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<div class="headertitle"><div class="title">revised_simplex.cc</div></div>
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<a href="revised__simplex_8cc.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno"> 1</span><span class="comment">// Copyright 2010-2021 Google LLC</span></div>
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<div class="line"><a id="l00002" name="l00002"></a><span class="lineno"> 2</span><span class="comment">// Licensed under the Apache License, Version 2.0 (the "License");</span></div>
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<div class="line"><a id="l00003" name="l00003"></a><span class="lineno"> 3</span><span class="comment">// you may not use this file except in compliance with the License.</span></div>
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<div class="line"><a id="l00004" name="l00004"></a><span class="lineno"> 4</span><span class="comment">// You may obtain a copy of the License at</span></div>
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<div class="line"><a id="l00005" name="l00005"></a><span class="lineno"> 5</span><span class="comment">//</span></div>
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<div class="line"><a id="l00006" name="l00006"></a><span class="lineno"> 6</span><span class="comment">// http://www.apache.org/licenses/LICENSE-2.0</span></div>
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<div class="line"><a id="l00007" name="l00007"></a><span class="lineno"> 7</span><span class="comment">//</span></div>
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<div class="line"><a id="l00008" name="l00008"></a><span class="lineno"> 8</span><span class="comment">// Unless required by applicable law or agreed to in writing, software</span></div>
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<div class="line"><a id="l00009" name="l00009"></a><span class="lineno"> 9</span><span class="comment">// distributed under the License is distributed on an "AS IS" BASIS,</span></div>
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<div class="line"><a id="l00010" name="l00010"></a><span class="lineno"> 10</span><span class="comment">// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span></div>
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<div class="line"><a id="l00011" name="l00011"></a><span class="lineno"> 11</span><span class="comment">// See the License for the specific language governing permissions and</span></div>
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<div class="line"><a id="l00012" name="l00012"></a><span class="lineno"> 12</span><span class="comment">// limitations under the License.</span></div>
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<div class="line"><a id="l00013" name="l00013"></a><span class="lineno"> 13</span> </div>
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<div class="line"><a id="l00014" name="l00014"></a><span class="lineno"> 14</span><span class="preprocessor">#include "<a class="code" href="revised__simplex_8h.html">ortools/glop/revised_simplex.h</a>"</span></div>
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<div class="line"><a id="l00015" name="l00015"></a><span class="lineno"> 15</span> </div>
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<div class="line"><a id="l00016" name="l00016"></a><span class="lineno"> 16</span><span class="preprocessor">#include <algorithm></span></div>
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<div class="line"><a id="l00017" name="l00017"></a><span class="lineno"> 17</span><span class="preprocessor">#include <cmath></span></div>
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<div class="line"><a id="l00018" name="l00018"></a><span class="lineno"> 18</span><span class="preprocessor">#include <cstdint></span></div>
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<div class="line"><a id="l00019" name="l00019"></a><span class="lineno"> 19</span><span class="preprocessor">#include <functional></span></div>
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<div class="line"><a id="l00020" name="l00020"></a><span class="lineno"> 20</span><span class="preprocessor">#include <map></span></div>
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<div class="line"><a id="l00021" name="l00021"></a><span class="lineno"> 21</span><span class="preprocessor">#include <string></span></div>
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<div class="line"><a id="l00022" name="l00022"></a><span class="lineno"> 22</span><span class="preprocessor">#include <utility></span></div>
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<div class="line"><a id="l00023" name="l00023"></a><span class="lineno"> 23</span><span class="preprocessor">#include <vector></span></div>
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<div class="line"><a id="l00024" name="l00024"></a><span class="lineno"> 24</span> </div>
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<div class="line"><a id="l00025" name="l00025"></a><span class="lineno"> 25</span><span class="preprocessor">#include "absl/strings/str_cat.h"</span></div>
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<div class="line"><a id="l00026" name="l00026"></a><span class="lineno"> 26</span><span class="preprocessor">#include "absl/strings/str_format.h"</span></div>
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<div class="line"><a id="l00027" name="l00027"></a><span class="lineno"> 27</span><span class="preprocessor">#include "<a class="code" href="commandlineflags_8h.html">ortools/base/commandlineflags.h</a>"</span></div>
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<div class="line"><a id="l00028" name="l00028"></a><span class="lineno"> 28</span><span class="preprocessor">#include "<a class="code" href="integral__types_8h.html">ortools/base/integral_types.h</a>"</span></div>
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<div class="line"><a id="l00029" name="l00029"></a><span class="lineno"> 29</span><span class="preprocessor">#include "<a class="code" href="base_2logging_8h.html">ortools/base/logging.h</a>"</span></div>
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<div class="line"><a id="l00030" name="l00030"></a><span class="lineno"> 30</span><span class="preprocessor">#include "<a class="code" href="strong__vector_8h.html">ortools/base/strong_vector.h</a>"</span></div>
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<div class="line"><a id="l00031" name="l00031"></a><span class="lineno"> 31</span><span class="preprocessor">#include "<a class="code" href="initial__basis_8h.html">ortools/glop/initial_basis.h</a>"</span></div>
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<div class="line"><a id="l00032" name="l00032"></a><span class="lineno"> 32</span><span class="preprocessor">#include "ortools/glop/parameters.pb.h"</span></div>
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<div class="line"><a id="l00033" name="l00033"></a><span class="lineno"> 33</span><span class="preprocessor">#include "<a class="code" href="lp__data_8h.html">ortools/lp_data/lp_data.h</a>"</span></div>
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<div class="line"><a id="l00034" name="l00034"></a><span class="lineno"> 34</span><span class="preprocessor">#include "<a class="code" href="lp__print__utils_8h.html">ortools/lp_data/lp_print_utils.h</a>"</span></div>
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<div class="line"><a id="l00035" name="l00035"></a><span class="lineno"> 35</span><span class="preprocessor">#include "<a class="code" href="lp__types_8h.html">ortools/lp_data/lp_types.h</a>"</span></div>
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<div class="line"><a id="l00036" name="l00036"></a><span class="lineno"> 36</span><span class="preprocessor">#include "<a class="code" href="lp__data_2lp__utils_8h.html">ortools/lp_data/lp_utils.h</a>"</span></div>
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<div class="line"><a id="l00037" name="l00037"></a><span class="lineno"> 37</span><span class="preprocessor">#include "<a class="code" href="matrix__utils_8h.html">ortools/lp_data/matrix_utils.h</a>"</span></div>
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<div class="line"><a id="l00038" name="l00038"></a><span class="lineno"> 38</span><span class="preprocessor">#include "<a class="code" href="lp__data_2permutation_8h.html">ortools/lp_data/permutation.h</a>"</span></div>
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<div class="line"><a id="l00039" name="l00039"></a><span class="lineno"> 39</span><span class="preprocessor">#include "<a class="code" href="fp__utils_8h.html">ortools/util/fp_utils.h</a>"</span></div>
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<div class="line"><a id="l00040" name="l00040"></a><span class="lineno"> 40</span> </div>
