno"> 1562</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(0.0, e.coefficient());</div>
|
|
<div class="line"><a name="l01563"></a><span class="lineno"> 1563</span>  ++<a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a>;</div>
|
|
<div class="line"><a name="l01564"></a><span class="lineno"> 1564</span>  }</div>
|
|
<div class="line"><a name="l01565"></a><span class="lineno"> 1565</span>  <span class="keywordflow">if</span> (<a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a> != NUM_ROWS) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01566"></a><span class="lineno"> 1566</span>  </div>
|
|
<div class="line"><a name="l01567"></a><span class="lineno"> 1567</span>  <span class="comment">// Since the column didn't touch any previously deleted row, we are sure</span></div>
|
|
<div class="line"><a name="l01568"></a><span class="lineno"> 1568</span>  <span class="comment">// that the coefficients were left untouched.</span></div>
|
|
<div class="line"><a name="l01569"></a><span class="lineno"> 1569</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(r.coeff[DELETED], transpose-><a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(r.row[DELETED]))</div>
|
|
<div class="line"><a name="l01570"></a><span class="lineno"> 1570</span>  .<a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#a39a185056b395c7ed7e8d5c41df3bc6b">LookUpCoefficient</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">ColToRowIndex</a>(r.col)));</div>
|
|
<div class="line"><a name="l01571"></a><span class="lineno"> 1571</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(r.coeff[MODIFIED],</div>
|
|
<div class="line"><a name="l01572"></a><span class="lineno"> 1572</span>  transpose-><a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(r.row[MODIFIED]))</div>
|
|
<div class="line"><a name="l01573"></a><span class="lineno"> 1573</span>  .<a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#a39a185056b395c7ed7e8d5c41df3bc6b">LookUpCoefficient</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">ColToRowIndex</a>(r.col)));</div>
|
|
<div class="line"><a name="l01574"></a><span class="lineno"> 1574</span>  </div>
|
|
<div class="line"><a name="l01575"></a><span class="lineno"> 1575</span>  <span class="comment">// We prefer deleting the row with the larger coefficient magnitude because</span></div>
|
|
<div class="line"><a name="l01576"></a><span class="lineno"> 1576</span>  <span class="comment">// we will divide by this magnitude. TODO(user): Impact?</span></div>
|
|
<div class="line"><a name="l01577"></a><span class="lineno"> 1577</span>  <span class="keywordflow">if</span> (std::abs(r.coeff[DELETED]) < std::abs(r.coeff[MODIFIED])) {</div>
|
|
<div class="line"><a name="l01578"></a><span class="lineno"> 1578</span>  std::swap(r.coeff[DELETED], r.coeff[MODIFIED]);</div>
|
|
<div class="line"><a name="l01579"></a><span class="lineno"> 1579</span>  std::swap(r.row[DELETED], r.row[MODIFIED]);</div>
|
|
<div class="line"><a name="l01580"></a><span class="lineno"> 1580</span>  }</div>
|
|
<div class="line"><a name="l01581"></a><span class="lineno"> 1581</span>  </div>
|
|
<div class="line"><a name="l01582"></a><span class="lineno"> 1582</span>  <span class="comment">// Save the deleted row for postsolve. Note that we remove it from the</span></div>
|
|
<div class="line"><a name="l01583"></a><span class="lineno"> 1583</span>  <span class="comment">// transpose at the same time. This last operation is not strictly needed,</span></div>
|
|
<div class="line"><a name="l01584"></a><span class="lineno"> 1584</span>  <span class="comment">// but it is faster to do it this way (both here and later when we will take</span></div>
|
|
<div class="line"><a name="l01585"></a><span class="lineno"> 1585</span>  <span class="comment">// the transpose of the final transpose matrix).</span></div>
|
|
<div class="line"><a name="l01586"></a><span class="lineno"> 1586</span>  r.deleted_row_as_column.Swap(</div>
|
|
<div class="line"><a name="l01587"></a><span class="lineno"> 1587</span>  transpose-><a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a1e9f788d4507f2461b4f775755aaf82e">mutable_column</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(r.row[DELETED])));</div>
|
|
<div class="line"><a name="l01588"></a><span class="lineno"> 1588</span>  </div>
|
|
<div class="line"><a name="l01589"></a><span class="lineno"> 1589</span>  <span class="comment">// Move the bound of the deleted constraint to the initially free variable.</span></div>
|
|
<div class="line"><a name="l01590"></a><span class="lineno"> 1590</span>  {</div>
|
|
<div class="line"><a name="l01591"></a><span class="lineno"> 1591</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_variable_lb =</div>
|
|
<div class="line"><a name="l01592"></a><span class="lineno"> 1592</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[r.row[DELETED]];</div>
|
|
<div class="line"><a name="l01593"></a><span class="lineno"> 1593</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_variable_ub =</div>
|
|
<div class="line"><a name="l01594"></a><span class="lineno"> 1594</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[r.row[DELETED]];</div>
|
|
<div class="line"><a name="l01595"></a><span class="lineno"> 1595</span>  new_variable_lb /= r.coeff[DELETED];</div>
|
|
<div class="line"><a name="l01596"></a><span class="lineno"> 1596</span>  new_variable_ub /= r.coeff[DELETED];</div>
|
|
<div class="line"><a name="l01597"></a><span class="lineno"> 1597</span>  <span class="keywordflow">if</span> (r.coeff[DELETED] < 0.0) std::swap(new_variable_lb, new_variable_ub);</div>
|
|
<div class="line"><a name="l01598"></a><span class="lineno"> 1598</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(r.col, new_variable_lb, new_variable_ub);</div>
|
|
<div class="line"><a name="l01599"></a><span class="lineno"> 1599</span>  }</div>
|
|
<div class="line"><a name="l01600"></a><span class="lineno"> 1600</span>  </div>
|
|
<div class="line"><a name="l01601"></a><span class="lineno"> 1601</span>  <span class="comment">// Add a multiple of the deleted row to the modified row except on</span></div>
|
|
<div class="line"><a name="l01602"></a><span class="lineno"> 1602</span>  <span class="comment">// column r.col where the coefficient will be left unchanged.</span></div>
|
|
<div class="line"><a name="l01603"></a><span class="lineno"> 1603</span>  r.deleted_row_as_column.AddMultipleToSparseVectorAndIgnoreCommonIndex(</div>
|
|
<div class="line"><a name="l01604"></a><span class="lineno"> 1604</span>  -r.coeff[MODIFIED] / r.coeff[DELETED], <a class="code" href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">ColToRowIndex</a>(r.col),</div>
|
|
<div class="line"><a name="l01605"></a><span class="lineno"> 1605</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.drop_tolerance(),</div>
|
|
<div class="line"><a name="l01606"></a><span class="lineno"> 1606</span>  transpose-><a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a1e9f788d4507f2461b4f775755aaf82e">mutable_column</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(r.row[MODIFIED])));</div>
|
|
<div class="line"><a name="l01607"></a><span class="lineno"> 1607</span>  </div>
|
|
<div class="line"><a name="l01608"></a><span class="lineno"> 1608</span>  <span class="comment">// We also need to correct the objective value of the variables involved in</span></div>
|
|
<div class="line"><a name="l01609"></a><span class="lineno"> 1609</span>  <span class="comment">// the deleted row.</span></div>
|
|
<div class="line"><a name="l01610"></a><span class="lineno"> 1610</span>  <span class="keywordflow">if</span> (r.objective_coefficient != 0.0) {</div>
|
|
<div class="line"><a name="l01611"></a><span class="lineno"> 1611</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : r.deleted_row_as_column) {</div>
|
|
<div class="line"><a name="l01612"></a><span class="lineno"> 1612</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(e.row());</div>
|
|
<div class="line"><a name="l01613"></a><span class="lineno"> 1613</span>  <span class="keywordflow">if</span> (<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> == r.col) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01614"></a><span class="lineno"> 1614</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_objective =</div>
|
|
<div class="line"><a name="l01615"></a><span class="lineno"> 1615</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] -</div>
|
|
<div class="line"><a name="l01616"></a><span class="lineno"> 1616</span>  e.coefficient() * r.objective_coefficient / r.coeff[DELETED];</div>
|
|
<div class="line"><a name="l01617"></a><span class="lineno"> 1617</span>  </div>
|
|
<div class="line"><a name="l01618"></a><span class="lineno"> 1618</span>  <span class="comment">// This detects if the objective should actually be zero, but because of</span></div>
|
|
<div class="line"><a name="l01619"></a><span class="lineno"> 1619</span>  <span class="comment">// the numerical error in the formula above, we have a really low</span></div>
|
|
<div class="line"><a name="l01620"></a><span class="lineno"> 1620</span>  <span class="comment">// objective instead. The logic is the same as in</span></div>
|
|
<div class="line"><a name="l01621"></a><span class="lineno"> 1621</span>  <span class="comment">// AddMultipleToSparseVectorAndIgnoreCommonIndex().</span></div>
|
|
<div class="line"><a name="l01622"></a><span class="lineno"> 1622</span>  <span class="keywordflow">if</span> (std::abs(new_objective) > <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.drop_tolerance()) {</div>
|
|
<div class="line"><a name="l01623"></a><span class="lineno"> 1623</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, new_objective);</div>
|
|
<div class="line"><a name="l01624"></a><span class="lineno"> 1624</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01625"></a><span class="lineno"> 1625</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, 0.0);</div>
|
|
<div class="line"><a name="l01626"></a><span class="lineno"> 1626</span>  }</div>
|
|
<div class="line"><a name="l01627"></a><span class="lineno"> 1627</span>  }</div>
|
|
<div class="line"><a name="l01628"></a><span class="lineno"> 1628</span>  }</div>
|
|
<div class="line"><a name="l01629"></a><span class="lineno"> 1629</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a2087c8376c03c247099a989f2990e6e8">MarkRowForDeletion</a>(r.row[DELETED]);</div>
|
|
<div class="line"><a name="l01630"></a><span class="lineno"> 1630</span>  restore_stack_.push_back(r);</div>
|
|
<div class="line"><a name="l01631"></a><span class="lineno"> 1631</span>  }</div>
|
|
<div class="line"><a name="l01632"></a><span class="lineno"> 1632</span>  </div>
|
|
<div class="line"><a name="l01633"></a><span class="lineno"> 1633</span>  <span class="keywordflow">if</span> (!row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>()) {</div>
|
|
<div class="line"><a name="l01634"></a><span class="lineno"> 1634</span>  <span class="comment">// The order is important.</span></div>
|
|
<div class="line"><a name="l01635"></a><span class="lineno"> 1635</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a9ac8fe8120fdded43c5fa888bd696d3e">UseTransposeMatrixAsReference</a>();</div>
|
|
<div class="line"><a name="l01636"></a><span class="lineno"> 1636</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac220cc5563c65b821d9d043010bb2121">DeleteRows</a>(row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a4dda252e2b65e3aa074c002daf6f86b8">GetMarkedRows</a>());</div>
|
|
<div class="line"><a name="l01637"></a><span class="lineno"> 1637</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01638"></a><span class="lineno"> 1638</span>  }</div>
|
|
<div class="line"><a name="l01639"></a><span class="lineno"> 1639</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01640"></a><span class="lineno"> 1640</span> }</div>
|
|
<div class="line"><a name="l01641"></a><span class="lineno"> 1641</span>  </div>
|
|
<div class="line"><a name="l01642"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_doubleton_free_column_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf"> 1642</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_doubleton_free_column_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">DoubletonFreeColumnPreprocessor::RecoverSolution</a>(</div>
|
|
<div class="line"><a name="l01643"></a><span class="lineno"> 1643</span>  <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l01644"></a><span class="lineno"> 1644</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l01645"></a><span class="lineno"> 1645</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a43e3b399f53b38b75171071c9d730c5b">RestoreDeletedRows</a>(solution);</div>
|
|
<div class="line"><a name="l01646"></a><span class="lineno"> 1646</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> RestoreInfo& r : <a class="code" href="namespaceutil.html#a1e2d5c05e25343bc8e4fbccce0000d51">Reverse</a>(restore_stack_)) {</div>
|
|
<div class="line"><a name="l01647"></a><span class="lineno"> 1647</span>  <span class="comment">// Correct the constraint status.</span></div>
|
|
<div class="line"><a name="l01648"></a><span class="lineno"> 1648</span>  <span class="keywordflow">switch</span> (solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[r.col]) {</div>
|
|
<div class="line"><a name="l01649"></a><span class="lineno"> 1649</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a>:</div>
|
|
<div class="line"><a name="l01650"></a><span class="lineno"> 1650</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[r.row[DELETED]] =</div>
|
|
<div class="line"><a name="l01651"></a><span class="lineno"> 1651</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae91836db656214f9797e10c15928e501">ConstraintStatus::FIXED_VALUE</a>;</div>
|
|
<div class="line"><a name="l01652"></a><span class="lineno"> 1652</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01653"></a><span class="lineno"> 1653</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>:</div>
|
|
<div class="line"><a name="l01654"></a><span class="lineno"> 1654</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[r.row[DELETED]] =</div>
|
|
<div class="line"><a name="l01655"></a><span class="lineno"> 1655</span>  r.coeff[DELETED] > 0.0 ? <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a></div>
|
|
<div class="line"><a name="l01656"></a><span class="lineno"> 1656</span>  : <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a>;</div>
|
|
<div class="line"><a name="l01657"></a><span class="lineno"> 1657</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01658"></a><span class="lineno"> 1658</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>:</div>
|
|
<div class="line"><a name="l01659"></a><span class="lineno"> 1659</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[r.row[DELETED]] =</div>
|
|
<div class="line"><a name="l01660"></a><span class="lineno"> 1660</span>  r.coeff[DELETED] > 0.0 ? <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a></div>
|
|
<div class="line"><a name="l01661"></a><span class="lineno"> 1661</span>  : <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a>;</div>
|
|
<div class="line"><a name="l01662"></a><span class="lineno"> 1662</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01663"></a><span class="lineno"> 1663</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>:</div>
|
|
<div class="line"><a name="l01664"></a><span class="lineno"> 1664</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[r.row[DELETED]] = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a88c189a42c87aa49d667fc8ab76bc323">ConstraintStatus::FREE</a>;</div>
|
|
<div class="line"><a name="l01665"></a><span class="lineno"> 1665</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01666"></a><span class="lineno"> 1666</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>:</div>
|
|
<div class="line"><a name="l01667"></a><span class="lineno"> 1667</span>  <span class="comment">// The default is good here:</span></div>
|
|
<div class="line"><a name="l01668"></a><span class="lineno"> 1668</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[r.row[DELETED]],</div>
|
|
<div class="line"><a name="l01669"></a><span class="lineno"> 1669</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae4ac03f6c9f00665644e868dd1fb9f1e">ConstraintStatus::BASIC</a>);</div>
|
|
<div class="line"><a name="l01670"></a><span class="lineno"> 1670</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01671"></a><span class="lineno"> 1671</span>  }</div>
|
|
<div class="line"><a name="l01672"></a><span class="lineno"> 1672</span>  </div>
|
|
<div class="line"><a name="l01673"></a><span class="lineno"> 1673</span>  <span class="comment">// Correct the primal variable value.</span></div>
|
|
<div class="line"><a name="l01674"></a><span class="lineno"> 1674</span>  {</div>
|
|
<div class="line"><a name="l01675"></a><span class="lineno"> 1675</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_variable_value = solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[r.col];</div>
|
|
<div class="line"><a name="l01676"></a><span class="lineno"> 1676</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : r.deleted_row_as_column) {</div>
|
|
<div class="line"><a name="l01677"></a><span class="lineno"> 1677</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(e.row());</div>
|
|
<div class="line"><a name="l01678"></a><span class="lineno"> 1678</span>  <span class="keywordflow">if</span> (<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> == r.col) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01679"></a><span class="lineno"> 1679</span>  new_variable_value -= (e.coefficient() / r.coeff[DELETED]) *</div>
|
|
<div class="line"><a name="l01680"></a><span class="lineno"> 1680</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(e.row())];</div>
|
|
<div class="line"><a name="l01681"></a><span class="lineno"> 1681</span>  }</div>
|
|
<div class="line"><a name="l01682"></a><span class="lineno"> 1682</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[r.col] = new_variable_value;</div>
|
|
<div class="line"><a name="l01683"></a><span class="lineno"> 1683</span>  }</div>
|
|
<div class="line"><a name="l01684"></a><span class="lineno"> 1684</span>  </div>
|
|
<div class="line"><a name="l01685"></a><span class="lineno"> 1685</span>  <span class="comment">// In all cases, we will make the variable r.col VariableStatus::BASIC, so</span></div>
|
|
<div class="line"><a name="l01686"></a><span class="lineno"> 1686</span>  <span class="comment">// we need to adjust the dual value of the deleted row so that the variable</span></div>
|
|
<div class="line"><a name="l01687"></a><span class="lineno"> 1687</span>  <span class="comment">// reduced cost is zero. Note that there is nothing to do if the variable</span></div>
|
|
<div class="line"><a name="l01688"></a><span class="lineno"> 1688</span>  <span class="comment">// was already basic.</span></div>
|
|
<div class="line"><a name="l01689"></a><span class="lineno"> 1689</span>  <span class="keywordflow">if</span> (solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[r.col] != <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>) {</div>
|
|
<div class="line"><a name="l01690"></a><span class="lineno"> 1690</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[r.col] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>;</div>
|
|
<div class="line"><a name="l01691"></a><span class="lineno"> 1691</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> current_reduced_cost =</div>
|
|
<div class="line"><a name="l01692"></a><span class="lineno"> 1692</span>  r.objective_coefficient -</div>
|
|
<div class="line"><a name="l01693"></a><span class="lineno"> 1693</span>  r.coeff[MODIFIED] * solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[r.row[MODIFIED]];</div>
|
|
<div class="line"><a name="l01694"></a><span class="lineno"> 1694</span>  <span class="comment">// We want current_reduced_cost - dual * coeff = 0, so:</span></div>
|
|
<div class="line"><a name="l01695"></a><span class="lineno"> 1695</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[r.row[DELETED]] =</div>
|
|
<div class="line"><a name="l01696"></a><span class="lineno"> 1696</span>  current_reduced_cost / r.coeff[DELETED];</div>
|
|
<div class="line"><a name="l01697"></a><span class="lineno"> 1697</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01698"></a><span class="lineno"> 1698</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[r.row[DELETED]], 0.0);</div>
|
|
<div class="line"><a name="l01699"></a><span class="lineno"> 1699</span>  }</div>
|
|
<div class="line"><a name="l01700"></a><span class="lineno"> 1700</span>  }</div>
|
|
<div class="line"><a name="l01701"></a><span class="lineno"> 1701</span> }</div>
|
|
<div class="line"><a name="l01702"></a><span class="lineno"> 1702</span>  </div>
|
|
<div class="line"><a name="l01703"></a><span class="lineno"> 1703</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l01704"></a><span class="lineno"> 1704</span> <span class="comment">// UnconstrainedVariablePreprocessor</span></div>
|
|
<div class="line"><a name="l01705"></a><span class="lineno"> 1705</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l01706"></a><span class="lineno"> 1706</span>  </div>
|
|
<div class="line"><a name="l01707"></a><span class="lineno"> 1707</span> <span class="keyword">namespace </span>{</div>
|
|
<div class="line"><a name="l01708"></a><span class="lineno"> 1708</span>  </div>
|
|
<div class="line"><a name="l01709"></a><span class="lineno"> 1709</span> <span class="comment">// Does the constraint block the variable to go to infinity in the given</span></div>
|
|
<div class="line"><a name="l01710"></a><span class="lineno"> 1710</span> <span class="comment">// direction? direction is either positive or negative and row is the index of</span></div>
|
|
<div class="line"><a name="l01711"></a><span class="lineno"> 1711</span> <span class="comment">// the constraint.</span></div>
|
|
<div class="line"><a name="l01712"></a><span class="lineno"> 1712</span> <span class="keywordtype">bool</span> IsConstraintBlockingVariable(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& lp, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> direction,</div>
|
|
<div class="line"><a name="l01713"></a><span class="lineno"> 1713</span>  RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l01714"></a><span class="lineno"> 1714</span>  <span class="keywordflow">return</span> direction > 0.0 ? lp.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] != <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a></div>
|
|
<div class="line"><a name="l01715"></a><span class="lineno"> 1715</span>  : lp.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] != -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>;</div>
|
|
<div class="line"><a name="l01716"></a><span class="lineno"> 1716</span> }</div>
|
|
<div class="line"><a name="l01717"></a><span class="lineno"> 1717</span>  </div>
|
|
<div class="line"><a name="l01718"></a><span class="lineno"> 1718</span> } <span class="comment">// namespace</span></div>
|
|
<div class="line"><a name="l01719"></a><span class="lineno"> 1719</span>  </div>
|
|
<div class="line"><a name="l01720"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_unconstrained_variable_preprocessor.html#a16b556cc08c1f6802a387420e5d038f2"> 1720</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_unconstrained_variable_preprocessor.html#a16b556cc08c1f6802a387420e5d038f2">UnconstrainedVariablePreprocessor::RemoveZeroCostUnconstrainedVariable</a>(</div>
|
|
<div class="line"><a name="l01721"></a><span class="lineno"> 1721</span>  ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>, <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l01722"></a><span class="lineno"> 1722</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(0.0, lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a name="l01723"></a><span class="lineno"> 1723</span>  <span class="keywordflow">if</span> (deleted_rows_as_column_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>()) {</div>
|
|
<div class="line"><a name="l01724"></a><span class="lineno"> 1724</span>  deleted_columns_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#ae1b90982a83e1b025ebbc1c446980640">PopulateFromZero</a>(lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(),</div>
|
|
<div class="line"><a name="l01725"></a><span class="lineno"> 1725</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
|
|
<div class="line"><a name="l01726"></a><span class="lineno"> 1726</span>  deleted_rows_as_column_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#ae1b90982a83e1b025ebbc1c446980640">PopulateFromZero</a>(</div>
|
|
<div class="line"><a name="l01727"></a><span class="lineno"> 1727</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">ColToRowIndex</a>(lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>()),</div>
|
|
<div class="line"><a name="l01728"></a><span class="lineno"> 1728</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>()));</div>
|
|
<div class="line"><a name="l01729"></a><span class="lineno"> 1729</span>  rhs_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(), 0.0);</div>
|
|
<div class="line"><a name="l01730"></a><span class="lineno"> 1730</span>  activity_sign_correction_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(), 1.0);</div>
|
|
<div class="line"><a name="l01731"></a><span class="lineno"> 1731</span>  is_unbounded_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>(), <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l01732"></a><span class="lineno"> 1732</span>  }</div>
|
|
<div class="line"><a name="l01733"></a><span class="lineno"> 1733</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> is_unbounded_up = (<a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l01734"></a><span class="lineno"> 1734</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_column.html">SparseColumn</a>& column = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l01735"></a><span class="lineno"> 1735</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : column) {</div>
|
|
<div class="line"><a name="l01736"></a><span class="lineno"> 1736</span>  <span class="keyword">const</span> RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = e.row();</div>
|
|
<div class="line"><a name="l01737"></a><span class="lineno"> 1737</span>  <span class="keywordflow">if</span> (!row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a8b572400ae17e537ba55eb01667dd5c7">IsRowMarked</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)) {</div>
|
|
<div class="line"><a name="l01738"></a><span class="lineno"> 1738</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a2087c8376c03c247099a989f2990e6e8">MarkRowForDeletion</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l01739"></a><span class="lineno"> 1739</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>
|
|
<div class="line"><a name="l01740"></a><span class="lineno"> 1740</span>  deleted_rows_as_column_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a1e9f788d4507f2461b4f775755aaf82e">mutable_column</a>(row_as_col)</div>
|
|
<div class="line"><a name="l01741"></a><span class="lineno"> 1741</span>  -><a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#af3346e19f245a59be830e9558002d2d4">PopulateFromSparseVector</a>(</div>
|
|
<div class="line"><a name="l01742"></a><span class="lineno"> 1742</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2175025047722705a3af86e54229f9cd">GetTransposeSparseMatrix</a>().<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(row_as_col));</div>
|
|
<div class="line"><a name="l01743"></a><span class="lineno"> 1743</span>  }</div>
|
|
<div class="line"><a name="l01744"></a><span class="lineno"> 1744</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> is_constraint_upper_bound_relevant =</div>
|
|
<div class="line"><a name="l01745"></a><span class="lineno"> 1745</span>  e.coefficient() > 0.0 ? !is_unbounded_up : is_unbounded_up;</div>
|
|
<div class="line"><a name="l01746"></a><span class="lineno"> 1746</span>  activity_sign_correction_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] =</div>
|
|
<div class="line"><a name="l01747"></a><span class="lineno"> 1747</span>  is_constraint_upper_bound_relevant ? 1.0 : -1.0;</div>
|
|
<div class="line"><a name="l01748"></a><span class="lineno"> 1748</span>  rhs_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = is_constraint_upper_bound_relevant</div>
|
|
<div class="line"><a name="l01749"></a><span class="lineno"> 1749</span>  ? lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]</div>
|
|
<div class="line"><a name="l01750"></a><span class="lineno"> 1750</span>  : lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l01751"></a><span class="lineno"> 1751</span>  </div>
|
|
<div class="line"><a name="l01752"></a><span class="lineno"> 1752</span>  <span class="comment">// TODO(user): Here, we may render the row free, so subsequent columns</span></div>
|
|
<div class="line"><a name="l01753"></a><span class="lineno"> 1753</span>  <span class="comment">// processed by the columns loop in Run() have more chance to be removed.</span></div>
|
|
<div class="line"><a name="l01754"></a><span class="lineno"> 1754</span>  <span class="comment">// However, we need to be more careful during the postsolve() if we do that.</span></div>
|
|
<div class="line"><a name="l01755"></a><span class="lineno"> 1755</span>  }</div>
|
|
<div class="line"><a name="l01756"></a><span class="lineno"> 1756</span>  is_unbounded_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01757"></a><span class="lineno"> 1757</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> initial_feasible_value = MinInMagnitudeOrZeroIfInfinite(</div>
|
|
<div class="line"><a name="l01758"></a><span class="lineno"> 1758</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a name="l01759"></a><span class="lineno"> 1759</span>  deleted_columns_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a1e9f788d4507f2461b4f775755aaf82e">mutable_column</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)-><a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#af3346e19f245a59be830e9558002d2d4">PopulateFromSparseVector</a>(column);</div>
|
|
<div class="line"><a name="l01760"></a><span class="lineno"> 1760</span>  column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a43d852970601d1a979844a0aae79ed3d">MarkColumnForDeletionWithState</a>(</div>
|
|
<div class="line"><a name="l01761"></a><span class="lineno"> 1761</span>  <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, initial_feasible_value,</div>
|
|
<div class="line"><a name="l01762"></a><span class="lineno"> 1762</span>  ComputeVariableStatus(initial_feasible_value,</div>
|
|
<div class="line"><a name="l01763"></a><span class="lineno"> 1763</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>],</div>
|
|
<div class="line"><a name="l01764"></a><span class="lineno"> 1764</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
|
|
<div class="line"><a name="l01765"></a><span class="lineno"> 1765</span> }</div>
|
|
<div class="line"><a name="l01766"></a><span class="lineno"> 1766</span>  </div>
|
|
<div class="line"><a name="l01767"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_unconstrained_variable_preprocessor.html#a5d398cb6297813f547da141848e70bbc"> 1767</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_unconstrained_variable_preprocessor.html#a5d398cb6297813f547da141848e70bbc">UnconstrainedVariablePreprocessor::Run</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l01768"></a><span class="lineno"> 1768</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l01769"></a><span class="lineno"> 1769</span>  <a class="code" href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a>(lp, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l01770"></a><span class="lineno"> 1770</span>  </div>
|
|
<div class="line"><a name="l01771"></a><span class="lineno"> 1771</span>  <span class="comment">// To simplify the problem if something is almost zero, we use the low</span></div>
|
|
<div class="line"><a name="l01772"></a><span class="lineno"> 1772</span>  <span class="comment">// tolerance (1e-9 by default) to be defensive. But to detect an infeasibility</span></div>
|
|
<div class="line"><a name="l01773"></a><span class="lineno"> 1773</span>  <span class="comment">// we want to be sure (especially since the problem is not scaled in the</span></div>
|
|
<div class="line"><a name="l01774"></a><span class="lineno"> 1774</span>  <span class="comment">// presolver) so we use an higher tolerance.</span></div>
|
|
<div class="line"><a name="l01775"></a><span class="lineno"> 1775</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l01776"></a><span class="lineno"> 1776</span>  <span class="comment">// TODO(user): Expose it as a parameter. We could rename both to</span></div>
|
|
<div class="line"><a name="l01777"></a><span class="lineno"> 1777</span>  <span class="comment">// preprocessor_low_tolerance and preprocessor_high_tolerance.</span></div>
|
|
<div class="line"><a name="l01778"></a><span class="lineno"> 1778</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> low_tolerance = <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.preprocessor_zero_tolerance();</div>
|
|
<div class="line"><a name="l01779"></a><span class="lineno"> 1779</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> high_tolerance = 1e-4;</div>
|
|
<div class="line"><a name="l01780"></a><span class="lineno"> 1780</span>  </div>
|
|
<div class="line"><a name="l01781"></a><span class="lineno"> 1781</span>  <span class="comment">// We start by the dual variable bounds from the constraints.</span></div>
|
|
<div class="line"><a name="l01782"></a><span class="lineno"> 1782</span>  <span class="keyword">const</span> RowIndex num_rows = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
|
|
<div class="line"><a name="l01783"></a><span class="lineno"> 1783</span>  dual_lb_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_rows, -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l01784"></a><span class="lineno"> 1784</span>  dual_ub_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_rows, <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l01785"></a><span class="lineno"> 1785</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>
|
|
<div class="line"><a name="l01786"></a><span class="lineno"> 1786</span>  <span class="keywordflow">if</span> (lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l01787"></a><span class="lineno"> 1787</span>  dual_ub_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = 0.0;</div>
|
|
<div class="line"><a name="l01788"></a><span class="lineno"> 1788</span>  }</div>
|
|
<div class="line"><a name="l01789"></a><span class="lineno"> 1789</span>  <span class="keywordflow">if</span> (lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l01790"></a><span class="lineno"> 1790</span>  dual_lb_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = 0.0;</div>
|
|
<div class="line"><a name="l01791"></a><span class="lineno"> 1791</span>  }</div>
|
|
<div class="line"><a name="l01792"></a><span class="lineno"> 1792</span>  }</div>
|
|
<div class="line"><a name="l01793"></a><span class="lineno"> 1793</span>  </div>
|
|
<div class="line"><a name="l01794"></a><span class="lineno"> 1794</span>  <span class="keyword">const</span> ColIndex num_cols = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l01795"></a><span class="lineno"> 1795</span>  may_have_participated_lb_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_cols, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l01796"></a><span class="lineno"> 1796</span>  may_have_participated_ub_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_cols, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l01797"></a><span class="lineno"> 1797</span>  </div>
|
|
<div class="line"><a name="l01798"></a><span class="lineno"> 1798</span>  <span class="comment">// We maintain a queue of columns to process.</span></div>
|
|
<div class="line"><a name="l01799"></a><span class="lineno"> 1799</span>  std::deque<ColIndex> columns_to_process;</div>
|
|
<div class="line"><a name="l01800"></a><span class="lineno"> 1800</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseBooleanRow</a> in_columns_to_process(num_cols, <span class="keyword">true</span>);</div>
|
|
<div class="line"><a name="l01801"></a><span class="lineno"> 1801</span>  std::vector<RowIndex> changed_rows;</div>
|
|
<div class="line"><a name="l01802"></a><span class="lineno"> 1802</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l01803"></a><span class="lineno"> 1803</span>  columns_to_process.push_back(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l01804"></a><span class="lineno"> 1804</span>  }</div>
|
|
<div class="line"><a name="l01805"></a><span class="lineno"> 1805</span>  </div>
|
|
<div class="line"><a name="l01806"></a><span class="lineno"> 1806</span>  <span class="comment">// Arbitrary limit to avoid corner cases with long loops.</span></div>
|
|
<div class="line"><a name="l01807"></a><span class="lineno"> 1807</span>  <span class="comment">// TODO(user): expose this as a parameter? IMO it isn't really needed as we</span></div>
|
|
<div class="line"><a name="l01808"></a><span class="lineno"> 1808</span>  <span class="comment">// shouldn't reach this limit except in corner cases.</span></div>
|
|
<div class="line"><a name="l01809"></a><span class="lineno"> 1809</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> limit = 5 * num_cols.value();</div>
|
|
<div class="line"><a name="l01810"></a><span class="lineno"> 1810</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> count = 0; !columns_to_process.empty() && count < limit; ++count) {</div>
|
|
<div class="line"><a name="l01811"></a><span class="lineno"> 1811</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = columns_to_process.front();</div>
|
|
<div class="line"><a name="l01812"></a><span class="lineno"> 1812</span>  columns_to_process.pop_front();</div>
|
|
<div class="line"><a name="l01813"></a><span class="lineno"> 1813</span>  in_columns_to_process[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01814"></a><span class="lineno"> 1814</span>  <span class="keywordflow">if</span> (column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a1fbdcd623d96ea5e73d664ce0c6bd002">IsColumnMarked</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01815"></a><span class="lineno"> 1815</span>  </div>
|
|
<div class="line"><a name="l01816"></a><span class="lineno"> 1816</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_column.html">SparseColumn</a>& column = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l01817"></a><span class="lineno"> 1817</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> col_cost =</div>
|
|
<div class="line"><a name="l01818"></a><span class="lineno"> 1818</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a6137c2df856cf2634f9bb259d2aace2b">GetObjectiveCoefficientForMinimizationVersion</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l01819"></a><span class="lineno"> 1819</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> col_lb = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01820"></a><span class="lineno"> 1820</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> col_ub = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01821"></a><span class="lineno"> 1821</span>  </div>
|
|
<div class="line"><a name="l01822"></a><span class="lineno"> 1822</span>  <span class="comment">// Compute the bounds on the reduced costs of this column.</span></div>
|
|
<div class="line"><a name="l01823"></a><span class="lineno"> 1823</span>  <a class="code" href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html">SumWithNegativeInfiniteAndOneMissing</a> rc_lb;</div>
|
|
<div class="line"><a name="l01824"></a><span class="lineno"> 1824</span>  <a class="code" href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html">SumWithPositiveInfiniteAndOneMissing</a> rc_ub;</div>
|
|
<div class="line"><a name="l01825"></a><span class="lineno"> 1825</span>  rc_lb.<a class="code" href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html#a8e16e2adc11d40ca12b2735ae21623b8">Add</a>(col_cost);</div>
|
|
<div class="line"><a name="l01826"></a><span class="lineno"> 1826</span>  rc_ub.<a class="code" href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html#a8e16e2adc11d40ca12b2735ae21623b8">Add</a>(col_cost);</div>
|
|
<div class="line"><a name="l01827"></a><span class="lineno"> 1827</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : column) {</div>
|
|
<div class="line"><a name="l01828"></a><span class="lineno"> 1828</span>  <span class="keywordflow">if</span> (row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a8b572400ae17e537ba55eb01667dd5c7">IsRowMarked</a>(e.row())) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01829"></a><span class="lineno"> 1829</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> coeff = e.coefficient();</div>
|
|
<div class="line"><a name="l01830"></a><span class="lineno"> 1830</span>  <span class="keywordflow">if</span> (coeff > 0.0) {</div>
|
|
<div class="line"><a name="l01831"></a><span class="lineno"> 1831</span>  rc_lb.<a class="code" href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html#a8e16e2adc11d40ca12b2735ae21623b8">Add</a>(-coeff * dual_ub_[e.row()]);</div>
|
|
<div class="line"><a name="l01832"></a><span class="lineno"> 1832</span>  rc_ub.<a class="code" href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html#a8e16e2adc11d40ca12b2735ae21623b8">Add</a>(-coeff * dual_lb_[e.row()]);</div>
|
|
<div class="line"><a name="l01833"></a><span class="lineno"> 1833</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01834"></a><span class="lineno"> 1834</span>  rc_lb.<a class="code" href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html#a8e16e2adc11d40ca12b2735ae21623b8">Add</a>(-coeff * dual_lb_[e.row()]);</div>
|
|
<div class="line"><a name="l01835"></a><span class="lineno"> 1835</span>  rc_ub.<a class="code" href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html#a8e16e2adc11d40ca12b2735ae21623b8">Add</a>(-coeff * dual_ub_[e.row()]);</div>
|
|
<div class="line"><a name="l01836"></a><span class="lineno"> 1836</span>  }</div>
|
|
<div class="line"><a name="l01837"></a><span class="lineno"> 1837</span>  }</div>
|
|
<div class="line"><a name="l01838"></a><span class="lineno"> 1838</span>  </div>
|
|
<div class="line"><a name="l01839"></a><span class="lineno"> 1839</span>  <span class="comment">// If the reduced cost domain do not contain zero (modulo the tolerance), we</span></div>
|
|
<div class="line"><a name="l01840"></a><span class="lineno"> 1840</span>  <span class="comment">// can move the variable to its corresponding bound. Note that we need to be</span></div>
|
|
<div class="line"><a name="l01841"></a><span class="lineno"> 1841</span>  <span class="comment">// careful that this variable didn't participate in creating the used</span></div>
|
|
<div class="line"><a name="l01842"></a><span class="lineno"> 1842</span>  <span class="comment">// reduced cost bound in the first place.</span></div>
|
|
<div class="line"><a name="l01843"></a><span class="lineno"> 1843</span>  <span class="keywordtype">bool</span> can_be_removed = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01844"></a><span class="lineno"> 1844</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>;</div>
|
|
<div class="line"><a name="l01845"></a><span class="lineno"> 1845</span>  <span class="keywordtype">bool</span> rc_is_away_from_zero;</div>
|
|
<div class="line"><a name="l01846"></a><span class="lineno"> 1846</span>  <span class="keywordflow">if</span> (rc_ub.<a class="code" href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html#af7c8b5d68bfc286dbb52a547917de1af">Sum</a>() <= low_tolerance) {</div>
|
|
<div class="line"><a name="l01847"></a><span class="lineno"> 1847</span>  can_be_removed = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01848"></a><span class="lineno"> 1848</span>  <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = col_ub;</div>
|
|
<div class="line"><a name="l01849"></a><span class="lineno"> 1849</span>  rc_is_away_from_zero = rc_ub.<a class="code" href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html#af7c8b5d68bfc286dbb52a547917de1af">Sum</a>() <= -high_tolerance;</div>
|
|
<div class="line"><a name="l01850"></a><span class="lineno"> 1850</span>  can_be_removed = !may_have_participated_ub_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01851"></a><span class="lineno"> 1851</span>  }</div>
|
|
<div class="line"><a name="l01852"></a><span class="lineno"> 1852</span>  <span class="keywordflow">if</span> (rc_lb.<a class="code" href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html#af7c8b5d68bfc286dbb52a547917de1af">Sum</a>() >= -low_tolerance) {</div>
|
|
<div class="line"><a name="l01853"></a><span class="lineno"> 1853</span>  <span class="comment">// The second condition is here for the case we can choose one of the two</span></div>
|
|
<div class="line"><a name="l01854"></a><span class="lineno"> 1854</span>  <span class="comment">// directions.</span></div>
|
|
<div class="line"><a name="l01855"></a><span class="lineno"> 1855</span>  <span class="keywordflow">if</span> (!can_be_removed || !<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(<a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>)) {</div>
|
|
<div class="line"><a name="l01856"></a><span class="lineno"> 1856</span>  can_be_removed = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01857"></a><span class="lineno"> 1857</span>  <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = col_lb;</div>
|
|
<div class="line"><a name="l01858"></a><span class="lineno"> 1858</span>  rc_is_away_from_zero = rc_lb.<a class="code" href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html#af7c8b5d68bfc286dbb52a547917de1af">Sum</a>() >= high_tolerance;</div>
|
|
<div class="line"><a name="l01859"></a><span class="lineno"> 1859</span>  can_be_removed = !may_have_participated_lb_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01860"></a><span class="lineno"> 1860</span>  }</div>
|
|
<div class="line"><a name="l01861"></a><span class="lineno"> 1861</span>  }</div>
|
|
<div class="line"><a name="l01862"></a><span class="lineno"> 1862</span>  </div>
|
|
<div class="line"><a name="l01863"></a><span class="lineno"> 1863</span>  <span class="keywordflow">if</span> (can_be_removed) {</div>
|
|
<div class="line"><a name="l01864"></a><span class="lineno"> 1864</span>  <span class="keywordflow">if</span> (<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(<a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>)) {</div>
|
|
<div class="line"><a name="l01865"></a><span class="lineno"> 1865</span>  <span class="comment">// Note that in MIP context, this assumes that the bounds of an integer</span></div>
|
|
<div class="line"><a name="l01866"></a><span class="lineno"> 1866</span>  <span class="comment">// variable are integer.</span></div>
|
|
<div class="line"><a name="l01867"></a><span class="lineno"> 1867</span>  column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a43d852970601d1a979844a0aae79ed3d">MarkColumnForDeletionWithState</a>(</div>
|
|
<div class="line"><a name="l01868"></a><span class="lineno"> 1868</span>  <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>,</div>
|
|
<div class="line"><a name="l01869"></a><span class="lineno"> 1869</span>  ComputeVariableStatus(<a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>, col_lb, col_ub));</div>
|
|
<div class="line"><a name="l01870"></a><span class="lineno"> 1870</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01871"></a><span class="lineno"> 1871</span>  }</div>
|
|
<div class="line"><a name="l01872"></a><span class="lineno"> 1872</span>  </div>
|
|
<div class="line"><a name="l01873"></a><span class="lineno"> 1873</span>  <span class="comment">// If the target bound is infinite and the reduced cost bound is non-zero,</span></div>
|
|
<div class="line"><a name="l01874"></a><span class="lineno"> 1874</span>  <span class="comment">// then the problem is ProblemStatus::INFEASIBLE_OR_UNBOUNDED.</span></div>
|
|
<div class="line"><a name="l01875"></a><span class="lineno"> 1875</span>  <span class="keywordflow">if</span> (rc_is_away_from_zero) {</div>
|
|
<div class="line"><a name="l01876"></a><span class="lineno"> 1876</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Problem INFEASIBLE_OR_UNBOUNDED, variable "</span> << <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a></div>
|
|
<div class="line"><a name="l01877"></a><span class="lineno"> 1877</span>  << <span class="stringliteral">" can move to "</span> << <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a></div>
|
|
<div class="line"><a name="l01878"></a><span class="lineno"> 1878</span>  << <span class="stringliteral">" and its reduced cost is in ["</span> << rc_lb.<a class="code" href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html#af7c8b5d68bfc286dbb52a547917de1af">Sum</a>() << <span class="stringliteral">", "</span></div>
|
|
<div class="line"><a name="l01879"></a><span class="lineno"> 1879</span>  << rc_ub.<a class="code" href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html#af7c8b5d68bfc286dbb52a547917de1af">Sum</a>() << <span class="stringliteral">"]"</span>;</div>
|
|
<div class="line"><a name="l01880"></a><span class="lineno"> 1880</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a53ef0c1aa260e08f9010ddcc28d5a4a6">ProblemStatus::INFEASIBLE_OR_UNBOUNDED</a>;</div>
|
|
<div class="line"><a name="l01881"></a><span class="lineno"> 1881</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01882"></a><span class="lineno"> 1882</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01883"></a><span class="lineno"> 1883</span>  <span class="comment">// We can remove this column and all its constraints! We just need to</span></div>
|
|
<div class="line"><a name="l01884"></a><span class="lineno"> 1884</span>  <span class="comment">// choose proper variable values during the call to RecoverSolution()</span></div>
|
|
<div class="line"><a name="l01885"></a><span class="lineno"> 1885</span>  <span class="comment">// that make all the constraints satisfiable. Unfortunately, this is not</span></div>
|
|
<div class="line"><a name="l01886"></a><span class="lineno"> 1886</span>  <span class="comment">// so easy to do in the general case, so we only deal with a simpler</span></div>
|
|
<div class="line"><a name="l01887"></a><span class="lineno"> 1887</span>  <span class="comment">// case when the cost of the variable is zero, and the constraints do</span></div>
|
|
<div class="line"><a name="l01888"></a><span class="lineno"> 1888</span>  <span class="comment">// not block it in one direction.</span></div>
|
|
<div class="line"><a name="l01889"></a><span class="lineno"> 1889</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l01890"></a><span class="lineno"> 1890</span>  <span class="comment">// TODO(user): deal with the more generic case.</span></div>
|
|
<div class="line"><a name="l01891"></a><span class="lineno"> 1891</span>  <span class="keywordflow">if</span> (col_cost != 0.0) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01892"></a><span class="lineno"> 1892</span>  <span class="keywordtype">bool</span> skip = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01893"></a><span class="lineno"> 1893</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : column) {</div>
|
|
<div class="line"><a name="l01894"></a><span class="lineno"> 1894</span>  <span class="comment">// Note that it is important to check the rows that are already</span></div>
|
|
<div class="line"><a name="l01895"></a><span class="lineno"> 1895</span>  <span class="comment">// deleted here, otherwise the post-solve will not work.</span></div>
|
|
<div class="line"><a name="l01896"></a><span class="lineno"> 1896</span>  <span class="keywordflow">if</span> (IsConstraintBlockingVariable(*lp, e.coefficient(), e.row())) {</div>
|
|
<div class="line"><a name="l01897"></a><span class="lineno"> 1897</span>  skip = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01898"></a><span class="lineno"> 1898</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01899"></a><span class="lineno"> 1899</span>  }</div>
|
|
<div class="line"><a name="l01900"></a><span class="lineno"> 1900</span>  }</div>
|
|
<div class="line"><a name="l01901"></a><span class="lineno"> 1901</span>  <span class="keywordflow">if</span> (skip) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01902"></a><span class="lineno"> 1902</span>  </div>
|
|
<div class="line"><a name="l01903"></a><span class="lineno"> 1903</span>  <span class="comment">// TODO(user): this also works if the variable is integer, but we must</span></div>