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<div class="line"><a id="l00041" name="l00041"></a><span class="lineno"><a class="line" href="revised__simplex_8cc.html#acbeead810cb856b2daab5362d543d727"> 41</a></span><a class="code hl_function" href="revised__simplex_8cc.html#acbeead810cb856b2daab5362d543d727">ABSL_FLAG</a>(<span class="keywordtype">bool</span>, simplex_display_numbers_as_fractions, <span class="keyword">false</span>,</div>
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<div class="line"><a id="l00042" name="l00042"></a><span class="lineno"> 42</span> <span class="stringliteral">"Display numbers as fractions."</span>);</div>
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<div class="line"><a id="l00043" name="l00043"></a><span class="lineno"><a class="line" href="revised__simplex_8cc.html#a5a65d2edddec64f308ea409703708acf"> 43</a></span><a class="code hl_function" href="revised__simplex_8cc.html#acbeead810cb856b2daab5362d543d727">ABSL_FLAG</a>(<span class="keywordtype">bool</span>, simplex_stop_after_first_basis, <span class="keyword">false</span>,</div>
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<div class="line"><a id="l00044" name="l00044"></a><span class="lineno"> 44</span> <span class="stringliteral">"Stop after first basis has been computed."</span>);</div>
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<div class="line"><a id="l00045" name="l00045"></a><span class="lineno"><a class="line" href="revised__simplex_8cc.html#abd7c97d0007f059b2a31c19fdbd6f9c8"> 45</a></span><a class="code hl_function" href="revised__simplex_8cc.html#acbeead810cb856b2daab5362d543d727">ABSL_FLAG</a>(<span class="keywordtype">bool</span>, simplex_stop_after_feasibility, <span class="keyword">false</span>,</div>
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<div class="line"><a id="l00046" name="l00046"></a><span class="lineno"> 46</span> <span class="stringliteral">"Stop after first phase has been completed."</span>);</div>
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<div class="line"><a id="l00047" name="l00047"></a><span class="lineno"><a class="line" href="revised__simplex_8cc.html#a64f746b4688ff40ab91eac0c1779ba95"> 47</a></span><a class="code hl_function" href="revised__simplex_8cc.html#acbeead810cb856b2daab5362d543d727">ABSL_FLAG</a>(<span class="keywordtype">bool</span>, simplex_display_stats, <span class="keyword">false</span>, <span class="stringliteral">"Display algorithm statistics."</span>);</div>
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<div class="line"><a id="l00048" name="l00048"></a><span class="lineno"> 48</span> </div>
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<div class="line"><a id="l00049" name="l00049"></a><span class="lineno"> 49</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceoperations__research.html">operations_research</a> {</div>
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<div class="line"><a id="l00050" name="l00050"></a><span class="lineno"> 50</span><span class="keyword">namespace </span>glop {</div>
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<div class="line"><a id="l00051" name="l00051"></a><span class="lineno"> 51</span><span class="keyword">namespace </span>{</div>
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<div class="line"><a id="l00052" name="l00052"></a><span class="lineno"> 52</span> </div>
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<div class="line"><a id="l00053" name="l00053"></a><span class="lineno"> 53</span><span class="comment">// Calls the given closure upon destruction. It can be used to ensure that a</span></div>
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<div class="line"><a id="l00054" name="l00054"></a><span class="lineno"> 54</span><span class="comment">// closure is executed whenever a function returns.</span></div>
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<div class="line"><a id="l00055" name="l00055"></a><span class="lineno"> 55</span><span class="keyword">class </span>Cleanup {</div>
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<div class="line"><a id="l00056" name="l00056"></a><span class="lineno"> 56</span> <span class="keyword">public</span>:</div>
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<div class="line"><a id="l00057" name="l00057"></a><span class="lineno"> 57</span> <span class="keyword">explicit</span> Cleanup(std::function<<span class="keywordtype">void</span>()> closure)</div>
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<div class="line"><a id="l00058" name="l00058"></a><span class="lineno"> 58</span> : closure_(<a class="code hl_namespace" href="namespacestd.html">std</a>::move(closure)) {}</div>
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<div class="line"><a id="l00059" name="l00059"></a><span class="lineno"> 59</span> ~Cleanup() { closure_(); }</div>
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<div class="line"><a id="l00060" name="l00060"></a><span class="lineno"> 60</span> </div>
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<div class="line"><a id="l00061" name="l00061"></a><span class="lineno"> 61</span> <span class="keyword">private</span>:</div>
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<div class="line"><a id="l00062" name="l00062"></a><span class="lineno"> 62</span> std::function<void()> closure_;</div>
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<div class="line"><a id="l00063" name="l00063"></a><span class="lineno"> 63</span>};</div>
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<div class="line"><a id="l00064" name="l00064"></a><span class="lineno"> 64</span>} <span class="comment">// namespace</span></div>
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<div class="line"><a id="l00065" name="l00065"></a><span class="lineno"> 65</span> </div>
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<div class="line"><a id="l00066" name="l00066"></a><span class="lineno"><a class="line" href="revised__simplex_8cc.html#aedfbeda17580baf879eb030b681ccee1"> 66</a></span><span class="preprocessor">#define DCHECK_COL_BOUNDS(col) \</span></div>
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<div class="line"><a id="l00067" name="l00067"></a><span class="lineno"> 67</span><span class="preprocessor"> { \</span></div>
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<div class="line"><a id="l00068" name="l00068"></a><span class="lineno"> 68</span><span class="preprocessor"> DCHECK_LE(0, col); \</span></div>
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<div class="line"><a id="l00069" name="l00069"></a><span class="lineno"> 69</span><span class="preprocessor"> DCHECK_GT(num_cols_, col); \</span></div>
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<div class="line"><a id="l00070" name="l00070"></a><span class="lineno"> 70</span><span class="preprocessor"> }</span></div>
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<div class="line"><a id="l00071" name="l00071"></a><span class="lineno"> 71</span> </div>
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<div class="line"><a id="l00072" name="l00072"></a><span class="lineno"> 72</span><span class="comment">// TODO(user): Remove this function.</span></div>
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<div class="line"><a id="l00073" name="l00073"></a><span class="lineno"><a class="line" href="revised__simplex_8cc.html#a8806083a7bf6a4ee4a4976c226b93788"> 73</a></span><span class="preprocessor">#define DCHECK_ROW_BOUNDS(row) \</span></div>
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<div class="line"><a id="l00074" name="l00074"></a><span class="lineno"> 74</span><span class="preprocessor"> { \</span></div>
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<div class="line"><a id="l00075" name="l00075"></a><span class="lineno"> 75</span><span class="preprocessor"> DCHECK_LE(0, row); \</span></div>
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<div class="line"><a id="l00076" name="l00076"></a><span class="lineno"> 76</span><span class="preprocessor"> DCHECK_GT(num_rows_, row); \</span></div>
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<div class="line"><a id="l00077" name="l00077"></a><span class="lineno"> 77</span><span class="preprocessor"> }</span></div>
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<div class="line"><a id="l00078" name="l00078"></a><span class="lineno"> 78</span> </div>
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<div class="line"><a id="l00079" name="l00079"></a><span class="lineno"><a class="line" href="namespaceoperations__research_1_1glop.html#acbe923ffb6c6090d2488b1f4b9a7d6ae"> 79</a></span><span class="keyword">constexpr</span> <span class="keyword">const</span> uint64_t <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#acbe923ffb6c6090d2488b1f4b9a7d6ae">kDeterministicSeed</a> = 42;</div>
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<div class="line"><a id="l00080" name="l00080"></a><span class="lineno"> 80</span> </div>
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<div class="line"><a id="l00081" name="l00081"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ab5f355543caf37fcad85bac358d01dbf"> 81</a></span><a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ab5f355543caf37fcad85bac358d01dbf">RevisedSimplex::RevisedSimplex</a>()</div>
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<div class="line"><a id="l00082" name="l00082"></a><span class="lineno"> 82</span> : problem_status_(<a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493">ProblemStatus</a>::<a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493afaee4ca3c30ee18148ce3ada37466498">INIT</a>),</div>
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<div class="line"><a id="l00083" name="l00083"></a><span class="lineno"> 83</span> <a class="code hl_variable" href="search_8cc.html#a9c6d2505b571d11bc113813060f465a3">objective_</a>(),</div>
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<div class="line"><a id="l00084" name="l00084"></a><span class="lineno"> 84</span> basis_(),</div>
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<div class="line"><a id="l00085" name="l00085"></a><span class="lineno"> 85</span> variable_name_(),</div>
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<div class="line"><a id="l00086" name="l00086"></a><span class="lineno"> 86</span> direction_(),</div>
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<div class="line"><a id="l00087" name="l00087"></a><span class="lineno"> 87</span> error_(),</div>
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<div class="line"><a id="l00088" name="l00088"></a><span class="lineno"> 88</span> deterministic_random_(<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#acbe923ffb6c6090d2488b1f4b9a7d6ae">kDeterministicSeed</a>),</div>
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<div class="line"><a id="l00089" name="l00089"></a><span class="lineno"> 89</span> random_(deterministic_random_),</div>
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<div class="line"><a id="l00090" name="l00090"></a><span class="lineno"> 90</span> basis_factorization_(&compact_matrix_, &basis_),</div>
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<div class="line"><a id="l00091" name="l00091"></a><span class="lineno"> 91</span> variables_info_(compact_matrix_),</div>
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<div class="line"><a id="l00092" name="l00092"></a><span class="lineno"> 92</span> primal_edge_norms_(compact_matrix_, variables_info_,</div>
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<div class="line"><a id="l00093" name="l00093"></a><span class="lineno"> 93</span> basis_factorization_),</div>
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<div class="line"><a id="l00094" name="l00094"></a><span class="lineno"> 94</span> dual_edge_norms_(basis_factorization_),</div>
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<div class="line"><a id="l00095" name="l00095"></a><span class="lineno"> 95</span> dual_prices_(random_),</div>
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<div class="line"><a id="l00096" name="l00096"></a><span class="lineno"> 96</span> variable_values_(parameters_, compact_matrix_, basis_, variables_info_,</div>
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<div class="line"><a id="l00097" name="l00097"></a><span class="lineno"> 97</span> basis_factorization_, &dual_edge_norms_, &dual_prices_),</div>
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<div class="line"><a id="l00098" name="l00098"></a><span class="lineno"> 98</span> update_row_(compact_matrix_, transposed_matrix_, variables_info_, basis_,</div>
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<div class="line"><a id="l00099" name="l00099"></a><span class="lineno"> 99</span> basis_factorization_),</div>
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<div class="line"><a id="l00100" name="l00100"></a><span class="lineno"> 100</span> reduced_costs_(compact_matrix_, <a class="code hl_variable" href="search_8cc.html#a9c6d2505b571d11bc113813060f465a3">objective_</a>, basis_, variables_info_,</div>
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<div class="line"><a id="l00101" name="l00101"></a><span class="lineno"> 101</span> basis_factorization_, random_),</div>
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<div class="line"><a id="l00102" name="l00102"></a><span class="lineno"> 102</span> entering_variable_(variables_info_, random_, &reduced_costs_),</div>
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<div class="line"><a id="l00103" name="l00103"></a><span class="lineno"> 103</span> primal_prices_(random_, variables_info_, &primal_edge_norms_,</div>
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<div class="line"><a id="l00104" name="l00104"></a><span class="lineno"> 104</span> &reduced_costs_),</div>
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<div class="line"><a id="l00105" name="l00105"></a><span class="lineno"> 105</span> iteration_stats_(),</div>
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<div class="line"><a id="l00106" name="l00106"></a><span class="lineno"> 106</span> ratio_test_stats_(),</div>
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<div class="line"><a id="l00107" name="l00107"></a><span class="lineno"> 107</span> function_stats_(<span class="stringliteral">"SimplexFunctionStats"</span>),</div>
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<div class="line"><a id="l00108" name="l00108"></a><span class="lineno"> 108</span> parameters_(),</div>
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<div class="line"><a id="l00109" name="l00109"></a><span class="lineno"> 109</span> test_lu_() {</div>
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<div class="line"><a id="l00110" name="l00110"></a><span class="lineno"> 110</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ae7202d055b6b172a8a1da4f5b136f9ea">SetParameters</a>(parameters_);</div>
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<div class="line"><a id="l00111" name="l00111"></a><span class="lineno"> 111</span>}</div>
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<div class="line"><a id="l00112" name="l00112"></a><span class="lineno"> 112</span> </div>
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<div class="line"><a id="l00113" name="l00113"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ace96e115f468d752a2fcfeea901b0f8a"> 113</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ace96e115f468d752a2fcfeea901b0f8a">RevisedSimplex::ClearStateForNextSolve</a>() {</div>
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<div class="line"><a id="l00114" name="l00114"></a><span class="lineno"> 114</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
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<div class="line"><a id="l00115" name="l00115"></a><span class="lineno"> 115</span> solution_state_.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f">statuses</a>.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
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<div class="line"><a id="l00116" name="l00116"></a><span class="lineno"> 116</span> variable_starting_values_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
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<div class="line"><a id="l00117" name="l00117"></a><span class="lineno"> 117</span>}</div>
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<div class="line"><a id="l00118" name="l00118"></a><span class="lineno"> 118</span> </div>
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<div class="line"><a id="l00119" name="l00119"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac4d90743acfe39707571f84f096a58d7"> 119</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac4d90743acfe39707571f84f096a58d7">RevisedSimplex::LoadStateForNextSolve</a>(<span class="keyword">const</span> <a class="code hl_struct" href="structoperations__research_1_1glop_1_1_basis_state.html">BasisState</a>& state) {</div>
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<div class="line"><a id="l00120" name="l00120"></a><span class="lineno"> 120</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
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<div class="line"><a id="l00121" name="l00121"></a><span class="lineno"> 121</span> solution_state_ = state;</div>
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<div class="line"><a id="l00122" name="l00122"></a><span class="lineno"> 122</span> solution_state_has_been_set_externally_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00123" name="l00123"></a><span class="lineno"> 123</span>}</div>
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<div class="line"><a id="l00124" name="l00124"></a><span class="lineno"> 124</span> </div>
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<div class="line"><a id="l00125" name="l00125"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ab6869b717e4b416c3ff7507534a56a4d"> 125</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ab6869b717e4b416c3ff7507534a56a4d">RevisedSimplex::SetStartingVariableValuesForNextSolve</a>(</div>