|
|
<div class="line"><a name="l01904"></a><span class="lineno"> 1904</span>  <span class="comment">// choose an integer value during the post-solve. Implement this.</span></div>
|
|
<div class="line"><a name="l01905"></a><span class="lineno"> 1905</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a3ad0a2aeb2c7f12fb9d3439a480ffbde">in_mip_context_</a>) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01906"></a><span class="lineno"> 1906</span>  <a class="code" href="classoperations__research_1_1glop_1_1_unconstrained_variable_preprocessor.html#a16b556cc08c1f6802a387420e5d038f2">RemoveZeroCostUnconstrainedVariable</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>, lp);</div>
|
|
<div class="line"><a name="l01907"></a><span class="lineno"> 1907</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01908"></a><span class="lineno"> 1908</span>  }</div>
|
|
<div class="line"><a name="l01909"></a><span class="lineno"> 1909</span>  }</div>
|
|
<div class="line"><a name="l01910"></a><span class="lineno"> 1910</span>  </div>
|
|
<div class="line"><a name="l01911"></a><span class="lineno"> 1911</span>  <span class="comment">// The rest of the code will update the dual bounds. There is no need to do</span></div>
|
|
<div class="line"><a name="l01912"></a><span class="lineno"> 1912</span>  <span class="comment">// it if the column was removed or if it is not unconstrained in some</span></div>
|
|
<div class="line"><a name="l01913"></a><span class="lineno"> 1913</span>  <span class="comment">// direction.</span></div>
|
|
<div class="line"><a name="l01914"></a><span class="lineno"> 1914</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(!can_be_removed);</div>
|
|
<div class="line"><a name="l01915"></a><span class="lineno"> 1915</span>  <span class="keywordflow">if</span> (col_lb != -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> && col_ub != <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01916"></a><span class="lineno"> 1916</span>  </div>
|
|
<div class="line"><a name="l01917"></a><span class="lineno"> 1917</span>  <span class="comment">// For MIP, we only exploit the constraints. TODO(user): It should probably</span></div>
|
|
<div class="line"><a name="l01918"></a><span class="lineno"> 1918</span>  <span class="comment">// work with only small modification, investigate.</span></div>
|
|
<div class="line"><a name="l01919"></a><span class="lineno"> 1919</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a3ad0a2aeb2c7f12fb9d3439a480ffbde">in_mip_context_</a>) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01920"></a><span class="lineno"> 1920</span>  </div>
|
|
<div class="line"><a name="l01921"></a><span class="lineno"> 1921</span>  changed_rows.clear();</div>
|
|
<div class="line"><a name="l01922"></a><span class="lineno"> 1922</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : column) {</div>
|
|
<div class="line"><a name="l01923"></a><span class="lineno"> 1923</span>  <span class="keywordflow">if</span> (row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a8b572400ae17e537ba55eb01667dd5c7">IsRowMarked</a>(e.row())) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01924"></a><span class="lineno"> 1924</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> c = e.coefficient();</div>
|
|
<div class="line"><a name="l01925"></a><span class="lineno"> 1925</span>  <span class="keyword">const</span> RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = e.row();</div>
|
|
<div class="line"><a name="l01926"></a><span class="lineno"> 1926</span>  <span class="keywordflow">if</span> (col_ub == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l01927"></a><span class="lineno"> 1927</span>  <span class="keywordflow">if</span> (c > 0.0) {</div>
|
|
<div class="line"><a name="l01928"></a><span class="lineno"> 1928</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> candidate = rc_ub.<a class="code" href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html#af6e4d9c2405447b44b4cf701e43e2200">SumWithout</a>(-c * dual_lb_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) / c;</div>
|
|
<div class="line"><a name="l01929"></a><span class="lineno"> 1929</span>  <span class="keywordflow">if</span> (candidate < dual_ub_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) {</div>
|
|
<div class="line"><a name="l01930"></a><span class="lineno"> 1930</span>  dual_ub_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = candidate;</div>
|
|
<div class="line"><a name="l01931"></a><span class="lineno"> 1931</span>  may_have_participated_lb_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01932"></a><span class="lineno"> 1932</span>  changed_rows.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l01933"></a><span class="lineno"> 1933</span>  }</div>
|
|
<div class="line"><a name="l01934"></a><span class="lineno"> 1934</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01935"></a><span class="lineno"> 1935</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> candidate = rc_ub.<a class="code" href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html#af6e4d9c2405447b44b4cf701e43e2200">SumWithout</a>(-c * dual_ub_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) / c;</div>
|
|
<div class="line"><a name="l01936"></a><span class="lineno"> 1936</span>  <span class="keywordflow">if</span> (candidate > dual_lb_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) {</div>
|
|
<div class="line"><a name="l01937"></a><span class="lineno"> 1937</span>  dual_lb_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = candidate;</div>
|
|
<div class="line"><a name="l01938"></a><span class="lineno"> 1938</span>  may_have_participated_lb_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01939"></a><span class="lineno"> 1939</span>  changed_rows.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l01940"></a><span class="lineno"> 1940</span>  }</div>
|
|
<div class="line"><a name="l01941"></a><span class="lineno"> 1941</span>  }</div>
|
|
<div class="line"><a name="l01942"></a><span class="lineno"> 1942</span>  }</div>
|
|
<div class="line"><a name="l01943"></a><span class="lineno"> 1943</span>  <span class="keywordflow">if</span> (col_lb == -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l01944"></a><span class="lineno"> 1944</span>  <span class="keywordflow">if</span> (c > 0.0) {</div>
|
|
<div class="line"><a name="l01945"></a><span class="lineno"> 1945</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> candidate = rc_lb.<a class="code" href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html#af6e4d9c2405447b44b4cf701e43e2200">SumWithout</a>(-c * dual_ub_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) / c;</div>
|
|
<div class="line"><a name="l01946"></a><span class="lineno"> 1946</span>  <span class="keywordflow">if</span> (candidate > dual_lb_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) {</div>
|
|
<div class="line"><a name="l01947"></a><span class="lineno"> 1947</span>  dual_lb_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = candidate;</div>
|
|
<div class="line"><a name="l01948"></a><span class="lineno"> 1948</span>  may_have_participated_ub_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01949"></a><span class="lineno"> 1949</span>  changed_rows.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l01950"></a><span class="lineno"> 1950</span>  }</div>
|
|
<div class="line"><a name="l01951"></a><span class="lineno"> 1951</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01952"></a><span class="lineno"> 1952</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> candidate = rc_lb.<a class="code" href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html#af6e4d9c2405447b44b4cf701e43e2200">SumWithout</a>(-c * dual_lb_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) / c;</div>
|
|
<div class="line"><a name="l01953"></a><span class="lineno"> 1953</span>  <span class="keywordflow">if</span> (candidate < dual_ub_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) {</div>
|
|
<div class="line"><a name="l01954"></a><span class="lineno"> 1954</span>  dual_ub_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = candidate;</div>
|
|
<div class="line"><a name="l01955"></a><span class="lineno"> 1955</span>  may_have_participated_ub_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01956"></a><span class="lineno"> 1956</span>  changed_rows.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l01957"></a><span class="lineno"> 1957</span>  }</div>
|
|
<div class="line"><a name="l01958"></a><span class="lineno"> 1958</span>  }</div>
|
|
<div class="line"><a name="l01959"></a><span class="lineno"> 1959</span>  }</div>
|
|
<div class="line"><a name="l01960"></a><span class="lineno"> 1960</span>  }</div>
|
|
<div class="line"><a name="l01961"></a><span class="lineno"> 1961</span>  </div>
|
|
<div class="line"><a name="l01962"></a><span class="lineno"> 1962</span>  <span class="keywordflow">if</span> (!changed_rows.empty()) {</div>
|
|
<div class="line"><a name="l01963"></a><span class="lineno"> 1963</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& transpose = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2175025047722705a3af86e54229f9cd">GetTransposeSparseMatrix</a>();</div>
|
|
<div class="line"><a name="l01964"></a><span class="lineno"> 1964</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> : changed_rows) {</div>
|
|
<div class="line"><a name="l01965"></a><span class="lineno"> 1965</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> entry :</div>
|
|
<div class="line"><a name="l01966"></a><span class="lineno"> 1966</span>  transpose.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>))) {</div>
|
|
<div class="line"><a name="l01967"></a><span class="lineno"> 1967</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(entry.row());</div>
|
|
<div class="line"><a name="l01968"></a><span class="lineno"> 1968</span>  <span class="keywordflow">if</span> (!in_columns_to_process[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a name="l01969"></a><span class="lineno"> 1969</span>  columns_to_process.push_back(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l01970"></a><span class="lineno"> 1970</span>  in_columns_to_process[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01971"></a><span class="lineno"> 1971</span>  }</div>
|
|
<div class="line"><a name="l01972"></a><span class="lineno"> 1972</span>  }</div>
|
|
<div class="line"><a name="l01973"></a><span class="lineno"> 1973</span>  }</div>
|
|
<div class="line"><a name="l01974"></a><span class="lineno"> 1974</span>  }</div>
|
|
<div class="line"><a name="l01975"></a><span class="lineno"> 1975</span>  }</div>
|
|
<div class="line"><a name="l01976"></a><span class="lineno"> 1976</span>  </div>
|
|
<div class="line"><a name="l01977"></a><span class="lineno"> 1977</span>  <span class="comment">// Change the rhs to reflect the fixed variables. Note that is important to do</span></div>
|
|
<div class="line"><a name="l01978"></a><span class="lineno"> 1978</span>  <span class="comment">// that after all the calls to RemoveZeroCostUnconstrainedVariable() because</span></div>
|
|
<div class="line"><a name="l01979"></a><span class="lineno"> 1979</span>  <span class="comment">// RemoveZeroCostUnconstrainedVariable() needs to store the rhs before this</span></div>
|
|
<div class="line"><a name="l01980"></a><span class="lineno"> 1980</span>  <span class="comment">// modification!</span></div>
|
|
<div class="line"><a name="l01981"></a><span class="lineno"> 1981</span>  <span class="keyword">const</span> ColIndex end = column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a6afccf8c0c7105ba45b8d7bd47830239">GetMarkedColumns</a>().<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>();</div>
|
|
<div class="line"><a name="l01982"></a><span class="lineno"> 1982</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < end; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l01983"></a><span class="lineno"> 1983</span>  <span class="keywordflow">if</span> (column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a1fbdcd623d96ea5e73d664ce0c6bd002">IsColumnMarked</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l01984"></a><span class="lineno"> 1984</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> =</div>
|
|
<div class="line"><a name="l01985"></a><span class="lineno"> 1985</span>  column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#abf42c94e770b44d463ca3d13cda889c6">GetStoredValue</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01986"></a><span class="lineno"> 1986</span>  SubtractColumnMultipleFromConstraintBound(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>, lp);</div>
|
|
<div class="line"><a name="l01987"></a><span class="lineno"> 1987</span>  }</div>
|
|
<div class="line"><a name="l01988"></a><span class="lineno"> 1988</span>  }</div>
|
|
<div class="line"><a name="l01989"></a><span class="lineno"> 1989</span>  </div>
|
|
<div class="line"><a name="l01990"></a><span class="lineno"> 1990</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac59fd9cddfe284bf9dc7581ed631ce8d">DeleteColumns</a>(column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a6afccf8c0c7105ba45b8d7bd47830239">GetMarkedColumns</a>());</div>
|
|
<div class="line"><a name="l01991"></a><span class="lineno"> 1991</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac220cc5563c65b821d9d043010bb2121">DeleteRows</a>(row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a4dda252e2b65e3aa074c002daf6f86b8">GetMarkedRows</a>());</div>
|
|
<div class="line"><a name="l01992"></a><span class="lineno"> 1992</span>  <span class="keywordflow">return</span> !column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>() || !row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>();</div>
|
|
<div class="line"><a name="l01993"></a><span class="lineno"> 1993</span> }</div>
|
|
<div class="line"><a name="l01994"></a><span class="lineno"> 1994</span>  </div>
|
|
<div class="line"><a name="l01995"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_unconstrained_variable_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf"> 1995</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_unconstrained_variable_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">UnconstrainedVariablePreprocessor::RecoverSolution</a>(</div>
|
|
<div class="line"><a name="l01996"></a><span class="lineno"> 1996</span>  <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l01997"></a><span class="lineno"> 1997</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l01998"></a><span class="lineno"> 1998</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(solution);</div>
|
|
<div class="line"><a name="l01999"></a><span class="lineno"> 1999</span>  column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#ab73f53154d99b3cd13dae72fd418985d">RestoreDeletedColumns</a>(solution);</div>
|
|
<div class="line"><a name="l02000"></a><span class="lineno"> 2000</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a43e3b399f53b38b75171071c9d730c5b">RestoreDeletedRows</a>(solution);</div>
|
|
<div class="line"><a name="l02001"></a><span class="lineno"> 2001</span>  </div>
|
|
<div class="line"><a name="l02002"></a><span class="lineno"> 2002</span>  <span class="comment">// Compute the last deleted column index for each deleted rows.</span></div>
|
|
<div class="line"><a name="l02003"></a><span class="lineno"> 2003</span>  <span class="keyword">const</span> RowIndex num_rows = solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>();</div>
|
|
<div class="line"><a name="l02004"></a><span class="lineno"> 2004</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">RowToColMapping</a> last_deleted_column(num_rows, <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>);</div>
|
|
<div class="line"><a name="l02005"></a><span class="lineno"> 2005</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>
|
|
<div class="line"><a name="l02006"></a><span class="lineno"> 2006</span>  <span class="keywordflow">if</span> (row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a8b572400ae17e537ba55eb01667dd5c7">IsRowMarked</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)) {</div>
|
|
<div class="line"><a name="l02007"></a><span class="lineno"> 2007</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e :</div>
|
|
<div class="line"><a name="l02008"></a><span class="lineno"> 2008</span>  deleted_rows_as_column_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>))) {</div>
|
|
<div class="line"><a name="l02009"></a><span class="lineno"> 2009</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(e.row());</div>
|
|
<div class="line"><a name="l02010"></a><span class="lineno"> 2010</span>  <span class="keywordflow">if</span> (is_unbounded_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a name="l02011"></a><span class="lineno"> 2011</span>  last_deleted_column[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
|
|
<div class="line"><a name="l02012"></a><span class="lineno"> 2012</span>  }</div>
|
|
<div class="line"><a name="l02013"></a><span class="lineno"> 2013</span>  }</div>
|
|
<div class="line"><a name="l02014"></a><span class="lineno"> 2014</span>  }</div>
|
|
<div class="line"><a name="l02015"></a><span class="lineno"> 2015</span>  }</div>
|
|
<div class="line"><a name="l02016"></a><span class="lineno"> 2016</span>  </div>
|
|
<div class="line"><a name="l02017"></a><span class="lineno"> 2017</span>  <span class="comment">// Note that this will be empty if there were no deleted rows.</span></div>
|
|
<div class="line"><a name="l02018"></a><span class="lineno"> 2018</span>  <span class="keyword">const</span> ColIndex num_cols = is_unbounded_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>();</div>
|
|
<div class="line"><a name="l02019"></a><span class="lineno"> 2019</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l02020"></a><span class="lineno"> 2020</span>  <span class="keywordflow">if</span> (!is_unbounded_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02021"></a><span class="lineno"> 2021</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> primal_value_shift = 0.0;</div>
|
|
<div class="line"><a name="l02022"></a><span class="lineno"> 2022</span>  RowIndex row_at_bound = <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>;</div>
|
|
<div class="line"><a name="l02023"></a><span class="lineno"> 2023</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : deleted_columns_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l02024"></a><span class="lineno"> 2024</span>  <span class="keyword">const</span> RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = e.row();</div>
|
|
<div class="line"><a name="l02025"></a><span class="lineno"> 2025</span>  <span class="comment">// The second condition is for VariableStatus::FREE rows.</span></div>
|
|
<div class="line"><a name="l02026"></a><span class="lineno"> 2026</span>  <span class="comment">// TODO(user): In presense of free row, we must move them to 0.</span></div>
|
|
<div class="line"><a name="l02027"></a><span class="lineno"> 2027</span>  <span class="comment">// Note that currently VariableStatus::FREE rows should be removed before</span></div>
|
|
<div class="line"><a name="l02028"></a><span class="lineno"> 2028</span>  <span class="comment">// this is called.</span></div>
|
|
<div class="line"><a name="l02029"></a><span class="lineno"> 2029</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(rhs_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]));</div>
|
|
<div class="line"><a name="l02030"></a><span class="lineno"> 2030</span>  <span class="keywordflow">if</span> (last_deleted_column[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] != <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> || !<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(rhs_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>])) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02031"></a><span class="lineno"> 2031</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_column.html">SparseColumn</a>& row_as_column =</div>
|
|
<div class="line"><a name="l02032"></a><span class="lineno"> 2032</span>  deleted_rows_as_column_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>));</div>
|
|
<div class="line"><a name="l02033"></a><span class="lineno"> 2033</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> activity =</div>
|
|
<div class="line"><a name="l02034"></a><span class="lineno"> 2034</span>  rhs_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] - <a class="code" href="namespaceoperations__research_1_1glop.html#a3d9874910f9632900fe8677463b1c0be">ScalarProduct</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>, row_as_column);</div>
|
|
<div class="line"><a name="l02035"></a><span class="lineno"> 2035</span>  </div>
|
|
<div class="line"><a name="l02036"></a><span class="lineno"> 2036</span>  <span class="comment">// activity and sign correction must have the same sign or be zero. If</span></div>
|
|
<div class="line"><a name="l02037"></a><span class="lineno"> 2037</span>  <span class="comment">// not, we find the first unbounded variable and change it accordingly.</span></div>
|
|
<div class="line"><a name="l02038"></a><span class="lineno"> 2038</span>  <span class="comment">// Note that by construction, the variable value will move towards its</span></div>
|
|
<div class="line"><a name="l02039"></a><span class="lineno"> 2039</span>  <span class="comment">// unbounded direction.</span></div>
|
|
<div class="line"><a name="l02040"></a><span class="lineno"> 2040</span>  <span class="keywordflow">if</span> (activity * activity_sign_correction_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] < 0.0) {</div>
|
|
<div class="line"><a name="l02041"></a><span class="lineno"> 2041</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="routing__search_8cc.html#a204f9b990226e8288e1aaecbb496cbf8">bound</a> = activity / e.coefficient();</div>
|
|
<div class="line"><a name="l02042"></a><span class="lineno"> 2042</span>  <span class="keywordflow">if</span> (std::abs(<a class="code" href="routing__search_8cc.html#a204f9b990226e8288e1aaecbb496cbf8">bound</a>) > std::abs(primal_value_shift)) {</div>
|
|
<div class="line"><a name="l02043"></a><span class="lineno"> 2043</span>  primal_value_shift = <a class="code" href="routing__search_8cc.html#a204f9b990226e8288e1aaecbb496cbf8">bound</a>;</div>
|
|
<div class="line"><a name="l02044"></a><span class="lineno"> 2044</span>  row_at_bound = <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</div>
|
|
<div class="line"><a name="l02045"></a><span class="lineno"> 2045</span>  }</div>
|
|
<div class="line"><a name="l02046"></a><span class="lineno"> 2046</span>  }</div>
|
|
<div class="line"><a name="l02047"></a><span class="lineno"> 2047</span>  }</div>
|
|
<div class="line"><a name="l02048"></a><span class="lineno"> 2048</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] += primal_value_shift;</div>
|
|
<div class="line"><a name="l02049"></a><span class="lineno"> 2049</span>  <span class="keywordflow">if</span> (row_at_bound != <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
|
|
<div class="line"><a name="l02050"></a><span class="lineno"> 2050</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>;</div>
|
|
<div class="line"><a name="l02051"></a><span class="lineno"> 2051</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[row_at_bound] =</div>
|
|
<div class="line"><a name="l02052"></a><span class="lineno"> 2052</span>  activity_sign_correction_[row_at_bound] == 1.0</div>
|
|
<div class="line"><a name="l02053"></a><span class="lineno"> 2053</span>  ? <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a></div>
|
|
<div class="line"><a name="l02054"></a><span class="lineno"> 2054</span>  : <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a>;</div>
|
|
<div class="line"><a name="l02055"></a><span class="lineno"> 2055</span>  }</div>
|
|
<div class="line"><a name="l02056"></a><span class="lineno"> 2056</span>  }</div>
|
|
<div class="line"><a name="l02057"></a><span class="lineno"> 2057</span> }</div>
|
|
<div class="line"><a name="l02058"></a><span class="lineno"> 2058</span>  </div>
|
|
<div class="line"><a name="l02059"></a><span class="lineno"> 2059</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l02060"></a><span class="lineno"> 2060</span> <span class="comment">// FreeConstraintPreprocessor</span></div>
|
|
<div class="line"><a name="l02061"></a><span class="lineno"> 2061</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l02062"></a><span class="lineno"> 2062</span>  </div>
|
|
<div class="line"><a name="l02063"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_free_constraint_preprocessor.html#a5d398cb6297813f547da141848e70bbc"> 2063</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_free_constraint_preprocessor.html#a5d398cb6297813f547da141848e70bbc">FreeConstraintPreprocessor::Run</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l02064"></a><span class="lineno"> 2064</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l02065"></a><span class="lineno"> 2065</span>  <a class="code" href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a>(lp, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l02066"></a><span class="lineno"> 2066</span>  <span class="keyword">const</span> RowIndex num_rows = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
|
|
<div class="line"><a name="l02067"></a><span class="lineno"> 2067</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>
|
|
<div class="line"><a name="l02068"></a><span class="lineno"> 2068</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l02069"></a><span class="lineno"> 2069</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l02070"></a><span class="lineno"> 2070</span>  <span class="keywordflow">if</span> (lower_bound == -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> && upper_bound == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l02071"></a><span class="lineno"> 2071</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a2087c8376c03c247099a989f2990e6e8">MarkRowForDeletion</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l02072"></a><span class="lineno"> 2072</span>  }</div>
|
|
<div class="line"><a name="l02073"></a><span class="lineno"> 2073</span>  }</div>
|
|
<div class="line"><a name="l02074"></a><span class="lineno"> 2074</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac220cc5563c65b821d9d043010bb2121">DeleteRows</a>(row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a4dda252e2b65e3aa074c002daf6f86b8">GetMarkedRows</a>());</div>
|
|
<div class="line"><a name="l02075"></a><span class="lineno"> 2075</span>  <span class="keywordflow">return</span> !row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>();</div>
|
|
<div class="line"><a name="l02076"></a><span class="lineno"> 2076</span> }</div>
|
|
<div class="line"><a name="l02077"></a><span class="lineno"> 2077</span>  </div>
|
|
<div class="line"><a name="l02078"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_free_constraint_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf"> 2078</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_free_constraint_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">FreeConstraintPreprocessor::RecoverSolution</a>(</div>
|
|
<div class="line"><a name="l02079"></a><span class="lineno"> 2079</span>  <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l02080"></a><span class="lineno"> 2080</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l02081"></a><span class="lineno"> 2081</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(solution);</div>
|
|
<div class="line"><a name="l02082"></a><span class="lineno"> 2082</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a43e3b399f53b38b75171071c9d730c5b">RestoreDeletedRows</a>(solution);</div>
|
|
<div class="line"><a name="l02083"></a><span class="lineno"> 2083</span> }</div>
|
|
<div class="line"><a name="l02084"></a><span class="lineno"> 2084</span>  </div>
|
|
<div class="line"><a name="l02085"></a><span class="lineno"> 2085</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l02086"></a><span class="lineno"> 2086</span> <span class="comment">// EmptyConstraintPreprocessor</span></div>
|
|
<div class="line"><a name="l02087"></a><span class="lineno"> 2087</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l02088"></a><span class="lineno"> 2088</span>  </div>
|
|
<div class="line"><a name="l02089"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_empty_constraint_preprocessor.html#a5d398cb6297813f547da141848e70bbc"> 2089</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_empty_constraint_preprocessor.html#a5d398cb6297813f547da141848e70bbc">EmptyConstraintPreprocessor::Run</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l02090"></a><span class="lineno"> 2090</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l02091"></a><span class="lineno"> 2091</span>  <a class="code" href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a>(lp, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l02092"></a><span class="lineno"> 2092</span>  <span class="keyword">const</span> RowIndex num_rows(lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>());</div>
|
|
<div class="line"><a name="l02093"></a><span class="lineno"> 2093</span>  <span class="keyword">const</span> ColIndex num_cols(lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
|
|
<div class="line"><a name="l02094"></a><span class="lineno"> 2094</span>  </div>
|
|
<div class="line"><a name="l02095"></a><span class="lineno"> 2095</span>  <span class="comment">// Compute degree.</span></div>
|
|
<div class="line"><a name="l02096"></a><span class="lineno"> 2096</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">StrictITIVector<RowIndex, int></a> degree(num_rows, 0);</div>
|
|
<div class="line"><a name="l02097"></a><span class="lineno"> 2097</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l02098"></a><span class="lineno"> 2098</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l02099"></a><span class="lineno"> 2099</span>  ++degree[e.row()];</div>
|
|
<div class="line"><a name="l02100"></a><span class="lineno"> 2100</span>  }</div>
|
|
<div class="line"><a name="l02101"></a><span class="lineno"> 2101</span>  }</div>
|
|
<div class="line"><a name="l02102"></a><span class="lineno"> 2102</span>  </div>
|
|
<div class="line"><a name="l02103"></a><span class="lineno"> 2103</span>  <span class="comment">// Delete degree 0 rows.</span></div>
|
|
<div class="line"><a name="l02104"></a><span class="lineno"> 2104</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>
|
|
<div class="line"><a name="l02105"></a><span class="lineno"> 2105</span>  <span class="keywordflow">if</span> (degree[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == 0) {</div>
|
|
<div class="line"><a name="l02106"></a><span class="lineno"> 2106</span>  <span class="comment">// We need to check that 0.0 is allowed by the constraint bounds,</span></div>
|
|
<div class="line"><a name="l02107"></a><span class="lineno"> 2107</span>  <span class="comment">// otherwise, the problem is ProblemStatus::PRIMAL_INFEASIBLE.</span></div>
|
|
<div class="line"><a name="l02108"></a><span class="lineno"> 2108</span>  <span class="keywordflow">if</span> (!<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#aeb01b3abaf68cfdcad5c90c9068c1570">IsSmallerWithinFeasibilityTolerance</a>(</div>
|
|
<div class="line"><a name="l02109"></a><span class="lineno"> 2109</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>], 0) ||</div>
|
|
<div class="line"><a name="l02110"></a><span class="lineno"> 2110</span>  !<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#aeb01b3abaf68cfdcad5c90c9068c1570">IsSmallerWithinFeasibilityTolerance</a>(</div>
|
|
<div class="line"><a name="l02111"></a><span class="lineno"> 2111</span>  0, lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>])) {</div>
|
|
<div class="line"><a name="l02112"></a><span class="lineno"> 2112</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Problem PRIMAL_INFEASIBLE, constraint "</span> << <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a></div>
|
|
<div class="line"><a name="l02113"></a><span class="lineno"> 2113</span>  << <span class="stringliteral">" is empty and its range ["</span></div>
|
|
<div class="line"><a name="l02114"></a><span class="lineno"> 2114</span>  << lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] << <span class="stringliteral">","</span></div>
|
|
<div class="line"><a name="l02115"></a><span class="lineno"> 2115</span>  << lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] << <span class="stringliteral">"] doesn't contain 0."</span>;</div>
|
|
<div class="line"><a name="l02116"></a><span class="lineno"> 2116</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a7850fcfea005b86b2a3fa0d4293c5ee0">ProblemStatus::PRIMAL_INFEASIBLE</a>;</div>
|
|
<div class="line"><a name="l02117"></a><span class="lineno"> 2117</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l02118"></a><span class="lineno"> 2118</span>  }</div>
|
|
<div class="line"><a name="l02119"></a><span class="lineno"> 2119</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a2087c8376c03c247099a989f2990e6e8">MarkRowForDeletion</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l02120"></a><span class="lineno"> 2120</span>  }</div>
|
|
<div class="line"><a name="l02121"></a><span class="lineno"> 2121</span>  }</div>
|
|
<div class="line"><a name="l02122"></a><span class="lineno"> 2122</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac220cc5563c65b821d9d043010bb2121">DeleteRows</a>(row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a4dda252e2b65e3aa074c002daf6f86b8">GetMarkedRows</a>());</div>
|
|
<div class="line"><a name="l02123"></a><span class="lineno"> 2123</span>  <span class="keywordflow">return</span> !row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>();</div>
|
|
<div class="line"><a name="l02124"></a><span class="lineno"> 2124</span> }</div>
|
|
<div class="line"><a name="l02125"></a><span class="lineno"> 2125</span>  </div>
|
|
<div class="line"><a name="l02126"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_empty_constraint_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf"> 2126</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_empty_constraint_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">EmptyConstraintPreprocessor::RecoverSolution</a>(</div>
|
|
<div class="line"><a name="l02127"></a><span class="lineno"> 2127</span>  <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l02128"></a><span class="lineno"> 2128</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l02129"></a><span class="lineno"> 2129</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(solution);</div>
|
|
<div class="line"><a name="l02130"></a><span class="lineno"> 2130</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a43e3b399f53b38b75171071c9d730c5b">RestoreDeletedRows</a>(solution);</div>
|
|
<div class="line"><a name="l02131"></a><span class="lineno"> 2131</span> }</div>
|
|
<div class="line"><a name="l02132"></a><span class="lineno"> 2132</span>  </div>
|
|
<div class="line"><a name="l02133"></a><span class="lineno"> 2133</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l02134"></a><span class="lineno"> 2134</span> <span class="comment">// SingletonPreprocessor</span></div>
|
|
<div class="line"><a name="l02135"></a><span class="lineno"> 2135</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l02136"></a><span class="lineno"> 2136</span>  </div>
|
|
<div class="line"><a name="l02137"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_singleton_undo.html#a91238ea5ce3d56a927b2fa4b68b3e9aa"> 2137</a></span> <a class="code" href="classoperations__research_1_1glop_1_1_singleton_undo.html#a91238ea5ce3d56a927b2fa4b68b3e9aa">SingletonUndo::SingletonUndo</a>(<a class="code" href="classoperations__research_1_1glop_1_1_singleton_undo.html#a9a2c9c31d675b34f6ec35cc1ca89e047">OperationType</a> type, <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& lp,</div>
|
|
<div class="line"><a name="l02138"></a><span class="lineno"> 2138</span>  MatrixEntry e, <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9">ConstraintStatus</a> status)</div>
|
|
<div class="line"><a name="l02139"></a><span class="lineno"> 2139</span>  : type_(type),</div>
|
|
<div class="line"><a name="l02140"></a><span class="lineno"> 2140</span>  is_maximization_(lp.IsMaximizationProblem()),</div>
|
|
<div class="line"><a name="l02141"></a><span class="lineno"> 2141</span>  e_(e),</div>
|
|
<div class="line"><a name="l02142"></a><span class="lineno"> 2142</span>  cost_(lp.objective_coefficients()[e.<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]),</div>
|
|
<div class="line"><a name="l02143"></a><span class="lineno"> 2143</span>  variable_lower_bound_(lp.variable_lower_bounds()[e.<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]),</div>
|
|
<div class="line"><a name="l02144"></a><span class="lineno"> 2144</span>  variable_upper_bound_(lp.variable_upper_bounds()[e.<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]),</div>
|
|
<div class="line"><a name="l02145"></a><span class="lineno"> 2145</span>  constraint_lower_bound_(lp.constraint_lower_bounds()[e.<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]),</div>
|
|
<div class="line"><a name="l02146"></a><span class="lineno"> 2146</span>  constraint_upper_bound_(lp.constraint_upper_bounds()[e.<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]),</div>
|
|
<div class="line"><a name="l02147"></a><span class="lineno"> 2147</span>  constraint_status_(status) {}</div>
|
|
<div class="line"><a name="l02148"></a><span class="lineno"> 2148</span>  </div>
|
|
<div class="line"><a name="l02149"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_singleton_undo.html#ab55c02f6db7b2044d8a1093ebd3dbf2f"> 2149</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_singleton_undo.html#ab55c02f6db7b2044d8a1093ebd3dbf2f">SingletonUndo::Undo</a>(<span class="keyword">const</span> GlopParameters& <a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>,</div>
|
|
<div class="line"><a name="l02150"></a><span class="lineno"> 2150</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& deleted_columns,</div>
|
|
<div class="line"><a name="l02151"></a><span class="lineno"> 2151</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& deleted_rows,</div>
|
|
<div class="line"><a name="l02152"></a><span class="lineno"> 2152</span>  <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l02153"></a><span class="lineno"> 2153</span>  <span class="keywordflow">switch</span> (type_) {</div>
|
|
<div class="line"><a name="l02154"></a><span class="lineno"> 2154</span>  <span class="keywordflow">case</span> <a class="code" href="classoperations__research_1_1glop_1_1_singleton_undo.html#a9a2c9c31d675b34f6ec35cc1ca89e047a003bca6275374734c52d66fb1a9ea10c">SINGLETON_ROW</a>:</div>
|
|
<div class="line"><a name="l02155"></a><span class="lineno"> 2155</span>  SingletonRowUndo(deleted_columns, solution);</div>
|
|
<div class="line"><a name="l02156"></a><span class="lineno"> 2156</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l02157"></a><span class="lineno"> 2157</span>  <span class="keywordflow">case</span> <a class="code" href="classoperations__research_1_1glop_1_1_singleton_undo.html#a9a2c9c31d675b34f6ec35cc1ca89e047a25c2ad27a05323ecadd63096cde29538">ZERO_COST_SINGLETON_COLUMN</a>:</div>
|
|
<div class="line"><a name="l02158"></a><span class="lineno"> 2158</span>  ZeroCostSingletonColumnUndo(<a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>, deleted_rows, solution);</div>
|
|
<div class="line"><a name="l02159"></a><span class="lineno"> 2159</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l02160"></a><span class="lineno"> 2160</span>  <span class="keywordflow">case</span> <a class="code" href="classoperations__research_1_1glop_1_1_singleton_undo.html#a9a2c9c31d675b34f6ec35cc1ca89e047a723392e031e932ce6773d9ba469ccfa9">SINGLETON_COLUMN_IN_EQUALITY</a>:</div>
|
|
<div class="line"><a name="l02161"></a><span class="lineno"> 2161</span>  SingletonColumnInEqualityUndo(<a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>, deleted_rows, solution);</div>
|
|
<div class="line"><a name="l02162"></a><span class="lineno"> 2162</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l02163"></a><span class="lineno"> 2163</span>  <span class="keywordflow">case</span> <a class="code" href="classoperations__research_1_1glop_1_1_singleton_undo.html#a9a2c9c31d675b34f6ec35cc1ca89e047a629106ec8d53390d18c3f330156486ec">MAKE_CONSTRAINT_AN_EQUALITY</a>:</div>
|
|
<div class="line"><a name="l02164"></a><span class="lineno"> 2164</span>  MakeConstraintAnEqualityUndo(solution);</div>
|
|
<div class="line"><a name="l02165"></a><span class="lineno"> 2165</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l02166"></a><span class="lineno"> 2166</span>  }</div>
|
|
<div class="line"><a name="l02167"></a><span class="lineno"> 2167</span> }</div>
|
|
<div class="line"><a name="l02168"></a><span class="lineno"> 2168</span>  </div>
|
|
<div class="line"><a name="l02169"></a><span class="lineno"> 2169</span> <span class="keywordtype">void</span> SingletonPreprocessor::DeleteSingletonRow(MatrixEntry e,</div>
|
|
<div class="line"><a name="l02170"></a><span class="lineno"> 2170</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l02171"></a><span class="lineno"> 2171</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> implied_lower_bound =</div>
|
|
<div class="line"><a name="l02172"></a><span class="lineno"> 2172</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[e.row] / e.coeff;</div>
|
|
<div class="line"><a name="l02173"></a><span class="lineno"> 2173</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> implied_upper_bound =</div>
|
|
<div class="line"><a name="l02174"></a><span class="lineno"> 2174</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[e.row] / e.coeff;</div>
|
|
<div class="line"><a name="l02175"></a><span class="lineno"> 2175</span>  <span class="keywordflow">if</span> (e.coeff < 0.0) {</div>
|
|
<div class="line"><a name="l02176"></a><span class="lineno"> 2176</span>  std::swap(implied_lower_bound, implied_upper_bound);</div>
|
|
<div class="line"><a name="l02177"></a><span class="lineno"> 2177</span>  }</div>
|
|
<div class="line"><a name="l02178"></a><span class="lineno"> 2178</span>  </div>
|
|
<div class="line"><a name="l02179"></a><span class="lineno"> 2179</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> old_lower_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[e.col];</div>
|
|
<div class="line"><a name="l02180"></a><span class="lineno"> 2180</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> old_upper_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[e.col];</div>
|
|
<div class="line"><a name="l02181"></a><span class="lineno"> 2181</span>  </div>
|
|
<div class="line"><a name="l02182"></a><span class="lineno"> 2182</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> potential_error =</div>
|
|
<div class="line"><a name="l02183"></a><span class="lineno"> 2183</span>  std::abs(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.preprocessor_zero_tolerance() / e.coeff);</div>
|
|
<div class="line"><a name="l02184"></a><span class="lineno"> 2184</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_lower_bound =</div>
|
|
<div class="line"><a name="l02185"></a><span class="lineno"> 2185</span>  implied_lower_bound - potential_error > old_lower_bound</div>
|
|
<div class="line"><a name="l02186"></a><span class="lineno"> 2186</span>  ? implied_lower_bound</div>
|
|
<div class="line"><a name="l02187"></a><span class="lineno"> 2187</span>  : old_lower_bound;</div>
|
|
<div class="line"><a name="l02188"></a><span class="lineno"> 2188</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_upper_bound =</div>
|
|
<div class="line"><a name="l02189"></a><span class="lineno"> 2189</span>  implied_upper_bound + potential_error < old_upper_bound</div>
|
|
<div class="line"><a name="l02190"></a><span class="lineno"> 2190</span>  ? implied_upper_bound</div>
|
|
<div class="line"><a name="l02191"></a><span class="lineno"> 2191</span>  : old_upper_bound;</div>
|
|
<div class="line"><a name="l02192"></a><span class="lineno"> 2192</span>  </div>
|
|
<div class="line"><a name="l02193"></a><span class="lineno"> 2193</span>  <span class="keywordflow">if</span> (new_upper_bound < new_lower_bound) {</div>
|
|
<div class="line"><a name="l02194"></a><span class="lineno"> 2194</span>  <span class="keywordflow">if</span> (!<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#aeb01b3abaf68cfdcad5c90c9068c1570">IsSmallerWithinFeasibilityTolerance</a>(new_lower_bound,</div>
|
|
<div class="line"><a name="l02195"></a><span class="lineno"> 2195</span>  new_upper_bound)) {</div>
|
|
<div class="line"><a name="l02196"></a><span class="lineno"> 2196</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Problem ProblemStatus::INFEASIBLE_OR_UNBOUNDED, singleton "</span></div>
|
|
<div class="line"><a name="l02197"></a><span class="lineno"> 2197</span>  <span class="stringliteral">"row causes the bound of the variable "</span></div>
|
|
<div class="line"><a name="l02198"></a><span class="lineno"> 2198</span>  << e.col << <span class="stringliteral">" to be infeasible by "</span></div>
|
|
<div class="line"><a name="l02199"></a><span class="lineno"> 2199</span>  << new_lower_bound - new_upper_bound;</div>
|
|
<div class="line"><a name="l02200"></a><span class="lineno"> 2200</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a7850fcfea005b86b2a3fa0d4293c5ee0">ProblemStatus::PRIMAL_INFEASIBLE</a>;</div>
|
|
<div class="line"><a name="l02201"></a><span class="lineno"> 2201</span>  <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l02202"></a><span class="lineno"> 2202</span>  }</div>
|
|
<div class="line"><a name="l02203"></a><span class="lineno"> 2203</span>  <span class="comment">// Otherwise, fix the variable to one of its bounds.</span></div>
|
|
<div class="line"><a name="l02204"></a><span class="lineno"> 2204</span>  <span class="keywordflow">if</span> (new_lower_bound == lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[e.col]) {</div>
|
|
<div class="line"><a name="l02205"></a><span class="lineno"> 2205</span>  new_upper_bound = new_lower_bound;</div>
|
|
<div class="line"><a name="l02206"></a><span class="lineno"> 2206</span>  }</div>
|
|
<div class="line"><a name="l02207"></a><span class="lineno"> 2207</span>  <span class="keywordflow">if</span> (new_upper_bound == lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[e.col]) {</div>
|
|
<div class="line"><a name="l02208"></a><span class="lineno"> 2208</span>  new_lower_bound = new_upper_bound;</div>
|
|
<div class="line"><a name="l02209"></a><span class="lineno"> 2209</span>  }</div>
|
|
<div class="line"><a name="l02210"></a><span class="lineno"> 2210</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(new_lower_bound, new_upper_bound);</div>
|
|
<div class="line"><a name="l02211"></a><span class="lineno"> 2211</span>  }</div>
|
|
<div class="line"><a name="l02212"></a><span class="lineno"> 2212</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a2087c8376c03c247099a989f2990e6e8">MarkRowForDeletion</a>(e.row);</div>
|
|
<div class="line"><a name="l02213"></a><span class="lineno"> 2213</span>  undo_stack_.push_back(SingletonUndo(<a class="code" href="classoperations__research_1_1glop_1_1_singleton_undo.html#a9a2c9c31d675b34f6ec35cc1ca89e047a003bca6275374734c52d66fb1a9ea10c">SingletonUndo::SINGLETON_ROW</a>, *lp, e,</div>
|
|
<div class="line"><a name="l02214"></a><span class="lineno"> 2214</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a88c189a42c87aa49d667fc8ab76bc323">ConstraintStatus::FREE</a>));</div>
|
|
<div class="line"><a name="l02215"></a><span class="lineno"> 2215</span>  <span class="keywordflow">if</span> (deleted_columns_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(e.col).<a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>()) {</div>
|
|
<div class="line"><a name="l02216"></a><span class="lineno"> 2216</span>  deleted_columns_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a1e9f788d4507f2461b4f775755aaf82e">mutable_column</a>(e.col)-><a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#af3346e19f245a59be830e9558002d2d4">PopulateFromSparseVector</a>(</div>
|
|
<div class="line"><a name="l02217"></a><span class="lineno"> 2217</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(e.col));</div>
|
|
<div class="line"><a name="l02218"></a><span class="lineno"> 2218</span>  }</div>
|
|
<div class="line"><a name="l02219"></a><span class="lineno"> 2219</span>  </div>
|
|
<div class="line"><a name="l02220"></a><span class="lineno"> 2220</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(e.col, new_lower_bound, new_upper_bound);</div>
|
|
<div class="line"><a name="l02221"></a><span class="lineno"> 2221</span> }</div>
|
|
<div class="line"><a name="l02222"></a><span class="lineno"> 2222</span>  </div>
|
|
<div class="line"><a name="l02223"></a><span class="lineno"> 2223</span> <span class="comment">// The dual value of the row needs to be corrected to stay at the optimal.</span></div>
|
|
<div class="line"><a name="l02224"></a><span class="lineno"> 2224</span> <span class="keywordtype">void</span> SingletonUndo::SingletonRowUndo(<span class="keyword">const</span> SparseMatrix& deleted_columns,</div>
|
|
<div class="line"><a name="l02225"></a><span class="lineno"> 2225</span>  ProblemSolution* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l02226"></a><span class="lineno"> 2226</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(0, solution->dual_values[e_.row]);</div>
|
|
<div class="line"><a name="l02227"></a><span class="lineno"> 2227</span>  </div>
|
|
<div class="line"><a name="l02228"></a><span class="lineno"> 2228</span>  <span class="comment">// If the variable is basic or free, we can just keep the constraint</span></div>
|
|
<div class="line"><a name="l02229"></a><span class="lineno"> 2229</span>  <span class="comment">// VariableStatus::BASIC and</span></div>
|
|
<div class="line"><a name="l02230"></a><span class="lineno"> 2230</span>  <span class="comment">// 0.0 as the dual value.</span></div>
|
|
<div class="line"><a name="l02231"></a><span class="lineno"> 2231</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> status = solution->variable_statuses[e_.col];</div>
|
|
<div class="line"><a name="l02232"></a><span class="lineno"> 2232</span>  <span class="keywordflow">if</span> (status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a> || status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>) <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l02233"></a><span class="lineno"> 2233</span>  </div>
|
|
<div class="line"><a name="l02234"></a><span class="lineno"> 2234</span>  <span class="comment">// Compute whether or not the variable bounds changed.</span></div>
|
|
<div class="line"><a name="l02235"></a><span class="lineno"> 2235</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> implied_lower_bound = constraint_lower_bound_ / e_.coeff;</div>
|
|
<div class="line"><a name="l02236"></a><span class="lineno"> 2236</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> implied_upper_bound = constraint_upper_bound_ / e_.coeff;</div>
|
|
<div class="line"><a name="l02237"></a><span class="lineno"> 2237</span>  <span class="keywordflow">if</span> (e_.coeff < 0.0) {</div>
|
|
<div class="line"><a name="l02238"></a><span class="lineno"> 2238</span>  std::swap(implied_lower_bound, implied_upper_bound);</div>
|
|
<div class="line"><a name="l02239"></a><span class="lineno"> 2239</span>  }</div>
|
|
<div class="line"><a name="l02240"></a><span class="lineno"> 2240</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> lower_bound_changed = implied_lower_bound > variable_lower_bound_;</div>
|
|
<div class="line"><a name="l02241"></a><span class="lineno"> 2241</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> upper_bound_changed = implied_upper_bound < variable_upper_bound_;</div>
|
|
<div class="line"><a name="l02242"></a><span class="lineno"> 2242</span>  </div>
|
|
<div class="line"><a name="l02243"></a><span class="lineno"> 2243</span>  <span class="keywordflow">if</span> (!lower_bound_changed && !upper_bound_changed) <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l02244"></a><span class="lineno"> 2244</span>  <span class="keywordflow">if</span> (status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a> && !lower_bound_changed) <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l02245"></a><span class="lineno"> 2245</span>  <span class="keywordflow">if</span> (status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a> && !upper_bound_changed) <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l02246"></a><span class="lineno"> 2246</span>  </div>
|
|
<div class="line"><a name="l02247"></a><span class="lineno"> 2247</span>  <span class="comment">// This is the reduced cost of the variable before the singleton constraint is</span></div>
|
|
<div class="line"><a name="l02248"></a><span class="lineno"> 2248</span>  <span class="comment">// added back.</span></div>
|
|
<div class="line"><a name="l02249"></a><span class="lineno"> 2249</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> reduced_cost =</div>
|
|
<div class="line"><a name="l02250"></a><span class="lineno"> 2250</span>  cost_ -</div>
|
|
<div class="line"><a name="l02251"></a><span class="lineno"> 2251</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a3d9874910f9632900fe8677463b1c0be">ScalarProduct</a>(solution->dual_values, deleted_columns.column(e_.col));</div>
|
|
<div class="line"><a name="l02252"></a><span class="lineno"> 2252</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> reduced_cost_for_minimization =</div>
|
|
<div class="line"><a name="l02253"></a><span class="lineno"> 2253</span>  is_maximization_ ? -reduced_cost : reduced_cost;</div>
|
|
<div class="line"><a name="l02254"></a><span class="lineno"> 2254</span>  </div>
|
|
<div class="line"><a name="l02255"></a><span class="lineno"> 2255</span>  <span class="keywordflow">if</span> (status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a>) {</div>
|
|
<div class="line"><a name="l02256"></a><span class="lineno"> 2256</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(lower_bound_changed || upper_bound_changed);</div>
|
|
<div class="line"><a name="l02257"></a><span class="lineno"> 2257</span>  <span class="keywordflow">if</span> (reduced_cost_for_minimization >= 0.0 && !lower_bound_changed) {</div>
|
|
<div class="line"><a name="l02258"></a><span class="lineno"> 2258</span>  solution->variable_statuses[e_.col] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>;</div>
|
|
<div class="line"><a name="l02259"></a><span class="lineno"> 2259</span>  <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l02260"></a><span class="lineno"> 2260</span>  }</div>
|
|
<div class="line"><a name="l02261"></a><span class="lineno"> 2261</span>  <span class="keywordflow">if</span> (reduced_cost_for_minimization <= 0.0 && !upper_bound_changed) {</div>
|
|
<div class="line"><a name="l02262"></a><span class="lineno"> 2262</span>  solution->variable_statuses[e_.col] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>;</div>
|
|
<div class="line"><a name="l02263"></a><span class="lineno"> 2263</span>  <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l02264"></a><span class="lineno"> 2264</span>  }</div>
|
|
<div class="line"><a name="l02265"></a><span class="lineno"> 2265</span>  }</div>
|
|
<div class="line"><a name="l02266"></a><span class="lineno"> 2266</span>  </div>
|
|
<div class="line"><a name="l02267"></a><span class="lineno"> 2267</span>  <span class="comment">// If one of the variable bounds changes, and the variable is no longer at one</span></div>
|
|
<div class="line"><a name="l02268"></a><span class="lineno"> 2268</span>  <span class="comment">// of its bounds, then its reduced cost needs to be set to 0.0 and the</span></div>
|
|
<div class="line"><a name="l02269"></a><span class="lineno"> 2269</span>  <span class="comment">// variable becomes a basic variable. This is what the line below do, since</span></div>
|
|
<div class="line"><a name="l02270"></a><span class="lineno"> 2270</span>  <span class="comment">// the new reduced cost of the variable will be equal to:</span></div>
|
|
<div class="line"><a name="l02271"></a><span class="lineno"> 2271</span>  <span class="comment">// old_reduced_cost - coeff * solution->dual_values[row]</span></div>
|
|
<div class="line"><a name="l02272"></a><span class="lineno"> 2272</span>  solution->dual_values[e_.row] = reduced_cost / e_.coeff;</div>
|
|
<div class="line"><a name="l02273"></a><span class="lineno"> 2273</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9">ConstraintStatus</a> new_constraint_status = <a class="code" href="namespaceoperations__research_1_1glop.html#ab7a106449441d3fd61aa70916a147a7d">VariableToConstraintStatus</a>(status);</div>
|
|
<div class="line"><a name="l02274"></a><span class="lineno"> 2274</span>  <span class="keywordflow">if</span> (status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a> &&</div>
|
|
<div class="line"><a name="l02275"></a><span class="lineno"> 2275</span>  (!lower_bound_changed || !upper_bound_changed)) {</div>
|
|
<div class="line"><a name="l02276"></a><span class="lineno"> 2276</span>  new_constraint_status = lower_bound_changed</div>
|
|
<div class="line"><a name="l02277"></a><span class="lineno"> 2277</span>  ? <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a></div>
|
|
<div class="line"><a name="l02278"></a><span class="lineno"> 2278</span>  : <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a>;</div>
|
|
<div class="line"><a name="l02279"></a><span class="lineno"> 2279</span>  }</div>
|
|
<div class="line"><a name="l02280"></a><span class="lineno"> 2280</span>  <span class="keywordflow">if</span> (e_.coeff < 0.0) {</div>
|
|
<div class="line"><a name="l02281"></a><span class="lineno"> 2281</span>  <span class="keywordflow">if</span> (new_constraint_status == <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a>) {</div>
|
|
<div class="line"><a name="l02282"></a><span class="lineno"> 2282</span>  new_constraint_status = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a>;</div>
|
|
<div class="line"><a name="l02283"></a><span class="lineno"> 2283</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (new_constraint_status == <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a>) {</div>
|
|
<div class="line"><a name="l02284"></a><span class="lineno"> 2284</span>  new_constraint_status = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a>;</div>
|
|
<div class="line"><a name="l02285"></a><span class="lineno"> 2285</span>  }</div>
|
|
<div class="line"><a name="l02286"></a><span class="lineno"> 2286</span>  }</div>
|
|
<div class="line"><a name="l02287"></a><span class="lineno"> 2287</span>  solution->variable_statuses[e_.col] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>;</div>
|
|
<div class="line"><a name="l02288"></a><span class="lineno"> 2288</span>  solution->constraint_statuses[e_.row] = new_constraint_status;</div>
|
|
<div class="line"><a name="l02289"></a><span class="lineno"> 2289</span> }</div>
|
|
<div class="line"><a name="l02290"></a><span class="lineno"> 2290</span>  </div>
|
|
<div class="line"><a name="l02291"></a><span class="lineno"> 2291</span> <span class="keywordtype">void</span> SingletonPreprocessor::UpdateConstraintBoundsWithVariableBounds(</div>
|
|
<div class="line"><a name="l02292"></a><span class="lineno"> 2292</span>  MatrixEntry e, LinearProgram* lp) {</div>
|
|
<div class="line"><a name="l02293"></a><span class="lineno"> 2293</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_delta = -e.coeff * lp->variable_upper_bounds()[e.col];</div>
|
|
<div class="line"><a name="l02294"></a><span class="lineno"> 2294</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_delta = -e.coeff * lp->variable_lower_bounds()[e.col];</div>
|
|
<div class="line"><a name="l02295"></a><span class="lineno"> 2295</span>  <span class="keywordflow">if</span> (e.coeff < 0.0) {</div>
|
|
<div class="line"><a name="l02296"></a><span class="lineno"> 2296</span>  std::swap(lower_delta, upper_delta);</div>
|
|
<div class="line"><a name="l02297"></a><span class="lineno"> 2297</span>  }</div>
|
|
<div class="line"><a name="l02298"></a><span class="lineno"> 2298</span>  lp->SetConstraintBounds(e.row,</div>
|
|
<div class="line"><a name="l02299"></a><span class="lineno"> 2299</span>  lp->constraint_lower_bounds()[e.row] + lower_delta,</div>
|
|
<div class="line"><a name="l02300"></a><span class="lineno"> 2300</span>  lp->constraint_upper_bounds()[e.row] + upper_delta);</div>
|
|
<div class="line"><a name="l02301"></a><span class="lineno"> 2301</span> }</div>
|
|
<div class="line"><a name="l02302"></a><span class="lineno"> 2302</span>  </div>
|
|
<div class="line"><a name="l02303"></a><span class="lineno"> 2303</span> <span class="keywordtype">bool</span> SingletonPreprocessor::IntegerSingletonColumnIsRemovable(</div>
|
|
<div class="line"><a name="l02304"></a><span class="lineno"> 2304</span>  <span class="keyword">const</span> MatrixEntry& matrix_entry, <span class="keyword">const</span> LinearProgram& lp)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l02305"></a><span class="lineno"> 2305</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a3ad0a2aeb2c7f12fb9d3439a480ffbde">in_mip_context_</a>);</div>
|
|
<div class="line"><a name="l02306"></a><span class="lineno"> 2306</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(lp.IsVariableInteger(matrix_entry.col));</div>
|
|
<div class="line"><a name="l02307"></a><span class="lineno"> 2307</span>  <span class="keyword">const</span> SparseMatrix& transpose = lp.GetTransposeSparseMatrix();</div>
|
|
<div class="line"><a name="l02308"></a><span class="lineno"> 2308</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> entry :</div>
|
|
<div class="line"><a name="l02309"></a><span class="lineno"> 2309</span>  transpose.column(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(matrix_entry.row))) {</div>
|
|
<div class="line"><a name="l02310"></a><span class="lineno"> 2310</span>  <span class="comment">// Check if the variable is integer.</span></div>
|
|
<div class="line"><a name="l02311"></a><span class="lineno"> 2311</span>  <span class="keywordflow">if</span> (!lp.IsVariableInteger(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(entry.row()))) {</div>
|
|
<div class="line"><a name="l02312"></a><span class="lineno"> 2312</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l02313"></a><span class="lineno"> 2313</span>  }</div>
|
|
<div class="line"><a name="l02314"></a><span class="lineno"> 2314</span>  </div>
|
|
<div class="line"><a name="l02315"></a><span class="lineno"> 2315</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="routing__search_8cc.html#ab66ad179c8a6fcf1adb958cb51f4c7cb">coefficient</a> = entry.coefficient();</div>
|
|
<div class="line"><a name="l02316"></a><span class="lineno"> 2316</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> coefficient_ratio = <a class="code" href="routing__search_8cc.html#ab66ad179c8a6fcf1adb958cb51f4c7cb">coefficient</a> / matrix_entry.coeff;</div>
|
|
<div class="line"><a name="l02317"></a><span class="lineno"> 2317</span>  <span class="comment">// Check if coefficient_ratio is integer.</span></div>
|
|
<div class="line"><a name="l02318"></a><span class="lineno"> 2318</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(</div>
|
|
<div class="line"><a name="l02319"></a><span class="lineno"> 2319</span>  coefficient_ratio, <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.solution_feasibility_tolerance())) {</div>
|
|
<div class="line"><a name="l02320"></a><span class="lineno"> 2320</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l02321"></a><span class="lineno"> 2321</span>  }</div>
|
|
<div class="line"><a name="l02322"></a><span class="lineno"> 2322</span>  }</div>
|
|
<div class="line"><a name="l02323"></a><span class="lineno"> 2323</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> constraint_lb =</div>
|
|
<div class="line"><a name="l02324"></a><span class="lineno"> 2324</span>  lp.constraint_lower_bounds()[matrix_entry.row];</div>
|
|
<div class="line"><a name="l02325"></a><span class="lineno"> 2325</span>  <span class="keywordflow">if</span> (<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(constraint_lb)) {</div>
|
|
<div class="line"><a name="l02326"></a><span class="lineno"> 2326</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound_ratio = constraint_lb / matrix_entry.coeff;</div>
|
|
<div class="line"><a name="l02327"></a><span class="lineno"> 2327</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(</div>
|
|
<div class="line"><a name="l02328"></a><span class="lineno"> 2328</span>  lower_bound_ratio, <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.solution_feasibility_tolerance())) {</div>
|
|
<div class="line"><a name="l02329"></a><span class="lineno"> 2329</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l02330"></a><span class="lineno"> 2330</span>  }</div>
|
|
<div class="line"><a name="l02331"></a><span class="lineno"> 2331</span>  }</div>
|
|
<div class="line"><a name="l02332"></a><span class="lineno"> 2332</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> constraint_ub =</div>
|
|
<div class="line"><a name="l02333"></a><span class="lineno"> 2333</span>  lp.constraint_upper_bounds()[matrix_entry.row];</div>
|
|
<div class="line"><a name="l02334"></a><span class="lineno"> 2334</span>  <span class="keywordflow">if</span> (<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(constraint_ub)) {</div>
|
|
<div class="line"><a name="l02335"></a><span class="lineno"> 2335</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound_ratio = constraint_ub / matrix_entry.coeff;</div>
|
|
<div class="line"><a name="l02336"></a><span class="lineno"> 2336</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(</div>
|
|
<div class="line"><a name="l02337"></a><span class="lineno"> 2337</span>  upper_bound_ratio, <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.solution_feasibility_tolerance())) {</div>
|
|
<div class="line"><a name="l02338"></a><span class="lineno"> 2338</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l02339"></a><span class="lineno"> 2339</span>  }</div>
|
|
<div class="line"><a name="l02340"></a><span class="lineno"> 2340</span>  }</div>
|
|
<div class="line"><a name="l02341"></a><span class="lineno"> 2341</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l02342"></a><span class="lineno"> 2342</span> }</div>
|
|
<div class="line"><a name="l02343"></a><span class="lineno"> 2343</span>  </div>
|
|
<div class="line"><a name="l02344"></a><span class="lineno"> 2344</span> <span class="keywordtype">void</span> SingletonPreprocessor::DeleteZeroCostSingletonColumn(</div>
|
|
<div class="line"><a name="l02345"></a><span class="lineno"> 2345</span>  <span class="keyword">const</span> SparseMatrix& transpose, MatrixEntry e, LinearProgram* lp) {</div>
|
|
<div class="line"><a name="l02346"></a><span class="lineno"> 2346</span>  <span class="keyword">const</span> ColIndex transpose_col = <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(e.row);</div>
|
|
<div class="line"><a name="l02347"></a><span class="lineno"> 2347</span>  <span class="keyword">const</span> SparseColumn& column = transpose.column(transpose_col);</div>
|
|
<div class="line"><a name="l02348"></a><span class="lineno"> 2348</span>  undo_stack_.push_back(SingletonUndo(<a class="code" href="classoperations__research_1_1glop_1_1_singleton_undo.html#a9a2c9c31d675b34f6ec35cc1ca89e047a25c2ad27a05323ecadd63096cde29538">SingletonUndo::ZERO_COST_SINGLETON_COLUMN</a>,</div>
|
|
<div class="line"><a name="l02349"></a><span class="lineno"> 2349</span>  *lp, e, <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a88c189a42c87aa49d667fc8ab76bc323">ConstraintStatus::FREE</a>));</div>
|
|
<div class="line"><a name="l02350"></a><span class="lineno"> 2350</span>  <span class="keywordflow">if</span> (deleted_rows_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(transpose_col).<a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>()) {</div>
|
|
<div class="line"><a name="l02351"></a><span class="lineno"> 2351</span>  deleted_rows_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a1e9f788d4507f2461b4f775755aaf82e">mutable_column</a>(transpose_col)</div>
|
|
<div class="line"><a name="l02352"></a><span class="lineno"> 2352</span>  -><a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#af3346e19f245a59be830e9558002d2d4">PopulateFromSparseVector</a>(column);</div>
|
|
<div class="line"><a name="l02353"></a><span class="lineno"> 2353</span>  }</div>
|
|
<div class="line"><a name="l02354"></a><span class="lineno"> 2354</span>  UpdateConstraintBoundsWithVariableBounds(e, lp);</div>
|
|
<div class="line"><a name="l02355"></a><span class="lineno"> 2355</span>  column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a46b7ed2e9e3a3d5dc9a024801e1baaf7">MarkColumnForDeletion</a>(e.col);</div>
|
|
<div class="line"><a name="l02356"></a><span class="lineno"> 2356</span> }</div>
|
|
<div class="line"><a name="l02357"></a><span class="lineno"> 2357</span>  </div>
|
|
<div class="line"><a name="l02358"></a><span class="lineno"> 2358</span> <span class="comment">// We need to restore the variable value in order to satisfy the constraint.</span></div>
|
|
<div class="line"><a name="l02359"></a><span class="lineno"> 2359</span> <span class="keywordtype">void</span> SingletonUndo::ZeroCostSingletonColumnUndo(</div>
|
|
<div class="line"><a name="l02360"></a><span class="lineno"> 2360</span>  <span class="keyword">const</span> GlopParameters& <a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>, <span class="keyword">const</span> SparseMatrix& deleted_rows,</div>
|
|
<div class="line"><a name="l02361"></a><span class="lineno"> 2361</span>  ProblemSolution* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l02362"></a><span class="lineno"> 2362</span>  <span class="comment">// If the variable was fixed, this is easy. Note that this is the only</span></div>
|
|
<div class="line"><a name="l02363"></a><span class="lineno"> 2363</span>  <span class="comment">// possible case if the current constraint status is FIXED.</span></div>
|
|
<div class="line"><a name="l02364"></a><span class="lineno"> 2364</span>  <span class="keywordflow">if</span> (variable_upper_bound_ == variable_lower_bound_) {</div>
|
|
<div class="line"><a name="l02365"></a><span class="lineno"> 2365</span>  solution->primal_values[e_.col] = variable_lower_bound_;</div>
|
|
<div class="line"><a name="l02366"></a><span class="lineno"> 2366</span>  solution->variable_statuses[e_.col] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a>;</div>
|
|
<div class="line"><a name="l02367"></a><span class="lineno"> 2367</span>  <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l02368"></a><span class="lineno"> 2368</span>  }</div>
|
|
<div class="line"><a name="l02369"></a><span class="lineno"> 2369</span>  </div>
|
|
<div class="line"><a name="l02370"></a><span class="lineno"> 2370</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9">ConstraintStatus</a> ct_status = solution->constraint_statuses[e_.row];</div>
|
|
<div class="line"><a name="l02371"></a><span class="lineno"> 2371</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(ct_status, <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae91836db656214f9797e10c15928e501">ConstraintStatus::FIXED_VALUE</a>);</div>
|
|
<div class="line"><a name="l02372"></a><span class="lineno"> 2372</span>  <span class="keywordflow">if</span> (ct_status == <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a> ||</div>
|
|
<div class="line"><a name="l02373"></a><span class="lineno"> 2373</span>  ct_status == <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a>) {</div>
|
|
<div class="line"><a name="l02374"></a><span class="lineno"> 2374</span>  <span class="keywordflow">if</span> ((ct_status == <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a> && e_.coeff > 0.0) ||</div>
|
|
<div class="line"><a name="l02375"></a><span class="lineno"> 2375</span>  (ct_status == <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a> && e_.coeff < 0.0)) {</div>
|
|
<div class="line"><a name="l02376"></a><span class="lineno"> 2376</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(variable_lower_bound_));</div>
|
|
<div class="line"><a name="l02377"></a><span class="lineno"> 2377</span>  solution->primal_values[e_.col] = variable_lower_bound_;</div>
|
|
<div class="line"><a name="l02378"></a><span class="lineno"> 2378</span>  solution->variable_statuses[e_.col] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>;</div>
|
|
<div class="line"><a name="l02379"></a><span class="lineno"> 2379</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02380"></a><span class="lineno"> 2380</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(variable_upper_bound_));</div>
|
|
<div class="line"><a name="l02381"></a><span class="lineno"> 2381</span>  solution->primal_values[e_.col] = variable_upper_bound_;</div>
|
|
<div class="line"><a name="l02382"></a><span class="lineno"> 2382</span>  solution->variable_statuses[e_.col] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>;</div>
|
|
<div class="line"><a name="l02383"></a><span class="lineno"> 2383</span>  }</div>
|
|
<div class="line"><a name="l02384"></a><span class="lineno"> 2384</span>  <span class="keywordflow">if</span> (constraint_upper_bound_ == constraint_lower_bound_) {</div>
|
|
<div class="line"><a name="l02385"></a><span class="lineno"> 2385</span>  solution->constraint_statuses[e_.row] = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae91836db656214f9797e10c15928e501">ConstraintStatus::FIXED_VALUE</a>;</div>
|
|
<div class="line"><a name="l02386"></a><span class="lineno"> 2386</span>  }</div>
|
|
<div class="line"><a name="l02387"></a><span class="lineno"> 2387</span>  <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l02388"></a><span class="lineno"> 2388</span>  }</div>
|
|
<div class="line"><a name="l02389"></a><span class="lineno"> 2389</span>  </div>
|
|
<div class="line"><a name="l02390"></a><span class="lineno"> 2390</span>  <span class="comment">// This is the activity of the constraint before the singleton variable is</span></div>
|
|
<div class="line"><a name="l02391"></a><span class="lineno"> 2391</span>  <span class="comment">// added back to it.</span></div>
|
|
<div class="line"><a name="l02392"></a><span class="lineno"> 2392</span>  <span class="keyword">const</span> ColIndex row_as_col = <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(e_.row);</div>
|
|
<div class="line"><a name="l02393"></a><span class="lineno"> 2393</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> activity =</div>
|
|
<div class="line"><a name="l02394"></a><span class="lineno"> 2394</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a3d9874910f9632900fe8677463b1c0be">ScalarProduct</a>(solution->primal_values, deleted_rows.column(row_as_col));</div>
|
|
<div class="line"><a name="l02395"></a><span class="lineno"> 2395</span>  </div>
|
|
<div class="line"><a name="l02396"></a><span class="lineno"> 2396</span>  <span class="comment">// First we try to fix the variable at its lower or upper bound and leave the</span></div>
|
|
<div class="line"><a name="l02397"></a><span class="lineno"> 2397</span>  <span class="comment">// constraint VariableStatus::BASIC. Note that we use the same logic as in</span></div>
|
|
<div class="line"><a name="l02398"></a><span class="lineno"> 2398</span>  <span class="comment">// Preprocessor::IsSmallerWithinPreprocessorZeroTolerance() which we can't use</span></div>
|
|
<div class="line"><a name="l02399"></a><span class="lineno"> 2399</span>  <span class="comment">// here because we are not deriving from the Preprocessor class.</span></div>
|
|
<div class="line"><a name="l02400"></a><span class="lineno"> 2400</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = <a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>.preprocessor_zero_tolerance();</div>
|
|
<div class="line"><a name="l02401"></a><span class="lineno"> 2401</span>  <span class="keyword">const</span> <span class="keyword">auto</span> is_smaller_with_tolerance = [tolerance](<a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="constraint__solver_2table_8cc.html#af730895c6c6ef6e03caaf6251192dfd2">a</a>,</div>
|
|
<div class="line"><a name="l02402"></a><span class="lineno"> 2402</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="constraint__solver_2table_8cc.html#a344010e26426d6a13411648d988bc9b6">b</a>) {</div>
|
|
<div class="line"><a name="l02403"></a><span class="lineno"> 2403</span>  <a class="code" href="namespaceoperations__research.html#a096ed4f933f943ccb8859e0dc08b06ca">return ::operations_research::IsSmallerWithinTolerance</a>(<a class="code" href="constraint__solver_2table_8cc.html#af730895c6c6ef6e03caaf6251192dfd2">a</a>, <a class="code" href="constraint__solver_2table_8cc.html#a344010e26426d6a13411648d988bc9b6">b</a>, tolerance);</div>
|
|
<div class="line"><a name="l02404"></a><span class="lineno"> 2404</span>  };</div>
|
|
<div class="line"><a name="l02405"></a><span class="lineno"> 2405</span>  <span class="keywordflow">if</span> (variable_lower_bound_ != -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l02406"></a><span class="lineno"> 2406</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> activity_at_lb =</div>
|
|
<div class="line"><a name="l02407"></a><span class="lineno"> 2407</span>  activity + e_.coeff * variable_lower_bound_;</div>
|
|
<div class="line"><a name="l02408"></a><span class="lineno"> 2408</span>  <span class="keywordflow">if</span> (is_smaller_with_tolerance(constraint_lower_bound_, activity_at_lb) &&</div>
|
|
<div class="line"><a name="l02409"></a><span class="lineno"> 2409</span>  is_smaller_with_tolerance(activity_at_lb, constraint_upper_bound_)) {</div>
|
|
<div class="line"><a name="l02410"></a><span class="lineno"> 2410</span>  solution->primal_values[e_.col] = variable_lower_bound_;</div>
|
|
<div class="line"><a name="l02411"></a><span class="lineno"> 2411</span>  solution->variable_statuses[e_.col] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>;</div>
|
|
<div class="line"><a name="l02412"></a><span class="lineno"> 2412</span>  <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l02413"></a><span class="lineno"> 2413</span>  }</div>
|
|
<div class="line"><a name="l02414"></a><span class="lineno"> 2414</span>  }</div>
|
|
<div class="line"><a name="l02415"></a><span class="lineno"> 2415</span>  <span class="keywordflow">if</span> (variable_upper_bound_ != <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l02416"></a><span class="lineno"> 2416</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> actibity_at_ub =</div>
|
|
<div class="line"><a name="l02417"></a><span class="lineno"> 2417</span>  activity + e_.coeff * variable_upper_bound_;</div>
|
|
<div class="line"><a name="l02418"></a><span class="lineno"> 2418</span>  <span class="keywordflow">if</span> (is_smaller_with_tolerance(constraint_lower_bound_, actibity_at_ub) &&</div>
|
|
<div class="line"><a name="l02419"></a><span class="lineno"> 2419</span>  is_smaller_with_tolerance(actibity_at_ub, constraint_upper_bound_)) {</div>
|
|
<div class="line"><a name="l02420"></a><span class="lineno"> 2420</span>  solution->primal_values[e_.col] = variable_upper_bound_;</div>
|
|
<div class="line"><a name="l02421"></a><span class="lineno"> 2421</span>  solution->variable_statuses[e_.col] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>;</div>
|
|
<div class="line"><a name="l02422"></a><span class="lineno"> 2422</span>  <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l02423"></a><span class="lineno"> 2423</span>  }</div>
|
|
<div class="line"><a name="l02424"></a><span class="lineno"> 2424</span>  }</div>
|
|
<div class="line"><a name="l02425"></a><span class="lineno"> 2425</span>  </div>
|
|
<div class="line"><a name="l02426"></a><span class="lineno"> 2426</span>  <span class="comment">// If the current constraint is UNBOUNDED, then the variable is too</span></div>
|
|
<div class="line"><a name="l02427"></a><span class="lineno"> 2427</span>  <span class="comment">// because of the two cases above. We just set its status to</span></div>
|
|
<div class="line"><a name="l02428"></a><span class="lineno"> 2428</span>  <span class="comment">// VariableStatus::FREE.</span></div>
|
|
<div class="line"><a name="l02429"></a><span class="lineno"> 2429</span>  <span class="keywordflow">if</span> (constraint_lower_bound_ == -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> &&</div>
|
|
<div class="line"><a name="l02430"></a><span class="lineno"> 2430</span>  constraint_upper_bound_ == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l02431"></a><span class="lineno"> 2431</span>  solution->primal_values[e_.col] = 0.0;</div>
|
|
<div class="line"><a name="l02432"></a><span class="lineno"> 2432</span>  solution->variable_statuses[e_.col] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>;</div>
|
|
<div class="line"><a name="l02433"></a><span class="lineno"> 2433</span>  <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l02434"></a><span class="lineno"> 2434</span>  }</div>
|
|
<div class="line"><a name="l02435"></a><span class="lineno"> 2435</span>  </div>
|
|
<div class="line"><a name="l02436"></a><span class="lineno"> 2436</span>  <span class="comment">// If the previous cases didn't apply, the constraint will be fixed to its</span></div>
|
|
<div class="line"><a name="l02437"></a><span class="lineno"> 2437</span>  <span class="comment">// bounds and the variable will be made VariableStatus::BASIC.</span></div>
|
|
<div class="line"><a name="l02438"></a><span class="lineno"> 2438</span>  solution->variable_statuses[e_.col] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>;</div>
|
|
<div class="line"><a name="l02439"></a><span class="lineno"> 2439</span>  <span class="keywordflow">if</span> (constraint_lower_bound_ == constraint_upper_bound_) {</div>
|
|
<div class="line"><a name="l02440"></a><span class="lineno"> 2440</span>  solution->primal_values[e_.col] =</div>
|
|
<div class="line"><a name="l02441"></a><span class="lineno"> 2441</span>  (constraint_lower_bound_ - activity) / e_.coeff;</div>
|
|
<div class="line"><a name="l02442"></a><span class="lineno"> 2442</span>  solution->constraint_statuses[e_.row] = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae91836db656214f9797e10c15928e501">ConstraintStatus::FIXED_VALUE</a>;</div>
|
|
<div class="line"><a name="l02443"></a><span class="lineno"> 2443</span>  <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l02444"></a><span class="lineno"> 2444</span>  }</div>
|
|
<div class="line"><a name="l02445"></a><span class="lineno"> 2445</span>  </div>
|
|
<div class="line"><a name="l02446"></a><span class="lineno"> 2446</span>  <span class="keywordtype">bool</span> set_constraint_to_lower_bound;</div>
|
|
<div class="line"><a name="l02447"></a><span class="lineno"> 2447</span>  <span class="keywordflow">if</span> (constraint_lower_bound_ == -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l02448"></a><span class="lineno"> 2448</span>  set_constraint_to_lower_bound = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l02449"></a><span class="lineno"> 2449</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (constraint_upper_bound_ == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l02450"></a><span class="lineno"> 2450</span>  set_constraint_to_lower_bound = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l02451"></a><span class="lineno"> 2451</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02452"></a><span class="lineno"> 2452</span>  <span class="comment">// In this case we select the value that is the most inside the variable</span></div>
|
|
<div class="line"><a name="l02453"></a><span class="lineno"> 2453</span>  <span class="comment">// bound.</span></div>
|
|
<div class="line"><a name="l02454"></a><span class="lineno"> 2454</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> to_lb = (constraint_lower_bound_ - activity) / e_.coeff;</div>
|
|
<div class="line"><a name="l02455"></a><span class="lineno"> 2455</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> to_ub = (constraint_upper_bound_ - activity) / e_.coeff;</div>
|
|
<div class="line"><a name="l02456"></a><span class="lineno"> 2456</span>  set_constraint_to_lower_bound =</div>
|
|
<div class="line"><a name="l02457"></a><span class="lineno"> 2457</span>  <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(variable_lower_bound_ - to_lb, to_lb - variable_upper_bound_) <</div>
|
|
<div class="line"><a name="l02458"></a><span class="lineno"> 2458</span>  <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(variable_lower_bound_ - to_ub, to_ub - variable_upper_bound_);</div>
|
|
<div class="line"><a name="l02459"></a><span class="lineno"> 2459</span>  }</div>
|
|
<div class="line"><a name="l02460"></a><span class="lineno"> 2460</span>  </div>
|
|
<div class="line"><a name="l02461"></a><span class="lineno"> 2461</span>  <span class="keywordflow">if</span> (set_constraint_to_lower_bound) {</div>
|
|
<div class="line"><a name="l02462"></a><span class="lineno"> 2462</span>  solution->primal_values[e_.col] =</div>
|
|
<div class="line"><a name="l02463"></a><span class="lineno"> 2463</span>  (constraint_lower_bound_ - activity) / e_.coeff;</div>
|
|
<div class="line"><a name="l02464"></a><span class="lineno"> 2464</span>  solution->constraint_statuses[e_.row] = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a>;</div>
|
|
<div class="line"><a name="l02465"></a><span class="lineno"> 2465</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02466"></a><span class="lineno"> 2466</span>  solution->primal_values[e_.col] =</div>
|
|
<div class="line"><a name="l02467"></a><span class="lineno"> 2467</span>  (constraint_upper_bound_ - activity) / e_.coeff;</div>
|
|
<div class="line"><a name="l02468"></a><span class="lineno"> 2468</span>  solution->constraint_statuses[e_.row] = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a>;</div>
|
|
<div class="line"><a name="l02469"></a><span class="lineno"> 2469</span>  }</div>
|
|
<div class="line"><a name="l02470"></a><span class="lineno"> 2470</span> }</div>
|
|
<div class="line"><a name="l02471"></a><span class="lineno"> 2471</span>  </div>
|
|
<div class="line"><a name="l02472"></a><span class="lineno"> 2472</span> <span class="keywordtype">void</span> SingletonPreprocessor::DeleteSingletonColumnInEquality(</div>
|
|
<div class="line"><a name="l02473"></a><span class="lineno"> 2473</span>  <span class="keyword">const</span> SparseMatrix& transpose, MatrixEntry e, LinearProgram* lp) {</div>
|
|
<div class="line"><a name="l02474"></a><span class="lineno"> 2474</span>  <span class="comment">// Save information for the undo.</span></div>
|
|
<div class="line"><a name="l02475"></a><span class="lineno"> 2475</span>  <span class="keyword">const</span> ColIndex transpose_col = <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(e.row);</div>
|
|
<div class="line"><a name="l02476"></a><span class="lineno"> 2476</span>  <span class="keyword">const</span> SparseColumn& row_as_column = transpose.column(transpose_col);</div>
|
|
<div class="line"><a name="l02477"></a><span class="lineno"> 2477</span>  undo_stack_.push_back(</div>
|
|
<div class="line"><a name="l02478"></a><span class="lineno"> 2478</span>  SingletonUndo(<a class="code" href="classoperations__research_1_1glop_1_1_singleton_undo.html#a9a2c9c31d675b34f6ec35cc1ca89e047a723392e031e932ce6773d9ba469ccfa9">SingletonUndo::SINGLETON_COLUMN_IN_EQUALITY</a>, *lp, e,</div>
|
|
<div class="line"><a name="l02479"></a><span class="lineno"> 2479</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a88c189a42c87aa49d667fc8ab76bc323">ConstraintStatus::FREE</a>));</div>
|
|
<div class="line"><a name="l02480"></a><span class="lineno"> 2480</span>  deleted_rows_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a1e9f788d4507f2461b4f775755aaf82e">mutable_column</a>(transpose_col)</div>
|
|
<div class="line"><a name="l02481"></a><span class="lineno"> 2481</span>  -><a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#af3346e19f245a59be830e9558002d2d4">PopulateFromSparseVector</a>(row_as_column);</div>
|
|
<div class="line"><a name="l02482"></a><span class="lineno"> 2482</span>  </div>
|
|
<div class="line"><a name="l02483"></a><span class="lineno"> 2483</span>  <span class="comment">// Update the objective function using the equality constraint. We have</span></div>
|
|
<div class="line"><a name="l02484"></a><span class="lineno"> 2484</span>  <span class="comment">// v_col*coeff + expression = rhs,</span></div>
|
|
<div class="line"><a name="l02485"></a><span class="lineno"> 2485</span>  <span class="comment">// so the contribution of this variable to the cost function (v_col * cost)</span></div>
|
|
<div class="line"><a name="l02486"></a><span class="lineno"> 2486</span>  <span class="comment">// can be rewrited as:</span></div>
|
|
<div class="line"><a name="l02487"></a><span class="lineno"> 2487</span>  <span class="comment">// (rhs * cost - expression * cost) / coeff.</span></div>
|
|
<div class="line"><a name="l02488"></a><span class="lineno"> 2488</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> rhs = lp->constraint_upper_bounds()[e.row];</div>
|
|
<div class="line"><a name="l02489"></a><span class="lineno"> 2489</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="routing__flow_8cc.html#a26a8cbbc7bcf4117c2bf65104b4a54b4">cost</a> = lp->objective_coefficients()[e.col];</div>
|
|
<div class="line"><a name="l02490"></a><span class="lineno"> 2490</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> multiplier = <a class="code" href="routing__flow_8cc.html#a26a8cbbc7bcf4117c2bf65104b4a54b4">cost</a> / e.coeff;</div>
|
|
<div class="line"><a name="l02491"></a><span class="lineno"> 2491</span>  lp->SetObjectiveOffset(lp->objective_offset() + rhs * multiplier);</div>
|
|
<div class="line"><a name="l02492"></a><span class="lineno"> 2492</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : row_as_column) {</div>
|
|
<div class="line"><a name="l02493"></a><span class="lineno"> 2493</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(e.row());</div>
|
|
<div class="line"><a name="l02494"></a><span class="lineno"> 2494</span>  <span class="keywordflow">if</span> (!column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a1fbdcd623d96ea5e73d664ce0c6bd002">IsColumnMarked</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l02495"></a><span class="lineno"> 2495</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_cost =</div>
|
|
<div class="line"><a name="l02496"></a><span class="lineno"> 2496</span>  lp->objective_coefficients()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - e.coefficient() * multiplier;</div>
|
|
<div class="line"><a name="l02497"></a><span class="lineno"> 2497</span>  </div>
|
|
<div class="line"><a name="l02498"></a><span class="lineno"> 2498</span>  <span class="comment">// TODO(user): It is important to avoid having non-zero costs which are</span></div>
|
|
<div class="line"><a name="l02499"></a><span class="lineno"> 2499</span>  <span class="comment">// the result of numerical error. This is because we still miss some</span></div>
|
|
<div class="line"><a name="l02500"></a><span class="lineno"> 2500</span>  <span class="comment">// tolerances in a few preprocessors. Like an empty column with a cost of</span></div>
|
|
<div class="line"><a name="l02501"></a><span class="lineno"> 2501</span>  <span class="comment">// 1e-17 and unbounded towards infinity is currently implying that the</span></div>
|
|
<div class="line"><a name="l02502"></a><span class="lineno"> 2502</span>  <span class="comment">// problem is unbounded. This will need fixing.</span></div>
|
|
<div class="line"><a name="l02503"></a><span class="lineno"> 2503</span>  <span class="keywordflow">if</span> (std::abs(new_cost) < <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.preprocessor_zero_tolerance()) {</div>
|
|
<div class="line"><a name="l02504"></a><span class="lineno"> 2504</span>  new_cost = 0.0;</div>
|
|
<div class="line"><a name="l02505"></a><span class="lineno"> 2505</span>  }</div>
|
|
<div class="line"><a name="l02506"></a><span class="lineno"> 2506</span>  lp->SetObjectiveCoefficient(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, new_cost);</div>
|
|
<div class="line"><a name="l02507"></a><span class="lineno"> 2507</span>  }</div>
|
|
<div class="line"><a name="l02508"></a><span class="lineno"> 2508</span>  }</div>
|
|
<div class="line"><a name="l02509"></a><span class="lineno"> 2509</span>  </div>
|
|
<div class="line"><a name="l02510"></a><span class="lineno"> 2510</span>  <span class="comment">// Now delete the column like a singleton column without cost.</span></div>
|
|
<div class="line"><a name="l02511"></a><span class="lineno"> 2511</span>  UpdateConstraintBoundsWithVariableBounds(e, lp);</div>
|
|
<div class="line"><a name="l02512"></a><span class="lineno"> 2512</span>  column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a46b7ed2e9e3a3d5dc9a024801e1baaf7">MarkColumnForDeletion</a>(e.col);</div>
|
|
<div class="line"><a name="l02513"></a><span class="lineno"> 2513</span> }</div>
|
|
<div class="line"><a name="l02514"></a><span class="lineno"> 2514</span>  </div>
|
|
<div class="line"><a name="l02515"></a><span class="lineno"> 2515</span> <span class="keywordtype">void</span> SingletonUndo::SingletonColumnInEqualityUndo(</div>
|
|
<div class="line"><a name="l02516"></a><span class="lineno"> 2516</span>  <span class="keyword">const</span> GlopParameters& <a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>, <span class="keyword">const</span> SparseMatrix& deleted_rows,</div>
|
|
<div class="line"><a name="l02517"></a><span class="lineno"> 2517</span>  ProblemSolution* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l02518"></a><span class="lineno"> 2518</span>  <span class="comment">// First do the same as a zero-cost singleton column.</span></div>
|
|
<div class="line"><a name="l02519"></a><span class="lineno"> 2519</span>  ZeroCostSingletonColumnUndo(<a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>, deleted_rows, solution);</div>
|
|
<div class="line"><a name="l02520"></a><span class="lineno"> 2520</span>  </div>
|
|
<div class="line"><a name="l02521"></a><span class="lineno"> 2521</span>  <span class="comment">// Then, restore the dual optimal value taking into account the cost</span></div>
|
|
<div class="line"><a name="l02522"></a><span class="lineno"> 2522</span>  <span class="comment">// modification.</span></div>
|
|
<div class="line"><a name="l02523"></a><span class="lineno"> 2523</span>  solution->dual_values[e_.row] += cost_ / e_.coeff;</div>
|
|
<div class="line"><a name="l02524"></a><span class="lineno"> 2524</span>  <span class="keywordflow">if</span> (solution->constraint_statuses[e_.row] == <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae4ac03f6c9f00665644e868dd1fb9f1e">ConstraintStatus::BASIC</a>) {</div>
|
|
<div class="line"><a name="l02525"></a><span class="lineno"> 2525</span>  solution->variable_statuses[e_.col] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>;</div>
|
|
<div class="line"><a name="l02526"></a><span class="lineno"> 2526</span>  solution->constraint_statuses[e_.row] = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae91836db656214f9797e10c15928e501">ConstraintStatus::FIXED_VALUE</a>;</div>
|
|
<div class="line"><a name="l02527"></a><span class="lineno"> 2527</span>  }</div>
|
|
<div class="line"><a name="l02528"></a><span class="lineno"> 2528</span> }</div>
|
|
<div class="line"><a name="l02529"></a><span class="lineno"> 2529</span>  </div>
|
|
<div class="line"><a name="l02530"></a><span class="lineno"> 2530</span> <span class="keywordtype">void</span> SingletonUndo::MakeConstraintAnEqualityUndo(</div>
|
|
<div class="line"><a name="l02531"></a><span class="lineno"> 2531</span>  ProblemSolution* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l02532"></a><span class="lineno"> 2532</span>  <span class="keywordflow">if</span> (solution->constraint_statuses[e_.row] == <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae91836db656214f9797e10c15928e501">ConstraintStatus::FIXED_VALUE</a>) {</div>
|
|
<div class="line"><a name="l02533"></a><span class="lineno"> 2533</span>  solution->constraint_statuses[e_.row] = constraint_status_;</div>
|
|
<div class="line"><a name="l02534"></a><span class="lineno"> 2534</span>  }</div>
|
|
<div class="line"><a name="l02535"></a><span class="lineno"> 2535</span> }</div>
|
|
<div class="line"><a name="l02536"></a><span class="lineno"> 2536</span>  </div>
|
|
<div class="line"><a name="l02537"></a><span class="lineno"> 2537</span> <span class="keywordtype">bool</span> SingletonPreprocessor::MakeConstraintAnEqualityIfPossible(</div>
|
|
<div class="line"><a name="l02538"></a><span class="lineno"> 2538</span>  <span class="keyword">const</span> SparseMatrix& transpose, MatrixEntry e, LinearProgram* lp) {</div>
|
|
<div class="line"><a name="l02539"></a><span class="lineno"> 2539</span>  <span class="comment">// TODO(user): We could skip early if the relevant constraint bound is</span></div>
|
|
<div class="line"><a name="l02540"></a><span class="lineno"> 2540</span>  <span class="comment">// infinity.</span></div>
|
|
<div class="line"><a name="l02541"></a><span class="lineno"> 2541</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> cst_lower_bound = lp->constraint_lower_bounds()[e.row];</div>
|
|
<div class="line"><a name="l02542"></a><span class="lineno"> 2542</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> cst_upper_bound = lp->constraint_upper_bounds()[e.row];</div>
|
|
<div class="line"><a name="l02543"></a><span class="lineno"> 2543</span>  <span class="keywordflow">if</span> (cst_lower_bound == cst_upper_bound) <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l02544"></a><span class="lineno"> 2544</span>  </div>
|
|
<div class="line"><a name="l02545"></a><span class="lineno"> 2545</span>  <span class="comment">// To be efficient, we only process a row once and cache the domain that an</span></div>
|
|
<div class="line"><a name="l02546"></a><span class="lineno"> 2546</span>  <span class="comment">// "artificial" extra variable x with coefficient 1.0 could take while still</span></div>
|
|
<div class="line"><a name="l02547"></a><span class="lineno"> 2547</span>  <span class="comment">// making the constraint feasible. The domain bounds for the constraint e.row</span></div>
|
|
<div class="line"><a name="l02548"></a><span class="lineno"> 2548</span>  <span class="comment">// will be stored in row_lb_sum_[e.row] and row_ub_sum_[e.row].</span></div>
|
|
<div class="line"><a name="l02549"></a><span class="lineno"> 2549</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& variable_ubs = lp->variable_upper_bounds();</div>
|
|
<div class="line"><a name="l02550"></a><span class="lineno"> 2550</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& variable_lbs = lp->variable_lower_bounds();</div>
|
|
<div class="line"><a name="l02551"></a><span class="lineno"> 2551</span>  <span class="keywordflow">if</span> (e.row >= row_sum_is_cached_.<a class="code" href="classabsl_1_1_strong_vector.html#a60304b65bf89363bcc3165d3cde67f86">size</a>() || !row_sum_is_cached_[e.row]) {</div>
|
|
<div class="line"><a name="l02552"></a><span class="lineno"> 2552</span>  <span class="keywordflow">if</span> (e.row >= row_sum_is_cached_.<a class="code" href="classabsl_1_1_strong_vector.html#a60304b65bf89363bcc3165d3cde67f86">size</a>()) {</div>
|
|
<div class="line"><a name="l02553"></a><span class="lineno"> 2553</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> new_size = e.row.value() + 1;</div>
|
|
<div class="line"><a name="l02554"></a><span class="lineno"> 2554</span>  row_sum_is_cached_.<a class="code" href="classabsl_1_1_strong_vector.html#a4e3670a285a3642eaa07f66766cffa72">resize</a>(new_size);</div>
|
|
<div class="line"><a name="l02555"></a><span class="lineno"> 2555</span>  row_lb_sum_.resize(new_size);</div>
|
|
<div class="line"><a name="l02556"></a><span class="lineno"> 2556</span>  row_ub_sum_.resize(new_size);</div>
|
|
<div class="line"><a name="l02557"></a><span class="lineno"> 2557</span>  }</div>
|
|
<div class="line"><a name="l02558"></a><span class="lineno"> 2558</span>  row_sum_is_cached_[e.row] = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l02559"></a><span class="lineno"> 2559</span>  row_lb_sum_[e.row].Add(cst_lower_bound);</div>
|
|
<div class="line"><a name="l02560"></a><span class="lineno"> 2560</span>  row_ub_sum_[e.row].Add(cst_upper_bound);</div>
|
|
<div class="line"><a name="l02561"></a><span class="lineno"> 2561</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> entry :</div>
|
|
<div class="line"><a name="l02562"></a><span class="lineno"> 2562</span>  transpose.column(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(e.row))) {</div>
|
|
<div class="line"><a name="l02563"></a><span class="lineno"> 2563</span>  <span class="keyword">const</span> ColIndex row_as_col = <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(entry.row());</div>
|
|
<div class="line"><a name="l02564"></a><span class="lineno"> 2564</span>  </div>
|
|
<div class="line"><a name="l02565"></a><span class="lineno"> 2565</span>  <span class="comment">// Tricky: Even if later more columns are deleted, these "cached" sums</span></div>
|
|
<div class="line"><a name="l02566"></a><span class="lineno"> 2566</span>  <span class="comment">// will actually still be valid because we only delete columns in a</span></div>
|
|
<div class="line"><a name="l02567"></a><span class="lineno"> 2567</span>  <span class="comment">// compatible way.</span></div>
|
|
<div class="line"><a name="l02568"></a><span class="lineno"> 2568</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l02569"></a><span class="lineno"> 2569</span>  <span class="comment">// TODO(user): Find a more robust way? it seems easy to add new deletion</span></div>
|
|
<div class="line"><a name="l02570"></a><span class="lineno"> 2570</span>  <span class="comment">// rules that may break this assumption.</span></div>
|
|
<div class="line"><a name="l02571"></a><span class="lineno"> 2571</span>  <span class="keywordflow">if</span> (column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a1fbdcd623d96ea5e73d664ce0c6bd002">IsColumnMarked</a>(row_as_col)) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02572"></a><span class="lineno"> 2572</span>  <span class="keywordflow">if</span> (entry.coefficient() > 0.0) {</div>
|
|
<div class="line"><a name="l02573"></a><span class="lineno"> 2573</span>  row_lb_sum_[e.row].Add(-entry.coefficient() * variable_ubs[row_as_col]);</div>
|
|
<div class="line"><a name="l02574"></a><span class="lineno"> 2574</span>  row_ub_sum_[e.row].Add(-entry.coefficient() * variable_lbs[row_as_col]);</div>
|
|
<div class="line"><a name="l02575"></a><span class="lineno"> 2575</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02576"></a><span class="lineno"> 2576</span>  row_lb_sum_[e.row].Add(-entry.coefficient() * variable_lbs[row_as_col]);</div>
|
|
<div class="line"><a name="l02577"></a><span class="lineno"> 2577</span>  row_ub_sum_[e.row].Add(-entry.coefficient() * variable_ubs[row_as_col]);</div>
|
|
<div class="line"><a name="l02578"></a><span class="lineno"> 2578</span>  }</div>
|
|
<div class="line"><a name="l02579"></a><span class="lineno"> 2579</span>  </div>
|
|
<div class="line"><a name="l02580"></a><span class="lineno"> 2580</span>  <span class="comment">// TODO(user): Abort early if both sums contain more than 1 infinity?</span></div>
|
|
<div class="line"><a name="l02581"></a><span class="lineno"> 2581</span>  }</div>
|
|
<div class="line"><a name="l02582"></a><span class="lineno"> 2582</span>  }</div>
|
|
<div class="line"><a name="l02583"></a><span class="lineno"> 2583</span>  </div>
|
|
<div class="line"><a name="l02584"></a><span class="lineno"> 2584</span>  <span class="comment">// Now that the lb/ub sum for the row is cached, we can use it to compute the</span></div>
|
|
<div class="line"><a name="l02585"></a><span class="lineno"> 2585</span>  <span class="comment">// implied bounds on the variable from this constraint and the other</span></div>
|
|
<div class="line"><a name="l02586"></a><span class="lineno"> 2586</span>  <span class="comment">// variables.</span></div>
|
|
<div class="line"><a name="l02587"></a><span class="lineno"> 2587</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> c = e.coeff;</div>
|
|
<div class="line"><a name="l02588"></a><span class="lineno"> 2588</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lb =</div>
|
|
<div class="line"><a name="l02589"></a><span class="lineno"> 2589</span>  c > 0.0 ? row_lb_sum_[e.row].SumWithout(-c * variable_ubs[e.col]) / c</div>
|
|
<div class="line"><a name="l02590"></a><span class="lineno"> 2590</span>  : row_ub_sum_[e.row].SumWithout(-c * variable_ubs[e.col]) / c;</div>
|
|
<div class="line"><a name="l02591"></a><span class="lineno"> 2591</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ub =</div>
|
|
<div class="line"><a name="l02592"></a><span class="lineno"> 2592</span>  c > 0.0 ? row_ub_sum_[e.row].SumWithout(-c * variable_lbs[e.col]) / c</div>
|
|