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<div class="line"><a id="l00126" name="l00126"></a><span class="lineno"> 126</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& values) {</div>
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<div class="line"><a id="l00127" name="l00127"></a><span class="lineno"> 127</span> variable_starting_values_ = values;</div>
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<div class="line"><a id="l00128" name="l00128"></a><span class="lineno"> 128</span>}</div>
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<div class="line"><a id="l00129" name="l00129"></a><span class="lineno"> 129</span> </div>
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<div class="line"><a id="l00130" name="l00130"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#aa637d435b14a562f8203eb808add5399"> 130</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#aa637d435b14a562f8203eb808add5399">RevisedSimplex::NotifyThatMatrixIsUnchangedForNextSolve</a>() {</div>
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<div class="line"><a id="l00131" name="l00131"></a><span class="lineno"> 131</span> notify_that_matrix_is_unchanged_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00132" name="l00132"></a><span class="lineno"> 132</span>}</div>
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<div class="line"><a id="l00133" name="l00133"></a><span class="lineno"> 133</span> </div>
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<div class="line"><a id="l00134" name="l00134"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a866a68af5afd0355fb348f7a59eeff9e"> 134</a></span><a class="code hl_class" href="classoperations__research_1_1glop_1_1_status.html">Status</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a866a68af5afd0355fb348f7a59eeff9e">RevisedSimplex::Solve</a>(<span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& lp, <a class="code hl_class" href="classoperations__research_1_1_time_limit.html">TimeLimit</a>* <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>) {</div>
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<div class="line"><a id="l00135" name="l00135"></a><span class="lineno"> 135</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
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<div class="line"><a id="l00136" name="l00136"></a><span class="lineno"> 136</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5e016d204d43b2cc4a2773c25462968a">IsCleanedUp</a>());</div>
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<div class="line"><a id="l00137" name="l00137"></a><span class="lineno"> 137</span> <a class="code hl_define" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>);</div>
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<div class="line"><a id="l00138" name="l00138"></a><span class="lineno"> 138</span> Cleanup update_deterministic_time_on_return(</div>
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<div class="line"><a id="l00139" name="l00139"></a><span class="lineno"> 139</span> [<span class="keyword">this</span>, <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>]() { AdvanceDeterministicTime(<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>); });</div>
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<div class="line"><a id="l00140" name="l00140"></a><span class="lineno"> 140</span> </div>
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<div class="line"><a id="l00141" name="l00141"></a><span class="lineno"> 141</span> default_logger_.<a class="code hl_function" href="classoperations__research_1_1_solver_logger.html#ad4238e7273d93a1d0a2272d46660c254">EnableLogging</a>(parameters_.log_search_progress());</div>
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<div class="line"><a id="l00142" name="l00142"></a><span class="lineno"> 142</span> default_logger_.<a class="code hl_function" href="classoperations__research_1_1_solver_logger.html#a035277f8488770078b1171cae4636b8e">SetLogToStdOut</a>(parameters_.log_to_stdout());</div>
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<div class="line"><a id="l00143" name="l00143"></a><span class="lineno"> 143</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">""</span>);</div>
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<div class="line"><a id="l00144" name="l00144"></a><span class="lineno"> 144</span> </div>
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<div class="line"><a id="l00145" name="l00145"></a><span class="lineno"> 145</span> <span class="comment">// Initialization. Note That Initialize() must be called first since it</span></div>
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<div class="line"><a id="l00146" name="l00146"></a><span class="lineno"> 146</span> <span class="comment">// analyzes the current solver state.</span></div>
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<div class="line"><a id="l00147" name="l00147"></a><span class="lineno"> 147</span> <span class="keyword">const</span> <span class="keywordtype">double</span> start_time = <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>->GetElapsedTime();</div>
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<div class="line"><a id="l00148" name="l00148"></a><span class="lineno"> 148</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(Initialize(lp));</div>
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<div class="line"><a id="l00149" name="l00149"></a><span class="lineno"> 149</span> <span class="keywordflow">if</span> (logger_-><a class="code hl_function" href="classoperations__research_1_1_solver_logger.html#a9492cb97f5ec0ecbce0b5ef1b085738b">LoggingIsEnabled</a>()) {</div>
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<div class="line"><a id="l00150" name="l00150"></a><span class="lineno"> 150</span> DisplayBasicVariableStatistics();</div>
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<div class="line"><a id="l00151" name="l00151"></a><span class="lineno"> 151</span> }</div>
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<div class="line"><a id="l00152" name="l00152"></a><span class="lineno"> 152</span> </div>
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<div class="line"><a id="l00153" name="l00153"></a><span class="lineno"> 153</span> dual_infeasibility_improvement_direction_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
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<div class="line"><a id="l00154" name="l00154"></a><span class="lineno"> 154</span> update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#ab9adfea0e765ab447b8ce7730a6cd812">Invalidate</a>();</div>
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<div class="line"><a id="l00155" name="l00155"></a><span class="lineno"> 155</span> test_lu_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_lu_factorization.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
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<div class="line"><a id="l00156" name="l00156"></a><span class="lineno"> 156</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493afaee4ca3c30ee18148ce3ada37466498">ProblemStatus::INIT</a>;</div>
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<div class="line"><a id="l00157" name="l00157"></a><span class="lineno"> 157</span> phase_ = Phase::FEASIBILITY;</div>
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<div class="line"><a id="l00158" name="l00158"></a><span class="lineno"> 158</span> num_iterations_ = 0;</div>
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<div class="line"><a id="l00159" name="l00159"></a><span class="lineno"> 159</span> num_feasibility_iterations_ = 0;</div>
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<div class="line"><a id="l00160" name="l00160"></a><span class="lineno"> 160</span> num_optimization_iterations_ = 0;</div>
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<div class="line"><a id="l00161" name="l00161"></a><span class="lineno"> 161</span> num_push_iterations_ = 0;</div>
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<div class="line"><a id="l00162" name="l00162"></a><span class="lineno"> 162</span> feasibility_time_ = 0.0;</div>
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<div class="line"><a id="l00163" name="l00163"></a><span class="lineno"> 163</span> optimization_time_ = 0.0;</div>
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<div class="line"><a id="l00164" name="l00164"></a><span class="lineno"> 164</span> push_time_ = 0.0;</div>
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<div class="line"><a id="l00165" name="l00165"></a><span class="lineno"> 165</span> total_time_ = 0.0;</div>
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<div class="line"><a id="l00166" name="l00166"></a><span class="lineno"> 166</span> </div>