<div class="line"><a name="l02593"></a><span class="lineno"> 2593</span>  : row_lb_sum_[e.row].SumWithout(-c * variable_lbs[e.col]) / c;</div>
|
|
<div class="line"><a name="l02594"></a><span class="lineno"> 2594</span>  </div>
|
|
<div class="line"><a name="l02595"></a><span class="lineno"> 2595</span>  <span class="comment">// Note that we could do the same for singleton variables with a cost of</span></div>
|
|
<div class="line"><a name="l02596"></a><span class="lineno"> 2596</span>  <span class="comment">// 0.0, but such variable are already dealt with by</span></div>
|
|
<div class="line"><a name="l02597"></a><span class="lineno"> 2597</span>  <span class="comment">// DeleteZeroCostSingletonColumn() so there is no point.</span></div>
|
|
<div class="line"><a name="l02598"></a><span class="lineno"> 2598</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="routing__flow_8cc.html#a26a8cbbc7bcf4117c2bf65104b4a54b4">cost</a> =</div>
|
|
<div class="line"><a name="l02599"></a><span class="lineno"> 2599</span>  lp->GetObjectiveCoefficientForMinimizationVersion(e.col);</div>
|
|
<div class="line"><a name="l02600"></a><span class="lineno"> 2600</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(<a class="code" href="routing__flow_8cc.html#a26a8cbbc7bcf4117c2bf65104b4a54b4">cost</a>, 0.0);</div>
|
|
<div class="line"><a name="l02601"></a><span class="lineno"> 2601</span>  </div>
|
|
<div class="line"><a name="l02602"></a><span class="lineno"> 2602</span>  <span class="comment">// Note that some of the tests below will be always true if the bounds of</span></div>
|
|
<div class="line"><a name="l02603"></a><span class="lineno"> 2603</span>  <span class="comment">// the column of index col are infinite. This is the desired behavior.</span></div>
|
|
<div class="line"><a name="l02604"></a><span class="lineno"> 2604</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9">ConstraintStatus</a> relaxed_status = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae91836db656214f9797e10c15928e501">ConstraintStatus::FIXED_VALUE</a>;</div>
|
|
<div class="line"><a name="l02605"></a><span class="lineno"> 2605</span>  <span class="keywordflow">if</span> (<a class="code" href="routing__flow_8cc.html#a26a8cbbc7bcf4117c2bf65104b4a54b4">cost</a> < 0.0 && <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a322abc0882049744dd1169a3d9e176e5">IsSmallerWithinPreprocessorZeroTolerance</a>(</div>
|
|
<div class="line"><a name="l02606"></a><span class="lineno"> 2606</span>  ub, lp->variable_upper_bounds()[e.col])) {</div>
|
|
<div class="line"><a name="l02607"></a><span class="lineno"> 2607</span>  <span class="keywordflow">if</span> (e.coeff > 0) {</div>
|
|
<div class="line"><a name="l02608"></a><span class="lineno"> 2608</span>  <span class="keywordflow">if</span> (cst_upper_bound == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l02609"></a><span class="lineno"> 2609</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a53ef0c1aa260e08f9010ddcc28d5a4a6">ProblemStatus::INFEASIBLE_OR_UNBOUNDED</a>;</div>
|
|
<div class="line"><a name="l02610"></a><span class="lineno"> 2610</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02611"></a><span class="lineno"> 2611</span>  relaxed_status = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a>;</div>
|
|
<div class="line"><a name="l02612"></a><span class="lineno"> 2612</span>  lp->SetConstraintBounds(e.row, cst_upper_bound, cst_upper_bound);</div>
|
|
<div class="line"><a name="l02613"></a><span class="lineno"> 2613</span>  }</div>
|
|
<div class="line"><a name="l02614"></a><span class="lineno"> 2614</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02615"></a><span class="lineno"> 2615</span>  <span class="keywordflow">if</span> (cst_lower_bound == -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l02616"></a><span class="lineno"> 2616</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a53ef0c1aa260e08f9010ddcc28d5a4a6">ProblemStatus::INFEASIBLE_OR_UNBOUNDED</a>;</div>
|
|
<div class="line"><a name="l02617"></a><span class="lineno"> 2617</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02618"></a><span class="lineno"> 2618</span>  relaxed_status = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a>;</div>
|
|
<div class="line"><a name="l02619"></a><span class="lineno"> 2619</span>  lp->SetConstraintBounds(e.row, cst_lower_bound, cst_lower_bound);</div>
|
|
<div class="line"><a name="l02620"></a><span class="lineno"> 2620</span>  }</div>
|
|
<div class="line"><a name="l02621"></a><span class="lineno"> 2621</span>  }</div>
|
|
<div class="line"><a name="l02622"></a><span class="lineno"> 2622</span>  </div>
|
|
<div class="line"><a name="l02623"></a><span class="lineno"> 2623</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> == <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a53ef0c1aa260e08f9010ddcc28d5a4a6">ProblemStatus::INFEASIBLE_OR_UNBOUNDED</a>) {</div>
|
|
<div class="line"><a name="l02624"></a><span class="lineno"> 2624</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(ub, <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l02625"></a><span class="lineno"> 2625</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Problem ProblemStatus::INFEASIBLE_OR_UNBOUNDED, singleton "</span></div>
|
|
<div class="line"><a name="l02626"></a><span class="lineno"> 2626</span>  <span class="stringliteral">"variable "</span></div>
|
|
<div class="line"><a name="l02627"></a><span class="lineno"> 2627</span>  << e.col << <span class="stringliteral">" has a cost (for minimization) of "</span> << <a class="code" href="routing__flow_8cc.html#a26a8cbbc7bcf4117c2bf65104b4a54b4">cost</a></div>
|
|
<div class="line"><a name="l02628"></a><span class="lineno"> 2628</span>  << <span class="stringliteral">" and is unbounded towards kInfinity."</span>;</div>
|
|
<div class="line"><a name="l02629"></a><span class="lineno"> 2629</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l02630"></a><span class="lineno"> 2630</span>  }</div>
|
|
<div class="line"><a name="l02631"></a><span class="lineno"> 2631</span>  </div>
|
|
<div class="line"><a name="l02632"></a><span class="lineno"> 2632</span>  <span class="comment">// This is important but tricky: The upper bound of the variable needs to</span></div>
|
|
<div class="line"><a name="l02633"></a><span class="lineno"> 2633</span>  <span class="comment">// be relaxed. This is valid because the implied bound is lower than the</span></div>
|
|
<div class="line"><a name="l02634"></a><span class="lineno"> 2634</span>  <span class="comment">// original upper bound here. This is needed, so that the optimal</span></div>
|
|
<div class="line"><a name="l02635"></a><span class="lineno"> 2635</span>  <span class="comment">// primal/dual values of the new problem will also be optimal of the</span></div>
|
|
<div class="line"><a name="l02636"></a><span class="lineno"> 2636</span>  <span class="comment">// original one.</span></div>
|
|
<div class="line"><a name="l02637"></a><span class="lineno"> 2637</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l02638"></a><span class="lineno"> 2638</span>  <span class="comment">// Let's prove the case coeff > 0.0 for a minimization problem. In the new</span></div>
|
|
<div class="line"><a name="l02639"></a><span class="lineno"> 2639</span>  <span class="comment">// problem, because the variable is unbounded towards +infinity, its</span></div>
|
|
<div class="line"><a name="l02640"></a><span class="lineno"> 2640</span>  <span class="comment">// reduced cost must satisfy at optimality rc = cost - coeff * dual_v >=</span></div>
|
|
<div class="line"><a name="l02641"></a><span class="lineno"> 2641</span>  <span class="comment">// 0. But this implies dual_v <= cost / coeff <= 0. This is exactly what</span></div>
|
|
<div class="line"><a name="l02642"></a><span class="lineno"> 2642</span>  <span class="comment">// is needed for the optimality of the initial problem since the</span></div>
|
|
<div class="line"><a name="l02643"></a><span class="lineno"> 2643</span>  <span class="comment">// constraint will be at its upper bound, and the corresponding slack</span></div>
|
|
<div class="line"><a name="l02644"></a><span class="lineno"> 2644</span>  <span class="comment">// condition is that the dual value needs to be <= 0.</span></div>
|
|
<div class="line"><a name="l02645"></a><span class="lineno"> 2645</span>  lp->SetVariableBounds(e.col, lp->variable_lower_bounds()[e.col], <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l02646"></a><span class="lineno"> 2646</span>  }</div>
|
|
<div class="line"><a name="l02647"></a><span class="lineno"> 2647</span>  <span class="keywordflow">if</span> (<a class="code" href="routing__flow_8cc.html#a26a8cbbc7bcf4117c2bf65104b4a54b4">cost</a> > 0.0 && <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a322abc0882049744dd1169a3d9e176e5">IsSmallerWithinPreprocessorZeroTolerance</a>(</div>
|
|
<div class="line"><a name="l02648"></a><span class="lineno"> 2648</span>  lp->variable_lower_bounds()[e.col], lb)) {</div>
|
|
<div class="line"><a name="l02649"></a><span class="lineno"> 2649</span>  <span class="keywordflow">if</span> (e.coeff > 0) {</div>
|
|
<div class="line"><a name="l02650"></a><span class="lineno"> 2650</span>  <span class="keywordflow">if</span> (cst_lower_bound == -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l02651"></a><span class="lineno"> 2651</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a53ef0c1aa260e08f9010ddcc28d5a4a6">ProblemStatus::INFEASIBLE_OR_UNBOUNDED</a>;</div>
|
|
<div class="line"><a name="l02652"></a><span class="lineno"> 2652</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02653"></a><span class="lineno"> 2653</span>  relaxed_status = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a>;</div>
|
|
<div class="line"><a name="l02654"></a><span class="lineno"> 2654</span>  lp->SetConstraintBounds(e.row, cst_lower_bound, cst_lower_bound);</div>
|
|
<div class="line"><a name="l02655"></a><span class="lineno"> 2655</span>  }</div>
|
|
<div class="line"><a name="l02656"></a><span class="lineno"> 2656</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02657"></a><span class="lineno"> 2657</span>  <span class="keywordflow">if</span> (cst_upper_bound == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l02658"></a><span class="lineno"> 2658</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a53ef0c1aa260e08f9010ddcc28d5a4a6">ProblemStatus::INFEASIBLE_OR_UNBOUNDED</a>;</div>
|
|
<div class="line"><a name="l02659"></a><span class="lineno"> 2659</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02660"></a><span class="lineno"> 2660</span>  relaxed_status = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a>;</div>
|
|
<div class="line"><a name="l02661"></a><span class="lineno"> 2661</span>  lp->SetConstraintBounds(e.row, cst_upper_bound, cst_upper_bound);</div>
|
|
<div class="line"><a name="l02662"></a><span class="lineno"> 2662</span>  }</div>
|
|
<div class="line"><a name="l02663"></a><span class="lineno"> 2663</span>  }</div>
|
|
<div class="line"><a name="l02664"></a><span class="lineno"> 2664</span>  </div>
|
|
<div class="line"><a name="l02665"></a><span class="lineno"> 2665</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> == <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a53ef0c1aa260e08f9010ddcc28d5a4a6">ProblemStatus::INFEASIBLE_OR_UNBOUNDED</a>) {</div>
|
|
<div class="line"><a name="l02666"></a><span class="lineno"> 2666</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(lb, -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l02667"></a><span class="lineno"> 2667</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Problem ProblemStatus::INFEASIBLE_OR_UNBOUNDED, singleton "</span></div>
|
|
<div class="line"><a name="l02668"></a><span class="lineno"> 2668</span>  <span class="stringliteral">"variable "</span></div>
|
|
<div class="line"><a name="l02669"></a><span class="lineno"> 2669</span>  << e.col << <span class="stringliteral">" has a cost (for minimization) of "</span> << <a class="code" href="routing__flow_8cc.html#a26a8cbbc7bcf4117c2bf65104b4a54b4">cost</a></div>
|
|
<div class="line"><a name="l02670"></a><span class="lineno"> 2670</span>  << <span class="stringliteral">" and is unbounded towards -kInfinity."</span>;</div>
|
|
<div class="line"><a name="l02671"></a><span class="lineno"> 2671</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l02672"></a><span class="lineno"> 2672</span>  }</div>
|
|
<div class="line"><a name="l02673"></a><span class="lineno"> 2673</span>  </div>
|
|
<div class="line"><a name="l02674"></a><span class="lineno"> 2674</span>  <span class="comment">// Same remark as above for a lower bounded variable this time.</span></div>
|
|
<div class="line"><a name="l02675"></a><span class="lineno"> 2675</span>  lp->SetVariableBounds(e.col, -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>,</div>
|
|
<div class="line"><a name="l02676"></a><span class="lineno"> 2676</span>  lp->variable_upper_bounds()[e.col]);</div>
|
|
<div class="line"><a name="l02677"></a><span class="lineno"> 2677</span>  }</div>
|
|
<div class="line"><a name="l02678"></a><span class="lineno"> 2678</span>  </div>
|
|
<div class="line"><a name="l02679"></a><span class="lineno"> 2679</span>  <span class="keywordflow">if</span> (lp->constraint_lower_bounds()[e.row] ==</div>
|
|
<div class="line"><a name="l02680"></a><span class="lineno"> 2680</span>  lp->constraint_upper_bounds()[e.row]) {</div>
|
|
<div class="line"><a name="l02681"></a><span class="lineno"> 2681</span>  undo_stack_.push_back(SingletonUndo(</div>
|
|
<div class="line"><a name="l02682"></a><span class="lineno"> 2682</span>  <a class="code" href="classoperations__research_1_1glop_1_1_singleton_undo.html#a9a2c9c31d675b34f6ec35cc1ca89e047a629106ec8d53390d18c3f330156486ec">SingletonUndo::MAKE_CONSTRAINT_AN_EQUALITY</a>, *lp, e, relaxed_status));</div>
|
|
<div class="line"><a name="l02683"></a><span class="lineno"> 2683</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l02684"></a><span class="lineno"> 2684</span>  }</div>
|
|
<div class="line"><a name="l02685"></a><span class="lineno"> 2685</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l02686"></a><span class="lineno"> 2686</span> }</div>
|
|
<div class="line"><a name="l02687"></a><span class="lineno"> 2687</span>  </div>
|
|
<div class="line"><a name="l02688"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_singleton_preprocessor.html#a5d398cb6297813f547da141848e70bbc"> 2688</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_singleton_preprocessor.html#a5d398cb6297813f547da141848e70bbc">SingletonPreprocessor::Run</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l02689"></a><span class="lineno"> 2689</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l02690"></a><span class="lineno"> 2690</span>  <a class="code" href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a>(lp, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l02691"></a><span class="lineno"> 2691</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& matrix = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a33b78d7012477c55f395aaf92ca6e9f4">GetSparseMatrix</a>();</div>
|
|
<div class="line"><a name="l02692"></a><span class="lineno"> 2692</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& transpose = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2175025047722705a3af86e54229f9cd">GetTransposeSparseMatrix</a>();</div>
|
|
<div class="line"><a name="l02693"></a><span class="lineno"> 2693</span>  </div>
|
|
<div class="line"><a name="l02694"></a><span class="lineno"> 2694</span>  <span class="comment">// Initialize column_to_process with the current singleton columns.</span></div>
|
|
<div class="line"><a name="l02695"></a><span class="lineno"> 2695</span>  ColIndex num_cols(matrix.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>());</div>
|
|
<div class="line"><a name="l02696"></a><span class="lineno"> 2696</span>  RowIndex num_rows(matrix.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">num_rows</a>());</div>
|
|
<div class="line"><a name="l02697"></a><span class="lineno"> 2697</span>  deleted_columns_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#ae1b90982a83e1b025ebbc1c446980640">PopulateFromZero</a>(num_rows, num_cols);</div>
|
|
<div class="line"><a name="l02698"></a><span class="lineno"> 2698</span>  deleted_rows_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#ae1b90982a83e1b025ebbc1c446980640">PopulateFromZero</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">ColToRowIndex</a>(num_cols),</div>
|
|
<div class="line"><a name="l02699"></a><span class="lineno"> 2699</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(num_rows));</div>
|
|
<div class="line"><a name="l02700"></a><span class="lineno"> 2700</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">StrictITIVector<ColIndex, EntryIndex></a> column_degree(num_cols, EntryIndex(0));</div>
|
|
<div class="line"><a name="l02701"></a><span class="lineno"> 2701</span>  std::vector<ColIndex> column_to_process;</div>
|
|
<div class="line"><a name="l02702"></a><span class="lineno"> 2702</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l02703"></a><span class="lineno"> 2703</span>  column_degree[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = matrix.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>).<a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>();</div>
|
|
<div class="line"><a name="l02704"></a><span class="lineno"> 2704</span>  <span class="keywordflow">if</span> (column_degree[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == 1) {</div>
|
|
<div class="line"><a name="l02705"></a><span class="lineno"> 2705</span>  column_to_process.push_back(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l02706"></a><span class="lineno"> 2706</span>  }</div>
|
|
<div class="line"><a name="l02707"></a><span class="lineno"> 2707</span>  }</div>
|
|
<div class="line"><a name="l02708"></a><span class="lineno"> 2708</span>  </div>
|
|
<div class="line"><a name="l02709"></a><span class="lineno"> 2709</span>  <span class="comment">// Initialize row_to_process with the current singleton rows.</span></div>
|
|
<div class="line"><a name="l02710"></a><span class="lineno"> 2710</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">StrictITIVector<RowIndex, EntryIndex></a> row_degree(num_rows, EntryIndex(0));</div>
|
|
<div class="line"><a name="l02711"></a><span class="lineno"> 2711</span>  std::vector<RowIndex> row_to_process;</div>
|
|
<div class="line"><a name="l02712"></a><span class="lineno"> 2712</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>
|
|
<div class="line"><a name="l02713"></a><span class="lineno"> 2713</span>  row_degree[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = transpose.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)).<a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>();</div>
|
|
<div class="line"><a name="l02714"></a><span class="lineno"> 2714</span>  <span class="keywordflow">if</span> (row_degree[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == 1) {</div>
|
|
<div class="line"><a name="l02715"></a><span class="lineno"> 2715</span>  row_to_process.push_back(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l02716"></a><span class="lineno"> 2716</span>  }</div>
|
|
<div class="line"><a name="l02717"></a><span class="lineno"> 2717</span>  }</div>
|
|
<div class="line"><a name="l02718"></a><span class="lineno"> 2718</span>  </div>
|
|
<div class="line"><a name="l02719"></a><span class="lineno"> 2719</span>  <span class="comment">// Process current singleton rows/columns and enqueue new ones.</span></div>
|
|
<div class="line"><a name="l02720"></a><span class="lineno"> 2720</span>  <span class="keywordflow">while</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> == <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9afaee4ca3c30ee18148ce3ada37466498">ProblemStatus::INIT</a> &&</div>
|
|
<div class="line"><a name="l02721"></a><span class="lineno"> 2721</span>  (!column_to_process.empty() || !row_to_process.empty())) {</div>
|
|
<div class="line"><a name="l02722"></a><span class="lineno"> 2722</span>  <span class="keywordflow">while</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> == <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9afaee4ca3c30ee18148ce3ada37466498">ProblemStatus::INIT</a> && !column_to_process.empty()) {</div>
|
|
<div class="line"><a name="l02723"></a><span class="lineno"> 2723</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = column_to_process.back();</div>
|
|
<div class="line"><a name="l02724"></a><span class="lineno"> 2724</span>  column_to_process.pop_back();</div>
|
|
<div class="line"><a name="l02725"></a><span class="lineno"> 2725</span>  <span class="keywordflow">if</span> (column_degree[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] <= 0) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02726"></a><span class="lineno"> 2726</span>  <span class="keyword">const</span> MatrixEntry e = GetSingletonColumnMatrixEntry(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, matrix);</div>
|
|
<div class="line"><a name="l02727"></a><span class="lineno"> 2727</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a3ad0a2aeb2c7f12fb9d3439a480ffbde">in_mip_context_</a> && lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4f3103f39bdbb86151baed2347f7b0a">IsVariableInteger</a>(e.col) &&</div>
|
|
<div class="line"><a name="l02728"></a><span class="lineno"> 2728</span>  !IntegerSingletonColumnIsRemovable(e, *lp)) {</div>
|
|
<div class="line"><a name="l02729"></a><span class="lineno"> 2729</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02730"></a><span class="lineno"> 2730</span>  }</div>
|
|
<div class="line"><a name="l02731"></a><span class="lineno"> 2731</span>  </div>
|
|
<div class="line"><a name="l02732"></a><span class="lineno"> 2732</span>  <span class="comment">// TODO(user): It seems better to process all the singleton columns with</span></div>
|
|
<div class="line"><a name="l02733"></a><span class="lineno"> 2733</span>  <span class="comment">// a cost of zero first.</span></div>
|
|
<div class="line"><a name="l02734"></a><span class="lineno"> 2734</span>  <span class="keywordflow">if</span> (lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == 0.0) {</div>
|
|
<div class="line"><a name="l02735"></a><span class="lineno"> 2735</span>  DeleteZeroCostSingletonColumn(transpose, e, lp);</div>
|
|
<div class="line"><a name="l02736"></a><span class="lineno"> 2736</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (MakeConstraintAnEqualityIfPossible(transpose, e, lp)) {</div>
|
|
<div class="line"><a name="l02737"></a><span class="lineno"> 2737</span>  DeleteSingletonColumnInEquality(transpose, e, lp);</div>
|
|
<div class="line"><a name="l02738"></a><span class="lineno"> 2738</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02739"></a><span class="lineno"> 2739</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02740"></a><span class="lineno"> 2740</span>  }</div>
|
|
<div class="line"><a name="l02741"></a><span class="lineno"> 2741</span>  --row_degree[e.row];</div>
|
|
<div class="line"><a name="l02742"></a><span class="lineno"> 2742</span>  <span class="keywordflow">if</span> (row_degree[e.row] == 1) {</div>
|
|
<div class="line"><a name="l02743"></a><span class="lineno"> 2743</span>  row_to_process.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(e.row);</div>
|
|
<div class="line"><a name="l02744"></a><span class="lineno"> 2744</span>  }</div>
|
|
<div class="line"><a name="l02745"></a><span class="lineno"> 2745</span>  }</div>
|
|
<div class="line"><a name="l02746"></a><span class="lineno"> 2746</span>  <span class="keywordflow">while</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> == <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9afaee4ca3c30ee18148ce3ada37466498">ProblemStatus::INIT</a> && !row_to_process.empty()) {</div>
|
|
<div class="line"><a name="l02747"></a><span class="lineno"> 2747</span>  <span class="keyword">const</span> RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = row_to_process.back();</div>
|
|
<div class="line"><a name="l02748"></a><span class="lineno"> 2748</span>  row_to_process.pop_back();</div>
|
|
<div class="line"><a name="l02749"></a><span class="lineno"> 2749</span>  <span class="keywordflow">if</span> (row_degree[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] <= 0) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02750"></a><span class="lineno"> 2750</span>  <span class="keyword">const</span> MatrixEntry e = GetSingletonRowMatrixEntry(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, transpose);</div>
|
|
<div class="line"><a name="l02751"></a><span class="lineno"> 2751</span>  </div>
|
|
<div class="line"><a name="l02752"></a><span class="lineno"> 2752</span>  DeleteSingletonRow(e, lp);</div>
|
|
<div class="line"><a name="l02753"></a><span class="lineno"> 2753</span>  --column_degree[e.col];</div>
|
|
<div class="line"><a name="l02754"></a><span class="lineno"> 2754</span>  <span class="keywordflow">if</span> (column_degree[e.col] == 1) {</div>
|
|
<div class="line"><a name="l02755"></a><span class="lineno"> 2755</span>  column_to_process.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(e.col);</div>
|
|
<div class="line"><a name="l02756"></a><span class="lineno"> 2756</span>  }</div>
|
|
<div class="line"><a name="l02757"></a><span class="lineno"> 2757</span>  }</div>
|
|
<div class="line"><a name="l02758"></a><span class="lineno"> 2758</span>  }</div>
|
|
<div class="line"><a name="l02759"></a><span class="lineno"> 2759</span>  </div>
|
|
<div class="line"><a name="l02760"></a><span class="lineno"> 2760</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> != <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9afaee4ca3c30ee18148ce3ada37466498">ProblemStatus::INIT</a>) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l02761"></a><span class="lineno"> 2761</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac59fd9cddfe284bf9dc7581ed631ce8d">DeleteColumns</a>(column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a6afccf8c0c7105ba45b8d7bd47830239">GetMarkedColumns</a>());</div>
|
|
<div class="line"><a name="l02762"></a><span class="lineno"> 2762</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac220cc5563c65b821d9d043010bb2121">DeleteRows</a>(row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a4dda252e2b65e3aa074c002daf6f86b8">GetMarkedRows</a>());</div>
|
|
<div class="line"><a name="l02763"></a><span class="lineno"> 2763</span>  <span class="keywordflow">return</span> !column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>() || !row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>();</div>
|
|
<div class="line"><a name="l02764"></a><span class="lineno"> 2764</span> }</div>
|
|
<div class="line"><a name="l02765"></a><span class="lineno"> 2765</span>  </div>
|
|
<div class="line"><a name="l02766"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_singleton_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf"> 2766</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_singleton_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">SingletonPreprocessor::RecoverSolution</a>(<a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l02767"></a><span class="lineno"> 2767</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l02768"></a><span class="lineno"> 2768</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(solution);</div>
|
|
<div class="line"><a name="l02769"></a><span class="lineno"> 2769</span>  </div>
|
|
<div class="line"><a name="l02770"></a><span class="lineno"> 2770</span>  <span class="comment">// Note that the two deletion helpers must restore 0.0 values in the positions</span></div>
|
|
<div class="line"><a name="l02771"></a><span class="lineno"> 2771</span>  <span class="comment">// that will be used during Undo(). That is, all the calls done by this class</span></div>
|
|
<div class="line"><a name="l02772"></a><span class="lineno"> 2772</span>  <span class="comment">// to MarkColumnForDeletion() should be done with 0.0 as the value to restore</span></div>
|
|
<div class="line"><a name="l02773"></a><span class="lineno"> 2773</span>  <span class="comment">// (which is already the case when using MarkRowForDeletion()).</span></div>
|
|
<div class="line"><a name="l02774"></a><span class="lineno"> 2774</span>  <span class="comment">// This is important because the various Undo() functions assume that a</span></div>
|
|
<div class="line"><a name="l02775"></a><span class="lineno"> 2775</span>  <span class="comment">// primal/dual variable value which isn't restored yet has the value of 0.0.</span></div>
|
|
<div class="line"><a name="l02776"></a><span class="lineno"> 2776</span>  column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#ab73f53154d99b3cd13dae72fd418985d">RestoreDeletedColumns</a>(solution);</div>
|
|
<div class="line"><a name="l02777"></a><span class="lineno"> 2777</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a43e3b399f53b38b75171071c9d730c5b">RestoreDeletedRows</a>(solution);</div>
|
|
<div class="line"><a name="l02778"></a><span class="lineno"> 2778</span>  </div>
|
|
<div class="line"><a name="l02779"></a><span class="lineno"> 2779</span>  <span class="comment">// It is important to undo the operations in the correct order, i.e. in the</span></div>
|
|
<div class="line"><a name="l02780"></a><span class="lineno"> 2780</span>  <span class="comment">// reverse order in which they were done.</span></div>
|
|
<div class="line"><a name="l02781"></a><span class="lineno"> 2781</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = undo_stack_.size() - 1; i >= 0; --i) {</div>
|
|
<div class="line"><a name="l02782"></a><span class="lineno"> 2782</span>  undo_stack_[i].Undo(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>, deleted_columns_, deleted_rows_, solution);</div>
|
|
<div class="line"><a name="l02783"></a><span class="lineno"> 2783</span>  }</div>
|
|
<div class="line"><a name="l02784"></a><span class="lineno"> 2784</span> }</div>
|
|
<div class="line"><a name="l02785"></a><span class="lineno"> 2785</span>  </div>
|
|
<div class="line"><a name="l02786"></a><span class="lineno"> 2786</span> MatrixEntry SingletonPreprocessor::GetSingletonColumnMatrixEntry(</div>
|
|
<div class="line"><a name="l02787"></a><span class="lineno"> 2787</span>  ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& matrix) {</div>
|
|
<div class="line"><a name="l02788"></a><span class="lineno"> 2788</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : matrix.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l02789"></a><span class="lineno"> 2789</span>  <span class="keywordflow">if</span> (!row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a8b572400ae17e537ba55eb01667dd5c7">IsRowMarked</a>(e.row())) {</div>
|
|
<div class="line"><a name="l02790"></a><span class="lineno"> 2790</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(0.0, e.coefficient());</div>
|
|
<div class="line"><a name="l02791"></a><span class="lineno"> 2791</span>  <span class="keywordflow">return</span> MatrixEntry(e.row(), <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, e.coefficient());</div>
|
|
<div class="line"><a name="l02792"></a><span class="lineno"> 2792</span>  }</div>
|
|
<div class="line"><a name="l02793"></a><span class="lineno"> 2793</span>  }</div>
|
|
<div class="line"><a name="l02794"></a><span class="lineno"> 2794</span>  <span class="comment">// This shouldn't happen.</span></div>
|
|
<div class="line"><a name="l02795"></a><span class="lineno"> 2795</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(DFATAL) << <span class="stringliteral">"No unmarked entry in a column that is supposed to have one."</span>;</div>
|
|
<div class="line"><a name="l02796"></a><span class="lineno"> 2796</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a88ec4386a3c49b50819358a579fb9adb">ProblemStatus::ABNORMAL</a>;</div>
|
|
<div class="line"><a name="l02797"></a><span class="lineno"> 2797</span>  <span class="keywordflow">return</span> MatrixEntry(RowIndex(0), ColIndex(0), 0.0);</div>
|
|
<div class="line"><a name="l02798"></a><span class="lineno"> 2798</span> }</div>
|
|
<div class="line"><a name="l02799"></a><span class="lineno"> 2799</span>  </div>
|
|
<div class="line"><a name="l02800"></a><span class="lineno"> 2800</span> MatrixEntry SingletonPreprocessor::GetSingletonRowMatrixEntry(</div>
|
|
<div class="line"><a name="l02801"></a><span class="lineno"> 2801</span>  RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <span class="keyword">const</span> SparseMatrix& transpose) {</div>
|
|
<div class="line"><a name="l02802"></a><span class="lineno"> 2802</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : transpose.column(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>))) {</div>
|
|
<div class="line"><a name="l02803"></a><span class="lineno"> 2803</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(e.row());</div>
|
|
<div class="line"><a name="l02804"></a><span class="lineno"> 2804</span>  <span class="keywordflow">if</span> (!column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a1fbdcd623d96ea5e73d664ce0c6bd002">IsColumnMarked</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l02805"></a><span class="lineno"> 2805</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(0.0, e.coefficient());</div>
|
|
<div class="line"><a name="l02806"></a><span class="lineno"> 2806</span>  <span class="keywordflow">return</span> MatrixEntry(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, e.coefficient());</div>
|
|
<div class="line"><a name="l02807"></a><span class="lineno"> 2807</span>  }</div>
|
|
<div class="line"><a name="l02808"></a><span class="lineno"> 2808</span>  }</div>
|
|
<div class="line"><a name="l02809"></a><span class="lineno"> 2809</span>  <span class="comment">// This shouldn't happen.</span></div>
|
|
<div class="line"><a name="l02810"></a><span class="lineno"> 2810</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(DFATAL) << <span class="stringliteral">"No unmarked entry in a row that is supposed to have one."</span>;</div>
|
|
<div class="line"><a name="l02811"></a><span class="lineno"> 2811</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a88ec4386a3c49b50819358a579fb9adb">ProblemStatus::ABNORMAL</a>;</div>
|
|
<div class="line"><a name="l02812"></a><span class="lineno"> 2812</span>  <span class="keywordflow">return</span> MatrixEntry(RowIndex(0), ColIndex(0), 0.0);</div>
|
|
<div class="line"><a name="l02813"></a><span class="lineno"> 2813</span> }</div>
|
|
<div class="line"><a name="l02814"></a><span class="lineno"> 2814</span>  </div>
|
|
<div class="line"><a name="l02815"></a><span class="lineno"> 2815</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l02816"></a><span class="lineno"> 2816</span> <span class="comment">// RemoveNearZeroEntriesPreprocessor</span></div>
|
|
<div class="line"><a name="l02817"></a><span class="lineno"> 2817</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l02818"></a><span class="lineno"> 2818</span>  </div>
|
|
<div class="line"><a name="l02819"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_remove_near_zero_entries_preprocessor.html#a5d398cb6297813f547da141848e70bbc"> 2819</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_remove_near_zero_entries_preprocessor.html#a5d398cb6297813f547da141848e70bbc">RemoveNearZeroEntriesPreprocessor::Run</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l02820"></a><span class="lineno"> 2820</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l02821"></a><span class="lineno"> 2821</span>  <a class="code" href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a>(lp, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l02822"></a><span class="lineno"> 2822</span>  <span class="keyword">const</span> ColIndex num_cols = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l02823"></a><span class="lineno"> 2823</span>  <span class="keywordflow">if</span> (num_cols == 0) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l02824"></a><span class="lineno"> 2824</span>  </div>
|
|
<div class="line"><a name="l02825"></a><span class="lineno"> 2825</span>  <span class="comment">// We will use a different threshold for each row depending on its degree.</span></div>
|
|
<div class="line"><a name="l02826"></a><span class="lineno"> 2826</span>  <span class="comment">// We use Fractionals for convenience since they will be used as such below.</span></div>
|
|
<div class="line"><a name="l02827"></a><span class="lineno"> 2827</span>  <span class="keyword">const</span> RowIndex num_rows = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
|
|
<div class="line"><a name="l02828"></a><span class="lineno"> 2828</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a> row_degree(num_rows, 0.0);</div>
|
|
<div class="line"><a name="l02829"></a><span class="lineno"> 2829</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> num_non_zero_objective_coefficients = 0.0;</div>
|
|
<div class="line"><a name="l02830"></a><span class="lineno"> 2830</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l02831"></a><span class="lineno"> 2831</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l02832"></a><span class="lineno"> 2832</span>  row_degree[e.row()] += 1.0;</div>
|
|
<div class="line"><a name="l02833"></a><span class="lineno"> 2833</span>  }</div>
|
|
<div class="line"><a name="l02834"></a><span class="lineno"> 2834</span>  <span class="keywordflow">if</span> (lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != 0.0) {</div>
|
|
<div class="line"><a name="l02835"></a><span class="lineno"> 2835</span>  num_non_zero_objective_coefficients += 1.0;</div>
|
|
<div class="line"><a name="l02836"></a><span class="lineno"> 2836</span>  }</div>
|
|
<div class="line"><a name="l02837"></a><span class="lineno"> 2837</span>  }</div>
|
|
<div class="line"><a name="l02838"></a><span class="lineno"> 2838</span>  </div>
|
|
<div class="line"><a name="l02839"></a><span class="lineno"> 2839</span>  <span class="comment">// To not have too many parameters, we use the preprocessor_zero_tolerance.</span></div>
|
|
<div class="line"><a name="l02840"></a><span class="lineno"> 2840</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> allowed_impact = <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.preprocessor_zero_tolerance();</div>
|
|
<div class="line"><a name="l02841"></a><span class="lineno"> 2841</span>  </div>
|
|
<div class="line"><a name="l02842"></a><span class="lineno"> 2842</span>  <span class="comment">// TODO(user): Our criteria ensure that during presolve a primal feasible</span></div>
|
|
<div class="line"><a name="l02843"></a><span class="lineno"> 2843</span>  <span class="comment">// solution will stay primal feasible. However, we have no guarantee on the</span></div>
|
|
<div class="line"><a name="l02844"></a><span class="lineno"> 2844</span>  <span class="comment">// dual-feasibility (because the dual variable values range is not taken into</span></div>
|
|
<div class="line"><a name="l02845"></a><span class="lineno"> 2845</span>  <span class="comment">// account). Fix that? or find a better criteria since it seems that on all</span></div>
|
|
<div class="line"><a name="l02846"></a><span class="lineno"> 2846</span>  <span class="comment">// our current problems, this preprocessor helps and doesn't introduce errors.</span></div>
|
|
<div class="line"><a name="l02847"></a><span class="lineno"> 2847</span>  <span class="keyword">const</span> EntryIndex initial_num_entries = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>();</div>
|
|
<div class="line"><a name="l02848"></a><span class="lineno"> 2848</span>  <span class="keywordtype">int</span> num_zeroed_objective_coefficients = 0;</div>
|
|
<div class="line"><a name="l02849"></a><span class="lineno"> 2849</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l02850"></a><span class="lineno"> 2850</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l02851"></a><span class="lineno"> 2851</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l02852"></a><span class="lineno"> 2852</span>  </div>
|
|
<div class="line"><a name="l02853"></a><span class="lineno"> 2853</span>  <span class="comment">// TODO(user): Write a small class that takes a matrix, its transpose, row</span></div>
|
|
<div class="line"><a name="l02854"></a><span class="lineno"> 2854</span>  <span class="comment">// and column bounds, and "propagate" the bounds as much as possible so we</span></div>
|
|
<div class="line"><a name="l02855"></a><span class="lineno"> 2855</span>  <span class="comment">// can use this better estimate here and remove more near-zero entries.</span></div>
|
|
<div class="line"><a name="l02856"></a><span class="lineno"> 2856</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> max_magnitude =</div>
|
|
<div class="line"><a name="l02857"></a><span class="lineno"> 2857</span>  <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(std::abs(lower_bound), std::abs(upper_bound));</div>
|
|
<div class="line"><a name="l02858"></a><span class="lineno"> 2858</span>  <span class="keywordflow">if</span> (max_magnitude == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> || max_magnitude == 0) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02859"></a><span class="lineno"> 2859</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> threshold = allowed_impact / max_magnitude;</div>
|
|
<div class="line"><a name="l02860"></a><span class="lineno"> 2860</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a88cc1c4519b043336ce23cdcec5fb0c2">GetMutableSparseColumn</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)-><a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#a5b9746c75f781968b2f21e2e5701cd84">RemoveNearZeroEntriesWithWeights</a>(</div>
|
|
<div class="line"><a name="l02861"></a><span class="lineno"> 2861</span>  threshold, row_degree);</div>
|
|
<div class="line"><a name="l02862"></a><span class="lineno"> 2862</span>  </div>
|
|
<div class="line"><a name="l02863"></a><span class="lineno"> 2863</span>  <span class="keywordflow">if</span> (lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != 0.0 &&</div>
|
|
<div class="line"><a name="l02864"></a><span class="lineno"> 2864</span>  num_non_zero_objective_coefficients *</div>
|
|
<div class="line"><a name="l02865"></a><span class="lineno"> 2865</span>  std::abs(lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) <</div>
|
|
<div class="line"><a name="l02866"></a><span class="lineno"> 2866</span>  threshold) {</div>
|
|
<div class="line"><a name="l02867"></a><span class="lineno"> 2867</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, 0.0);</div>
|
|
<div class="line"><a name="l02868"></a><span class="lineno"> 2868</span>  ++num_zeroed_objective_coefficients;</div>
|
|
<div class="line"><a name="l02869"></a><span class="lineno"> 2869</span>  }</div>
|
|
<div class="line"><a name="l02870"></a><span class="lineno"> 2870</span>  }</div>
|
|
<div class="line"><a name="l02871"></a><span class="lineno"> 2871</span>  </div>
|
|
<div class="line"><a name="l02872"></a><span class="lineno"> 2872</span>  <span class="keyword">const</span> EntryIndex <a class="code" href="preprocessor_8cc.html#a2babe18010525bbf13c2fa5a959971e4">num_entries</a> = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>();</div>
|
|
<div class="line"><a name="l02873"></a><span class="lineno"> 2873</span>  <span class="keywordflow">if</span> (<a class="code" href="preprocessor_8cc.html#a2babe18010525bbf13c2fa5a959971e4">num_entries</a> != initial_num_entries) {</div>
|
|
<div class="line"><a name="l02874"></a><span class="lineno"> 2874</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Removed "</span> << initial_num_entries - <a class="code" href="preprocessor_8cc.html#a2babe18010525bbf13c2fa5a959971e4">num_entries</a></div>
|
|
<div class="line"><a name="l02875"></a><span class="lineno"> 2875</span>  << <span class="stringliteral">" near-zero entries."</span>;</div>
|
|
<div class="line"><a name="l02876"></a><span class="lineno"> 2876</span>  }</div>
|
|
<div class="line"><a name="l02877"></a><span class="lineno"> 2877</span>  <span class="keywordflow">if</span> (num_zeroed_objective_coefficients > 0) {</div>
|
|
<div class="line"><a name="l02878"></a><span class="lineno"> 2878</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Removed "</span> << num_zeroed_objective_coefficients</div>
|
|
<div class="line"><a name="l02879"></a><span class="lineno"> 2879</span>  << <span class="stringliteral">" near-zero objective coefficients."</span>;</div>
|
|
<div class="line"><a name="l02880"></a><span class="lineno"> 2880</span>  }</div>
|
|
<div class="line"><a name="l02881"></a><span class="lineno"> 2881</span>  </div>
|
|
<div class="line"><a name="l02882"></a><span class="lineno"> 2882</span>  <span class="comment">// No post-solve is required.</span></div>
|
|
<div class="line"><a name="l02883"></a><span class="lineno"> 2883</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l02884"></a><span class="lineno"> 2884</span> }</div>
|
|
<div class="line"><a name="l02885"></a><span class="lineno"> 2885</span>  </div>
|
|
<div class="line"><a name="l02886"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_remove_near_zero_entries_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf"> 2886</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_remove_near_zero_entries_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">RemoveNearZeroEntriesPreprocessor::RecoverSolution</a>(</div>
|
|
<div class="line"><a name="l02887"></a><span class="lineno"> 2887</span>  <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{}</div>
|
|
<div class="line"><a name="l02888"></a><span class="lineno"> 2888</span>  </div>
|
|
<div class="line"><a name="l02889"></a><span class="lineno"> 2889</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l02890"></a><span class="lineno"> 2890</span> <span class="comment">// SingletonColumnSignPreprocessor</span></div>
|
|
<div class="line"><a name="l02891"></a><span class="lineno"> 2891</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l02892"></a><span class="lineno"> 2892</span>  </div>
|
|
<div class="line"><a name="l02893"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_singleton_column_sign_preprocessor.html#a5d398cb6297813f547da141848e70bbc"> 2893</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_singleton_column_sign_preprocessor.html#a5d398cb6297813f547da141848e70bbc">SingletonColumnSignPreprocessor::Run</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l02894"></a><span class="lineno"> 2894</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l02895"></a><span class="lineno"> 2895</span>  <a class="code" href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a>(lp, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l02896"></a><span class="lineno"> 2896</span>  <span class="keyword">const</span> ColIndex num_cols = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l02897"></a><span class="lineno"> 2897</span>  <span class="keywordflow">if</span> (num_cols == 0) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l02898"></a><span class="lineno"> 2898</span>  </div>
|
|
<div class="line"><a name="l02899"></a><span class="lineno"> 2899</span>  changed_columns_.clear();</div>
|
|
<div class="line"><a name="l02900"></a><span class="lineno"> 2900</span>  <span class="keywordtype">int</span> num_singletons = 0;</div>
|
|
<div class="line"><a name="l02901"></a><span class="lineno"> 2901</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l02902"></a><span class="lineno"> 2902</span>  <a class="code" href="classoperations__research_1_1glop_1_1_sparse_column.html">SparseColumn</a>* sparse_column = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a88cc1c4519b043336ce23cdcec5fb0c2">GetMutableSparseColumn</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l02903"></a><span class="lineno"> 2903</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="routing__flow_8cc.html#a26a8cbbc7bcf4117c2bf65104b4a54b4">cost</a> = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l02904"></a><span class="lineno"> 2904</span>  <span class="keywordflow">if</span> (sparse_column-><a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>() == 1) {</div>
|
|
<div class="line"><a name="l02905"></a><span class="lineno"> 2905</span>  ++num_singletons;</div>
|
|
<div class="line"><a name="l02906"></a><span class="lineno"> 2906</span>  }</div>
|
|
<div class="line"><a name="l02907"></a><span class="lineno"> 2907</span>  <span class="keywordflow">if</span> (sparse_column-><a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>() == 1 &&</div>
|
|
<div class="line"><a name="l02908"></a><span class="lineno"> 2908</span>  sparse_column-><a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ae7c152aafe19515204c65dadcdc876d6">GetFirstCoefficient</a>() < 0) {</div>
|
|
<div class="line"><a name="l02909"></a><span class="lineno"> 2909</span>  sparse_column-><a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#a997af931ec11394cec3418321c2ecc4b">MultiplyByConstant</a>(-1.0);</div>
|
|
<div class="line"><a name="l02910"></a><span class="lineno"> 2910</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, -lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>],</div>
|
|
<div class="line"><a name="l02911"></a><span class="lineno"> 2911</span>  -lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a name="l02912"></a><span class="lineno"> 2912</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, -<a class="code" href="routing__flow_8cc.html#a26a8cbbc7bcf4117c2bf65104b4a54b4">cost</a>);</div>
|
|
<div class="line"><a name="l02913"></a><span class="lineno"> 2913</span>  changed_columns_.push_back(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l02914"></a><span class="lineno"> 2914</span>  }</div>
|
|
<div class="line"><a name="l02915"></a><span class="lineno"> 2915</span>  }</div>
|
|
<div class="line"><a name="l02916"></a><span class="lineno"> 2916</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Changed the sign of "</span> << changed_columns_.size() << <span class="stringliteral">" columns."</span>;</div>
|
|
<div class="line"><a name="l02917"></a><span class="lineno"> 2917</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << num_singletons << <span class="stringliteral">" singleton columns left."</span>;</div>
|
|
<div class="line"><a name="l02918"></a><span class="lineno"> 2918</span>  <span class="keywordflow">return</span> !changed_columns_.empty();</div>
|
|
<div class="line"><a name="l02919"></a><span class="lineno"> 2919</span> }</div>
|
|
<div class="line"><a name="l02920"></a><span class="lineno"> 2920</span>  </div>
|
|
<div class="line"><a name="l02921"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_singleton_column_sign_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf"> 2921</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_singleton_column_sign_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">SingletonColumnSignPreprocessor::RecoverSolution</a>(</div>
|
|
<div class="line"><a name="l02922"></a><span class="lineno"> 2922</span>  <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l02923"></a><span class="lineno"> 2923</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l02924"></a><span class="lineno"> 2924</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(solution);</div>
|
|
<div class="line"><a name="l02925"></a><span class="lineno"> 2925</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < changed_columns_.size(); ++i) {</div>
|
|
<div class="line"><a name="l02926"></a><span class="lineno"> 2926</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = changed_columns_[i];</div>
|
|
<div class="line"><a name="l02927"></a><span class="lineno"> 2927</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = -solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l02928"></a><span class="lineno"> 2928</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a2c776397337c7b38bcdb8e2b57653a6a">status</a> = solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l02929"></a><span class="lineno"> 2929</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a2c776397337c7b38bcdb8e2b57653a6a">status</a> == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>) {</div>
|
|
<div class="line"><a name="l02930"></a><span class="lineno"> 2930</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>;</div>
|
|
<div class="line"><a name="l02931"></a><span class="lineno"> 2931</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a2c776397337c7b38bcdb8e2b57653a6a">status</a> == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>) {</div>
|
|
<div class="line"><a name="l02932"></a><span class="lineno"> 2932</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>;</div>
|
|
<div class="line"><a name="l02933"></a><span class="lineno"> 2933</span>  }</div>
|
|
<div class="line"><a name="l02934"></a><span class="lineno"> 2934</span>  }</div>
|
|
<div class="line"><a name="l02935"></a><span class="lineno"> 2935</span> }</div>
|
|
<div class="line"><a name="l02936"></a><span class="lineno"> 2936</span>  </div>
|
|
<div class="line"><a name="l02937"></a><span class="lineno"> 2937</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l02938"></a><span class="lineno"> 2938</span> <span class="comment">// DoubletonEqualityRowPreprocessor</span></div>
|
|
<div class="line"><a name="l02939"></a><span class="lineno"> 2939</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l02940"></a><span class="lineno"> 2940</span>  </div>
|
|
<div class="line"><a name="l02941"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor.html#a5d398cb6297813f547da141848e70bbc"> 2941</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor.html#a5d398cb6297813f547da141848e70bbc">DoubletonEqualityRowPreprocessor::Run</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l02942"></a><span class="lineno"> 2942</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l02943"></a><span class="lineno"> 2943</span>  <a class="code" href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a>(lp, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l02944"></a><span class="lineno"> 2944</span>  </div>
|
|
<div class="line"><a name="l02945"></a><span class="lineno"> 2945</span>  <span class="comment">// This is needed at postsolve.</span></div>
|
|
<div class="line"><a name="l02946"></a><span class="lineno"> 2946</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l02947"></a><span class="lineno"> 2947</span>  <span class="comment">// TODO(user): Get rid of the FIXED status instead to avoid spending</span></div>
|
|
<div class="line"><a name="l02948"></a><span class="lineno"> 2948</span>  <span class="comment">// time/memory for no good reason here.</span></div>
|
|
<div class="line"><a name="l02949"></a><span class="lineno"> 2949</span>  saved_row_lower_bounds_ = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>();</div>
|
|
<div class="line"><a name="l02950"></a><span class="lineno"> 2950</span>  saved_row_upper_bounds_ = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>();</div>
|
|
<div class="line"><a name="l02951"></a><span class="lineno"> 2951</span>  </div>
|
|
<div class="line"><a name="l02952"></a><span class="lineno"> 2952</span>  <span class="comment">// Note that we don't update the transpose during this preprocessor run.</span></div>
|
|
<div class="line"><a name="l02953"></a><span class="lineno"> 2953</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& original_transpose = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2175025047722705a3af86e54229f9cd">GetTransposeSparseMatrix</a>();</div>
|
|
<div class="line"><a name="l02954"></a><span class="lineno"> 2954</span>  </div>
|
|
<div class="line"><a name="l02955"></a><span class="lineno"> 2955</span>  <span class="comment">// Iterate over the rows that were already doubletons before this preprocessor</span></div>
|
|
<div class="line"><a name="l02956"></a><span class="lineno"> 2956</span>  <span class="comment">// run, and whose items don't belong to a column that we deleted during this</span></div>
|
|
<div class="line"><a name="l02957"></a><span class="lineno"> 2957</span>  <span class="comment">// run. This implies that the rows are only ever touched once per run, because</span></div>
|
|
<div class="line"><a name="l02958"></a><span class="lineno"> 2958</span>  <span class="comment">// we only modify rows that have an item on a deleted column.</span></div>
|
|
<div class="line"><a name="l02959"></a><span class="lineno"> 2959</span>  <span class="keyword">const</span> RowIndex num_rows(lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>());</div>
|
|
<div class="line"><a name="l02960"></a><span class="lineno"> 2960</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>
|
|
<div class="line"><a name="l02961"></a><span class="lineno"> 2961</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_column.html">SparseColumn</a>& original_row =</div>
|
|
<div class="line"><a name="l02962"></a><span class="lineno"> 2962</span>  original_transpose.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>));</div>
|
|
<div class="line"><a name="l02963"></a><span class="lineno"> 2963</span>  <span class="keywordflow">if</span> (original_row.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>() != 2 ||</div>
|
|
<div class="line"><a name="l02964"></a><span class="lineno"> 2964</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] !=</div>
|
|
<div class="line"><a name="l02965"></a><span class="lineno"> 2965</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) {</div>
|
|
<div class="line"><a name="l02966"></a><span class="lineno"> 2966</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02967"></a><span class="lineno"> 2967</span>  }</div>
|
|
<div class="line"><a name="l02968"></a><span class="lineno"> 2968</span>  </div>
|
|
<div class="line"><a name="l02969"></a><span class="lineno"> 2969</span>  <span class="comment">// Collect the two row items. Skip the ones involving a deleted column.</span></div>
|
|
<div class="line"><a name="l02970"></a><span class="lineno"> 2970</span>  <span class="comment">// Note: we filled r.col[] and r.coeff[] by item order, and currently we</span></div>
|
|
<div class="line"><a name="l02971"></a><span class="lineno"> 2971</span>  <span class="comment">// always pick the first column as the to-be-deleted one.</span></div>
|
|
<div class="line"><a name="l02972"></a><span class="lineno"> 2972</span>  <span class="comment">// TODO(user): make a smarter choice of which column to delete, and</span></div>
|
|
<div class="line"><a name="l02973"></a><span class="lineno"> 2973</span>  <span class="comment">// swap col[] and coeff[] accordingly.</span></div>
|
|
<div class="line"><a name="l02974"></a><span class="lineno"> 2974</span>  RestoreInfo r; <span class="comment">// Use a short name since we're using it everywhere.</span></div>
|
|
<div class="line"><a name="l02975"></a><span class="lineno"> 2975</span>  <span class="keywordtype">int</span> entry_index = 0;</div>
|
|
<div class="line"><a name="l02976"></a><span class="lineno"> 2976</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : original_row) {</div>
|
|
<div class="line"><a name="l02977"></a><span class="lineno"> 2977</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(e.row());</div>
|
|
<div class="line"><a name="l02978"></a><span class="lineno"> 2978</span>  <span class="keywordflow">if</span> (column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a1fbdcd623d96ea5e73d664ce0c6bd002">IsColumnMarked</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02979"></a><span class="lineno"> 2979</span>  r.col[entry_index] = <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
|
|
<div class="line"><a name="l02980"></a><span class="lineno"> 2980</span>  r.coeff[entry_index] = e.coefficient();</div>
|
|
<div class="line"><a name="l02981"></a><span class="lineno"> 2981</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(0.0, r.coeff[entry_index]);</div>
|
|
<div class="line"><a name="l02982"></a><span class="lineno"> 2982</span>  ++entry_index;</div>
|
|
<div class="line"><a name="l02983"></a><span class="lineno"> 2983</span>  }</div>
|
|
<div class="line"><a name="l02984"></a><span class="lineno"> 2984</span>  </div>
|
|
<div class="line"><a name="l02985"></a><span class="lineno"> 2985</span>  <span class="comment">// Discard some cases that will be treated by other preprocessors, or by</span></div>
|
|
<div class="line"><a name="l02986"></a><span class="lineno"> 2986</span>  <span class="comment">// another run of this one.</span></div>
|
|
<div class="line"><a name="l02987"></a><span class="lineno"> 2987</span>  <span class="comment">// 1) One or two of the items were in a deleted column.</span></div>
|
|
<div class="line"><a name="l02988"></a><span class="lineno"> 2988</span>  <span class="keywordflow">if</span> (entry_index < 2) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02989"></a><span class="lineno"> 2989</span>  </div>
|
|
<div class="line"><a name="l02990"></a><span class="lineno"> 2990</span>  <span class="comment">// Fill the RestoreInfo, even if we end up not using it (because we</span></div>
|
|
<div class="line"><a name="l02991"></a><span class="lineno"> 2991</span>  <span class="comment">// give up on preprocessing this row): it has a bunch of handy shortcuts.</span></div>
|
|
<div class="line"><a name="l02992"></a><span class="lineno"> 2992</span>  r.row = <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</div>
|
|
<div class="line"><a name="l02993"></a><span class="lineno"> 2993</span>  r.rhs = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l02994"></a><span class="lineno"> 2994</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> col_choice = 0; col_choice < NUM_DOUBLETON_COLS; ++col_choice) {</div>
|
|
<div class="line"><a name="l02995"></a><span class="lineno"> 2995</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = r.col[col_choice];</div>
|
|
<div class="line"><a name="l02996"></a><span class="lineno"> 2996</span>  r.lb[col_choice] = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l02997"></a><span class="lineno"> 2997</span>  r.ub[col_choice] = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l02998"></a><span class="lineno"> 2998</span>  r.objective_coefficient[col_choice] = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l02999"></a><span class="lineno"> 2999</span>  r.column[col_choice].PopulateFromSparseVector(lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>));</div>
|
|
<div class="line"><a name="l03000"></a><span class="lineno"> 3000</span>  }</div>
|
|
<div class="line"><a name="l03001"></a><span class="lineno"> 3001</span>  </div>
|
|
<div class="line"><a name="l03002"></a><span class="lineno"> 3002</span>  <span class="comment">// 2) One of the columns is fixed: don't bother, it will be treated</span></div>
|
|
<div class="line"><a name="l03003"></a><span class="lineno"> 3003</span>  <span class="comment">// by the FixedVariablePreprocessor.</span></div>
|
|
<div class="line"><a name="l03004"></a><span class="lineno"> 3004</span>  <span class="keywordflow">if</span> (r.lb[DELETED] == r.ub[DELETED] || r.lb[MODIFIED] == r.ub[MODIFIED]) {</div>
|
|
<div class="line"><a name="l03005"></a><span class="lineno"> 3005</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l03006"></a><span class="lineno"> 3006</span>  }</div>
|
|
<div class="line"><a name="l03007"></a><span class="lineno"> 3007</span>  </div>
|
|
<div class="line"><a name="l03008"></a><span class="lineno"> 3008</span>  <span class="comment">// Look at the bounds of both variables and exit early if we can delegate</span></div>
|
|
<div class="line"><a name="l03009"></a><span class="lineno"> 3009</span>  <span class="comment">// to another pre-processor; otherwise adjust the bounds of the remaining</span></div>
|
|
<div class="line"><a name="l03010"></a><span class="lineno"> 3010</span>  <span class="comment">// variable as necessary.</span></div>
|
|
<div class="line"><a name="l03011"></a><span class="lineno"> 3011</span>  <span class="comment">// If the current row is: aX + bY = c, then the bounds of Y must be</span></div>
|
|
<div class="line"><a name="l03012"></a><span class="lineno"> 3012</span>  <span class="comment">// adjusted to satisfy Y = c/b + (-a/b)X</span></div>
|
|
<div class="line"><a name="l03013"></a><span class="lineno"> 3013</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l03014"></a><span class="lineno"> 3014</span>  <span class="comment">// Note: when we compute the coefficients of these equations, we can cause</span></div>
|
|
<div class="line"><a name="l03015"></a><span class="lineno"> 3015</span>  <span class="comment">// underflows/overflows that could be avoided if we did the computations</span></div>
|
|
<div class="line"><a name="l03016"></a><span class="lineno"> 3016</span>  <span class="comment">// more carefully; but for now we just treat those cases as</span></div>
|
|
<div class="line"><a name="l03017"></a><span class="lineno"> 3017</span>  <span class="comment">// ProblemStatus::ABNORMAL.</span></div>
|
|
<div class="line"><a name="l03018"></a><span class="lineno"> 3018</span>  <span class="comment">// TODO(user): consider skipping the problematic rows in this preprocessor,</span></div>
|
|
<div class="line"><a name="l03019"></a><span class="lineno"> 3019</span>  <span class="comment">// or trying harder to avoid the under/overflow.</span></div>
|
|
<div class="line"><a name="l03020"></a><span class="lineno"> 3020</span>  {</div>
|
|
<div class="line"><a name="l03021"></a><span class="lineno"> 3021</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> carry_over_offset = r.rhs / r.coeff[MODIFIED];</div>
|
|
<div class="line"><a name="l03022"></a><span class="lineno"> 3022</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> carry_over_factor =</div>
|
|
<div class="line"><a name="l03023"></a><span class="lineno"> 3023</span>  -r.coeff[DELETED] / r.coeff[MODIFIED];</div>
|
|
<div class="line"><a name="l03024"></a><span class="lineno"> 3024</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(carry_over_offset) || !<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(carry_over_factor) ||</div>
|
|
<div class="line"><a name="l03025"></a><span class="lineno"> 3025</span>  carry_over_factor == 0.0) {</div>
|
|
<div class="line"><a name="l03026"></a><span class="lineno"> 3026</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a88ec4386a3c49b50819358a579fb9adb">ProblemStatus::ABNORMAL</a>;</div>
|
|
<div class="line"><a name="l03027"></a><span class="lineno"> 3027</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l03028"></a><span class="lineno"> 3028</span>  }</div>
|
|
<div class="line"><a name="l03029"></a><span class="lineno"> 3029</span>  </div>
|
|
<div class="line"><a name="l03030"></a><span class="lineno"> 3030</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lb = r.lb[MODIFIED];</div>
|
|
<div class="line"><a name="l03031"></a><span class="lineno"> 3031</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ub = r.ub[MODIFIED];</div>
|
|
<div class="line"><a name="l03032"></a><span class="lineno"> 3032</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> carried_over_lb =</div>
|
|
<div class="line"><a name="l03033"></a><span class="lineno"> 3033</span>  r.lb[DELETED] * carry_over_factor + carry_over_offset;</div>
|
|
<div class="line"><a name="l03034"></a><span class="lineno"> 3034</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> carried_over_ub =</div>
|
|
<div class="line"><a name="l03035"></a><span class="lineno"> 3035</span>  r.ub[DELETED] * carry_over_factor + carry_over_offset;</div>
|
|
<div class="line"><a name="l03036"></a><span class="lineno"> 3036</span>  <span class="keywordflow">if</span> (carry_over_factor < 0) {</div>
|
|
<div class="line"><a name="l03037"></a><span class="lineno"> 3037</span>  std::swap(carried_over_lb, carried_over_ub);</div>
|
|
<div class="line"><a name="l03038"></a><span class="lineno"> 3038</span>  }</div>
|
|
<div class="line"><a name="l03039"></a><span class="lineno"> 3039</span>  <span class="keywordflow">if</span> (carried_over_lb <= lb) {</div>
|
|
<div class="line"><a name="l03040"></a><span class="lineno"> 3040</span>  <span class="comment">// Default (and simplest) case: the lower bound didn't change.</span></div>
|
|
<div class="line"><a name="l03041"></a><span class="lineno"> 3041</span>  r.bound_backtracking_at_lower_bound = <a class="code" href="structoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor_1_1_restore_info_1_1_col_choice_and_status.html">RestoreInfo::ColChoiceAndStatus</a>(</div>
|
|
<div class="line"><a name="l03042"></a><span class="lineno"> 3042</span>  MODIFIED, <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>, lb);</div>
|
|
<div class="line"><a name="l03043"></a><span class="lineno"> 3043</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l03044"></a><span class="lineno"> 3044</span>  lb = carried_over_lb;</div>
|
|
<div class="line"><a name="l03045"></a><span class="lineno"> 3045</span>  r.bound_backtracking_at_lower_bound = <a class="code" href="structoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor_1_1_restore_info_1_1_col_choice_and_status.html">RestoreInfo::ColChoiceAndStatus</a>(</div>
|
|
<div class="line"><a name="l03046"></a><span class="lineno"> 3046</span>  DELETED,</div>
|
|
<div class="line"><a name="l03047"></a><span class="lineno"> 3047</span>  carry_over_factor > 0 ? <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a></div>
|
|
<div class="line"><a name="l03048"></a><span class="lineno"> 3048</span>  : <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>,</div>
|
|
<div class="line"><a name="l03049"></a><span class="lineno"> 3049</span>  carry_over_factor > 0 ? r.lb[DELETED] : r.ub[DELETED]);</div>
|
|
<div class="line"><a name="l03050"></a><span class="lineno"> 3050</span>  }</div>
|
|
<div class="line"><a name="l03051"></a><span class="lineno"> 3051</span>  <span class="keywordflow">if</span> (carried_over_ub >= ub) {</div>
|
|
<div class="line"><a name="l03052"></a><span class="lineno"> 3052</span>  <span class="comment">// Default (and simplest) case: the upper bound didn't change.</span></div>
|
|
<div class="line"><a name="l03053"></a><span class="lineno"> 3053</span>  r.bound_backtracking_at_upper_bound = <a class="code" href="structoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor_1_1_restore_info_1_1_col_choice_and_status.html">RestoreInfo::ColChoiceAndStatus</a>(</div>
|
|
<div class="line"><a name="l03054"></a><span class="lineno"> 3054</span>  MODIFIED, <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>, ub);</div>
|
|
<div class="line"><a name="l03055"></a><span class="lineno"> 3055</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l03056"></a><span class="lineno"> 3056</span>  ub = carried_over_ub;</div>
|
|
<div class="line"><a name="l03057"></a><span class="lineno"> 3057</span>  r.bound_backtracking_at_upper_bound = <a class="code" href="structoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor_1_1_restore_info_1_1_col_choice_and_status.html">RestoreInfo::ColChoiceAndStatus</a>(</div>
|
|
<div class="line"><a name="l03058"></a><span class="lineno"> 3058</span>  DELETED,</div>
|
|
<div class="line"><a name="l03059"></a><span class="lineno"> 3059</span>  carry_over_factor > 0 ? <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a></div>
|
|
<div class="line"><a name="l03060"></a><span class="lineno"> 3060</span>  : <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>,</div>
|
|
<div class="line"><a name="l03061"></a><span class="lineno"> 3061</span>  carry_over_factor > 0 ? r.ub[DELETED] : r.lb[DELETED]);</div>
|
|
<div class="line"><a name="l03062"></a><span class="lineno"> 3062</span>  }</div>
|
|
<div class="line"><a name="l03063"></a><span class="lineno"> 3063</span>  <span class="comment">// 3) If the new bounds are fixed (the domain is a singleton) or</span></div>
|
|
<div class="line"><a name="l03064"></a><span class="lineno"> 3064</span>  <span class="comment">// infeasible, then we let the</span></div>
|
|
<div class="line"><a name="l03065"></a><span class="lineno"> 3065</span>  <span class="comment">// ForcingAndImpliedFreeConstraintPreprocessor do the work.</span></div>
|
|
<div class="line"><a name="l03066"></a><span class="lineno"> 3066</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a322abc0882049744dd1169a3d9e176e5">IsSmallerWithinPreprocessorZeroTolerance</a>(ub, lb)) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l03067"></a><span class="lineno"> 3067</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(r.col[MODIFIED], lb, ub);</div>
|
|
<div class="line"><a name="l03068"></a><span class="lineno"> 3068</span>  }</div>
|
|
<div class="line"><a name="l03069"></a><span class="lineno"> 3069</span>  </div>
|
|
<div class="line"><a name="l03070"></a><span class="lineno"> 3070</span>  restore_stack_.push_back(r);</div>
|
|
<div class="line"><a name="l03071"></a><span class="lineno"> 3071</span>  </div>
|
|
<div class="line"><a name="l03072"></a><span class="lineno"> 3072</span>  <span class="comment">// Now, perform the substitution. If the current row is: aX + bY = c</span></div>
|
|
<div class="line"><a name="l03073"></a><span class="lineno"> 3073</span>  <span class="comment">// then any other row containing 'X' with coefficient x can remove the</span></div>
|
|
<div class="line"><a name="l03074"></a><span class="lineno"> 3074</span>  <span class="comment">// entry in X, and instead add an entry on 'Y' with coefficient x(-b/a)</span></div>
|
|
<div class="line"><a name="l03075"></a><span class="lineno"> 3075</span>  <span class="comment">// and a constant offset x(c/a).</span></div>
|
|
<div class="line"><a name="l03076"></a><span class="lineno"> 3076</span>  <span class="comment">// Looking at the matrix, this translates into colY += (-b/a) colX.</span></div>
|
|
<div class="line"><a name="l03077"></a><span class="lineno"> 3077</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(r.coeff[DELETED], 0.0);</div>
|
|
<div class="line"><a name="l03078"></a><span class="lineno"> 3078</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> substitution_factor =</div>
|
|
<div class="line"><a name="l03079"></a><span class="lineno"> 3079</span>  -r.coeff[MODIFIED] / r.coeff[DELETED]; <span class="comment">// -b/a</span></div>
|
|
<div class="line"><a name="l03080"></a><span class="lineno"> 3080</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> constant_offset_factor = r.rhs / r.coeff[DELETED]; <span class="comment">// c/a</span></div>
|
|
<div class="line"><a name="l03081"></a><span class="lineno"> 3081</span>  <span class="comment">// Again we don't bother too much with over/underflows.</span></div>
|
|
<div class="line"><a name="l03082"></a><span class="lineno"> 3082</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(substitution_factor) || substitution_factor == 0.0 ||</div>
|
|
<div class="line"><a name="l03083"></a><span class="lineno"> 3083</span>  !<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(constant_offset_factor)) {</div>
|
|
<div class="line"><a name="l03084"></a><span class="lineno"> 3084</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a88ec4386a3c49b50819358a579fb9adb">ProblemStatus::ABNORMAL</a>;</div>
|
|
<div class="line"><a name="l03085"></a><span class="lineno"> 3085</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l03086"></a><span class="lineno"> 3086</span>  }</div>
|
|
<div class="line"><a name="l03087"></a><span class="lineno"> 3087</span>  r.column[DELETED].AddMultipleToSparseVectorAndDeleteCommonIndex(</div>
|
|
<div class="line"><a name="l03088"></a><span class="lineno"> 3088</span>  substitution_factor, <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.drop_tolerance(),</div>
|
|
<div class="line"><a name="l03089"></a><span class="lineno"> 3089</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a88cc1c4519b043336ce23cdcec5fb0c2">GetMutableSparseColumn</a>(r.col[MODIFIED]));</div>
|
|
<div class="line"><a name="l03090"></a><span class="lineno"> 3090</span>  </div>
|
|
<div class="line"><a name="l03091"></a><span class="lineno"> 3091</span>  <span class="comment">// Apply similar operations on the objective coefficients.</span></div>
|
|
<div class="line"><a name="l03092"></a><span class="lineno"> 3092</span>  <span class="comment">// Note that the offset is being updated by</span></div>
|
|
<div class="line"><a name="l03093"></a><span class="lineno"> 3093</span>  <span class="comment">// SubtractColumnMultipleFromConstraintBound() below.</span></div>
|
|
<div class="line"><a name="l03094"></a><span class="lineno"> 3094</span>  {</div>
|
|
<div class="line"><a name="l03095"></a><span class="lineno"> 3095</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_objective =</div>
|
|
<div class="line"><a name="l03096"></a><span class="lineno"> 3096</span>  r.objective_coefficient[MODIFIED] +</div>
|
|
<div class="line"><a name="l03097"></a><span class="lineno"> 3097</span>  substitution_factor * r.objective_coefficient[DELETED];</div>
|
|
<div class="line"><a name="l03098"></a><span class="lineno"> 3098</span>  <span class="keywordflow">if</span> (std::abs(new_objective) > <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.drop_tolerance()) {</div>
|
|
<div class="line"><a name="l03099"></a><span class="lineno"> 3099</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(r.col[MODIFIED], new_objective);</div>
|
|
<div class="line"><a name="l03100"></a><span class="lineno"> 3100</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l03101"></a><span class="lineno"> 3101</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(r.col[MODIFIED], 0.0);</div>
|
|
<div class="line"><a name="l03102"></a><span class="lineno"> 3102</span>  }</div>
|
|
<div class="line"><a name="l03103"></a><span class="lineno"> 3103</span>  }</div>
|
|
<div class="line"><a name="l03104"></a><span class="lineno"> 3104</span>  </div>
|
|
<div class="line"><a name="l03105"></a><span class="lineno"> 3105</span>  <span class="comment">// Carry over the constant factor of the substitution as well.</span></div>
|
|
<div class="line"><a name="l03106"></a><span class="lineno"> 3106</span>  <span class="comment">// TODO(user): rename that method to reflect the fact that it also updates</span></div>
|
|
<div class="line"><a name="l03107"></a><span class="lineno"> 3107</span>  <span class="comment">// the objective offset, in the other direction.</span></div>
|
|
<div class="line"><a name="l03108"></a><span class="lineno"> 3108</span>  SubtractColumnMultipleFromConstraintBound(r.col[DELETED],</div>
|
|
<div class="line"><a name="l03109"></a><span class="lineno"> 3109</span>  constant_offset_factor, lp);</div>
|
|
<div class="line"><a name="l03110"></a><span class="lineno"> 3110</span>  </div>
|
|
<div class="line"><a name="l03111"></a><span class="lineno"> 3111</span>  <span class="comment">// Mark the column and the row for deletion.</span></div>
|
|
<div class="line"><a name="l03112"></a><span class="lineno"> 3112</span>  column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a46b7ed2e9e3a3d5dc9a024801e1baaf7">MarkColumnForDeletion</a>(r.col[DELETED]);</div>
|
|
<div class="line"><a name="l03113"></a><span class="lineno"> 3113</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a2087c8376c03c247099a989f2990e6e8">MarkRowForDeletion</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l03114"></a><span class="lineno"> 3114</span>  }</div>
|
|
<div class="line"><a name="l03115"></a><span class="lineno"> 3115</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">status_</a> != <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9afaee4ca3c30ee18148ce3ada37466498">ProblemStatus::INIT</a>) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l03116"></a><span class="lineno"> 3116</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac59fd9cddfe284bf9dc7581ed631ce8d">DeleteColumns</a>(column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a6afccf8c0c7105ba45b8d7bd47830239">GetMarkedColumns</a>());</div>
|
|
<div class="line"><a name="l03117"></a><span class="lineno"> 3117</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac220cc5563c65b821d9d043010bb2121">DeleteRows</a>(row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a4dda252e2b65e3aa074c002daf6f86b8">GetMarkedRows</a>());</div>
|
|
<div class="line"><a name="l03118"></a><span class="lineno"> 3118</span>  <span class="keywordflow">return</span> !column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>();</div>
|
|
<div class="line"><a name="l03119"></a><span class="lineno"> 3119</span> }</div>
|
|
<div class="line"><a name="l03120"></a><span class="lineno"> 3120</span>  </div>
|
|
<div class="line"><a name="l03121"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf"> 3121</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">DoubletonEqualityRowPreprocessor::RecoverSolution</a>(</div>
|
|
<div class="line"><a name="l03122"></a><span class="lineno"> 3122</span>  <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l03123"></a><span class="lineno"> 3123</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l03124"></a><span class="lineno"> 3124</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(solution);</div>
|
|
<div class="line"><a name="l03125"></a><span class="lineno"> 3125</span>  column_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#ab73f53154d99b3cd13dae72fd418985d">RestoreDeletedColumns</a>(solution);</div>
|
|
<div class="line"><a name="l03126"></a><span class="lineno"> 3126</span>  row_deletion_helper_.<a class="code" href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a43e3b399f53b38b75171071c9d730c5b">RestoreDeletedRows</a>(solution);</div>
|
|
<div class="line"><a name="l03127"></a><span class="lineno"> 3127</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> RestoreInfo& r : <a class="code" href="namespaceutil.html#a1e2d5c05e25343bc8e4fbccce0000d51">Reverse</a>(restore_stack_)) {</div>
|
|
<div class="line"><a name="l03128"></a><span class="lineno"> 3128</span>  <span class="keywordflow">switch</span> (solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[r.col[MODIFIED]]) {</div>
|
|
<div class="line"><a name="l03129"></a><span class="lineno"> 3129</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a>:</div>
|
|
<div class="line"><a name="l03130"></a><span class="lineno"> 3130</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(DFATAL) << <span class="stringliteral">"FIXED variable produced by DoubletonPreprocessor!"</span>;</div>
|
|
<div class="line"><a name="l03131"></a><span class="lineno"> 3131</span>  <span class="comment">// In non-fastbuild mode, we rely on the rest of the code producing an</span></div>
|
|
<div class="line"><a name="l03132"></a><span class="lineno"> 3132</span>  <span class="comment">// ProblemStatus::ABNORMAL status here.</span></div>
|
|
<div class="line"><a name="l03133"></a><span class="lineno"> 3133</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l03134"></a><span class="lineno"> 3134</span>  <span class="comment">// When the modified variable is either basic or free, we keep it as is,</span></div>
|
|
<div class="line"><a name="l03135"></a><span class="lineno"> 3135</span>  <span class="comment">// and simply make the deleted one basic.</span></div>
|
|
<div class="line"><a name="l03136"></a><span class="lineno"> 3136</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>:</div>
|
|
<div class="line"><a name="l03137"></a><span class="lineno"> 3137</span>  ABSL_FALLTHROUGH_INTENDED;</div>
|
|
<div class="line"><a name="l03138"></a><span class="lineno"> 3138</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>:</div>
|
|
<div class="line"><a name="l03139"></a><span class="lineno"> 3139</span>  <span class="comment">// Several code paths set the deleted column as basic. The code that</span></div>
|
|
<div class="line"><a name="l03140"></a><span class="lineno"> 3140</span>  <span class="comment">// sets its value in that case is below, after the switch() block.</span></div>
|
|
<div class="line"><a name="l03141"></a><span class="lineno"> 3141</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[r.col[DELETED]] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>;</div>
|
|
<div class="line"><a name="l03142"></a><span class="lineno"> 3142</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l03143"></a><span class="lineno"> 3143</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>:</div>
|
|
<div class="line"><a name="l03144"></a><span class="lineno"> 3144</span>  ABSL_FALLTHROUGH_INTENDED;</div>
|
|
<div class="line"><a name="l03145"></a><span class="lineno"> 3145</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>: {</div>
|
|
<div class="line"><a name="l03146"></a><span class="lineno"> 3146</span>  <span class="comment">// The bound was induced by a bound of one of the two original</span></div>
|
|
<div class="line"><a name="l03147"></a><span class="lineno"> 3147</span>  <span class="comment">// variables. Put that original variable at its bound, and make</span></div>
|
|
<div class="line"><a name="l03148"></a><span class="lineno"> 3148</span>  <span class="comment">// the other one basic.</span></div>
|
|
<div class="line"><a name="l03149"></a><span class="lineno"> 3149</span>  <span class="keyword">const</span> <a class="code" href="structoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor_1_1_restore_info_1_1_col_choice_and_status.html">RestoreInfo::ColChoiceAndStatus</a>& bound_backtracking =</div>
|
|
<div class="line"><a name="l03150"></a><span class="lineno"> 3150</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[r.col[MODIFIED]] ==</div>
|
|
<div class="line"><a name="l03151"></a><span class="lineno"> 3151</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a></div>
|
|
<div class="line"><a name="l03152"></a><span class="lineno"> 3152</span>  ? r.bound_backtracking_at_lower_bound</div>
|
|
<div class="line"><a name="l03153"></a><span class="lineno"> 3153</span>  : r.bound_backtracking_at_upper_bound;</div>
|
|
<div class="line"><a name="l03154"></a><span class="lineno"> 3154</span>  <span class="keyword">const</span> ColIndex bounded_var = r.col[bound_backtracking.<a class="code" href="structoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor_1_1_restore_info_1_1_col_choice_and_status.html#ad9a7a69580012bd79b5e46d39bddee80">col_choice</a>];</div>
|
|
<div class="line"><a name="l03155"></a><span class="lineno"> 3155</span>  <span class="keyword">const</span> ColIndex basic_var =</div>
|
|
<div class="line"><a name="l03156"></a><span class="lineno"> 3156</span>  r.col[OtherColChoice(bound_backtracking.<a class="code" href="structoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor_1_1_restore_info_1_1_col_choice_and_status.html#ad9a7a69580012bd79b5e46d39bddee80">col_choice</a>)];</div>
|
|
<div class="line"><a name="l03157"></a><span class="lineno"> 3157</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[bounded_var] = bound_backtracking.<a class="code" href="structoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor_1_1_restore_info_1_1_col_choice_and_status.html#ae01600784dc2a3768696f55aa374d093">status</a>;</div>
|
|
<div class="line"><a name="l03158"></a><span class="lineno"> 3158</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[bounded_var] = bound_backtracking.<a class="code" href="structoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor_1_1_restore_info_1_1_col_choice_and_status.html#a7807b13123f03224c0435ad7d2bcdb11">value</a>;</div>
|
|
<div class="line"><a name="l03159"></a><span class="lineno"> 3159</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[basic_var] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>;</div>
|
|
<div class="line"><a name="l03160"></a><span class="lineno"> 3160</span>  <span class="comment">// If the modified column is VariableStatus::BASIC, then its value is</span></div>
|
|
<div class="line"><a name="l03161"></a><span class="lineno"> 3161</span>  <span class="comment">// already set</span></div>
|
|
<div class="line"><a name="l03162"></a><span class="lineno"> 3162</span>  <span class="comment">// correctly. If it's the deleted column that is basic, its value is</span></div>
|
|
<div class="line"><a name="l03163"></a><span class="lineno"> 3163</span>  <span class="comment">// set below the switch() block.</span></div>
|
|
<div class="line"><a name="l03164"></a><span class="lineno"> 3164</span>  }</div>
|
|
<div class="line"><a name="l03165"></a><span class="lineno"> 3165</span>  }</div>
|
|
<div class="line"><a name="l03166"></a><span class="lineno"> 3166</span>  </div>
|
|
<div class="line"><a name="l03167"></a><span class="lineno"> 3167</span>  <span class="comment">// Restore the value of the deleted column if it is VariableStatus::BASIC.</span></div>
|
|
<div class="line"><a name="l03168"></a><span class="lineno"> 3168</span>  <span class="keywordflow">if</span> (solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[r.col[DELETED]] == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>) {</div>
|
|
<div class="line"><a name="l03169"></a><span class="lineno"> 3169</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[r.col[DELETED]] =</div>
|
|
<div class="line"><a name="l03170"></a><span class="lineno"> 3170</span>  (r.rhs -</div>
|
|
<div class="line"><a name="l03171"></a><span class="lineno"> 3171</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[r.col[MODIFIED]] * r.coeff[MODIFIED]) /</div>
|
|
<div class="line"><a name="l03172"></a><span class="lineno"> 3172</span>  r.coeff[DELETED];</div>
|
|
<div class="line"><a name="l03173"></a><span class="lineno"> 3173</span>  }</div>
|
|
<div class="line"><a name="l03174"></a><span class="lineno"> 3174</span>  </div>
|
|
<div class="line"><a name="l03175"></a><span class="lineno"> 3175</span>  <span class="comment">// Make the deleted constraint status FIXED.</span></div>
|
|
<div class="line"><a name="l03176"></a><span class="lineno"> 3176</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[r.row] = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae91836db656214f9797e10c15928e501">ConstraintStatus::FIXED_VALUE</a>;</div>
|
|
<div class="line"><a name="l03177"></a><span class="lineno"> 3177</span>  </div>
|
|
<div class="line"><a name="l03178"></a><span class="lineno"> 3178</span>  <span class="comment">// Adjust the dual value of the deleted constraint so that the</span></div>
|
|
<div class="line"><a name="l03179"></a><span class="lineno"> 3179</span>  <span class="comment">// VariableStatus::BASIC column have a reduced cost of zero (if the two</span></div>
|
|
<div class="line"><a name="l03180"></a><span class="lineno"> 3180</span>  <span class="comment">// are VariableStatus::BASIC, just pick one).</span></div>
|
|
<div class="line"><a name="l03181"></a><span class="lineno"> 3181</span>  <span class="comment">// The reduced cost of the other variable will then automatically be</span></div>
|
|
<div class="line"><a name="l03182"></a><span class="lineno"> 3182</span>  <span class="comment">// correct: zero if it's VariableStatus::BASIC, and with the correct sign if</span></div>
|
|
<div class="line"><a name="l03183"></a><span class="lineno"> 3183</span>  <span class="comment">// it's bounded.</span></div>
|
|
<div class="line"><a name="l03184"></a><span class="lineno"> 3184</span>  <span class="keyword">const</span> ColChoice col_choice =</div>
|
|
<div class="line"><a name="l03185"></a><span class="lineno"> 3185</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[r.col[DELETED]] == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a></div>
|
|
<div class="line"><a name="l03186"></a><span class="lineno"> 3186</span>  ? DELETED</div>
|
|
<div class="line"><a name="l03187"></a><span class="lineno"> 3187</span>  : MODIFIED;</div>
|
|
<div class="line"><a name="l03188"></a><span class="lineno"> 3188</span>  <span class="comment">// To compute the reduced cost properly (i.e. without the restored row).</span></div>
|
|
<div class="line"><a name="l03189"></a><span class="lineno"> 3189</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[r.row] = 0.0;</div>
|
|
<div class="line"><a name="l03190"></a><span class="lineno"> 3190</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> current_reduced_cost =</div>
|
|
<div class="line"><a name="l03191"></a><span class="lineno"> 3191</span>  r.objective_coefficient[col_choice] -</div>
|
|
<div class="line"><a name="l03192"></a><span class="lineno"> 3192</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a46fb729c0be27d1b97db15e0ce9c6067">PreciseScalarProduct</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>, r.column[col_choice]);</div>
|
|
<div class="line"><a name="l03193"></a><span class="lineno"> 3193</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[r.row] = current_reduced_cost / r.coeff[col_choice];</div>
|
|
<div class="line"><a name="l03194"></a><span class="lineno"> 3194</span>  }</div>
|
|
<div class="line"><a name="l03195"></a><span class="lineno"> 3195</span>  </div>
|
|
<div class="line"><a name="l03196"></a><span class="lineno"> 3196</span>  <span class="comment">// Fix potential bad ConstraintStatus::FIXED_VALUE statuses.</span></div>
|
|
<div class="line"><a name="l03197"></a><span class="lineno"> 3197</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a58ffd8db96c399242dc718221bdc81ee">FixConstraintWithFixedStatuses</a>(saved_row_lower_bounds_,</div>
|
|
<div class="line"><a name="l03198"></a><span class="lineno"> 3198</span>  saved_row_upper_bounds_, solution);</div>
|
|
<div class="line"><a name="l03199"></a><span class="lineno"> 3199</span> }</div>
|
|
<div class="line"><a name="l03200"></a><span class="lineno"> 3200</span>  </div>
|
|
<div class="line"><a name="l03201"></a><span class="lineno"><a class="line" href="namespaceoperations__research_1_1glop.html#a58ffd8db96c399242dc718221bdc81ee"> 3201</a></span> <span class="keywordtype">void</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a58ffd8db96c399242dc718221bdc81ee">FixConstraintWithFixedStatuses</a>(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a>& row_lower_bounds,</div>
|
|
<div class="line"><a name="l03202"></a><span class="lineno"> 3202</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a>& row_upper_bounds,</div>
|
|
<div class="line"><a name="l03203"></a><span class="lineno"> 3203</span>  <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution) {</div>
|
|
<div class="line"><a name="l03204"></a><span class="lineno"> 3204</span>  <span class="keyword">const</span> RowIndex num_rows = solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>();</div>
|
|
<div class="line"><a name="l03205"></a><span class="lineno"> 3205</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(row_lower_bounds.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(), num_rows);</div>
|
|
<div class="line"><a name="l03206"></a><span class="lineno"> 3206</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(row_upper_bounds.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(), num_rows);</div>
|
|
<div class="line"><a name="l03207"></a><span class="lineno"> 3207</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>
|
|
<div class="line"><a name="l03208"></a><span class="lineno"> 3208</span>  <span class="keywordflow">if</span> (solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] != <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae91836db656214f9797e10c15928e501">ConstraintStatus::FIXED_VALUE</a>) {</div>
|
|
<div class="line"><a name="l03209"></a><span class="lineno"> 3209</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l03210"></a><span class="lineno"> 3210</span>  }</div>
|
|
<div class="line"><a name="l03211"></a><span class="lineno"> 3211</span>  <span class="keywordflow">if</span> (row_lower_bounds[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == row_upper_bounds[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l03212"></a><span class="lineno"> 3212</span>  </div>
|
|
<div class="line"><a name="l03213"></a><span class="lineno"> 3213</span>  <span class="comment">// We need to fix the status and we just need to make sure that the bound we</span></div>
|
|
<div class="line"><a name="l03214"></a><span class="lineno"> 3214</span>  <span class="comment">// choose satisfies the LP optimality conditions.</span></div>
|
|
<div class="line"><a name="l03215"></a><span class="lineno"> 3215</span>  <span class="keywordflow">if</span> (solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] > 0) {</div>
|
|
<div class="line"><a name="l03216"></a><span class="lineno"> 3216</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a>;</div>
|
|
<div class="line"><a name="l03217"></a><span class="lineno"> 3217</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l03218"></a><span class="lineno"> 3218</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a>;</div>
|
|
<div class="line"><a name="l03219"></a><span class="lineno"> 3219</span>  }</div>
|
|
<div class="line"><a name="l03220"></a><span class="lineno"> 3220</span>  }</div>
|
|
<div class="line"><a name="l03221"></a><span class="lineno"> 3221</span> }</div>
|
|
<div class="line"><a name="l03222"></a><span class="lineno"> 3222</span>  </div>
|
|
<div class="line"><a name="l03223"></a><span class="lineno"> 3223</span> <span class="keywordtype">void</span> DoubletonEqualityRowPreprocessor::</div>
|
|
<div class="line"><a name="l03224"></a><span class="lineno"> 3224</span>  SwapDeletedAndModifiedVariableRestoreInfo(RestoreInfo* r) {</div>
|
|
<div class="line"><a name="l03225"></a><span class="lineno"> 3225</span>  <span class="keyword">using</span> std::swap;</div>
|
|
<div class="line"><a name="l03226"></a><span class="lineno"> 3226</span>  swap(r->col[DELETED], r->col[MODIFIED]);</div>
|
|
<div class="line"><a name="l03227"></a><span class="lineno"> 3227</span>  swap(r->coeff[DELETED], r->coeff[MODIFIED]);</div>
|
|
<div class="line"><a name="l03228"></a><span class="lineno"> 3228</span>  swap(r->lb[DELETED], r->lb[MODIFIED]);</div>
|
|
<div class="line"><a name="l03229"></a><span class="lineno"> 3229</span>  swap(r->ub[DELETED], r->ub[MODIFIED]);</div>
|
|
<div class="line"><a name="l03230"></a><span class="lineno"> 3230</span>  swap(r->column[DELETED], r->column[MODIFIED]);</div>
|
|
<div class="line"><a name="l03231"></a><span class="lineno"> 3231</span>  swap(r->objective_coefficient[DELETED], r->objective_coefficient[MODIFIED]);</div>
|
|
<div class="line"><a name="l03232"></a><span class="lineno"> 3232</span> }</div>
|
|
<div class="line"><a name="l03233"></a><span class="lineno"> 3233</span>  </div>
|
|
<div class="line"><a name="l03234"></a><span class="lineno"> 3234</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l03235"></a><span class="lineno"> 3235</span> <span class="comment">// DualizerPreprocessor</span></div>
|
|
<div class="line"><a name="l03236"></a><span class="lineno"> 3236</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l03237"></a><span class="lineno"> 3237</span>  </div>
|
|
<div class="line"><a name="l03238"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_dualizer_preprocessor.html#a5d398cb6297813f547da141848e70bbc"> 3238</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_dualizer_preprocessor.html#a5d398cb6297813f547da141848e70bbc">DualizerPreprocessor::Run</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l03239"></a><span class="lineno"> 3239</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l03240"></a><span class="lineno"> 3240</span>  <a class="code" href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a>(lp, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l03241"></a><span class="lineno"> 3241</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.solve_dual_problem() == GlopParameters::NEVER_DO) {</div>
|
|
<div class="line"><a name="l03242"></a><span class="lineno"> 3242</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l03243"></a><span class="lineno"> 3243</span>  }</div>
|
|
<div class="line"><a name="l03244"></a><span class="lineno"> 3244</span>  </div>
|
|
<div class="line"><a name="l03245"></a><span class="lineno"> 3245</span>  <span class="comment">// Store the original problem size and direction.</span></div>
|
|
<div class="line"><a name="l03246"></a><span class="lineno"> 3246</span>  primal_num_cols_ = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l03247"></a><span class="lineno"> 3247</span>  primal_num_rows_ = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
|
|
<div class="line"><a name="l03248"></a><span class="lineno"> 3248</span>  primal_is_maximization_problem_ = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#accdd045ec09206640c2338524da77d23">IsMaximizationProblem</a>();</div>
|
|
<div class="line"><a name="l03249"></a><span class="lineno"> 3249</span>  </div>
|
|
<div class="line"><a name="l03250"></a><span class="lineno"> 3250</span>  <span class="comment">// If we need to decide whether or not to take the dual, we only take it when</span></div>
|
|
<div class="line"><a name="l03251"></a><span class="lineno"> 3251</span>  <span class="comment">// the matrix has more rows than columns. The number of rows of a linear</span></div>
|
|
<div class="line"><a name="l03252"></a><span class="lineno"> 3252</span>  <span class="comment">// program gives the size of the square matrices we need to invert and the</span></div>
|
|
<div class="line"><a name="l03253"></a><span class="lineno"> 3253</span>  <span class="comment">// order of iterations of the simplex method. So solving a program with less</span></div>
|
|
<div class="line"><a name="l03254"></a><span class="lineno"> 3254</span>  <span class="comment">// rows is likely a better alternative. Note that the number of row of the</span></div>
|
|
<div class="line"><a name="l03255"></a><span class="lineno"> 3255</span>  <span class="comment">// dual is the number of column of the primal.</span></div>
|
|
<div class="line"><a name="l03256"></a><span class="lineno"> 3256</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l03257"></a><span class="lineno"> 3257</span>  <span class="comment">// Note however that the default is a conservative factor because if the</span></div>
|
|
<div class="line"><a name="l03258"></a><span class="lineno"> 3258</span>  <span class="comment">// user gives us a primal program, we assume he knows what he is doing and</span></div>
|
|
<div class="line"><a name="l03259"></a><span class="lineno"> 3259</span>  <span class="comment">// sometimes a problem is a lot faster to solve in a given formulation</span></div>
|
|
<div class="line"><a name="l03260"></a><span class="lineno"> 3260</span>  <span class="comment">// even if its dimension would say otherwise.</span></div>
|
|
<div class="line"><a name="l03261"></a><span class="lineno"> 3261</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l03262"></a><span class="lineno"> 3262</span>  <span class="comment">// Another reason to be conservative, is that the number of columns of the</span></div>
|
|
<div class="line"><a name="l03263"></a><span class="lineno"> 3263</span>  <span class="comment">// dual is the number of rows of the primal plus up to two times the number of</span></div>
|
|
<div class="line"><a name="l03264"></a><span class="lineno"> 3264</span>  <span class="comment">// columns of the primal.</span></div>
|
|
<div class="line"><a name="l03265"></a><span class="lineno"> 3265</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l03266"></a><span class="lineno"> 3266</span>  <span class="comment">// TODO(user): This effect can be lowered if we use some of the extra</span></div>
|
|
<div class="line"><a name="l03267"></a><span class="lineno"> 3267</span>  <span class="comment">// variables as slack variable which we are not doing at this point.</span></div>
|
|
<div class="line"><a name="l03268"></a><span class="lineno"> 3268</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.solve_dual_problem() == GlopParameters::LET_SOLVER_DECIDE) {</div>
|
|
<div class="line"><a name="l03269"></a><span class="lineno"> 3269</span>  <span class="keywordflow">if</span> (1.0 * primal_num_rows_.value() <</div>
|
|
<div class="line"><a name="l03270"></a><span class="lineno"> 3270</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.dualizer_threshold() * primal_num_cols_.value()) {</div>
|
|
<div class="line"><a name="l03271"></a><span class="lineno"> 3271</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l03272"></a><span class="lineno"> 3272</span>  }</div>
|
|
<div class="line"><a name="l03273"></a><span class="lineno"> 3273</span>  }</div>
|
|
<div class="line"><a name="l03274"></a><span class="lineno"> 3274</span>  </div>
|
|
<div class="line"><a name="l03275"></a><span class="lineno"> 3275</span>  <span class="comment">// Save the linear program bounds.</span></div>
|
|
<div class="line"><a name="l03276"></a><span class="lineno"> 3276</span>  <span class="comment">// Also make sure that all the bounded variable have at least one bound set to</span></div>
|
|
<div class="line"><a name="l03277"></a><span class="lineno"> 3277</span>  <span class="comment">// zero. This will be needed to post-solve a dual-basic solution into a</span></div>
|
|
<div class="line"><a name="l03278"></a><span class="lineno"> 3278</span>  <span class="comment">// primal-basic one.</span></div>
|
|
<div class="line"><a name="l03279"></a><span class="lineno"> 3279</span>  <span class="keyword">const</span> ColIndex num_cols = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l03280"></a><span class="lineno"> 3280</span>  variable_lower_bounds_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_cols, 0.0);</div>