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<div class="line"><a id="l00167" name="l00167"></a><span class="lineno"> 167</span> <span class="comment">// In case we abort because of an error, we cannot assume that the current</span></div>
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<div class="line"><a id="l00168" name="l00168"></a><span class="lineno"> 168</span> <span class="comment">// solution state will be in sync with all our internal data structure. In</span></div>
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<div class="line"><a id="l00169" name="l00169"></a><span class="lineno"> 169</span> <span class="comment">// case we abort without resetting it, setting this allow us to still use the</span></div>
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<div class="line"><a id="l00170" name="l00170"></a><span class="lineno"> 170</span> <span class="comment">// previous state info, but we will double-check everything.</span></div>
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<div class="line"><a id="l00171" name="l00171"></a><span class="lineno"> 171</span> solution_state_has_been_set_externally_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00172" name="l00172"></a><span class="lineno"> 172</span> </div>
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<div class="line"><a id="l00173" name="l00173"></a><span class="lineno"> 173</span> <span class="keywordflow">if</span> (<a class="code hl_define" href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a>(2)) {</div>
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<div class="line"><a id="l00174" name="l00174"></a><span class="lineno"> 174</span> ComputeNumberOfEmptyRows();</div>
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<div class="line"><a id="l00175" name="l00175"></a><span class="lineno"> 175</span> ComputeNumberOfEmptyColumns();</div>
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<div class="line"><a id="l00176" name="l00176"></a><span class="lineno"> 176</span> DisplayProblem();</div>
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<div class="line"><a id="l00177" name="l00177"></a><span class="lineno"> 177</span> }</div>
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<div class="line"><a id="l00178" name="l00178"></a><span class="lineno"> 178</span> <span class="keywordflow">if</span> (absl::GetFlag(FLAGS_simplex_stop_after_first_basis)) {</div>
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<div class="line"><a id="l00179" name="l00179"></a><span class="lineno"> 179</span> DisplayAllStats();</div>
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<div class="line"><a id="l00180" name="l00180"></a><span class="lineno"> 180</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
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<div class="line"><a id="l00181" name="l00181"></a><span class="lineno"> 181</span> }</div>
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<div class="line"><a id="l00182" name="l00182"></a><span class="lineno"> 182</span> </div>
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<div class="line"><a id="l00183" name="l00183"></a><span class="lineno"> 183</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> use_dual = parameters_.use_dual_simplex();</div>
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<div class="line"><a id="l00184" name="l00184"></a><span class="lineno"> 184</span> </div>
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<div class="line"><a id="l00185" name="l00185"></a><span class="lineno"> 185</span> <span class="comment">// TODO(user): Avoid doing the first phase checks when we know from the</span></div>
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<div class="line"><a id="l00186" name="l00186"></a><span class="lineno"> 186</span> <span class="comment">// incremental solve that the solution is already dual or primal feasible.</span></div>
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<div class="line"><a id="l00187" name="l00187"></a><span class="lineno"> 187</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">""</span>);</div>
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<div class="line"><a id="l00188" name="l00188"></a><span class="lineno"> 188</span> primal_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#ad3a8fd026015306e23a8ed6889b48f18">SetPricingRule</a>(parameters_.feasibility_rule());</div>
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<div class="line"><a id="l00189" name="l00189"></a><span class="lineno"> 189</span> <span class="keywordflow">if</span> (use_dual) {</div>
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<div class="line"><a id="l00190" name="l00190"></a><span class="lineno"> 190</span> <span class="keywordflow">if</span> (parameters_.perturb_costs_in_dual_simplex()) {</div>
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<div class="line"><a id="l00191" name="l00191"></a><span class="lineno"> 191</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a30f0ce948222e17e5992ebd66493316e">PerturbCosts</a>();</div>
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<div class="line"><a id="l00192" name="l00192"></a><span class="lineno"> 192</span> }</div>
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<div class="line"><a id="l00193" name="l00193"></a><span class="lineno"> 193</span> </div>
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<div class="line"><a id="l00194" name="l00194"></a><span class="lineno"> 194</span> <span class="keywordflow">if</span> (parameters_.use_dedicated_dual_feasibility_algorithm()) {</div>
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<div class="line"><a id="l00195" name="l00195"></a><span class="lineno"> 195</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a7aec5aa12d972d66a67d267aa9dd1b97">MakeBoxedVariableRelevant</a>(<span class="keyword">false</span>);</div>
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<div class="line"><a id="l00196" name="l00196"></a><span class="lineno"> 196</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(</div>
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<div class="line"><a id="l00197" name="l00197"></a><span class="lineno"> 197</span> DualMinimize(phase_ == Phase::FEASIBILITY, <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>));</div>
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<div class="line"><a id="l00198" name="l00198"></a><span class="lineno"> 198</span> </div>
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<div class="line"><a id="l00199" name="l00199"></a><span class="lineno"> 199</span> <span class="keywordflow">if</span> (problem_status_ != <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a1583be76ac58a4ac4c024f73b3d85811">ProblemStatus::DUAL_INFEASIBLE</a>) {</div>
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<div class="line"><a id="l00200" name="l00200"></a><span class="lineno"> 200</span> <span class="comment">// Note(user): In most cases, the matrix will already be refactorized</span></div>
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<div class="line"><a id="l00201" name="l00201"></a><span class="lineno"> 201</span> <span class="comment">// and both Refactorize() and PermuteBasis() will do nothing. However,</span></div>
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<div class="line"><a id="l00202" name="l00202"></a><span class="lineno"> 202</span> <span class="comment">// if the time limit is reached during the first phase, this might not</span></div>
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<div class="line"><a id="l00203" name="l00203"></a><span class="lineno"> 203</span> <span class="comment">// be the case and RecomputeBasicVariableValues() below DCHECKs that the</span></div>
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<div class="line"><a id="l00204" name="l00204"></a><span class="lineno"> 204</span> <span class="comment">// matrix is refactorized. This is not required, but we currently only</span></div>
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<div class="line"><a id="l00205" name="l00205"></a><span class="lineno"> 205</span> <span class="comment">// want to recompute values from scratch when the matrix was just</span></div>
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<div class="line"><a id="l00206" name="l00206"></a><span class="lineno"> 206</span> <span class="comment">// refactorized to maximize precision.</span></div>
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<div class="line"><a id="l00207" name="l00207"></a><span class="lineno"> 207</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a39b7e347f32f4024a988cb93f5e81a2d">Refactorize</a>());</div>
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<div class="line"><a id="l00208" name="l00208"></a><span class="lineno"> 208</span> PermuteBasis();</div>
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<div class="line"><a id="l00209" name="l00209"></a><span class="lineno"> 209</span> </div>