|
|
<div class="line"><a name="l03281"></a><span class="lineno"> 3281</span>  variable_upper_bounds_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_cols, 0.0);</div>
|
|
<div class="line"><a name="l03282"></a><span class="lineno"> 3282</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l03283"></a><span class="lineno"> 3283</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03284"></a><span class="lineno"> 3284</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03285"></a><span class="lineno"> 3285</span>  </div>
|
|
<div class="line"><a name="l03286"></a><span class="lineno"> 3286</span>  <span class="comment">// We need to shift one of the bound to zero.</span></div>
|
|
<div class="line"><a name="l03287"></a><span class="lineno"> 3287</span>  variable_lower_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = lower;</div>
|
|
<div class="line"><a name="l03288"></a><span class="lineno"> 3288</span>  variable_upper_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = upper;</div>
|
|
<div class="line"><a name="l03289"></a><span class="lineno"> 3289</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> = MinInMagnitudeOrZeroIfInfinite(lower, upper);</div>
|
|
<div class="line"><a name="l03290"></a><span class="lineno"> 3290</span>  <span class="keywordflow">if</span> (<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> != 0.0) {</div>
|
|
<div class="line"><a name="l03291"></a><span class="lineno"> 3291</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, lower - <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>, upper - <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>);</div>
|
|
<div class="line"><a name="l03292"></a><span class="lineno"> 3292</span>  SubtractColumnMultipleFromConstraintBound(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>, lp);</div>
|
|
<div class="line"><a name="l03293"></a><span class="lineno"> 3293</span>  }</div>
|
|
<div class="line"><a name="l03294"></a><span class="lineno"> 3294</span>  }</div>
|
|
<div class="line"><a name="l03295"></a><span class="lineno"> 3295</span>  </div>
|
|
<div class="line"><a name="l03296"></a><span class="lineno"> 3296</span>  <span class="comment">// Fill the information that will be needed during postsolve.</span></div>
|
|
<div class="line"><a name="l03297"></a><span class="lineno"> 3297</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l03298"></a><span class="lineno"> 3298</span>  <span class="comment">// TODO(user): This will break if PopulateFromDual() is changed. so document</span></div>
|
|
<div class="line"><a name="l03299"></a><span class="lineno"> 3299</span>  <span class="comment">// the convention or make the function fill these vectors?</span></div>
|
|
<div class="line"><a name="l03300"></a><span class="lineno"> 3300</span>  dual_status_correspondence_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a name="l03301"></a><span class="lineno"> 3301</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> < primal_num_rows_; ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l03302"></a><span class="lineno"> 3302</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l03303"></a><span class="lineno"> 3303</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l03304"></a><span class="lineno"> 3304</span>  <span class="keywordflow">if</span> (lower_bound == upper_bound) {</div>
|
|
<div class="line"><a name="l03305"></a><span class="lineno"> 3305</span>  dual_status_correspondence_.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a>);</div>
|
|
<div class="line"><a name="l03306"></a><span class="lineno"> 3306</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (upper_bound != <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l03307"></a><span class="lineno"> 3307</span>  dual_status_correspondence_.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>);</div>
|
|
<div class="line"><a name="l03308"></a><span class="lineno"> 3308</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (lower_bound != -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l03309"></a><span class="lineno"> 3309</span>  dual_status_correspondence_.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>);</div>
|
|
<div class="line"><a name="l03310"></a><span class="lineno"> 3310</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l03311"></a><span class="lineno"> 3311</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(DFATAL) << <span class="stringliteral">"There should be no free constraint in this lp."</span>;</div>
|
|
<div class="line"><a name="l03312"></a><span class="lineno"> 3312</span>  }</div>
|
|
<div class="line"><a name="l03313"></a><span class="lineno"> 3313</span>  }</div>
|
|
<div class="line"><a name="l03314"></a><span class="lineno"> 3314</span>  slack_or_surplus_mapping_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a name="l03315"></a><span class="lineno"> 3315</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < primal_num_cols_; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l03316"></a><span class="lineno"> 3316</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03317"></a><span class="lineno"> 3317</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03318"></a><span class="lineno"> 3318</span>  <span class="keywordflow">if</span> (lower_bound != -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l03319"></a><span class="lineno"> 3319</span>  dual_status_correspondence_.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(</div>
|
|
<div class="line"><a name="l03320"></a><span class="lineno"> 3320</span>  upper_bound == lower_bound ? <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a></div>
|
|
<div class="line"><a name="l03321"></a><span class="lineno"> 3321</span>  : <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>);</div>
|
|
<div class="line"><a name="l03322"></a><span class="lineno"> 3322</span>  slack_or_surplus_mapping_.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l03323"></a><span class="lineno"> 3323</span>  }</div>
|
|
<div class="line"><a name="l03324"></a><span class="lineno"> 3324</span>  }</div>
|
|
<div class="line"><a name="l03325"></a><span class="lineno"> 3325</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < primal_num_cols_; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l03326"></a><span class="lineno"> 3326</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03327"></a><span class="lineno"> 3327</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03328"></a><span class="lineno"> 3328</span>  <span class="keywordflow">if</span> (upper_bound != <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l03329"></a><span class="lineno"> 3329</span>  dual_status_correspondence_.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(</div>
|
|
<div class="line"><a name="l03330"></a><span class="lineno"> 3330</span>  upper_bound == lower_bound ? <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a></div>
|
|
<div class="line"><a name="l03331"></a><span class="lineno"> 3331</span>  : <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>);</div>
|
|
<div class="line"><a name="l03332"></a><span class="lineno"> 3332</span>  slack_or_surplus_mapping_.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l03333"></a><span class="lineno"> 3333</span>  }</div>
|
|
<div class="line"><a name="l03334"></a><span class="lineno"> 3334</span>  }</div>
|
|
<div class="line"><a name="l03335"></a><span class="lineno"> 3335</span>  </div>
|
|
<div class="line"><a name="l03336"></a><span class="lineno"> 3336</span>  <span class="comment">// TODO(user): There are two different ways to deal with ranged rows when</span></div>
|
|
<div class="line"><a name="l03337"></a><span class="lineno"> 3337</span>  <span class="comment">// taking the dual. The default way is to duplicate such rows, see</span></div>
|
|
<div class="line"><a name="l03338"></a><span class="lineno"> 3338</span>  <span class="comment">// PopulateFromDual() for details. Another way is to call</span></div>
|
|
<div class="line"><a name="l03339"></a><span class="lineno"> 3339</span>  <span class="comment">// lp->AddSlackVariablesForFreeAndBoxedRows() before calling</span></div>
|
|
<div class="line"><a name="l03340"></a><span class="lineno"> 3340</span>  <span class="comment">// PopulateFromDual(). Adds an option to switch between the two as this may</span></div>
|
|
<div class="line"><a name="l03341"></a><span class="lineno"> 3341</span>  <span class="comment">// change the running time?</span></div>
|
|
<div class="line"><a name="l03342"></a><span class="lineno"> 3342</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l03343"></a><span class="lineno"> 3343</span>  <span class="comment">// Note however that the default algorithm is likely to result in a faster</span></div>
|
|
<div class="line"><a name="l03344"></a><span class="lineno"> 3344</span>  <span class="comment">// solving time because the dual program will have less rows.</span></div>
|
|
<div class="line"><a name="l03345"></a><span class="lineno"> 3345</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a> dual;</div>
|
|
<div class="line"><a name="l03346"></a><span class="lineno"> 3346</span>  dual.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ad38b71923c7904791897a23722c157cb">PopulateFromDual</a>(*lp, &duplicated_rows_);</div>
|
|
<div class="line"><a name="l03347"></a><span class="lineno"> 3347</span>  dual.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a7054c01679c4d1b7ce846b95937582d6">Swap</a>(lp);</div>
|
|
<div class="line"><a name="l03348"></a><span class="lineno"> 3348</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l03349"></a><span class="lineno"> 3349</span> }</div>
|
|
<div class="line"><a name="l03350"></a><span class="lineno"> 3350</span>  </div>
|
|
<div class="line"><a name="l03351"></a><span class="lineno"> 3351</span> <span class="comment">// Note(user): This assumes that LinearProgram.PopulateFromDual() uses</span></div>
|
|
<div class="line"><a name="l03352"></a><span class="lineno"> 3352</span> <span class="comment">// the first ColIndex and RowIndex for the rows and columns of the given</span></div>
|
|
<div class="line"><a name="l03353"></a><span class="lineno"> 3353</span> <span class="comment">// problem.</span></div>
|
|
<div class="line"><a name="l03354"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_dualizer_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf"> 3354</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_dualizer_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">DualizerPreprocessor::RecoverSolution</a>(<a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l03355"></a><span class="lineno"> 3355</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l03356"></a><span class="lineno"> 3356</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(solution);</div>
|
|
<div class="line"><a name="l03357"></a><span class="lineno"> 3357</span>  </div>
|
|
<div class="line"><a name="l03358"></a><span class="lineno"> 3358</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> new_primal_values(primal_num_cols_, 0.0);</div>
|
|
<div class="line"><a name="l03359"></a><span class="lineno"> 3359</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">VariableStatusRow</a> new_variable_statuses(primal_num_cols_,</div>
|
|
<div class="line"><a name="l03360"></a><span class="lineno"> 3360</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>);</div>
|
|
<div class="line"><a name="l03361"></a><span class="lineno"> 3361</span>  <a class="code" href="base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2">DCHECK_LE</a>(primal_num_cols_, <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>()));</div>
|
|
<div class="line"><a name="l03362"></a><span class="lineno"> 3362</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < primal_num_cols_; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l03363"></a><span class="lineno"> 3363</span>  RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">ColToRowIndex</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l03364"></a><span class="lineno"> 3364</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower = variable_lower_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03365"></a><span class="lineno"> 3365</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper = variable_upper_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03366"></a><span class="lineno"> 3366</span>  </div>
|
|
<div class="line"><a name="l03367"></a><span class="lineno"> 3367</span>  <span class="comment">// The new variable value corresponds to the dual value of the dual.</span></div>
|
|
<div class="line"><a name="l03368"></a><span class="lineno"> 3368</span>  <span class="comment">// The shift applied during presolve needs to be removed.</span></div>
|
|
<div class="line"><a name="l03369"></a><span class="lineno"> 3369</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> shift = MinInMagnitudeOrZeroIfInfinite(lower, upper);</div>
|
|
<div class="line"><a name="l03370"></a><span class="lineno"> 3370</span>  new_primal_values[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] + shift;</div>
|
|
<div class="line"><a name="l03371"></a><span class="lineno"> 3371</span>  </div>
|
|
<div class="line"><a name="l03372"></a><span class="lineno"> 3372</span>  <span class="comment">// A variable will be VariableStatus::BASIC if the dual constraint is not.</span></div>
|
|
<div class="line"><a name="l03373"></a><span class="lineno"> 3373</span>  <span class="keywordflow">if</span> (solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] != <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae4ac03f6c9f00665644e868dd1fb9f1e">ConstraintStatus::BASIC</a>) {</div>
|
|
<div class="line"><a name="l03374"></a><span class="lineno"> 3374</span>  new_variable_statuses[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>;</div>
|
|
<div class="line"><a name="l03375"></a><span class="lineno"> 3375</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l03376"></a><span class="lineno"> 3376</span>  <span class="comment">// Otherwise, the dual value must be zero (if the solution is feasible),</span></div>
|
|
<div class="line"><a name="l03377"></a><span class="lineno"> 3377</span>  <span class="comment">// and the variable is at an exact bound or zero if it is</span></div>
|
|
<div class="line"><a name="l03378"></a><span class="lineno"> 3378</span>  <span class="comment">// VariableStatus::FREE. Note that this works because the bounds are</span></div>
|
|
<div class="line"><a name="l03379"></a><span class="lineno"> 3379</span>  <span class="comment">// shifted to 0.0 in the presolve!</span></div>
|
|
<div class="line"><a name="l03380"></a><span class="lineno"> 3380</span>  new_variable_statuses[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = ComputeVariableStatus(shift, lower, upper);</div>
|
|
<div class="line"><a name="l03381"></a><span class="lineno"> 3381</span>  }</div>
|
|
<div class="line"><a name="l03382"></a><span class="lineno"> 3382</span>  }</div>
|
|
<div class="line"><a name="l03383"></a><span class="lineno"> 3383</span>  </div>
|
|
<div class="line"><a name="l03384"></a><span class="lineno"> 3384</span>  <span class="comment">// A basic variable that corresponds to slack/surplus variable is the same as</span></div>
|
|
<div class="line"><a name="l03385"></a><span class="lineno"> 3385</span>  <span class="comment">// a basic row. The new variable status (that was just set to</span></div>
|
|
<div class="line"><a name="l03386"></a><span class="lineno"> 3386</span>  <span class="comment">// VariableStatus::BASIC above)</span></div>
|
|
<div class="line"><a name="l03387"></a><span class="lineno"> 3387</span>  <span class="comment">// needs to be corrected and depends on the variable type (slack/surplus).</span></div>
|
|
<div class="line"><a name="l03388"></a><span class="lineno"> 3388</span>  <span class="keyword">const</span> ColIndex begin = <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(primal_num_rows_);</div>
|
|
<div class="line"><a name="l03389"></a><span class="lineno"> 3389</span>  <span class="keyword">const</span> ColIndex end = dual_status_correspondence_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>();</div>
|
|
<div class="line"><a name="l03390"></a><span class="lineno"> 3390</span>  <a class="code" href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(), end);</div>
|
|
<div class="line"><a name="l03391"></a><span class="lineno"> 3391</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(end - begin, slack_or_surplus_mapping_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>());</div>
|
|
<div class="line"><a name="l03392"></a><span class="lineno"> 3392</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a>(begin); <a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a> < end; ++<a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a>) {</div>
|
|
<div class="line"><a name="l03393"></a><span class="lineno"> 3393</span>  <span class="keywordflow">if</span> (solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[<a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a>] == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>) {</div>
|
|
<div class="line"><a name="l03394"></a><span class="lineno"> 3394</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = slack_or_surplus_mapping_[<a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a> - begin];</div>
|
|
<div class="line"><a name="l03395"></a><span class="lineno"> 3395</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a2c776397337c7b38bcdb8e2b57653a6a">status</a> = dual_status_correspondence_[<a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a>];</div>
|
|
<div class="line"><a name="l03396"></a><span class="lineno"> 3396</span>  </div>
|
|
<div class="line"><a name="l03397"></a><span class="lineno"> 3397</span>  <span class="comment">// The new variable value is set to its exact bound because the dual</span></div>
|
|
<div class="line"><a name="l03398"></a><span class="lineno"> 3398</span>  <span class="comment">// variable value can be imprecise.</span></div>
|
|
<div class="line"><a name="l03399"></a><span class="lineno"> 3399</span>  new_variable_statuses[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a2c776397337c7b38bcdb8e2b57653a6a">status</a>;</div>
|
|
<div class="line"><a name="l03400"></a><span class="lineno"> 3400</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a2c776397337c7b38bcdb8e2b57653a6a">status</a> == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a> ||</div>
|
|
<div class="line"><a name="l03401"></a><span class="lineno"> 3401</span>  <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a2c776397337c7b38bcdb8e2b57653a6a">status</a> == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a>) {</div>
|
|
<div class="line"><a name="l03402"></a><span class="lineno"> 3402</span>  new_primal_values[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = variable_upper_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03403"></a><span class="lineno"> 3403</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l03404"></a><span class="lineno"> 3404</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a2c776397337c7b38bcdb8e2b57653a6a">status</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>);</div>
|
|
<div class="line"><a name="l03405"></a><span class="lineno"> 3405</span>  new_primal_values[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = variable_lower_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03406"></a><span class="lineno"> 3406</span>  }</div>
|
|
<div class="line"><a name="l03407"></a><span class="lineno"> 3407</span>  }</div>
|
|
<div class="line"><a name="l03408"></a><span class="lineno"> 3408</span>  }</div>
|
|
<div class="line"><a name="l03409"></a><span class="lineno"> 3409</span>  </div>
|
|
<div class="line"><a name="l03410"></a><span class="lineno"> 3410</span>  <span class="comment">// Note the <= in the DCHECK, since we may need to add variables when taking</span></div>
|
|
<div class="line"><a name="l03411"></a><span class="lineno"> 3411</span>  <span class="comment">// the dual.</span></div>
|
|
<div class="line"><a name="l03412"></a><span class="lineno"> 3412</span>  <a class="code" href="base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2">DCHECK_LE</a>(primal_num_rows_, <a class="code" href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">ColToRowIndex</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>()));</div>
|
|
<div class="line"><a name="l03413"></a><span class="lineno"> 3413</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a> new_dual_values(primal_num_rows_, 0.0);</div>
|
|
<div class="line"><a name="l03414"></a><span class="lineno"> 3414</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">ConstraintStatusColumn</a> new_constraint_statuses(primal_num_rows_,</div>
|
|
<div class="line"><a name="l03415"></a><span class="lineno"> 3415</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a88c189a42c87aa49d667fc8ab76bc323">ConstraintStatus::FREE</a>);</div>
|
|
<div class="line"><a name="l03416"></a><span class="lineno"> 3416</span>  </div>
|
|
<div class="line"><a name="l03417"></a><span class="lineno"> 3417</span>  <span class="comment">// Note that the sign need to be corrected because of the special behavior of</span></div>
|
|
<div class="line"><a name="l03418"></a><span class="lineno"> 3418</span>  <span class="comment">// PopulateFromDual() on a maximization problem, see the comment in the</span></div>
|
|
<div class="line"><a name="l03419"></a><span class="lineno"> 3419</span>  <span class="comment">// declaration of PopulateFromDual().</span></div>
|
|
<div class="line"><a name="l03420"></a><span class="lineno"> 3420</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> sign = primal_is_maximization_problem_ ? -1 : 1;</div>
|
|
<div class="line"><a name="l03421"></a><span class="lineno"> 3421</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> < primal_num_rows_; ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l03422"></a><span class="lineno"> 3422</span>  <span class="keyword">const</span> ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l03423"></a><span class="lineno"> 3423</span>  new_dual_values[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = sign * solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03424"></a><span class="lineno"> 3424</span>  </div>
|
|
<div class="line"><a name="l03425"></a><span class="lineno"> 3425</span>  <span class="comment">// A constraint will be ConstraintStatus::BASIC if the dual variable is not.</span></div>
|
|
<div class="line"><a name="l03426"></a><span class="lineno"> 3426</span>  <span class="keywordflow">if</span> (solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>) {</div>
|
|
<div class="line"><a name="l03427"></a><span class="lineno"> 3427</span>  new_constraint_statuses[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae4ac03f6c9f00665644e868dd1fb9f1e">ConstraintStatus::BASIC</a>;</div>
|
|
<div class="line"><a name="l03428"></a><span class="lineno"> 3428</span>  <span class="keywordflow">if</span> (duplicated_rows_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] != <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
|
|
<div class="line"><a name="l03429"></a><span class="lineno"> 3429</span>  <span class="keywordflow">if</span> (solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[duplicated_rows_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]] ==</div>
|
|
<div class="line"><a name="l03430"></a><span class="lineno"> 3430</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>) {</div>
|
|
<div class="line"><a name="l03431"></a><span class="lineno"> 3431</span>  <span class="comment">// The duplicated row is always about the lower bound.</span></div>
|
|
<div class="line"><a name="l03432"></a><span class="lineno"> 3432</span>  new_constraint_statuses[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a>;</div>
|
|
<div class="line"><a name="l03433"></a><span class="lineno"> 3433</span>  }</div>
|
|
<div class="line"><a name="l03434"></a><span class="lineno"> 3434</span>  }</div>
|
|
<div class="line"><a name="l03435"></a><span class="lineno"> 3435</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l03436"></a><span class="lineno"> 3436</span>  <span class="comment">// ConstraintStatus::AT_LOWER_BOUND/ConstraintStatus::AT_UPPER_BOUND/</span></div>
|
|
<div class="line"><a name="l03437"></a><span class="lineno"> 3437</span>  <span class="comment">// ConstraintStatus::FIXED depend on the type of the constraint at this</span></div>
|
|
<div class="line"><a name="l03438"></a><span class="lineno"> 3438</span>  <span class="comment">// position.</span></div>
|
|
<div class="line"><a name="l03439"></a><span class="lineno"> 3439</span>  new_constraint_statuses[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] =</div>
|
|
<div class="line"><a name="l03440"></a><span class="lineno"> 3440</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ab7a106449441d3fd61aa70916a147a7d">VariableToConstraintStatus</a>(dual_status_correspondence_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a name="l03441"></a><span class="lineno"> 3441</span>  }</div>
|
|
<div class="line"><a name="l03442"></a><span class="lineno"> 3442</span>  </div>
|
|
<div class="line"><a name="l03443"></a><span class="lineno"> 3443</span>  <span class="comment">// If the original row was duplicated, we need to take into account the</span></div>
|
|
<div class="line"><a name="l03444"></a><span class="lineno"> 3444</span>  <span class="comment">// value of the corresponding dual column.</span></div>
|
|
<div class="line"><a name="l03445"></a><span class="lineno"> 3445</span>  <span class="keywordflow">if</span> (duplicated_rows_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] != <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
|
|
<div class="line"><a name="l03446"></a><span class="lineno"> 3446</span>  new_dual_values[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] +=</div>
|
|
<div class="line"><a name="l03447"></a><span class="lineno"> 3447</span>  sign * solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[duplicated_rows_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]];</div>
|
|
<div class="line"><a name="l03448"></a><span class="lineno"> 3448</span>  }</div>
|
|
<div class="line"><a name="l03449"></a><span class="lineno"> 3449</span>  </div>
|
|
<div class="line"><a name="l03450"></a><span class="lineno"> 3450</span>  <span class="comment">// Because non-basic variable values are exactly at one of their bounds, a</span></div>
|
|
<div class="line"><a name="l03451"></a><span class="lineno"> 3451</span>  <span class="comment">// new basic constraint will have a dual value exactly equal to zero.</span></div>
|
|
<div class="line"><a name="l03452"></a><span class="lineno"> 3452</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(new_dual_values[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == 0 ||</div>
|
|
<div class="line"><a name="l03453"></a><span class="lineno"> 3453</span>  new_constraint_statuses[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] != <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae4ac03f6c9f00665644e868dd1fb9f1e">ConstraintStatus::BASIC</a>);</div>
|
|
<div class="line"><a name="l03454"></a><span class="lineno"> 3454</span>  }</div>
|
|
<div class="line"><a name="l03455"></a><span class="lineno"> 3455</span>  </div>
|
|
<div class="line"><a name="l03456"></a><span class="lineno"> 3456</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a15eb0790f4f62ad63676f55e4ba7d2bb">status</a> = <a class="code" href="classoperations__research_1_1glop_1_1_dualizer_preprocessor.html#a8b7014a72cd02aa5a12eca1942447c06">ChangeStatusToDualStatus</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a15eb0790f4f62ad63676f55e4ba7d2bb">status</a>);</div>
|
|
<div class="line"><a name="l03457"></a><span class="lineno"> 3457</span>  new_primal_values.<a class="code" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>);</div>
|
|
<div class="line"><a name="l03458"></a><span class="lineno"> 3458</span>  new_dual_values.<a class="code" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>);</div>
|
|
<div class="line"><a name="l03459"></a><span class="lineno"> 3459</span>  new_variable_statuses.<a class="code" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>);</div>
|
|
<div class="line"><a name="l03460"></a><span class="lineno"> 3460</span>  new_constraint_statuses.<a class="code" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>);</div>
|
|
<div class="line"><a name="l03461"></a><span class="lineno"> 3461</span> }</div>
|
|
<div class="line"><a name="l03462"></a><span class="lineno"> 3462</span>  </div>
|
|
<div class="line"><a name="l03463"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_dualizer_preprocessor.html#a8b7014a72cd02aa5a12eca1942447c06"> 3463</a></span> <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9">ProblemStatus</a> <a class="code" href="classoperations__research_1_1glop_1_1_dualizer_preprocessor.html#a8b7014a72cd02aa5a12eca1942447c06">DualizerPreprocessor::ChangeStatusToDualStatus</a>(</div>
|
|
<div class="line"><a name="l03464"></a><span class="lineno"> 3464</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9">ProblemStatus</a> status)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l03465"></a><span class="lineno"> 3465</span>  <span class="keywordflow">switch</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a2c776397337c7b38bcdb8e2b57653a6a">status</a>) {</div>
|
|
<div class="line"><a name="l03466"></a><span class="lineno"> 3466</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a7850fcfea005b86b2a3fa0d4293c5ee0">ProblemStatus::PRIMAL_INFEASIBLE</a>:</div>
|
|
<div class="line"><a name="l03467"></a><span class="lineno"> 3467</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a1583be76ac58a4ac4c024f73b3d85811">ProblemStatus::DUAL_INFEASIBLE</a>;</div>
|
|
<div class="line"><a name="l03468"></a><span class="lineno"> 3468</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a1583be76ac58a4ac4c024f73b3d85811">ProblemStatus::DUAL_INFEASIBLE</a>:</div>
|
|
<div class="line"><a name="l03469"></a><span class="lineno"> 3469</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a7850fcfea005b86b2a3fa0d4293c5ee0">ProblemStatus::PRIMAL_INFEASIBLE</a>;</div>
|
|
<div class="line"><a name="l03470"></a><span class="lineno"> 3470</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a8351cc0ea544c393b3e26fdf42520844">ProblemStatus::PRIMAL_UNBOUNDED</a>:</div>
|
|
<div class="line"><a name="l03471"></a><span class="lineno"> 3471</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a8ada5da7749eac0d9fe1782ad9bab585">ProblemStatus::DUAL_UNBOUNDED</a>;</div>
|
|
<div class="line"><a name="l03472"></a><span class="lineno"> 3472</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a8ada5da7749eac0d9fe1782ad9bab585">ProblemStatus::DUAL_UNBOUNDED</a>:</div>
|
|
<div class="line"><a name="l03473"></a><span class="lineno"> 3473</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a8351cc0ea544c393b3e26fdf42520844">ProblemStatus::PRIMAL_UNBOUNDED</a>;</div>
|
|
<div class="line"><a name="l03474"></a><span class="lineno"> 3474</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a2dcc8f5d91cb2aa2065b8305bf2d5cbd">ProblemStatus::PRIMAL_FEASIBLE</a>:</div>
|
|
<div class="line"><a name="l03475"></a><span class="lineno"> 3475</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a57ad14e7a035f33c8ba6c0ea9ea23caa">ProblemStatus::DUAL_FEASIBLE</a>;</div>
|
|
<div class="line"><a name="l03476"></a><span class="lineno"> 3476</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a57ad14e7a035f33c8ba6c0ea9ea23caa">ProblemStatus::DUAL_FEASIBLE</a>:</div>
|
|
<div class="line"><a name="l03477"></a><span class="lineno"> 3477</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a2dcc8f5d91cb2aa2065b8305bf2d5cbd">ProblemStatus::PRIMAL_FEASIBLE</a>;</div>
|
|
<div class="line"><a name="l03478"></a><span class="lineno"> 3478</span>  <span class="keywordflow">default</span>:</div>
|
|
<div class="line"><a name="l03479"></a><span class="lineno"> 3479</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a2c776397337c7b38bcdb8e2b57653a6a">status</a>;</div>
|
|
<div class="line"><a name="l03480"></a><span class="lineno"> 3480</span>  }</div>
|
|
<div class="line"><a name="l03481"></a><span class="lineno"> 3481</span> }</div>
|
|
<div class="line"><a name="l03482"></a><span class="lineno"> 3482</span>  </div>
|
|
<div class="line"><a name="l03483"></a><span class="lineno"> 3483</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l03484"></a><span class="lineno"> 3484</span> <span class="comment">// ShiftVariableBoundsPreprocessor</span></div>
|
|
<div class="line"><a name="l03485"></a><span class="lineno"> 3485</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l03486"></a><span class="lineno"> 3486</span>  </div>
|
|
<div class="line"><a name="l03487"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_shift_variable_bounds_preprocessor.html#a5d398cb6297813f547da141848e70bbc"> 3487</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_shift_variable_bounds_preprocessor.html#a5d398cb6297813f547da141848e70bbc">ShiftVariableBoundsPreprocessor::Run</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l03488"></a><span class="lineno"> 3488</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l03489"></a><span class="lineno"> 3489</span>  <a class="code" href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a>(lp, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l03490"></a><span class="lineno"> 3490</span>  </div>
|
|
<div class="line"><a name="l03491"></a><span class="lineno"> 3491</span>  <span class="comment">// Save the linear program bounds before shifting them.</span></div>
|
|
<div class="line"><a name="l03492"></a><span class="lineno"> 3492</span>  <span class="keywordtype">bool</span> all_variable_domains_contain_zero = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l03493"></a><span class="lineno"> 3493</span>  <span class="keyword">const</span> ColIndex num_cols = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l03494"></a><span class="lineno"> 3494</span>  variable_initial_lbs_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_cols, 0.0);</div>
|
|
<div class="line"><a name="l03495"></a><span class="lineno"> 3495</span>  variable_initial_ubs_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_cols, 0.0);</div>
|
|
<div class="line"><a name="l03496"></a><span class="lineno"> 3496</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l03497"></a><span class="lineno"> 3497</span>  variable_initial_lbs_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03498"></a><span class="lineno"> 3498</span>  variable_initial_ubs_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03499"></a><span class="lineno"> 3499</span>  <span class="keywordflow">if</span> (0.0 < variable_initial_lbs_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] || 0.0 > variable_initial_ubs_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a name="l03500"></a><span class="lineno"> 3500</span>  all_variable_domains_contain_zero = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l03501"></a><span class="lineno"> 3501</span>  }</div>
|
|
<div class="line"><a name="l03502"></a><span class="lineno"> 3502</span>  }</div>
|
|
<div class="line"><a name="l03503"></a><span class="lineno"> 3503</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Maximum variable bounds magnitude (before shift): "</span></div>
|
|
<div class="line"><a name="l03504"></a><span class="lineno"> 3504</span>  << ComputeMaxVariableBoundsMagnitude(*lp);</div>
|
|
<div class="line"><a name="l03505"></a><span class="lineno"> 3505</span>  </div>
|
|
<div class="line"><a name="l03506"></a><span class="lineno"> 3506</span>  <span class="comment">// Abort early if there is nothing to do.</span></div>
|
|
<div class="line"><a name="l03507"></a><span class="lineno"> 3507</span>  <span class="keywordflow">if</span> (all_variable_domains_contain_zero) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l03508"></a><span class="lineno"> 3508</span>  </div>
|
|
<div class="line"><a name="l03509"></a><span class="lineno"> 3509</span>  <span class="comment">// Shift the variable bounds and compute the changes to the constraint bounds</span></div>
|
|
<div class="line"><a name="l03510"></a><span class="lineno"> 3510</span>  <span class="comment">// and objective offset in a precise way.</span></div>
|
|
<div class="line"><a name="l03511"></a><span class="lineno"> 3511</span>  <span class="keywordtype">int</span> num_bound_shifts = 0;</div>
|
|
<div class="line"><a name="l03512"></a><span class="lineno"> 3512</span>  <span class="keyword">const</span> RowIndex num_rows = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
|
|
<div class="line"><a name="l03513"></a><span class="lineno"> 3513</span>  <a class="code" href="classoperations__research_1_1_accurate_sum.html">KahanSum</a> objective_offset;</div>
|
|
<div class="line"><a name="l03514"></a><span class="lineno"> 3514</span>  <a class="code" href="classabsl_1_1_strong_vector.html">absl::StrongVector<RowIndex, KahanSum></a> row_offsets(num_rows.value());</div>
|
|
<div class="line"><a name="l03515"></a><span class="lineno"> 3515</span>  offsets_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_cols, 0.0);</div>
|
|
<div class="line"><a name="l03516"></a><span class="lineno"> 3516</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l03517"></a><span class="lineno"> 3517</span>  <span class="keywordflow">if</span> (0.0 < variable_initial_lbs_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] || 0.0 > variable_initial_ubs_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a name="l03518"></a><span class="lineno"> 3518</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> offset = MinInMagnitudeOrZeroIfInfinite(</div>
|
|
<div class="line"><a name="l03519"></a><span class="lineno"> 3519</span>  variable_initial_lbs_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], variable_initial_ubs_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a name="l03520"></a><span class="lineno"> 3520</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a3ad0a2aeb2c7f12fb9d3439a480ffbde">in_mip_context_</a> && lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4f3103f39bdbb86151baed2347f7b0a">IsVariableInteger</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l03521"></a><span class="lineno"> 3521</span>  <span class="comment">// In the integer case, we truncate the number because if for instance</span></div>
|
|
<div class="line"><a name="l03522"></a><span class="lineno"> 3522</span>  <span class="comment">// the lower bound is a positive integer + epsilon, we only want to</span></div>
|
|
<div class="line"><a name="l03523"></a><span class="lineno"> 3523</span>  <span class="comment">// shift by the integer and leave the lower bound at epsilon.</span></div>
|
|
<div class="line"><a name="l03524"></a><span class="lineno"> 3524</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l03525"></a><span class="lineno"> 3525</span>  <span class="comment">// TODO(user): This would not be needed, if we always make the bound</span></div>
|
|
<div class="line"><a name="l03526"></a><span class="lineno"> 3526</span>  <span class="comment">// of an integer variable integer before applying this preprocessor.</span></div>
|
|
<div class="line"><a name="l03527"></a><span class="lineno"> 3527</span>  offset = trunc(offset);</div>
|
|
<div class="line"><a name="l03528"></a><span class="lineno"> 3528</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l03529"></a><span class="lineno"> 3529</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(offset, 0.0);</div>
|
|
<div class="line"><a name="l03530"></a><span class="lineno"> 3530</span>  }</div>
|
|
<div class="line"><a name="l03531"></a><span class="lineno"> 3531</span>  offsets_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = offset;</div>
|
|
<div class="line"><a name="l03532"></a><span class="lineno"> 3532</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, variable_initial_lbs_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - offset,</div>
|
|
<div class="line"><a name="l03533"></a><span class="lineno"> 3533</span>  variable_initial_ubs_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - offset);</div>
|
|
<div class="line"><a name="l03534"></a><span class="lineno"> 3534</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_column.html">SparseColumn</a>& sparse_column = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l03535"></a><span class="lineno"> 3535</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : sparse_column) {</div>
|
|
<div class="line"><a name="l03536"></a><span class="lineno"> 3536</span>  row_offsets[e.row()].Add(e.coefficient() * offset);</div>
|
|
<div class="line"><a name="l03537"></a><span class="lineno"> 3537</span>  }</div>
|
|
<div class="line"><a name="l03538"></a><span class="lineno"> 3538</span>  objective_offset.<a class="code" href="classoperations__research_1_1_accurate_sum.html#acc8fad1f98b885fa7d0504f4dfc71f08">Add</a>(lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] * offset);</div>
|
|
<div class="line"><a name="l03539"></a><span class="lineno"> 3539</span>  ++num_bound_shifts;</div>
|
|
<div class="line"><a name="l03540"></a><span class="lineno"> 3540</span>  }</div>
|
|
<div class="line"><a name="l03541"></a><span class="lineno"> 3541</span>  }</div>
|
|
<div class="line"><a name="l03542"></a><span class="lineno"> 3542</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Maximum variable bounds magnitude (after "</span> << num_bound_shifts</div>
|
|
<div class="line"><a name="l03543"></a><span class="lineno"> 3543</span>  << <span class="stringliteral">" shifts): "</span> << ComputeMaxVariableBoundsMagnitude(*lp);</div>
|
|
<div class="line"><a name="l03544"></a><span class="lineno"> 3544</span>  </div>
|
|
<div class="line"><a name="l03545"></a><span class="lineno"> 3545</span>  <span class="comment">// Apply the changes to the constraint bound and objective offset.</span></div>
|
|
<div class="line"><a name="l03546"></a><span class="lineno"> 3546</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>
|
|
<div class="line"><a name="l03547"></a><span class="lineno"> 3547</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a62b98dec38b6506442f9fc63f1a9b88f">SetConstraintBounds</a>(</div>
|
|
<div class="line"><a name="l03548"></a><span class="lineno"> 3548</span>  <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] - row_offsets[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>].Value(),</div>
|
|
<div class="line"><a name="l03549"></a><span class="lineno"> 3549</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] - row_offsets[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>].Value());</div>
|
|
<div class="line"><a name="l03550"></a><span class="lineno"> 3550</span>  }</div>
|
|
<div class="line"><a name="l03551"></a><span class="lineno"> 3551</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2a29cc40908e09b0c565ceea15b77d89">SetObjectiveOffset</a>(lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">objective_offset</a>() + objective_offset.<a class="code" href="classoperations__research_1_1_accurate_sum.html#a176a3e919acd979b67cea1ede094cdaa">Value</a>());</div>
|
|
<div class="line"><a name="l03552"></a><span class="lineno"> 3552</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l03553"></a><span class="lineno"> 3553</span> }</div>
|
|
<div class="line"><a name="l03554"></a><span class="lineno"> 3554</span>  </div>
|
|
<div class="line"><a name="l03555"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_shift_variable_bounds_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf"> 3555</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_shift_variable_bounds_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">ShiftVariableBoundsPreprocessor::RecoverSolution</a>(</div>
|
|
<div class="line"><a name="l03556"></a><span class="lineno"> 3556</span>  <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l03557"></a><span class="lineno"> 3557</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l03558"></a><span class="lineno"> 3558</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(solution);</div>
|
|
<div class="line"><a name="l03559"></a><span class="lineno"> 3559</span>  <span class="keyword">const</span> ColIndex num_cols = solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>();</div>
|
|
<div class="line"><a name="l03560"></a><span class="lineno"> 3560</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l03561"></a><span class="lineno"> 3561</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a3ad0a2aeb2c7f12fb9d3439a480ffbde">in_mip_context_</a>) {</div>
|
|
<div class="line"><a name="l03562"></a><span class="lineno"> 3562</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] += offsets_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03563"></a><span class="lineno"> 3563</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l03564"></a><span class="lineno"> 3564</span>  <span class="keywordflow">switch</span> (solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a name="l03565"></a><span class="lineno"> 3565</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a>:</div>
|
|
<div class="line"><a name="l03566"></a><span class="lineno"> 3566</span>  ABSL_FALLTHROUGH_INTENDED;</div>
|
|
<div class="line"><a name="l03567"></a><span class="lineno"> 3567</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>:</div>
|
|
<div class="line"><a name="l03568"></a><span class="lineno"> 3568</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = variable_initial_lbs_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03569"></a><span class="lineno"> 3569</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l03570"></a><span class="lineno"> 3570</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>:</div>
|
|
<div class="line"><a name="l03571"></a><span class="lineno"> 3571</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = variable_initial_ubs_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03572"></a><span class="lineno"> 3572</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l03573"></a><span class="lineno"> 3573</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>:</div>
|
|
<div class="line"><a name="l03574"></a><span class="lineno"> 3574</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] += offsets_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03575"></a><span class="lineno"> 3575</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l03576"></a><span class="lineno"> 3576</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>:</div>
|
|
<div class="line"><a name="l03577"></a><span class="lineno"> 3577</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l03578"></a><span class="lineno"> 3578</span>  }</div>
|
|
<div class="line"><a name="l03579"></a><span class="lineno"> 3579</span>  }</div>
|
|
<div class="line"><a name="l03580"></a><span class="lineno"> 3580</span>  }</div>
|
|
<div class="line"><a name="l03581"></a><span class="lineno"> 3581</span> }</div>
|
|
<div class="line"><a name="l03582"></a><span class="lineno"> 3582</span>  </div>
|
|
<div class="line"><a name="l03583"></a><span class="lineno"> 3583</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l03584"></a><span class="lineno"> 3584</span> <span class="comment">// ScalingPreprocessor</span></div>
|
|
<div class="line"><a name="l03585"></a><span class="lineno"> 3585</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l03586"></a><span class="lineno"> 3586</span>  </div>
|
|
<div class="line"><a name="l03587"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_scaling_preprocessor.html#a5d398cb6297813f547da141848e70bbc"> 3587</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_scaling_preprocessor.html#a5d398cb6297813f547da141848e70bbc">ScalingPreprocessor::Run</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l03588"></a><span class="lineno"> 3588</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l03589"></a><span class="lineno"> 3589</span>  <a class="code" href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a>(lp, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l03590"></a><span class="lineno"> 3590</span>  <span class="keywordflow">if</span> (!<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.use_scaling()) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l03591"></a><span class="lineno"> 3591</span>  </div>
|
|
<div class="line"><a name="l03592"></a><span class="lineno"> 3592</span>  <span class="comment">// Save the linear program bounds before scaling them.</span></div>
|
|
<div class="line"><a name="l03593"></a><span class="lineno"> 3593</span>  <span class="keyword">const</span> ColIndex num_cols = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l03594"></a><span class="lineno"> 3594</span>  variable_lower_bounds_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_cols, 0.0);</div>
|
|
<div class="line"><a name="l03595"></a><span class="lineno"> 3595</span>  variable_upper_bounds_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_cols, 0.0);</div>
|
|
<div class="line"><a name="l03596"></a><span class="lineno"> 3596</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l03597"></a><span class="lineno"> 3597</span>  variable_lower_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03598"></a><span class="lineno"> 3598</span>  variable_upper_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03599"></a><span class="lineno"> 3599</span>  }</div>
|
|
<div class="line"><a name="l03600"></a><span class="lineno"> 3600</span>  </div>
|
|
<div class="line"><a name="l03601"></a><span class="lineno"> 3601</span>  <span class="comment">// See the doc of these functions for more details.</span></div>
|
|
<div class="line"><a name="l03602"></a><span class="lineno"> 3602</span>  <span class="comment">// It is important to call Scale() before the other two.</span></div>
|
|
<div class="line"><a name="l03603"></a><span class="lineno"> 3603</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ac9c215aa509854e985e62d8cdf0a33cc">Scale</a>(lp, &scaler_, <a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.scaling_method());</div>
|
|
<div class="line"><a name="l03604"></a><span class="lineno"> 3604</span>  cost_scaling_factor_ = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a550ef893ead5d40ae3128739b8509611">ScaleObjective</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">parameters_</a>.cost_scaling());</div>
|
|
<div class="line"><a name="l03605"></a><span class="lineno"> 3605</span>  bound_scaling_factor_ = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a354fba4c3eaf6cf38ee4f9e78a59f4c1">ScaleBounds</a>();</div>
|
|
<div class="line"><a name="l03606"></a><span class="lineno"> 3606</span>  </div>
|
|
<div class="line"><a name="l03607"></a><span class="lineno"> 3607</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l03608"></a><span class="lineno"> 3608</span> }</div>
|
|
<div class="line"><a name="l03609"></a><span class="lineno"> 3609</span>  </div>
|
|
<div class="line"><a name="l03610"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_scaling_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf"> 3610</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_scaling_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">ScalingPreprocessor::RecoverSolution</a>(<a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l03611"></a><span class="lineno"> 3611</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l03612"></a><span class="lineno"> 3612</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(solution);</div>
|
|
<div class="line"><a name="l03613"></a><span class="lineno"> 3613</span>  </div>
|
|
<div class="line"><a name="l03614"></a><span class="lineno"> 3614</span>  scaler_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a57b3fbbeb1e0b5a127cc94694aad586e">ScaleRowVector</a>(<span class="keyword">false</span>, &(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>));</div>
|
|
<div class="line"><a name="l03615"></a><span class="lineno"> 3615</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(); ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l03616"></a><span class="lineno"> 3616</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] *= bound_scaling_factor_;</div>
|
|
<div class="line"><a name="l03617"></a><span class="lineno"> 3617</span>  }</div>
|
|
<div class="line"><a name="l03618"></a><span class="lineno"> 3618</span>  </div>
|
|
<div class="line"><a name="l03619"></a><span class="lineno"> 3619</span>  scaler_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a150a7b18071b89f90d47aa00b679edc9">ScaleColumnVector</a>(<span class="keyword">false</span>, &(solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>));</div>
|
|
<div class="line"><a name="l03620"></a><span class="lineno"> 3620</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> < solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(); ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l03621"></a><span class="lineno"> 3621</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] *= cost_scaling_factor_;</div>
|
|
<div class="line"><a name="l03622"></a><span class="lineno"> 3622</span>  }</div>
|
|
<div class="line"><a name="l03623"></a><span class="lineno"> 3623</span>  </div>
|
|
<div class="line"><a name="l03624"></a><span class="lineno"> 3624</span>  <span class="comment">// Make sure the variable are at they exact bounds according to their status.</span></div>
|
|
<div class="line"><a name="l03625"></a><span class="lineno"> 3625</span>  <span class="comment">// This just remove a really low error (about 1e-15) but allows to keep the</span></div>
|
|
<div class="line"><a name="l03626"></a><span class="lineno"> 3626</span>  <span class="comment">// variables at their exact bounds.</span></div>
|
|
<div class="line"><a name="l03627"></a><span class="lineno"> 3627</span>  <span class="keyword">const</span> ColIndex num_cols = solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>();</div>
|
|
<div class="line"><a name="l03628"></a><span class="lineno"> 3628</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l03629"></a><span class="lineno"> 3629</span>  <span class="keywordflow">switch</span> (solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a name="l03630"></a><span class="lineno"> 3630</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>:</div>
|
|
<div class="line"><a name="l03631"></a><span class="lineno"> 3631</span>  ABSL_FALLTHROUGH_INTENDED;</div>
|
|
<div class="line"><a name="l03632"></a><span class="lineno"> 3632</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a>:</div>
|
|
<div class="line"><a name="l03633"></a><span class="lineno"> 3633</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = variable_upper_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03634"></a><span class="lineno"> 3634</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l03635"></a><span class="lineno"> 3635</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>:</div>
|
|
<div class="line"><a name="l03636"></a><span class="lineno"> 3636</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = variable_lower_bounds_[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03637"></a><span class="lineno"> 3637</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l03638"></a><span class="lineno"> 3638</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>:</div>
|
|
<div class="line"><a name="l03639"></a><span class="lineno"> 3639</span>  ABSL_FALLTHROUGH_INTENDED;</div>
|
|
<div class="line"><a name="l03640"></a><span class="lineno"> 3640</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>:</div>
|
|
<div class="line"><a name="l03641"></a><span class="lineno"> 3641</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l03642"></a><span class="lineno"> 3642</span>  }</div>
|
|
<div class="line"><a name="l03643"></a><span class="lineno"> 3643</span>  }</div>
|
|
<div class="line"><a name="l03644"></a><span class="lineno"> 3644</span> }</div>
|
|
<div class="line"><a name="l03645"></a><span class="lineno"> 3645</span>  </div>
|
|
<div class="line"><a name="l03646"></a><span class="lineno"> 3646</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l03647"></a><span class="lineno"> 3647</span> <span class="comment">// ToMinimizationPreprocessor</span></div>
|
|
<div class="line"><a name="l03648"></a><span class="lineno"> 3648</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l03649"></a><span class="lineno"> 3649</span>  </div>
|
|
<div class="line"><a name="l03650"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_to_minimization_preprocessor.html#a5d398cb6297813f547da141848e70bbc"> 3650</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_to_minimization_preprocessor.html#a5d398cb6297813f547da141848e70bbc">ToMinimizationPreprocessor::Run</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l03651"></a><span class="lineno"> 3651</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l03652"></a><span class="lineno"> 3652</span>  <a class="code" href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a>(lp, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l03653"></a><span class="lineno"> 3653</span>  <span class="keywordflow">if</span> (lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#accdd045ec09206640c2338524da77d23">IsMaximizationProblem</a>()) {</div>
|
|
<div class="line"><a name="l03654"></a><span class="lineno"> 3654</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>(); ++<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l03655"></a><span class="lineno"> 3655</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> coeff = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03656"></a><span class="lineno"> 3656</span>  <span class="keywordflow">if</span> (coeff != 0.0) {</div>
|
|
<div class="line"><a name="l03657"></a><span class="lineno"> 3657</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(<a class="code" href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, -coeff);</div>
|
|
<div class="line"><a name="l03658"></a><span class="lineno"> 3658</span>  }</div>
|
|
<div class="line"><a name="l03659"></a><span class="lineno"> 3659</span>  }</div>
|
|
<div class="line"><a name="l03660"></a><span class="lineno"> 3660</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ae3201a343d8df987411b55830bff7fa3">SetMaximizationProblem</a>(<span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l03661"></a><span class="lineno"> 3661</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2a29cc40908e09b0c565ceea15b77d89">SetObjectiveOffset</a>(-lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">objective_offset</a>());</div>
|
|
<div class="line"><a name="l03662"></a><span class="lineno"> 3662</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a01a5a464aad9b500e5f07b0457520762">SetObjectiveScalingFactor</a>(-lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">objective_scaling_factor</a>());</div>
|
|
<div class="line"><a name="l03663"></a><span class="lineno"> 3663</span>  }</div>
|
|
<div class="line"><a name="l03664"></a><span class="lineno"> 3664</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l03665"></a><span class="lineno"> 3665</span> }</div>
|
|
<div class="line"><a name="l03666"></a><span class="lineno"> 3666</span>  </div>
|
|
<div class="line"><a name="l03667"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_to_minimization_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf"> 3667</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_to_minimization_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">ToMinimizationPreprocessor::RecoverSolution</a>(</div>
|
|
<div class="line"><a name="l03668"></a><span class="lineno"> 3668</span>  <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{}</div>
|
|
<div class="line"><a name="l03669"></a><span class="lineno"> 3669</span>  </div>
|
|
<div class="line"><a name="l03670"></a><span class="lineno"> 3670</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l03671"></a><span class="lineno"> 3671</span> <span class="comment">// AddSlackVariablesPreprocessor</span></div>
|
|
<div class="line"><a name="l03672"></a><span class="lineno"> 3672</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l03673"></a><span class="lineno"> 3673</span>  </div>
|
|
<div class="line"><a name="l03674"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_add_slack_variables_preprocessor.html#a5d398cb6297813f547da141848e70bbc"> 3674</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_add_slack_variables_preprocessor.html#a5d398cb6297813f547da141848e70bbc">AddSlackVariablesPreprocessor::Run</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* lp) {</div>
|
|
<div class="line"><a name="l03675"></a><span class="lineno"> 3675</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l03676"></a><span class="lineno"> 3676</span>  <a class="code" href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a>(lp, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l03677"></a><span class="lineno"> 3677</span>  lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa23a76f0f582369176688b458cda07dc">AddSlackVariablesWhereNecessary</a>(</div>
|
|
<div class="line"><a name="l03678"></a><span class="lineno"> 3678</span>  <span class="comment">/*detect_integer_constraints=*/</span><span class="keyword">true</span>);</div>
|
|
<div class="line"><a name="l03679"></a><span class="lineno"> 3679</span>  first_slack_col_ = lp-><a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a339d5516d8c29986233765e910257b4d">GetFirstSlackVariable</a>();</div>
|
|
<div class="line"><a name="l03680"></a><span class="lineno"> 3680</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l03681"></a><span class="lineno"> 3681</span> }</div>
|
|
<div class="line"><a name="l03682"></a><span class="lineno"> 3682</span>  </div>
|
|
<div class="line"><a name="l03683"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_add_slack_variables_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf"> 3683</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_add_slack_variables_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">AddSlackVariablesPreprocessor::RecoverSolution</a>(</div>
|
|
<div class="line"><a name="l03684"></a><span class="lineno"> 3684</span>  <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l03685"></a><span class="lineno"> 3685</span>  <a class="code" href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a>(<a class="code" href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">time_limit_</a>);</div>
|
|
<div class="line"><a name="l03686"></a><span class="lineno"> 3686</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(solution);</div>
|
|
<div class="line"><a name="l03687"></a><span class="lineno"> 3687</span>  </div>
|
|
<div class="line"><a name="l03688"></a><span class="lineno"> 3688</span>  <span class="comment">// Compute constraint statuses from statuses of slack variables.</span></div>
|
|
<div class="line"><a name="l03689"></a><span class="lineno"> 3689</span>  <span class="keyword">const</span> RowIndex num_rows = solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>();</div>
|
|
<div class="line"><a name="l03690"></a><span class="lineno"> 3690</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>
|
|
<div class="line"><a name="l03691"></a><span class="lineno"> 3691</span>  <span class="keyword">const</span> ColIndex slack_col = first_slack_col_ + <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l03692"></a><span class="lineno"> 3692</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> variable_status =</div>
|
|
<div class="line"><a name="l03693"></a><span class="lineno"> 3693</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[slack_col];</div>
|
|
<div class="line"><a name="l03694"></a><span class="lineno"> 3694</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9">ConstraintStatus</a> constraint_status = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a88c189a42c87aa49d667fc8ab76bc323">ConstraintStatus::FREE</a>;</div>
|
|
<div class="line"><a name="l03695"></a><span class="lineno"> 3695</span>  <span class="comment">// The slack variables have reversed bounds - if the value of the variable</span></div>
|
|
<div class="line"><a name="l03696"></a><span class="lineno"> 3696</span>  <span class="comment">// is at one bound, the value of the constraint is at the opposite bound.</span></div>
|
|
<div class="line"><a name="l03697"></a><span class="lineno"> 3697</span>  <span class="keywordflow">switch</span> (variable_status) {</div>
|
|
<div class="line"><a name="l03698"></a><span class="lineno"> 3698</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>:</div>
|
|
<div class="line"><a name="l03699"></a><span class="lineno"> 3699</span>  constraint_status = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a>;</div>
|
|
<div class="line"><a name="l03700"></a><span class="lineno"> 3700</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l03701"></a><span class="lineno"> 3701</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>:</div>
|
|
<div class="line"><a name="l03702"></a><span class="lineno"> 3702</span>  constraint_status = <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a>;</div>
|
|
<div class="line"><a name="l03703"></a><span class="lineno"> 3703</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l03704"></a><span class="lineno"> 3704</span>  <span class="keywordflow">default</span>:</div>
|
|
<div class="line"><a name="l03705"></a><span class="lineno"> 3705</span>  constraint_status = <a class="code" href="namespaceoperations__research_1_1glop.html#ab7a106449441d3fd61aa70916a147a7d">VariableToConstraintStatus</a>(variable_status);</div>
|
|
<div class="line"><a name="l03706"></a><span class="lineno"> 3706</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l03707"></a><span class="lineno"> 3707</span>  }</div>
|
|
<div class="line"><a name="l03708"></a><span class="lineno"> 3708</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = constraint_status;</div>
|
|
<div class="line"><a name="l03709"></a><span class="lineno"> 3709</span>  }</div>
|
|
<div class="line"><a name="l03710"></a><span class="lineno"> 3710</span>  </div>
|
|
<div class="line"><a name="l03711"></a><span class="lineno"> 3711</span>  <span class="comment">// Drop the primal values and variable statuses for slack variables.</span></div>
|
|
<div class="line"><a name="l03712"></a><span class="lineno"> 3712</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(first_slack_col_, 0.0);</div>
|
|
<div class="line"><a name="l03713"></a><span class="lineno"> 3713</span>  solution-><a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(first_slack_col_, <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>);</div>
|
|
<div class="line"><a name="l03714"></a><span class="lineno"> 3714</span> }</div>
|
|
<div class="line"><a name="l03715"></a><span class="lineno"> 3715</span>  </div>
|
|
<div class="line"><a name="l03716"></a><span class="lineno"> 3716</span> } <span class="comment">// namespace glop</span></div>
|
|
<div class="line"><a name="l03717"></a><span class="lineno"> 3717</span> } <span class="comment">// namespace operations_research</span></div>
|
|
<div class="ttc" id="aalldiff__cst_8cc_html_a021e695f54a13bd809c34b2f4ca87c37"><div class="ttname"><a href="alldiff__cst_8cc.html#a021e695f54a13bd809c34b2f4ca87c37">min</a></div><div class="ttdeci">int64 min</div><div class="ttdef"><b>Definition:</b> <a href="alldiff__cst_8cc_source.html#l00138">alldiff_cst.cc:138</a></div></div>
|
|
<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>
|
|
<div class="ttc" id="abase_2logging_8h_html_a4395e95bab44e222cb2e77251017a0e2"><div class="ttname"><a href="base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2">DCHECK_LE</a></div><div class="ttdeci">#define DCHECK_LE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00887">base/logging.h:887</a></div></div>
|
|
<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>
|
|
<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>
|
|
<div class="ttc" id="abase_2logging_8h_html_accad43a85d781d53381cd53a9894b6ae"><div class="ttname"><a href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a></div><div class="ttdeci">#define LOG(severity)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00420">base/logging.h:420</a></div></div>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<div class="ttc" id="aclassabsl_1_1_strong_vector_html"><div class="ttname"><a href="classabsl_1_1_strong_vector.html">absl::StrongVector</a></div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00076">strong_vector.h:76</a></div></div>
|
|
<div class="ttc" id="aclassabsl_1_1_strong_vector_html_a4e3670a285a3642eaa07f66766cffa72"><div class="ttname"><a href="classabsl_1_1_strong_vector.html#a4e3670a285a3642eaa07f66766cffa72">absl::StrongVector::resize</a></div><div class="ttdeci">void resize(size_type new_size)</div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00150">strong_vector.h:150</a></div></div>
|
|
<div class="ttc" id="aclassabsl_1_1_strong_vector_html_a60304b65bf89363bcc3165d3cde67f86"><div class="ttname"><a href="classabsl_1_1_strong_vector.html#a60304b65bf89363bcc3165d3cde67f86">absl::StrongVector::size</a></div><div class="ttdeci">size_type size() const</div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00147">strong_vector.h:147</a></div></div>
|
|
<div class="ttc" id="aclassabsl_1_1_strong_vector_html_a9263000d449fdccb6cb70b303063e60b"><div class="ttname"><a href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">absl::StrongVector::push_back</a></div><div class="ttdeci">void push_back(const value_type &x)</div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00158">strong_vector.h:158</a></div></div>
|
|
<div class="ttc" id="aclassabsl_1_1_strong_vector_html_aa5d16d85614c5d518ae10f882e6fb981"><div class="ttname"><a href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">absl::StrongVector::swap</a></div><div class="ttdeci">void swap(StrongVector &x)</div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00169">strong_vector.h:169</a></div></div>
|
|
<div class="ttc" id="aclassabsl_1_1_strong_vector_html_ac8bb3912a3ce86b15842e79d0b421204"><div class="ttname"><a href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">absl::StrongVector::clear</a></div><div class="ttdeci">void clear()</div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00170">strong_vector.h:170</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1_accurate_sum_html"><div class="ttname"><a href="classoperations__research_1_1_accurate_sum.html">operations_research::AccurateSum< Fractional ></a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1_accurate_sum_html_a176a3e919acd979b67cea1ede094cdaa"><div class="ttname"><a href="classoperations__research_1_1_accurate_sum.html#a176a3e919acd979b67cea1ede094cdaa">operations_research::AccurateSum::Value</a></div><div class="ttdeci">FpNumber Value() const</div><div class="ttdef"><b>Definition:</b> <a href="accurate__sum_8h_source.html#l00037">accurate_sum.h:37</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1_accurate_sum_html_acc8fad1f98b885fa7d0504f4dfc71f08"><div class="ttname"><a href="classoperations__research_1_1_accurate_sum.html#acc8fad1f98b885fa7d0504f4dfc71f08">operations_research::AccurateSum::Add</a></div><div class="ttdeci">void Add(const FpNumber &value)</div><div class="ttdef"><b>Definition:</b> <a href="accurate__sum_8h_source.html#l00029">accurate_sum.h:29</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1_time_limit_html"><div class="ttname"><a href="classoperations__research_1_1_time_limit.html">operations_research::TimeLimit</a></div><div class="ttdoc">A simple class to enforce both an elapsed time limit and a deterministic time limit in the same threa...</div><div class="ttdef"><b>Definition:</b> <a href="time__limit_8h_source.html#l00105">time_limit.h:105</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_add_slack_variables_preprocessor_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_add_slack_variables_preprocessor.html">operations_research::glop::AddSlackVariablesPreprocessor</a></div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l01028">preprocessor.h:1028</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_add_slack_variables_preprocessor_html_a5d398cb6297813f547da141848e70bbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_add_slack_variables_preprocessor.html#a5d398cb6297813f547da141848e70bbc">operations_research::glop::AddSlackVariablesPreprocessor::Run</a></div><div class="ttdeci">bool Run(LinearProgram *lp) final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l03674">preprocessor.cc:3674</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_add_slack_variables_preprocessor_html_a6ac5e2bce2fe4745f79d716c6ed14dcf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_add_slack_variables_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">operations_research::glop::AddSlackVariablesPreprocessor::RecoverSolution</a></div><div class="ttdeci">void RecoverSolution(ProblemSolution *solution) const final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l03683">preprocessor.cc:3683</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_column_deletion_helper_html_a1fbdcd623d96ea5e73d664ce0c6bd002"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a1fbdcd623d96ea5e73d664ce0c6bd002">operations_research::glop::ColumnDeletionHelper::IsColumnMarked</a></div><div class="ttdeci">bool IsColumnMarked(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00161">preprocessor.h:161</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_column_deletion_helper_html_a43d852970601d1a979844a0aae79ed3d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a43d852970601d1a979844a0aae79ed3d">operations_research::glop::ColumnDeletionHelper::MarkColumnForDeletionWithState</a></div><div class="ttdeci">void MarkColumnForDeletionWithState(ColIndex col, Fractional value, VariableStatus status)</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00200">preprocessor.cc:200</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_column_deletion_helper_html_a46b7ed2e9e3a3d5dc9a024801e1baaf7"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a46b7ed2e9e3a3d5dc9a024801e1baaf7">operations_research::glop::ColumnDeletionHelper::MarkColumnForDeletion</a></div><div class="ttdeci">void MarkColumnForDeletion(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00196">preprocessor.cc:196</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_column_deletion_helper_html_a6afccf8c0c7105ba45b8d7bd47830239"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a6afccf8c0c7105ba45b8d7bd47830239">operations_research::glop::ColumnDeletionHelper::GetMarkedColumns</a></div><div class="ttdeci">const DenseBooleanRow & GetMarkedColumns() const</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00166">preprocessor.h:166</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_column_deletion_helper_html_a8e12342fc420701fbffd97025421575a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#a8e12342fc420701fbffd97025421575a">operations_research::glop::ColumnDeletionHelper::IsEmpty</a></div><div class="ttdeci">bool IsEmpty() const</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00169">preprocessor.h:169</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_column_deletion_helper_html_aa71d36872f416feaa853788a7a7a7ef8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#aa71d36872f416feaa853788a7a7a7ef8">operations_research::glop::ColumnDeletionHelper::Clear</a></div><div class="ttdeci">void Clear()</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00191">preprocessor.cc:191</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_column_deletion_helper_html_ab73f53154d99b3cd13dae72fd418985d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#ab73f53154d99b3cd13dae72fd418985d">operations_research::glop::ColumnDeletionHelper::RestoreDeletedColumns</a></div><div class="ttdeci">void RestoreDeletedColumns(ProblemSolution *solution) const</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00213">preprocessor.cc:213</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_column_deletion_helper_html_abf42c94e770b44d463ca3d13cda889c6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_deletion_helper.html#abf42c94e770b44d463ca3d13cda889c6">operations_research::glop::ColumnDeletionHelper::GetStoredValue</a></div><div class="ttdeci">const DenseRow & GetStoredValue() const</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00177">preprocessor.h:177</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor.html">operations_research::glop::DoubletonEqualityRowPreprocessor</a></div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00805">preprocessor.h:805</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor_html_a5d398cb6297813f547da141848e70bbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor.html#a5d398cb6297813f547da141848e70bbc">operations_research::glop::DoubletonEqualityRowPreprocessor::Run</a></div><div class="ttdeci">bool Run(LinearProgram *lp) final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l02941">preprocessor.cc:2941</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor_html_a6ac5e2bce2fe4745f79d716c6ed14dcf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">operations_research::glop::DoubletonEqualityRowPreprocessor::RecoverSolution</a></div><div class="ttdeci">void RecoverSolution(ProblemSolution *solution) const final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l03121">preprocessor.cc:3121</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_doubleton_free_column_preprocessor_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_doubleton_free_column_preprocessor.html">operations_research::glop::DoubletonFreeColumnPreprocessor</a></div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00612">preprocessor.h:612</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_doubleton_free_column_preprocessor_html_a5d398cb6297813f547da141848e70bbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_doubleton_free_column_preprocessor.html#a5d398cb6297813f547da141848e70bbc">operations_research::glop::DoubletonFreeColumnPreprocessor::Run</a></div><div class="ttdeci">bool Run(LinearProgram *lp) final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l01536">preprocessor.cc:1536</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_doubleton_free_column_preprocessor_html_a6ac5e2bce2fe4745f79d716c6ed14dcf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_doubleton_free_column_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">operations_research::glop::DoubletonFreeColumnPreprocessor::RecoverSolution</a></div><div class="ttdeci">void RecoverSolution(ProblemSolution *solution) const final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l01642">preprocessor.cc:1642</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dualizer_preprocessor_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dualizer_preprocessor.html">operations_research::glop::DualizerPreprocessor</a></div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00892">preprocessor.h:892</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dualizer_preprocessor_html_a5d398cb6297813f547da141848e70bbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dualizer_preprocessor.html#a5d398cb6297813f547da141848e70bbc">operations_research::glop::DualizerPreprocessor::Run</a></div><div class="ttdeci">bool Run(LinearProgram *lp) final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l03238">preprocessor.cc:3238</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dualizer_preprocessor_html_a6ac5e2bce2fe4745f79d716c6ed14dcf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dualizer_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">operations_research::glop::DualizerPreprocessor::RecoverSolution</a></div><div class="ttdeci">void RecoverSolution(ProblemSolution *solution) const final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l03354">preprocessor.cc:3354</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dualizer_preprocessor_html_a8b7014a72cd02aa5a12eca1942447c06"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dualizer_preprocessor.html#a8b7014a72cd02aa5a12eca1942447c06">operations_research::glop::DualizerPreprocessor::ChangeStatusToDualStatus</a></div><div class="ttdeci">ProblemStatus ChangeStatusToDualStatus(ProblemStatus status) const</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l03463">preprocessor.cc:3463</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_empty_column_preprocessor_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_empty_column_preprocessor.html">operations_research::glop::EmptyColumnPreprocessor</a></div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00233">preprocessor.h:233</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_empty_column_preprocessor_html_a5d398cb6297813f547da141848e70bbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_empty_column_preprocessor.html#a5d398cb6297813f547da141848e70bbc">operations_research::glop::EmptyColumnPreprocessor::Run</a></div><div class="ttdeci">bool Run(LinearProgram *lp) final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00348">preprocessor.cc:348</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_empty_column_preprocessor_html_a6ac5e2bce2fe4745f79d716c6ed14dcf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_empty_column_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">operations_research::glop::EmptyColumnPreprocessor::RecoverSolution</a></div><div class="ttdeci">void RecoverSolution(ProblemSolution *solution) const final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00392">preprocessor.cc:392</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_empty_constraint_preprocessor_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_empty_constraint_preprocessor.html">operations_research::glop::EmptyConstraintPreprocessor</a></div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00736">preprocessor.h:736</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_empty_constraint_preprocessor_html_a5d398cb6297813f547da141848e70bbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_empty_constraint_preprocessor.html#a5d398cb6297813f547da141848e70bbc">operations_research::glop::EmptyConstraintPreprocessor::Run</a></div><div class="ttdeci">bool Run(LinearProgram *lp) final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l02089">preprocessor.cc:2089</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_empty_constraint_preprocessor_html_a6ac5e2bce2fe4745f79d716c6ed14dcf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_empty_constraint_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">operations_research::glop::EmptyConstraintPreprocessor::RecoverSolution</a></div><div class="ttdeci">void RecoverSolution(ProblemSolution *solution) const final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l02126">preprocessor.cc:2126</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_fixed_variable_preprocessor_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_fixed_variable_preprocessor.html">operations_research::glop::FixedVariablePreprocessor</a></div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00485">preprocessor.h:485</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_fixed_variable_preprocessor_html_a5d398cb6297813f547da141848e70bbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_fixed_variable_preprocessor.html#a5d398cb6297813f547da141848e70bbc">operations_research::glop::FixedVariablePreprocessor::Run</a></div><div class="ttdeci">bool Run(LinearProgram *lp) final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l01039">preprocessor.cc:1039</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_fixed_variable_preprocessor_html_a6ac5e2bce2fe4745f79d716c6ed14dcf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_fixed_variable_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">operations_research::glop::FixedVariablePreprocessor::RecoverSolution</a></div><div class="ttdeci">void RecoverSolution(ProblemSolution *solution) const final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l01061">preprocessor.cc:1061</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_forcing_and_implied_free_constraint_preprocessor_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_forcing_and_implied_free_constraint_preprocessor.html">operations_research::glop::ForcingAndImpliedFreeConstraintPreprocessor</a></div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00520">preprocessor.h:520</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_forcing_and_implied_free_constraint_preprocessor_html_a5d398cb6297813f547da141848e70bbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_forcing_and_implied_free_constraint_preprocessor.html#a5d398cb6297813f547da141848e70bbc">operations_research::glop::ForcingAndImpliedFreeConstraintPreprocessor::Run</a></div><div class="ttdeci">bool Run(LinearProgram *lp) final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l01072">preprocessor.cc:1072</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_forcing_and_implied_free_constraint_preprocessor_html_a6ac5e2bce2fe4745f79d716c6ed14dcf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_forcing_and_implied_free_constraint_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">operations_research::glop::ForcingAndImpliedFreeConstraintPreprocessor::RecoverSolution</a></div><div class="ttdeci">void RecoverSolution(ProblemSolution *solution) const final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l01238">preprocessor.cc:1238</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_free_constraint_preprocessor_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_free_constraint_preprocessor.html">operations_research::glop::FreeConstraintPreprocessor</a></div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00717">preprocessor.h:717</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_free_constraint_preprocessor_html_a5d398cb6297813f547da141848e70bbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_free_constraint_preprocessor.html#a5d398cb6297813f547da141848e70bbc">operations_research::glop::FreeConstraintPreprocessor::Run</a></div><div class="ttdeci">bool Run(LinearProgram *lp) final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l02063">preprocessor.cc:2063</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_free_constraint_preprocessor_html_a6ac5e2bce2fe4745f79d716c6ed14dcf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_free_constraint_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">operations_research::glop::FreeConstraintPreprocessor::RecoverSolution</a></div><div class="ttdeci">void RecoverSolution(ProblemSolution *solution) const final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l02078">preprocessor.cc:2078</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_implied_free_preprocessor_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_implied_free_preprocessor.html">operations_research::glop::ImpliedFreePreprocessor</a></div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00566">preprocessor.h:566</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_implied_free_preprocessor_html_a5d398cb6297813f547da141848e70bbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_implied_free_preprocessor.html#a5d398cb6297813f547da141848e70bbc">operations_research::glop::ImpliedFreePreprocessor::Run</a></div><div class="ttdeci">bool Run(LinearProgram *lp) final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l01323">preprocessor.cc:1323</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_implied_free_preprocessor_html_a6ac5e2bce2fe4745f79d716c6ed14dcf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_implied_free_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">operations_research::glop::ImpliedFreePreprocessor::RecoverSolution</a></div><div class="ttdeci">void RecoverSolution(ProblemSolution *solution) const final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l01512">preprocessor.cc:1512</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html">operations_research::glop::LinearProgram</a></div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00054">lp_data.h:54</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a007496c4e4962b2fa4d2e996fd7b4cf6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a007496c4e4962b2fa4d2e996fd7b4cf6">operations_research::glop::LinearProgram::GetMutableTransposeSparseMatrix</a></div><div class="ttdeci">SparseMatrix * GetMutableTransposeSparseMatrix()</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00385">lp_data.cc:385</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a01a5a464aad9b500e5f07b0457520762"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a01a5a464aad9b500e5f07b0457520762">operations_research::glop::LinearProgram::SetObjectiveScalingFactor</a></div><div class="ttdeci">void SetObjectiveScalingFactor(Fractional objective_scaling_factor)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00335">lp_data.cc:335</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a0fe7ba825c8c6cd1efdcff6dec631093"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">operations_research::glop::LinearProgram::SetVariableBounds</a></div><div class="ttdeci">void SetVariableBounds(ColIndex col, Fractional lower_bound, Fractional upper_bound)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00248">lp_data.cc:248</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a2175025047722705a3af86e54229f9cd"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a2175025047722705a3af86e54229f9cd">operations_research::glop::LinearProgram::GetTransposeSparseMatrix</a></div><div class="ttdeci">const SparseMatrix & GetTransposeSparseMatrix() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00375">lp_data.cc:375</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a2a29cc40908e09b0c565ceea15b77d89"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a2a29cc40908e09b0c565ceea15b77d89">operations_research::glop::LinearProgram::SetObjectiveOffset</a></div><div class="ttdeci">void SetObjectiveOffset(Fractional objective_offset)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00330">lp_data.cc:330</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a339d5516d8c29986233765e910257b4d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a339d5516d8c29986233765e910257b4d">operations_research::glop::LinearProgram::GetFirstSlackVariable</a></div><div class="ttdeci">ColIndex GetFirstSlackVariable() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00749">lp_data.cc:749</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a33b78d7012477c55f395aaf92ca6e9f4"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a33b78d7012477c55f395aaf92ca6e9f4">operations_research::glop::LinearProgram::GetSparseMatrix</a></div><div class="ttdeci">const SparseMatrix & GetSparseMatrix() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00174">lp_data.h:174</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a354fba4c3eaf6cf38ee4f9e78a59f4c1"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a354fba4c3eaf6cf38ee4f9e78a59f4c1">operations_research::glop::LinearProgram::ScaleBounds</a></div><div class="ttdeci">Fractional ScaleBounds()</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l01221">lp_data.cc:1221</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a4ba664b00317505a0026d2a38e6dd565"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">operations_research::glop::LinearProgram::variable_lower_bounds</a></div><div class="ttdeci">const DenseRow & variable_lower_bounds() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00228">lp_data.h:228</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a4e79763dc85eb10320835bca13697f4d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">operations_research::glop::LinearProgram::constraint_lower_bounds</a></div><div class="ttdeci">const DenseColumn & constraint_lower_bounds() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00214">lp_data.h:214</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a550ef893ead5d40ae3128739b8509611"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a550ef893ead5d40ae3128739b8509611">operations_research::glop::LinearProgram::ScaleObjective</a></div><div class="ttdeci">Fractional ScaleObjective(GlopParameters::CostScalingAlgorithm method)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l01186">lp_data.cc:1186</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a5c8255f82269d42db81cc944eff0180f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">operations_research::glop::LinearProgram::objective_coefficients</a></div><div class="ttdeci">const DenseRow & objective_coefficients() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00222">lp_data.h:222</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a6137c2df856cf2634f9bb259d2aace2b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a6137c2df856cf2634f9bb259d2aace2b">operations_research::glop::LinearProgram::GetObjectiveCoefficientForMinimizationVersion</a></div><div class="ttdeci">Fractional GetObjectiveCoefficientForMinimizationVersion(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00418">lp_data.cc:418</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a62b98dec38b6506442f9fc63f1a9b88f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a62b98dec38b6506442f9fc63f1a9b88f">operations_research::glop::LinearProgram::SetConstraintBounds</a></div><div class="ttdeci">void SetConstraintBounds(RowIndex row, Fractional lower_bound, Fractional upper_bound)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00308">lp_data.cc:308</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a7054c01679c4d1b7ce846b95937582d6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a7054c01679c4d1b7ce846b95937582d6">operations_research::glop::LinearProgram::Swap</a></div><div class="ttdeci">void Swap(LinearProgram *linear_program)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l01029">lp_data.cc:1029</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a81334c7ceae9d68a38fe4d4bf0b7794c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">operations_research::glop::LinearProgram::objective_offset</a></div><div class="ttdeci">Fractional objective_offset() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00259">lp_data.h:259</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a88cc1c4519b043336ce23cdcec5fb0c2"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a88cc1c4519b043336ce23cdcec5fb0c2">operations_research::glop::LinearProgram::GetMutableSparseColumn</a></div><div class="ttdeci">SparseColumn * GetMutableSparseColumn(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00412">lp_data.cc:412</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a9ac8fe8120fdded43c5fa888bd696d3e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a9ac8fe8120fdded43c5fa888bd696d3e">operations_research::glop::LinearProgram::UseTransposeMatrixAsReference</a></div><div class="ttdeci">void UseTransposeMatrixAsReference()</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00396">lp_data.cc:396</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_aa23a76f0f582369176688b458cda07dc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#aa23a76f0f582369176688b458cda07dc">operations_research::glop::LinearProgram::AddSlackVariablesWhereNecessary</a></div><div class="ttdeci">void AddSlackVariablesWhereNecessary(bool detect_integer_constraints)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00695">lp_data.cc:695</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_aa4e5168f378a3a4e86dcf409faf14937"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">operations_research::glop::LinearProgram::constraint_upper_bounds</a></div><div class="ttdeci">const DenseColumn & constraint_upper_bounds() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00217">lp_data.h:217</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ab4f3103f39bdbb86151baed2347f7b0a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ab4f3103f39bdbb86151baed2347f7b0a">operations_research::glop::LinearProgram::IsVariableInteger</a></div><div class="ttdeci">bool IsVariableInteger(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00294">lp_data.cc:294</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ab5af7f232cddcd91f70be84c0d398ba9"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">operations_research::glop::LinearProgram::SetObjectiveCoefficient</a></div><div class="ttdeci">void SetObjectiveCoefficient(ColIndex col, Fractional value)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00325">lp_data.cc:325</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ac220cc5563c65b821d9d043010bb2121"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ac220cc5563c65b821d9d043010bb2121">operations_research::glop::LinearProgram::DeleteRows</a></div><div class="ttdeci">void DeleteRows(const DenseBooleanColumn &rows_to_delete)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l01256">lp_data.cc:1256</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ac59fd9cddfe284bf9dc7581ed631ce8d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ac59fd9cddfe284bf9dc7581ed631ce8d">operations_research::glop::LinearProgram::DeleteColumns</a></div><div class="ttdeci">void DeleteColumns(const DenseBooleanRow &columns_to_delete)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l01063">lp_data.cc:1063</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_accdd045ec09206640c2338524da77d23"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#accdd045ec09206640c2338524da77d23">operations_research::glop::LinearProgram::IsMaximizationProblem</a></div><div class="ttdeci">bool IsMaximizationProblem() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00170">lp_data.h:170</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_acd138469679be137d0de53459b1342cb"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">operations_research::glop::LinearProgram::variable_upper_bounds</a></div><div class="ttdeci">const DenseRow & variable_upper_bounds() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00231">lp_data.h:231</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_acd8437353d8dc686a75c98b5897dd871"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">operations_research::glop::LinearProgram::num_variables</a></div><div class="ttdeci">ColIndex num_variables() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00204">lp_data.h:204</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ad38b71923c7904791897a23722c157cb"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ad38b71923c7904791897a23722c157cb">operations_research::glop::LinearProgram::PopulateFromDual</a></div><div class="ttdeci">void PopulateFromDual(const LinearProgram &dual, RowToColMapping *duplicated_rows)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00762">lp_data.cc:762</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_adf55bb4fcaab95674f072cb528d426a0"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">operations_research::glop::LinearProgram::objective_scaling_factor</a></div><div class="ttdeci">Fractional objective_scaling_factor() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00260">lp_data.h:260</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ae3201a343d8df987411b55830bff7fa3"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ae3201a343d8df987411b55830bff7fa3">operations_research::glop::LinearProgram::SetMaximizationProblem</a></div><div class="ttdeci">void SetMaximizationProblem(bool maximize)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00342">lp_data.cc:342</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_aeeee0971281f2781c379fce7a64a5049"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">operations_research::glop::LinearProgram::GetSparseColumn</a></div><div class="ttdeci">const SparseColumn & GetSparseColumn(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00408">lp_data.cc:408</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_af69d9b7065a8f31604a8134be4307749"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#af69d9b7065a8f31604a8134be4307749">operations_research::glop::LinearProgram::num_entries</a></div><div class="ttdeci">EntryIndex num_entries() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00210">lp_data.h:210</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_afda9b9b5e858d0c466d2a6293361004a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">operations_research::glop::LinearProgram::num_constraints</a></div><div class="ttdeci">RowIndex num_constraints() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00207">lp_data.h:207</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_main_lp_preprocessor_html_a465d7f4ac3a848d3ef84108d427b8de4"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_main_lp_preprocessor.html#a465d7f4ac3a848d3ef84108d427b8de4">operations_research::glop::MainLpPreprocessor::RecoverSolution</a></div><div class="ttdeci">void RecoverSolution(ProblemSolution *solution) const override</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00179">preprocessor.cc:179</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_main_lp_preprocessor_html_a5d398cb6297813f547da141848e70bbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_main_lp_preprocessor.html#a5d398cb6297813f547da141848e70bbc">operations_research::glop::MainLpPreprocessor::Run</a></div><div class="ttdeci">bool Run(LinearProgram *lp) final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00062">preprocessor.cc:62</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_preprocessor_html_a2c776397337c7b38bcdb8e2b57653a6a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_preprocessor.html#a2c776397337c7b38bcdb8e2b57653a6a">operations_research::glop::Preprocessor::status</a></div><div class="ttdeci">ProblemStatus status() const</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00065">preprocessor.h:65</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_preprocessor_html_a322abc0882049744dd1169a3d9e176e5"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_preprocessor.html#a322abc0882049744dd1169a3d9e176e5">operations_research::glop::Preprocessor::IsSmallerWithinPreprocessorZeroTolerance</a></div><div class="ttdeci">bool IsSmallerWithinPreprocessorZeroTolerance(Fractional a, Fractional b) const</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00084">preprocessor.h:84</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_preprocessor_html_a3611ef0bc3b3adfa06432f2659c535f7"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_preprocessor.html#a3611ef0bc3b3adfa06432f2659c535f7">operations_research::glop::Preprocessor::Preprocessor</a></div><div class="ttdeci">Preprocessor(const GlopParameters *parameters)</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00046">preprocessor.cc:46</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_preprocessor_html_a3ad0a2aeb2c7f12fb9d3439a480ffbde"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_preprocessor.html#a3ad0a2aeb2c7f12fb9d3439a480ffbde">operations_research::glop::Preprocessor::in_mip_context_</a></div><div class="ttdeci">bool in_mip_context_</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00093">preprocessor.h:93</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_preprocessor_html_a4044f1ba691c532a1aa362b77258489d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_preprocessor.html#a4044f1ba691c532a1aa362b77258489d">operations_research::glop::Preprocessor::parameters_</a></div><div class="ttdeci">const GlopParameters & parameters_</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00092">preprocessor.h:92</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_preprocessor_html_a5c1cfa0469b831e367e8f9b6b463b5ae"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_preprocessor.html#a5c1cfa0469b831e367e8f9b6b463b5ae">operations_research::glop::Preprocessor::~Preprocessor</a></div><div class="ttdeci">virtual ~Preprocessor()</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00052">preprocessor.cc:52</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_preprocessor_html_a67ee68ae6c97419ab4ebb6af8264e7d2"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_preprocessor.html#a67ee68ae6c97419ab4ebb6af8264e7d2">operations_research::glop::Preprocessor::time_limit_</a></div><div class="ttdeci">TimeLimit * time_limit_</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00095">preprocessor.h:95</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_preprocessor_html_a6ef36d55945fd761fbefac971b818a29"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_preprocessor.html#a6ef36d55945fd761fbefac971b818a29">operations_research::glop::Preprocessor::status_</a></div><div class="ttdeci">ProblemStatus status_</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00091">preprocessor.h:91</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_preprocessor_html_aeb01b3abaf68cfdcad5c90c9068c1570"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_preprocessor.html#aeb01b3abaf68cfdcad5c90c9068c1570">operations_research::glop::Preprocessor::IsSmallerWithinFeasibilityTolerance</a></div><div class="ttdeci">bool IsSmallerWithinFeasibilityTolerance(Fractional a, Fractional