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<div class="line"><a id="l00210" name="l00210"></a><span class="lineno"> 210</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a7aec5aa12d972d66a67d267aa9dd1b97">MakeBoxedVariableRelevant</a>(<span class="keyword">true</span>);</div>
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<div class="line"><a id="l00211" name="l00211"></a><span class="lineno"> 211</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">MakeReducedCostsPrecise</a>();</div>
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<div class="line"><a id="l00212" name="l00212"></a><span class="lineno"> 212</span> </div>
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<div class="line"><a id="l00213" name="l00213"></a><span class="lineno"> 213</span> <span class="comment">// This is needed to display errors properly.</span></div>
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<div class="line"><a id="l00214" name="l00214"></a><span class="lineno"> 214</span> MakeBoxedVariableDualFeasible(</div>
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<div class="line"><a id="l00215" name="l00215"></a><span class="lineno"> 215</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a505af340486fcf70ee83abb32e31a628">GetNonBasicBoxedVariables</a>(),</div>
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<div class="line"><a id="l00216" name="l00216"></a><span class="lineno"> 216</span> <span class="comment">/*update_basic_values=*/</span><span class="keyword">false</span>);</div>
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<div class="line"><a id="l00217" name="l00217"></a><span class="lineno"> 217</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acb1363c79bda24cb95a41b5550be61f6">RecomputeBasicVariableValues</a>();</div>
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<div class="line"><a id="l00218" name="l00218"></a><span class="lineno"> 218</span> }</div>
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<div class="line"><a id="l00219" name="l00219"></a><span class="lineno"> 219</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00220" name="l00220"></a><span class="lineno"> 220</span> <span class="comment">// Test initial dual infeasibility, ignoring boxed variables. We currently</span></div>
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<div class="line"><a id="l00221" name="l00221"></a><span class="lineno"> 221</span> <span class="comment">// refactorize/recompute the reduced costs if not already done.</span></div>
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<div class="line"><a id="l00222" name="l00222"></a><span class="lineno"> 222</span> <span class="comment">// TODO(user): Not ideal in an incremental setting.</span></div>
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<div class="line"><a id="l00223" name="l00223"></a><span class="lineno"> 223</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">MakeReducedCostsPrecise</a>();</div>
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<div class="line"><a id="l00224" name="l00224"></a><span class="lineno"> 224</span> <span class="keywordtype">bool</span> refactorize = reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#af507437729fd1e93677772e748ca1cfc">NeedsBasisRefactorization</a>();</div>
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<div class="line"><a id="l00225" name="l00225"></a><span class="lineno"> 225</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(RefactorizeBasisIfNeeded(&refactorize));</div>
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<div class="line"><a id="l00226" name="l00226"></a><span class="lineno"> 226</span> </div>
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<div class="line"><a id="l00227" name="l00227"></a><span class="lineno"> 227</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> initial_infeasibility =</div>
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<div class="line"><a id="l00228" name="l00228"></a><span class="lineno"> 228</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a7020dbf208be9d5773aa72da00522a65">ComputeMaximumDualInfeasibilityOnNonBoxedVariables</a>();</div>
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<div class="line"><a id="l00229" name="l00229"></a><span class="lineno"> 229</span> <span class="keywordflow">if</span> (initial_infeasibility <</div>
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<div class="line"><a id="l00230" name="l00230"></a><span class="lineno"> 230</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa6a9551b792028d16dc7123c80f429d1">GetDualFeasibilityTolerance</a>()) {</div>
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<div class="line"><a id="l00231" name="l00231"></a><span class="lineno"> 231</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"Initial basis is dual feasible."</span>);</div>
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<div class="line"><a id="l00232" name="l00232"></a><span class="lineno"> 232</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a57ad14e7a035f33c8ba6c0ea9ea23caa">ProblemStatus::DUAL_FEASIBLE</a>;</div>
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<div class="line"><a id="l00233" name="l00233"></a><span class="lineno"> 233</span> MakeBoxedVariableDualFeasible(</div>
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<div class="line"><a id="l00234" name="l00234"></a><span class="lineno"> 234</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a505af340486fcf70ee83abb32e31a628">GetNonBasicBoxedVariables</a>(),</div>
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<div class="line"><a id="l00235" name="l00235"></a><span class="lineno"> 235</span> <span class="comment">/*update_basic_values=*/</span><span class="keyword">false</span>);</div>
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<div class="line"><a id="l00236" name="l00236"></a><span class="lineno"> 236</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acb1363c79bda24cb95a41b5550be61f6">RecomputeBasicVariableValues</a>();</div>
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<div class="line"><a id="l00237" name="l00237"></a><span class="lineno"> 237</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00238" name="l00238"></a><span class="lineno"> 238</span> <span class="comment">// Transform problem and recompute variable values.</span></div>
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<div class="line"><a id="l00239" name="l00239"></a><span class="lineno"> 239</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#afa547fd7ed9d419d400f058eebd97d2f">TransformToDualPhaseIProblem</a>(</div>
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<div class="line"><a id="l00240" name="l00240"></a><span class="lineno"> 240</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa6a9551b792028d16dc7123c80f429d1">GetDualFeasibilityTolerance</a>(),</div>
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<div class="line"><a id="l00241" name="l00241"></a><span class="lineno"> 241</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>());</div>
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<div class="line"><a id="l00242" name="l00242"></a><span class="lineno"> 242</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> zero; <span class="comment">// We want the FREE variable at zero here.</span></div>
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<div class="line"><a id="l00243" name="l00243"></a><span class="lineno"> 243</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a4ba3036005f4c90784c46bf01fa87159">ResetAllNonBasicVariableValues</a>(zero);</div>
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<div class="line"><a id="l00244" name="l00244"></a><span class="lineno"> 244</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acb1363c79bda24cb95a41b5550be61f6">RecomputeBasicVariableValues</a>();</div>
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<div class="line"><a id="l00245" name="l00245"></a><span class="lineno"> 245</span> </div>
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<div class="line"><a id="l00246" name="l00246"></a><span class="lineno"> 246</span> <span class="comment">// Optimize.</span></div>
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<div class="line"><a id="l00247" name="l00247"></a><span class="lineno"> 247</span> DisplayErrors();</div>
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<div class="line"><a id="l00248" name="l00248"></a><span class="lineno"> 248</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(DualMinimize(<span class="keyword">false</span>, <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>));</div>
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<div class="line"><a id="l00249" name="l00249"></a><span class="lineno"> 249</span> </div>
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<div class="line"><a id="l00250" name="l00250"></a><span class="lineno"> 250</span> <span class="comment">// Restore original problem and recompute variable values. Note that we</span></div>
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<div class="line"><a id="l00251" name="l00251"></a><span class="lineno"> 251</span> <span class="comment">// need the reduced cost on the fixed positions here.</span></div>
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<div class="line"><a id="l00252" name="l00252"></a><span class="lineno"> 252</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a7a1a02496fca5057c918fb1f16a5c898">EndDualPhaseI</a>(</div>
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<div class="line"><a id="l00253" name="l00253"></a><span class="lineno"> 253</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa6a9551b792028d16dc7123c80f429d1">GetDualFeasibilityTolerance</a>(),</div>
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<div class="line"><a id="l00254" name="l00254"></a><span class="lineno"> 254</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a95434616ab4c32fad60527c49fb7cfe5">GetFullReducedCosts</a>());</div>
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<div class="line"><a id="l00255" name="l00255"></a><span class="lineno"> 255</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a4ba3036005f4c90784c46bf01fa87159">ResetAllNonBasicVariableValues</a>(</div>
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<div class="line"><a id="l00256" name="l00256"></a><span class="lineno"> 256</span> variable_starting_values_);</div>
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<div class="line"><a id="l00257" name="l00257"></a><span class="lineno"> 257</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acb1363c79bda24cb95a41b5550be61f6">RecomputeBasicVariableValues</a>();</div>
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<div class="line"><a id="l00258" name="l00258"></a><span class="lineno"> 258</span> </div>
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<div class="line"><a id="l00259" name="l00259"></a><span class="lineno"> 259</span> <span class="comment">// TODO(user): Note that if there was cost shifts, we just keep them</span></div>
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<div class="line"><a id="l00260" name="l00260"></a><span class="lineno"> 260</span> <span class="comment">// until the end of the optim.</span></div>
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<div class="line"><a id="l00261" name="l00261"></a><span class="lineno"> 261</span> <span class="comment">//</span></div>
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<div class="line"><a id="l00262" name="l00262"></a><span class="lineno"> 262</span> <span class="comment">// TODO(user): What if slightly infeasible? we shouldn't really stop.</span></div>
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<div class="line"><a id="l00263" name="l00263"></a><span class="lineno"> 263</span> <span class="comment">// Call primal ? use higher tolerance ? It seems we can always kind of</span></div>
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<div class="line"><a id="l00264" name="l00264"></a><span class="lineno"> 264</span> <span class="comment">// continue and deal with the issue later. Find a way other than this +</span></div>
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<div class="line"><a id="l00265" name="l00265"></a><span class="lineno"> 265</span> <span class="comment">// 1e-6 hack.</span></div>
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<div class="line"><a id="l00266" name="l00266"></a><span class="lineno"> 266</span> <span class="keywordflow">if</span> (problem_status_ == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::OPTIMAL</a>) {</div>
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<div class="line"><a id="l00267" name="l00267"></a><span class="lineno"> 267</span> <span class="keywordflow">if</span> (reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#adbccaf804edd4b0dd0a1241f94796211">ComputeMaximumDualInfeasibility</a>() <</div>
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<div class="line"><a id="l00268" name="l00268"></a><span class="lineno"> 268</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa6a9551b792028d16dc7123c80f429d1">GetDualFeasibilityTolerance</a>() + 1e-6) {</div>
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<div class="line"><a id="l00269" name="l00269"></a><span class="lineno"> 269</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a57ad14e7a035f33c8ba6c0ea9ea23caa">ProblemStatus::DUAL_FEASIBLE</a>;</div>
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<div class="line"><a id="l00270" name="l00270"></a><span class="lineno"> 270</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00271" name="l00271"></a><span class="lineno"> 271</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"Infeasible after first phase."</span>);</div>
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<div class="line"><a id="l00272" name="l00272"></a><span class="lineno"> 272</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a1583be76ac58a4ac4c024f73b3d85811">ProblemStatus::DUAL_INFEASIBLE</a>;</div>
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<div class="line"><a id="l00273" name="l00273"></a><span class="lineno"> 273</span> }</div>
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<div class="line"><a id="l00274" name="l00274"></a><span class="lineno"> 274</span> }</div>
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<div class="line"><a id="l00275" name="l00275"></a><span class="lineno"> 275</span> }</div>
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<div class="line"><a id="l00276" name="l00276"></a><span class="lineno"> 276</span> }</div>
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<div class="line"><a id="l00277" name="l00277"></a><span class="lineno"> 277</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00278" name="l00278"></a><span class="lineno"> 278</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(PrimalMinimize(<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>));</div>
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<div class="line"><a id="l00279" name="l00279"></a><span class="lineno"> 279</span> </div>
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<div class="line"><a id="l00280" name="l00280"></a><span class="lineno"> 280</span> <span class="comment">// After the primal phase I, we need to restore the objective.</span></div>
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<div class="line"><a id="l00281" name="l00281"></a><span class="lineno"> 281</span> <span class="keywordflow">if</span> (problem_status_ != <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a7850fcfea005b86b2a3fa0d4293c5ee0">ProblemStatus::PRIMAL_INFEASIBLE</a>) {</div>
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<div class="line"><a id="l00282" name="l00282"></a><span class="lineno"> 282</span> InitializeObjectiveAndTestIfUnchanged(lp);</div>
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<div class="line"><a id="l00283" name="l00283"></a><span class="lineno"> 283</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c">ResetForNewObjective</a>();</div>
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<div class="line"><a id="l00284" name="l00284"></a><span class="lineno"> 284</span> }</div>
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<div class="line"><a id="l00285" name="l00285"></a><span class="lineno"> 285</span> }</div>
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<div class="line"><a id="l00286" name="l00286"></a><span class="lineno"> 286</span> </div>
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<div class="line"><a id="l00287" name="l00287"></a><span class="lineno"> 287</span> DisplayErrors();</div>
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<div class="line"><a id="l00288" name="l00288"></a><span class="lineno"> 288</span> </div>
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<div class="line"><a id="l00289" name="l00289"></a><span class="lineno"> 289</span> phase_ = Phase::OPTIMIZATION;</div>
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<div class="line"><a id="l00290" name="l00290"></a><span class="lineno"> 290</span> feasibility_time_ = <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>->GetElapsedTime() - start_time;</div>
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<div class="line"><a id="l00291" name="l00291"></a><span class="lineno"> 291</span> primal_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#ad3a8fd026015306e23a8ed6889b48f18">SetPricingRule</a>(parameters_.optimization_rule());</div>
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<div class="line"><a id="l00292" name="l00292"></a><span class="lineno"> 292</span> num_feasibility_iterations_ = num_iterations_;</div>
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<div class="line"><a id="l00293" name="l00293"></a><span class="lineno"> 293</span> </div>
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<div class="line"><a id="l00294" name="l00294"></a><span class="lineno"> 294</span> <span class="comment">// Because of shifts or perturbations, we may need to re-run a dual simplex</span></div>