b) const</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00080">preprocessor.h:80</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_proportional_column_preprocessor_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_proportional_column_preprocessor.html">operations_research::glop::ProportionalColumnPreprocessor</a></div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00257">preprocessor.h:257</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_proportional_column_preprocessor_html_a5d398cb6297813f547da141848e70bbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_proportional_column_preprocessor.html#a5d398cb6297813f547da141848e70bbc">operations_research::glop::ProportionalColumnPreprocessor::Run</a></div><div class="ttdeci">bool Run(LinearProgram *lp) final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00446">preprocessor.cc:446</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_proportional_column_preprocessor_html_a6ac5e2bce2fe4745f79d716c6ed14dcf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_proportional_column_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">operations_research::glop::ProportionalColumnPreprocessor::RecoverSolution</a></div><div class="ttdeci">void RecoverSolution(ProblemSolution *solution) const final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00675">preprocessor.cc:675</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_proportional_row_preprocessor_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_proportional_row_preprocessor.html">operations_research::glop::ProportionalRowPreprocessor</a></div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00298">preprocessor.h:298</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_proportional_row_preprocessor_html_a5d398cb6297813f547da141848e70bbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_proportional_row_preprocessor.html#a5d398cb6297813f547da141848e70bbc">operations_research::glop::ProportionalRowPreprocessor::Run</a></div><div class="ttdeci">bool Run(LinearProgram *lp) final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00790">preprocessor.cc:790</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_proportional_row_preprocessor_html_a6ac5e2bce2fe4745f79d716c6ed14dcf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_proportional_row_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">operations_research::glop::ProportionalRowPreprocessor::RecoverSolution</a></div><div class="ttdeci">void RecoverSolution(ProblemSolution *solution) const final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00965">preprocessor.cc:965</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_remove_near_zero_entries_preprocessor_html_a5d398cb6297813f547da141848e70bbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_remove_near_zero_entries_preprocessor.html#a5d398cb6297813f547da141848e70bbc">operations_research::glop::RemoveNearZeroEntriesPreprocessor::Run</a></div><div class="ttdeci">bool Run(LinearProgram *lp) final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l02819">preprocessor.cc:2819</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_remove_near_zero_entries_preprocessor_html_a6ac5e2bce2fe4745f79d716c6ed14dcf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_remove_near_zero_entries_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">operations_research::glop::RemoveNearZeroEntriesPreprocessor::RecoverSolution</a></div><div class="ttdeci">void RecoverSolution(ProblemSolution *solution) const final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l02886">preprocessor.cc:2886</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_row_deletion_helper_html_a2087c8376c03c247099a989f2990e6e8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a2087c8376c03c247099a989f2990e6e8">operations_research::glop::RowDeletionHelper::MarkRowForDeletion</a></div><div class="ttdeci">void MarkRowForDeletion(RowIndex row)</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00246">preprocessor.cc:246</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_row_deletion_helper_html_a2e33d930193e16f06f3c4d0309ff62c2"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a2e33d930193e16f06f3c4d0309ff62c2">operations_research::glop::RowDeletionHelper::UnmarkRow</a></div><div class="ttdeci">void UnmarkRow(RowIndex row)</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00254">preprocessor.cc:254</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_row_deletion_helper_html_a43e3b399f53b38b75171071c9d730c5b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a43e3b399f53b38b75171071c9d730c5b">operations_research::glop::RowDeletionHelper::RestoreDeletedRows</a></div><div class="ttdeci">void RestoreDeletedRows(ProblemSolution *solution) const</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00263">preprocessor.cc:263</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_row_deletion_helper_html_a4dda252e2b65e3aa074c002daf6f86b8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a4dda252e2b65e3aa074c002daf6f86b8">operations_research::glop::RowDeletionHelper::GetMarkedRows</a></div><div class="ttdeci">const DenseBooleanColumn & GetMarkedRows() const</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00259">preprocessor.cc:259</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_row_deletion_helper_html_a8b572400ae17e537ba55eb01667dd5c7"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a8b572400ae17e537ba55eb01667dd5c7">operations_research::glop::RowDeletionHelper::IsRowMarked</a></div><div class="ttdeci">bool IsRowMarked(RowIndex row) const</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00216">preprocessor.h:216</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_row_deletion_helper_html_a8e12342fc420701fbffd97025421575a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#a8e12342fc420701fbffd97025421575a">operations_research::glop::RowDeletionHelper::IsEmpty</a></div><div class="ttdeci">bool IsEmpty() const</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00201">preprocessor.h:201</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_row_deletion_helper_html_aa71d36872f416feaa853788a7a7a7ef8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_row_deletion_helper.html#aa71d36872f416feaa853788a7a7a7ef8">operations_research::glop::RowDeletionHelper::Clear</a></div><div class="ttdeci">void Clear()</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00244">preprocessor.cc:244</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_scaling_preprocessor_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_scaling_preprocessor.html">operations_research::glop::ScalingPreprocessor</a></div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00980">preprocessor.h:980</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_scaling_preprocessor_html_a5d398cb6297813f547da141848e70bbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_scaling_preprocessor.html#a5d398cb6297813f547da141848e70bbc">operations_research::glop::ScalingPreprocessor::Run</a></div><div class="ttdeci">bool Run(LinearProgram *lp) final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l03587">preprocessor.cc:3587</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_scaling_preprocessor_html_a6ac5e2bce2fe4745f79d716c6ed14dcf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_scaling_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">operations_research::glop::ScalingPreprocessor::RecoverSolution</a></div><div class="ttdeci">void RecoverSolution(ProblemSolution *solution) const final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l03610">preprocessor.cc:3610</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_shift_variable_bounds_preprocessor_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_shift_variable_bounds_preprocessor.html">operations_research::glop::ShiftVariableBoundsPreprocessor</a></div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00950">preprocessor.h:950</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_shift_variable_bounds_preprocessor_html_a5d398cb6297813f547da141848e70bbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_shift_variable_bounds_preprocessor.html#a5d398cb6297813f547da141848e70bbc">operations_research::glop::ShiftVariableBoundsPreprocessor::Run</a></div><div class="ttdeci">bool Run(LinearProgram *lp) final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l03487">preprocessor.cc:3487</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_shift_variable_bounds_preprocessor_html_a6ac5e2bce2fe4745f79d716c6ed14dcf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_shift_variable_bounds_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">operations_research::glop::ShiftVariableBoundsPreprocessor::RecoverSolution</a></div><div class="ttdeci">void RecoverSolution(ProblemSolution *solution) const final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l03555">preprocessor.cc:3555</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_singleton_column_sign_preprocessor_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_singleton_column_sign_preprocessor.html">operations_research::glop::SingletonColumnSignPreprocessor</a></div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00783">preprocessor.h:783</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_singleton_column_sign_preprocessor_html_a5d398cb6297813f547da141848e70bbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_singleton_column_sign_preprocessor.html#a5d398cb6297813f547da141848e70bbc">operations_research::glop::SingletonColumnSignPreprocessor::Run</a></div><div class="ttdeci">bool Run(LinearProgram *lp) final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l02893">preprocessor.cc:2893</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_singleton_column_sign_preprocessor_html_a6ac5e2bce2fe4745f79d716c6ed14dcf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_singleton_column_sign_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">operations_research::glop::SingletonColumnSignPreprocessor::RecoverSolution</a></div><div class="ttdeci">void RecoverSolution(ProblemSolution *solution) const final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l02921">preprocessor.cc:2921</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_singleton_preprocessor_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_singleton_preprocessor.html">operations_research::glop::SingletonPreprocessor</a></div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00397">preprocessor.h:397</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_singleton_preprocessor_html_a5d398cb6297813f547da141848e70bbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_singleton_preprocessor.html#a5d398cb6297813f547da141848e70bbc">operations_research::glop::SingletonPreprocessor::Run</a></div><div class="ttdeci">bool Run(LinearProgram *lp) final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l02688">preprocessor.cc:2688</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_singleton_preprocessor_html_a6ac5e2bce2fe4745f79d716c6ed14dcf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_singleton_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">operations_research::glop::SingletonPreprocessor::RecoverSolution</a></div><div class="ttdeci">void RecoverSolution(ProblemSolution *solution) const final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l02766">preprocessor.cc:2766</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_singleton_undo_html_a91238ea5ce3d56a927b2fa4b68b3e9aa"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_singleton_undo.html#a91238ea5ce3d56a927b2fa4b68b3e9aa">operations_research::glop::SingletonUndo::SingletonUndo</a></div><div class="ttdeci">SingletonUndo(OperationType type, const LinearProgram &lp, MatrixEntry e, ConstraintStatus status)</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l02137">preprocessor.cc:2137</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_singleton_undo_html_a9a2c9c31d675b34f6ec35cc1ca89e047"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_singleton_undo.html#a9a2c9c31d675b34f6ec35cc1ca89e047">operations_research::glop::SingletonUndo::OperationType</a></div><div class="ttdeci">OperationType</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00343">preprocessor.h:343</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_singleton_undo_html_a9a2c9c31d675b34f6ec35cc1ca89e047a003bca6275374734c52d66fb1a9ea10c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_singleton_undo.html#a9a2c9c31d675b34f6ec35cc1ca89e047a003bca6275374734c52d66fb1a9ea10c">operations_research::glop::SingletonUndo::SINGLETON_ROW</a></div><div class="ttdeci">@ SINGLETON_ROW</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00345">preprocessor.h:345</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_singleton_undo_html_a9a2c9c31d675b34f6ec35cc1ca89e047a25c2ad27a05323ecadd63096cde29538"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_singleton_undo.html#a9a2c9c31d675b34f6ec35cc1ca89e047a25c2ad27a05323ecadd63096cde29538">operations_research::glop::SingletonUndo::ZERO_COST_SINGLETON_COLUMN</a></div><div class="ttdeci">@ ZERO_COST_SINGLETON_COLUMN</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00344">preprocessor.h:344</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_singleton_undo_html_a9a2c9c31d675b34f6ec35cc1ca89e047a629106ec8d53390d18c3f330156486ec"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_singleton_undo.html#a9a2c9c31d675b34f6ec35cc1ca89e047a629106ec8d53390d18c3f330156486ec">operations_research::glop::SingletonUndo::MAKE_CONSTRAINT_AN_EQUALITY</a></div><div class="ttdeci">@ MAKE_CONSTRAINT_AN_EQUALITY</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00347">preprocessor.h:347</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_singleton_undo_html_a9a2c9c31d675b34f6ec35cc1ca89e047a723392e031e932ce6773d9ba469ccfa9"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_singleton_undo.html#a9a2c9c31d675b34f6ec35cc1ca89e047a723392e031e932ce6773d9ba469ccfa9">operations_research::glop::SingletonUndo::SINGLETON_COLUMN_IN_EQUALITY</a></div><div class="ttdeci">@ SINGLETON_COLUMN_IN_EQUALITY</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00346">preprocessor.h:346</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_singleton_undo_html_ab55c02f6db7b2044d8a1093ebd3dbf2f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_singleton_undo.html#ab55c02f6db7b2044d8a1093ebd3dbf2f">operations_research::glop::SingletonUndo::Undo</a></div><div class="ttdeci">void Undo(const GlopParameters &parameters, const SparseMatrix &deleted_columns, const SparseMatrix &deleted_rows, ProblemSolution *solution) const</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l02149">preprocessor.cc:2149</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_column_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_column.html">operations_research::glop::SparseColumn</a></div><div class="ttdef"><b>Definition:</b> <a href="sparse__column_8h_source.html#l00044">sparse_column.h:44</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html">operations_research::glop::SparseMatrix</a></div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00061">sparse.h:61</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a1e9f788d4507f2461b4f775755aaf82e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a1e9f788d4507f2461b4f775755aaf82e">operations_research::glop::SparseMatrix::mutable_column</a></div><div class="ttdeci">SparseColumn * mutable_column(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00181">sparse.h:181</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a2fe6f7470512f5301031480737375c88"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a2fe6f7470512f5301031480737375c88">operations_research::glop::SparseMatrix::PopulateFromTranspose</a></div><div class="ttdeci">void PopulateFromTranspose(const Matrix &input)</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00181">sparse.cc:181</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a41741829541d089f1c4d34f190884813"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813">operations_research::glop::SparseMatrix::num_cols</a></div><div class="ttdeci">ColIndex num_cols() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00177">sparse.h:177</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a8e12342fc420701fbffd97025421575a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a8e12342fc420701fbffd97025421575a">operations_research::glop::SparseMatrix::IsEmpty</a></div><div class="ttdeci">bool IsEmpty() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00115">sparse.cc:115</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a960110e64357a3e69162ebf1f71959dd"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">operations_research::glop::SparseMatrix::num_rows</a></div><div class="ttdeci">RowIndex num_rows() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00176">sparse.h:176</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_adc6b282d2cc7afc75b60ee44a6bfb2ac"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">operations_research::glop::SparseMatrix::column</a></div><div class="ttdeci">const SparseColumn & column(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00180">sparse.h:180</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_ae1b90982a83e1b025ebbc1c446980640"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#ae1b90982a83e1b025ebbc1c446980640">operations_research::glop::SparseMatrix::PopulateFromZero</a></div><div class="ttdeci">void PopulateFromZero(RowIndex num_rows, ColIndex num_cols)</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00164">sparse.cc:164</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_scaler_html_a150a7b18071b89f90d47aa00b679edc9"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a150a7b18071b89f90d47aa00b679edc9">operations_research::glop::SparseMatrixScaler::ScaleColumnVector</a></div><div class="ttdeci">void ScaleColumnVector(bool up, DenseColumn *column_vector) const</div><div class="ttdef"><b>Definition:</b> <a href="matrix__scaler_8cc_source.html#l00176">matrix_scaler.cc:176</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_scaler_html_a57b3fbbeb1e0b5a127cc94694aad586e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix_scaler.html#a57b3fbbeb1e0b5a127cc94694aad586e">operations_research::glop::SparseMatrixScaler::ScaleRowVector</a></div><div class="ttdeci">void ScaleRowVector(bool up, DenseRow *row_vector) const</div><div class="ttdef"><b>Definition:</b> <a href="matrix__scaler_8cc_source.html#l00171">matrix_scaler.cc:171</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_vector_html_a39a185056b395c7ed7e8d5c41df3bc6b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_vector.html#a39a185056b395c7ed7e8d5c41df3bc6b">operations_research::glop::SparseVector::LookUpCoefficient</a></div><div class="ttdeci">Fractional LookUpCoefficient(Index index) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse__vector_8h_source.html#l00979">sparse_vector.h:979</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_vector_html_a5b9746c75f781968b2f21e2e5701cd84"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_vector.html#a5b9746c75f781968b2f21e2e5701cd84">operations_research::glop::SparseVector::RemoveNearZeroEntriesWithWeights</a></div><div class="ttdeci">void RemoveNearZeroEntriesWithWeights(Fractional threshold, const DenseVector &weights)</div><div class="ttdef"><b>Definition:</b> <a href="sparse__vector_8h_source.html#l00720">sparse_vector.h:720</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_vector_html_a8e12342fc420701fbffd97025421575a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_vector.html#a8e12342fc420701fbffd97025421575a">operations_research::glop::SparseVector::IsEmpty</a></div><div class="ttdeci">bool IsEmpty() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse__vector_8h_source.html#l00529">sparse_vector.h:529</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_vector_html_a997af931ec11394cec3418321c2ecc4b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_vector.html#a997af931ec11394cec3418321c2ecc4b">operations_research::glop::SparseVector::MultiplyByConstant</a></div><div class="ttdeci">void MultiplyByConstant(Fractional factor)</div><div class="ttdef"><b>Definition:</b> <a href="sparse__vector_8h_source.html#l00762">sparse_vector.h:762</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_vector_html_ab38326ea6cb6187267665dd8b2748f3d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">operations_research::glop::SparseVector< RowIndex, SparseColumnIterator >::Entry</a></div><div class="ttdeci">typename Iterator::Entry Entry</div><div class="ttdef"><b>Definition:</b> <a href="sparse__vector_8h_source.html#l00091">sparse_vector.h:91</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_vector_html_ae7c152aafe19515204c65dadcdc876d6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_vector.html#ae7c152aafe19515204c65dadcdc876d6">operations_research::glop::SparseVector::GetFirstCoefficient</a></div><div class="ttdeci">Fractional GetFirstCoefficient() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse__vector_8h_source.html#l00283">sparse_vector.h:283</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_vector_html_af3346e19f245a59be830e9558002d2d4"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_vector.html#af3346e19f245a59be830e9558002d2d4">operations_research::glop::SparseVector::PopulateFromSparseVector</a></div><div class="ttdeci">void PopulateFromSparseVector(const SparseVector &sparse_vector)</div><div class="ttdef"><b>Definition:</b> <a href="sparse__vector_8h_source.html#l00592">sparse_vector.h:592</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_vector_html_af69d9b7065a8f31604a8134be4307749"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_vector.html#af69d9b7065a8f31604a8134be4307749">operations_research::glop::SparseVector::num_entries</a></div><div class="ttdeci">EntryIndex num_entries() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse__vector_8h_source.html#l00270">sparse_vector.h:270</a></div></div>
|
|
<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>
|
|
<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>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a967a5c081ad4195a30c78dc2c0bcabf5"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">operations_research::glop::StrictITIVector::size</a></div><div class="ttdeci">IntType size() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00276">lp_types.h:276</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_af8d7048738ceb4c753b040e6d29db79c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">operations_research::glop::StrictITIVector::assign</a></div><div class="ttdeci">void assign(IntType size, const T &v)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00274">lp_types.h:274</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sum_with_one_missing_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html">operations_research::glop::SumWithOneMissing</a></div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00321">lp_data/lp_utils.h:321</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sum_with_one_missing_html_a8e16e2adc11d40ca12b2735ae21623b8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html#a8e16e2adc11d40ca12b2735ae21623b8">operations_research::glop::SumWithOneMissing::Add</a></div><div class="ttdeci">void Add(Fractional x)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00325">lp_data/lp_utils.h:325</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sum_with_one_missing_html_af6e4d9c2405447b44b4cf701e43e2200"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html#af6e4d9c2405447b44b4cf701e43e2200">operations_research::glop::SumWithOneMissing::SumWithout</a></div><div class="ttdeci">Fractional SumWithout(Fractional x) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00340">lp_data/lp_utils.h:340</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sum_with_one_missing_html_af7c8b5d68bfc286dbb52a547917de1af"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sum_with_one_missing.html#af7c8b5d68bfc286dbb52a547917de1af">operations_research::glop::SumWithOneMissing::Sum</a></div><div class="ttdeci">Fractional Sum() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00335">lp_data/lp_utils.h:335</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_to_minimization_preprocessor_html_a5d398cb6297813f547da141848e70bbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_to_minimization_preprocessor.html#a5d398cb6297813f547da141848e70bbc">operations_research::glop::ToMinimizationPreprocessor::Run</a></div><div class="ttdeci">bool Run(LinearProgram *lp) final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l03650">preprocessor.cc:3650</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_to_minimization_preprocessor_html_a6ac5e2bce2fe4745f79d716c6ed14dcf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_to_minimization_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">operations_research::glop::ToMinimizationPreprocessor::RecoverSolution</a></div><div class="ttdeci">void RecoverSolution(ProblemSolution *solution) const final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l03667">preprocessor.cc:3667</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_unconstrained_variable_preprocessor_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_unconstrained_variable_preprocessor.html">operations_research::glop::UnconstrainedVariablePreprocessor</a></div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00663">preprocessor.h:663</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_unconstrained_variable_preprocessor_html_a16b556cc08c1f6802a387420e5d038f2"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_unconstrained_variable_preprocessor.html#a16b556cc08c1f6802a387420e5d038f2">operations_research::glop::UnconstrainedVariablePreprocessor::RemoveZeroCostUnconstrainedVariable</a></div><div class="ttdeci">void RemoveZeroCostUnconstrainedVariable(ColIndex col, Fractional target_bound, LinearProgram *lp)</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l01720">preprocessor.cc:1720</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_unconstrained_variable_preprocessor_html_a5d398cb6297813f547da141848e70bbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_unconstrained_variable_preprocessor.html#a5d398cb6297813f547da141848e70bbc">operations_research::glop::UnconstrainedVariablePreprocessor::Run</a></div><div class="ttdeci">bool Run(LinearProgram *lp) final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l01767">preprocessor.cc:1767</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_unconstrained_variable_preprocessor_html_a6ac5e2bce2fe4745f79d716c6ed14dcf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_unconstrained_variable_preprocessor.html#a6ac5e2bce2fe4745f79d716c6ed14dcf">operations_research::glop::UnconstrainedVariablePreprocessor::RecoverSolution</a></div><div class="ttdeci">void RecoverSolution(ProblemSolution *solution) const final</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l01995">preprocessor.cc:1995</a></div></div>
|
|
<div class="ttc" id="aconstraint__solver_2table_8cc_html_a344010e26426d6a13411648d988bc9b6"><div class="ttname"><a href="constraint__solver_2table_8cc.html#a344010e26426d6a13411648d988bc9b6">b</a></div><div class="ttdeci">int64 b</div><div class="ttdef"><b>Definition:</b> <a href="constraint__solver_2table_8cc_source.html#l00043">constraint_solver/table.cc:43</a></div></div>
|
|
<div class="ttc" id="aconstraint__solver_2table_8cc_html_af730895c6c6ef6e03caaf6251192dfd2"><div class="ttname"><a href="constraint__solver_2table_8cc.html#af730895c6c6ef6e03caaf6251192dfd2">a</a></div><div class="ttdeci">int64 a</div><div class="ttdef"><b>Definition:</b> <a href="constraint__solver_2table_8cc_source.html#l00042">constraint_solver/table.cc:42</a></div></div>
|
|
<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>
|
|
<div class="ttc" id="acp__model__solver_8cc_html_ac3cf9db02b23ea1455b5ae6955d03e47"><div class="ttname"><a href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a></div><div class="ttdeci">SharedTimeLimit * time_limit</div><div class="ttdef"><b>Definition:</b> <a href="cp__model__solver_8cc_source.html#l02106">cp_model_solver.cc:2106</a></div></div>
|
|
<div class="ttc" id="adefault__search_8cc_html_ac673bc430bdc3fdaa09f7becf98ef267"><div class="ttname"><a href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a></div><div class="ttdeci">const std::string name</div><div class="ttdef"><b>Definition:</b> <a href="default__search_8cc_source.html#l00808">default_search.cc:808</a></div></div>
|
|
<div class="ttc" id="ademon__profiler_8cc_html_a21edc7ca4cc5802c8779d68556bc09cf"><div class="ttname"><a href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a></div><div class="ttdeci">int64 value</div><div class="ttdef"><b>Definition:</b> <a href="demon__profiler_8cc_source.html#l00043">demon_profiler.cc:43</a></div></div>
|
|
<div class="ttc" id="aintegral__types_8h_html_a7cde0074dfd288f2d70c0e035dacb28a"><div class="ttname"><a href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a></div><div class="ttdeci">int64_t int64</div><div class="ttdef"><b>Definition:</b> <a href="integral__types_8h_source.html#l00034">integral_types.h:34</a></div></div>
|
|
<div class="ttc" id="alog__severity_8h_html_ab4a2cbab234914b320b7fae11b6e8cb9"><div class="ttname"><a href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a></div><div class="ttdeci">const int INFO</div><div class="ttdef"><b>Definition:</b> <a href="log__severity_8h_source.html#l00031">log_severity.h:31</a></div></div>
|
|
<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>
|
|
<div class="ttc" id="alp__data__utils_8h_html"><div class="ttname"><a href="lp__data__utils_8h.html">lp_data_utils.h</a></div></div>
|
|
<div class="ttc" id="alp__types_8h_html"><div class="ttname"><a href="lp__types_8h.html">lp_types.h</a></div></div>
|
|
<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>
|
|
<div class="ttc" id="amatrix__utils_8h_html"><div class="ttname"><a href="matrix__utils_8h.html">matrix_utils.h</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a1ac488f3db89f6d16a85c56f3243290c"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">operations_research::glop::VariableStatus</a></div><div class="ttdeci">VariableStatus</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00196">lp_types.h:196</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">operations_research::glop::VariableStatus::AT_UPPER_BOUND</a></div><div class="ttdeci">@ AT_UPPER_BOUND</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">operations_research::glop::VariableStatus::AT_LOWER_BOUND</a></div><div class="ttdeci">@ AT_LOWER_BOUND</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323">operations_research::glop::VariableStatus::FREE</a></div><div class="ttdeci">@ FREE</div></div>
|
|
<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>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501">operations_research::glop::VariableStatus::FIXED_VALUE</a></div><div class="ttdeci">@ FIXED_VALUE</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a31ee82f6ef05c3da492c0376f910d015"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">operations_research::glop::kInvalidRow</a></div><div class="ttdeci">const RowIndex kInvalidRow(-1)</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a3d9874910f9632900fe8677463b1c0be"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a3d9874910f9632900fe8677463b1c0be">operations_research::glop::ScalarProduct</a></div><div class="ttdeci">Fractional ScalarProduct(const DenseRowOrColumn1 &u, const DenseRowOrColumn2 &v)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00047">lp_data/lp_utils.h:47</a></div></div>
|
|
<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>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a4dc8ae0f97c4110f3cc770715b2bbd12"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">operations_research::glop::DenseRow</a></div><div class="ttdeci">StrictITIVector< ColIndex, Fractional > DenseRow</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00299">lp_types.h:299</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a509c4e359e6f7041eddfac3f1c46a92f"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a509c4e359e6f7041eddfac3f1c46a92f">operations_research::glop::GetProblemStatusString</a></div><div class="ttdeci">std::string GetProblemStatusString(ProblemStatus problem_status)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8cc_source.html#l00019">lp_types.cc:19</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a58ffd8db96c399242dc718221bdc81ee"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a58ffd8db96c399242dc718221bdc81ee">operations_research::glop::FixConstraintWithFixedStatuses</a></div><div class="ttdeci">void FixConstraintWithFixedStatuses(const DenseColumn &row_lower_bounds, const DenseColumn &row_upper_bounds, ProblemSolution *solution)</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l03201">preprocessor.cc:3201</a></div></div>
|
|
<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>
|
|
<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>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a95879916d90daeba91c40399ae5ddcc6"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">operations_research::glop::IsFinite</a></div><div class="ttdeci">bool IsFinite(Fractional value)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00090">lp_types.h:90</a></div></div>
|
|
<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>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ab7a106449441d3fd61aa70916a147a7d"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ab7a106449441d3fd61aa70916a147a7d">operations_research::glop::VariableToConstraintStatus</a></div><div class="ttdeci">ConstraintStatus VariableToConstraintStatus(VariableStatus status)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8cc_source.html#l00109">lp_types.cc:109</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ac9bef291f9b941569978d0f075144abf"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ac9bef291f9b941569978d0f075144abf">operations_research::glop::FindProportionalColumns</a></div><div class="ttdeci">ColMapping FindProportionalColumns(const SparseMatrix &matrix, Fractional tolerance)</div><div class="ttdef"><b>Definition:</b> <a href="matrix__utils_8cc_source.html#l00115">matrix_utils.cc:115</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ac9c215aa509854e985e62d8cdf0a33cc"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ac9c215aa509854e985e62d8cdf0a33cc">operations_research::glop::Scale</a></div><div class="ttdeci">void Scale(LinearProgram *lp, SparseMatrixScaler *scaler)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data__utils_8cc_source.html#l00052">lp_data_utils.cc:52</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ad59b85e44037bd502a5d8bd3fe16c0f9"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9">operations_research::glop::ConstraintStatus</a></div><div class="ttdeci">ConstraintStatus</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00227">lp_types.h:227</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">operations_research::glop::ConstraintStatus::AT_UPPER_BOUND</a></div><div class="ttdeci">@ AT_UPPER_BOUND</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">operations_research::glop::ConstraintStatus::AT_LOWER_BOUND</a></div><div class="ttdeci">@ AT_LOWER_BOUND</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ad59b85e44037bd502a5d8bd3fe16c0f9a88c189a42c87aa49d667fc8ab76bc323"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a88c189a42c87aa49d667fc8ab76bc323">operations_research::glop::ConstraintStatus::FREE</a></div><div class="ttdeci">@ FREE</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ad59b85e44037bd502a5d8bd3fe16c0f9ae4ac03f6c9f00665644e868dd1fb9f1e"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae4ac03f6c9f00665644e868dd1fb9f1e">operations_research::glop::ConstraintStatus::BASIC</a></div><div class="ttdeci">@ BASIC</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ad59b85e44037bd502a5d8bd3fe16c0f9ae91836db656214f9797e10c15928e501"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9ae91836db656214f9797e10c15928e501">operations_research::glop::ConstraintStatus::FIXED_VALUE</a></div><div class="ttdeci">@ FIXED_VALUE</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae8a885303349cb7807c7c87b405bc0c9"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9">operations_research::glop::ProblemStatus</a></div><div class="ttdeci">ProblemStatus</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00101">lp_types.h:101</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae8a885303349cb7807c7c87b405bc0c9a1583be76ac58a4ac4c024f73b3d85811"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a1583be76ac58a4ac4c024f73b3d85811">operations_research::glop::ProblemStatus::DUAL_INFEASIBLE</a></div><div class="ttdeci">@ DUAL_INFEASIBLE</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae8a885303349cb7807c7c87b405bc0c9a2dcc8f5d91cb2aa2065b8305bf2d5cbd"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a2dcc8f5d91cb2aa2065b8305bf2d5cbd">operations_research::glop::ProblemStatus::PRIMAL_FEASIBLE</a></div><div class="ttdeci">@ PRIMAL_FEASIBLE</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae8a885303349cb7807c7c87b405bc0c9a53ef0c1aa260e08f9010ddcc28d5a4a6"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a53ef0c1aa260e08f9010ddcc28d5a4a6">operations_research::glop::ProblemStatus::INFEASIBLE_OR_UNBOUNDED</a></div><div class="ttdeci">@ INFEASIBLE_OR_UNBOUNDED</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae8a885303349cb7807c7c87b405bc0c9a57ad14e7a035f33c8ba6c0ea9ea23caa"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a57ad14e7a035f33c8ba6c0ea9ea23caa">operations_research::glop::ProblemStatus::DUAL_FEASIBLE</a></div><div class="ttdeci">@ DUAL_FEASIBLE</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae8a885303349cb7807c7c87b405bc0c9a7850fcfea005b86b2a3fa0d4293c5ee0"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a7850fcfea005b86b2a3fa0d4293c5ee0">operations_research::glop::ProblemStatus::PRIMAL_INFEASIBLE</a></div><div class="ttdeci">@ PRIMAL_INFEASIBLE</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae8a885303349cb7807c7c87b405bc0c9a8351cc0ea544c393b3e26fdf42520844"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a8351cc0ea544c393b3e26fdf42520844">operations_research::glop::ProblemStatus::PRIMAL_UNBOUNDED</a></div><div class="ttdeci">@ PRIMAL_UNBOUNDED</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae8a885303349cb7807c7c87b405bc0c9a88ec4386a3c49b50819358a579fb9adb"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a88ec4386a3c49b50819358a579fb9adb">operations_research::glop::ProblemStatus::ABNORMAL</a></div><div class="ttdeci">@ ABNORMAL</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae8a885303349cb7807c7c87b405bc0c9a8ada5da7749eac0d9fe1782ad9bab585"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a8ada5da7749eac0d9fe1782ad9bab585">operations_research::glop::ProblemStatus::DUAL_UNBOUNDED</a></div><div class="ttdeci">@ DUAL_UNBOUNDED</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae8a885303349cb7807c7c87b405bc0c9af00c8dbdd6e1f11bdae06be94277d293"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9af00c8dbdd6e1f11bdae06be94277d293">operations_research::glop::ProblemStatus::OPTIMAL</a></div><div class="ttdeci">@ OPTIMAL</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae8a885303349cb7807c7c87b405bc0c9afaee4ca3c30ee18148ce3ada37466498"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9afaee4ca3c30ee18148ce3ada37466498">operations_research::glop::ProblemStatus::INIT</a></div><div class="ttdeci">@ INIT</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_af9a790b7e8c5b0c6d55b336177378e78"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">operations_research::glop::kInfinity</a></div><div class="ttdeci">const double kInfinity</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00083">lp_types.h:83</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_afb755b7934d8679476e2f05a89739bcd"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">operations_research::glop::kInvalidCol</a></div><div class="ttdeci">const ColIndex kInvalidCol(-1)</div></div>
|
|
<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>
|
|
<div class="ttc" id="anamespaceoperations__research_html_a096ed4f933f943ccb8859e0dc08b06ca"><div class="ttname"><a href="namespaceoperations__research.html#a096ed4f933f943ccb8859e0dc08b06ca">operations_research::IsSmallerWithinTolerance</a></div><div class="ttdeci">bool IsSmallerWithinTolerance(FloatType x, FloatType y, FloatType tolerance)</div><div class="ttdef"><b>Definition:</b> <a href="fp__utils_8h_source.html#l00153">fp_utils.h:153</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_html_a1181732aa2f4c08e28ea32b1c7c6f256"><div class="ttname"><a href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">operations_research::IsIntegerWithinTolerance</a></div><div class="ttdeci">bool IsIntegerWithinTolerance(FloatType x, FloatType tolerance)</div><div class="ttdef"><b>Definition:</b> <a href="fp__utils_8h_source.html#l00161">fp_utils.h:161</a></div></div>
|
|
<div class="ttc" id="anamespaceutil_html_a1e2d5c05e25343bc8e4fbccce0000d51"><div class="ttname"><a href="namespaceutil.html#a1e2d5c05e25343bc8e4fbccce0000d51">util::Reverse</a></div><div class="ttdeci">BeginEndReverseIteratorWrapper< Container > Reverse(const Container &c)</div><div class="ttdef"><b>Definition:</b> <a href="iterators_8h_source.html#l00098">iterators.h:98</a></div></div>
|
|
<div class="ttc" id="apack_8cc_html_a750b5d744c39a06bfb13e6eb010e35d0"><div class="ttname"><a href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a></div><div class="ttdeci">int index</div><div class="ttdef"><b>Definition:</b> <a href="pack_8cc_source.html#l00508">pack.cc:508</a></div></div>
|
|
<div class="ttc" id="apreprocessor_8cc_html_a2babe18010525bbf13c2fa5a959971e4"><div class="ttname"><a href="preprocessor_8cc.html#a2babe18010525bbf13c2fa5a959971e4">num_entries</a></div><div class="ttdeci">EntryIndex num_entries</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l01312">preprocessor.cc:1312</a></div></div>
|
|
<div class="ttc" id="apreprocessor_8cc_html_a72ecc219428436501225dd42f67c73a9"><div class="ttname"><a href="preprocessor_8cc.html#a72ecc219428436501225dd42f67c73a9">scaled_cost</a></div><div class="ttdeci">Fractional scaled_cost</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00431">preprocessor.cc:431</a></div></div>
|
|
<div class="ttc" id="apreprocessor_8cc_html_aa9d6c98fdf8d89b0e2321fda02adc82c"><div class="ttname"><a href="preprocessor_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a></div><div class="ttdeci">ColIndex col</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00429">preprocessor.cc:429</a></div></div>
|
|
<div class="ttc" id="apreprocessor_8cc_html_abcdbe46fb8451a69d42c17abdb920021"><div class="ttname"><a href="preprocessor_8cc.html#abcdbe46fb8451a69d42c17abdb920021">representative</a></div><div class="ttdeci">ColIndex representative</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00430">preprocessor.cc:430</a></div></div>
|
|
<div class="ttc" id="apreprocessor_8cc_html_abe47a721d0dd1e0d7f060c1f4ae69167"><div class="ttname"><a href="preprocessor_8cc.html#abe47a721d0dd1e0d7f060c1f4ae69167">RUN_PREPROCESSOR</a></div><div class="ttdeci">#define RUN_PREPROCESSOR(name)</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l00058">preprocessor.cc:58</a></div></div>
|
|
<div class="ttc" id="apreprocessor_8h_html"><div class="ttname"><a href="preprocessor_8h.html">preprocessor.h</a></div></div>
|
|
<div class="ttc" id="aresource_8cc_html_a73461c37822b6ebb75b54ba1a9ffb442"><div class="ttname"><a href="resource_8cc.html#a73461c37822b6ebb75b54ba1a9ffb442">delta</a></div><div class="ttdeci">int64 delta</div><div class="ttdef"><b>Definition:</b> <a href="resource_8cc_source.html#l01684">resource.cc:1684</a></div></div>
|
|
<div class="ttc" id="areturn__macros_8h_html_a6009315499028d98072d8f31834cf4f9"><div class="ttname"><a href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a></div><div class="ttdeci">#define RETURN_IF_NULL(x)</div><div class="ttdef"><b>Definition:</b> <a href="return__macros_8h_source.html#l00020">return_macros.h:20</a></div></div>
|
|
<div class="ttc" id="areturn__macros_8h_html_af7e921cd45afaad5e7a45af3b5bc42d1"><div class="ttname"><a href="return__macros_8h.html#af7e921cd45afaad5e7a45af3b5bc42d1">RETURN_VALUE_IF_NULL</a></div><div class="ttdeci">#define RETURN_VALUE_IF_NULL(x, v)</div><div class="ttdef"><b>Definition:</b> <a href="return__macros_8h_source.html#l00026">return_macros.h:26</a></div></div>
|
|
<div class="ttc" id="arevised__simplex_8cc_html_ae985c429ef4bec190816ed836d6cf2c2"><div class="ttname"><a href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a></div><div class="ttdeci">Fractional target_bound</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l01817">revised_simplex.cc:1817</a></div></div>
|
|
<div class="ttc" id="arevised__simplex_8h_html"><div class="ttname"><a href="revised__simplex_8h.html">revised_simplex.h</a></div></div>
|
|
<div class="ttc" id="arouting__flow_8cc_html_a26a8cbbc7bcf4117c2bf65104b4a54b4"><div class="ttname"><a href="routing__flow_8cc.html#a26a8cbbc7bcf4117c2bf65104b4a54b4">cost</a></div><div class="ttdeci">int64 cost</div><div class="ttdef"><b>Definition:</b> <a href="routing__flow_8cc_source.html#l00130">routing_flow.cc:130</a></div></div>
|
|
<div class="ttc" id="arouting__search_8cc_html_a204f9b990226e8288e1aaecbb496cbf8"><div class="ttname"><a href="routing__search_8cc.html#a204f9b990226e8288e1aaecbb496cbf8">bound</a></div><div class="ttdeci">int64 bound</div><div class="ttdef"><b>Definition:</b> <a href="routing__search_8cc_source.html#l00972">routing_search.cc:972</a></div></div>
|
|
<div class="ttc" id="arouting__search_8cc_html_ab66ad179c8a6fcf1adb958cb51f4c7cb"><div class="ttname"><a href="routing__search_8cc.html#ab66ad179c8a6fcf1adb958cb51f4c7cb">coefficient</a></div><div class="ttdeci">int64 coefficient</div><div class="ttdef"><b>Definition:</b> <a href="routing__search_8cc_source.html#l00973">routing_search.cc:973</a></div></div>
|
|
<div class="ttc" id="asat_2lp__utils_8cc_html_a561d7bf12fc7674b3fe0ad2ba2e175a0"><div class="ttname"><a href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a></div><div class="ttdeci">std::vector< double > lower_bounds</div><div class="ttdef"><b>Definition:</b> <a href="sat_2lp__utils_8cc_source.html#l00497">sat/lp_utils.cc:497</a></div></div>
|
|
<div class="ttc" id="asat_2lp__utils_8cc_html_a88215c8581662c40eec0fb8621c44af3"><div class="ttname"><a href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a></div><div class="ttdeci">std::vector< double > upper_bounds</div><div class="ttdef"><b>Definition:</b> <a href="sat_2lp__utils_8cc_source.html#l00498">sat/lp_utils.cc:498</a></div></div>
|
|
<div class="ttc" id="astats_8h_html_a778dda76cff1d491efd5888b0bf9b56e"><div class="ttname"><a href="stats_8h.html#a778dda76cff1d491efd5888b0bf9b56e">SCOPED_INSTRUCTION_COUNT</a></div><div class="ttdeci">#define SCOPED_INSTRUCTION_COUNT(time_limit)</div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00437">stats.h:437</a></div></div>
|
|
<div class="ttc" id="astatus_8h_html"><div class="ttname"><a href="status_8h.html">status.h</a></div></div>
|
|
<div class="ttc" id="astrong__vector_8h_html"><div class="ttname"><a href="strong__vector_8h.html">strong_vector.h</a></div></div>
|
|
<div class="ttc" id="astructoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor_1_1_restore_info_1_1_col_choice_and_status_html"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor_1_1_restore_info_1_1_col_choice_and_status.html">operations_research::glop::DoubletonEqualityRowPreprocessor::RestoreInfo::ColChoiceAndStatus</a></div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00850">preprocessor.h:850</a></div></div>
|
|
<div class="ttc" id="astructoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor_1_1_restore_info_1_1_col_choice_and_status_html_a7807b13123f03224c0435ad7d2bcdb11"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor_1_1_restore_info_1_1_col_choice_and_status.html#a7807b13123f03224c0435ad7d2bcdb11">operations_research::glop::DoubletonEqualityRowPreprocessor::RestoreInfo::ColChoiceAndStatus::value</a></div><div class="ttdeci">Fractional value</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00853">preprocessor.h:853</a></div></div>
|
|
<div class="ttc" id="astructoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor_1_1_restore_info_1_1_col_choice_and_status_html_ad9a7a69580012bd79b5e46d39bddee80"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor_1_1_restore_info_1_1_col_choice_and_status.html#ad9a7a69580012bd79b5e46d39bddee80">operations_research::glop::DoubletonEqualityRowPreprocessor::RestoreInfo::ColChoiceAndStatus::col_choice</a></div><div class="ttdeci">ColChoice col_choice</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00851">preprocessor.h:851</a></div></div>
|
|
<div class="ttc" id="astructoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor_1_1_restore_info_1_1_col_choice_and_status_html_ae01600784dc2a3768696f55aa374d093"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_doubleton_equality_row_preprocessor_1_1_restore_info_1_1_col_choice_and_status.html#ae01600784dc2a3768696f55aa374d093">operations_research::glop::DoubletonEqualityRowPreprocessor::RestoreInfo::ColChoiceAndStatus::status</a></div><div class="ttdeci">VariableStatus status</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00852">preprocessor.h:852</a></div></div>
|
|
<div class="ttc" id="astructoperations__research_1_1glop_1_1_problem_solution_html"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_problem_solution.html">operations_research::glop::ProblemSolution</a></div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00647">lp_data.h:647</a></div></div>
|
|
<div class="ttc" id="astructoperations__research_1_1glop_1_1_problem_solution_html_a15eb0790f4f62ad63676f55e4ba7d2bb"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_problem_solution.html#a15eb0790f4f62ad63676f55e4ba7d2bb">operations_research::glop::ProblemSolution::status</a></div><div class="ttdeci">ProblemStatus status</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00655">lp_data.h:655</a></div></div>
|
|
<div class="ttc" id="astructoperations__research_1_1glop_1_1_problem_solution_html_a887a20330f1f58adbe564ef0fcf74e8c"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">operations_research::glop::ProblemSolution::variable_statuses</a></div><div class="ttdeci">VariableStatusRow variable_statuses</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00675">lp_data.h:675</a></div></div>
|
|
<div class="ttc" id="astructoperations__research_1_1glop_1_1_problem_solution_html_ac6b277da46124f6b08841906b0febbed"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">operations_research::glop::ProblemSolution::dual_values</a></div><div class="ttdeci">DenseColumn dual_values</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00660">lp_data.h:660</a></div></div>
|
|
<div class="ttc" id="astructoperations__research_1_1glop_1_1_problem_solution_html_ae7a0a13dedf8ae7920036bfff1ad9c3b"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">operations_research::glop::ProblemSolution::constraint_statuses</a></div><div class="ttdeci">ConstraintStatusColumn constraint_statuses</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00676">lp_data.h:676</a></div></div>
|
|
<div class="ttc" id="astructoperations__research_1_1glop_1_1_problem_solution_html_af8a495c9872268c3e34d413d8b63ef66"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">operations_research::glop::ProblemSolution::primal_values</a></div><div class="ttdeci">DenseRow primal_values</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00659">lp_data.h:659</a></div></div>
|
|
<div class="ttc" id="avlog__is__on_8h_html_a956152cad330225654d128f35c00efce"><div class="ttname"><a href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a></div><div class="ttdeci">#define VLOG_IS_ON(verboselevel)</div><div class="ttdef"><b>Definition:</b> <a href="vlog__is__on_8h_source.html#l00041">vlog_is_on.h:41</a></div></div>
|
|
</div><!-- fragment --></div><!-- contents -->
|
|
</div><!-- doc-content -->
|
|
<!-- HTML footer for doxygen 1.8.18-->
|
|
<!-- start footer part -->
|
|
<div id="nav-path" class="navpath"><!-- id is needed for treeview function! -->
|
|
<ul>
|
|
<li class="navelem"><a class="el" href="dir_a7cc1eeded8f693d0da6c729bc88c45a.html">ortools</a></li><li class="navelem"><a class="el" href="dir_747248fa8ec2ebcb4d8ad85ced34db0b.html">glop</a></li><li class="navelem"><a class="el" href="preprocessor_8cc.html">preprocessor.cc</a></li>
|
|
<li class="footer">Generated by
|
|
<a href="http://www.doxygen.org/index.html">
|
|
<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.9.1 </li>
|
|
</ul>
|
|
</div>
|
|
</body>
|
|
</html>
|