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<div class="line"><a id="l00295" name="l00295"></a><span class="lineno"> 295</span> <span class="comment">// after the primal simplex finished, or the opposite.</span></div>
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<div class="line"><a id="l00296" name="l00296"></a><span class="lineno"> 296</span> <span class="comment">//</span></div>
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<div class="line"><a id="l00297" name="l00297"></a><span class="lineno"> 297</span> <span class="comment">// We alter between solving with primal and dual Phase II algorithm as long as</span></div>
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<div class="line"><a id="l00298" name="l00298"></a><span class="lineno"> 298</span> <span class="comment">// time limit permits *and* we did not yet achieve the desired precision.</span></div>
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<div class="line"><a id="l00299" name="l00299"></a><span class="lineno"> 299</span> <span class="comment">// I.e., we run iteration i if the solution from iteration i-1 was not precise</span></div>
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<div class="line"><a id="l00300" name="l00300"></a><span class="lineno"> 300</span> <span class="comment">// after we removed the bound and cost shifts and perturbations.</span></div>
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<div class="line"><a id="l00301" name="l00301"></a><span class="lineno"> 301</span> <span class="comment">//</span></div>
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<div class="line"><a id="l00302" name="l00302"></a><span class="lineno"> 302</span> <span class="comment">// NOTE(user): We may still hit the limit of max_number_of_reoptimizations()</span></div>
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<div class="line"><a id="l00303" name="l00303"></a><span class="lineno"> 303</span> <span class="comment">// which means the status returned can be PRIMAL_FEASIBLE or DUAL_FEASIBLE</span></div>
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<div class="line"><a id="l00304" name="l00304"></a><span class="lineno"> 304</span> <span class="comment">// (i.e., these statuses are not necesserily a consequence of hitting a time</span></div>
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<div class="line"><a id="l00305" name="l00305"></a><span class="lineno"> 305</span> <span class="comment">// limit).</span></div>
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<div class="line"><a id="l00306" name="l00306"></a><span class="lineno"> 306</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">""</span>);</div>
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<div class="line"><a id="l00307" name="l00307"></a><span class="lineno"> 307</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> num_optims = 0;</div>
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<div class="line"><a id="l00308" name="l00308"></a><span class="lineno"> 308</span> <span class="comment">// We want to enter the loop when both num_optims and num_iterations_ are</span></div>
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<div class="line"><a id="l00309" name="l00309"></a><span class="lineno"> 309</span> <span class="comment">// *equal* to the corresponding limits (to return a meaningful status</span></div>
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<div class="line"><a id="l00310" name="l00310"></a><span class="lineno"> 310</span> <span class="comment">// when the limits are set to 0).</span></div>
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<div class="line"><a id="l00311" name="l00311"></a><span class="lineno"> 311</span> num_optims <= parameters_.max_number_of_reoptimizations() &&</div>
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<div class="line"><a id="l00312" name="l00312"></a><span class="lineno"> 312</span> !objective_limit_reached_ &&</div>
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<div class="line"><a id="l00313" name="l00313"></a><span class="lineno"> 313</span> (num_iterations_ == 0 ||</div>
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<div class="line"><a id="l00314" name="l00314"></a><span class="lineno"> 314</span> num_iterations_ < parameters_.max_number_of_iterations()) &&</div>
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<div class="line"><a id="l00315" name="l00315"></a><span class="lineno"> 315</span> !<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>->LimitReached() &&</div>
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<div class="line"><a id="l00316" name="l00316"></a><span class="lineno"> 316</span> !absl::GetFlag(FLAGS_simplex_stop_after_feasibility) &&</div>
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<div class="line"><a id="l00317" name="l00317"></a><span class="lineno"> 317</span> (problem_status_ == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a2dcc8f5d91cb2aa2065b8305bf2d5cbd">ProblemStatus::PRIMAL_FEASIBLE</a> ||</div>
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<div class="line"><a id="l00318" name="l00318"></a><span class="lineno"> 318</span> problem_status_ == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a57ad14e7a035f33c8ba6c0ea9ea23caa">ProblemStatus::DUAL_FEASIBLE</a>);</div>
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<div class="line"><a id="l00319" name="l00319"></a><span class="lineno"> 319</span> ++num_optims) {</div>
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<div class="line"><a id="l00320" name="l00320"></a><span class="lineno"> 320</span> <span class="keywordflow">if</span> (problem_status_ == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a2dcc8f5d91cb2aa2065b8305bf2d5cbd">ProblemStatus::PRIMAL_FEASIBLE</a>) {</div>
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<div class="line"><a id="l00321" name="l00321"></a><span class="lineno"> 321</span> <span class="comment">// Run the primal simplex.</span></div>
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<div class="line"><a id="l00322" name="l00322"></a><span class="lineno"> 322</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(PrimalMinimize(<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>));</div>
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<div class="line"><a id="l00323" name="l00323"></a><span class="lineno"> 323</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00324" name="l00324"></a><span class="lineno"> 324</span> <span class="comment">// Run the dual simplex.</span></div>
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<div class="line"><a id="l00325" name="l00325"></a><span class="lineno"> 325</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(</div>
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<div class="line"><a id="l00326" name="l00326"></a><span class="lineno"> 326</span> DualMinimize(phase_ == Phase::FEASIBILITY, <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>));</div>
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<div class="line"><a id="l00327" name="l00327"></a><span class="lineno"> 327</span> }</div>
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<div class="line"><a id="l00328" name="l00328"></a><span class="lineno"> 328</span> </div>
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<div class="line"><a id="l00329" name="l00329"></a><span class="lineno"> 329</span> <span class="comment">// PrimalMinimize() or DualMinimize() always double check the result with</span></div>
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<div class="line"><a id="l00330" name="l00330"></a><span class="lineno"> 330</span> <span class="comment">// maximum precision by refactoring the basis before exiting (except if an</span></div>
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<div class="line"><a id="l00331" name="l00331"></a><span class="lineno"> 331</span> <span class="comment">// iteration or time limit was reached).</span></div>
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<div class="line"><a id="l00332" name="l00332"></a><span class="lineno"> 332</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(problem_status_ == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a2dcc8f5d91cb2aa2065b8305bf2d5cbd">ProblemStatus::PRIMAL_FEASIBLE</a> ||</div>
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<div class="line"><a id="l00333" name="l00333"></a><span class="lineno"> 333</span> problem_status_ == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a57ad14e7a035f33c8ba6c0ea9ea23caa">ProblemStatus::DUAL_FEASIBLE</a> ||</div>
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<div class="line"><a id="l00334" name="l00334"></a><span class="lineno"> 334</span> basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>());</div>
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<div class="line"><a id="l00335" name="l00335"></a><span class="lineno"> 335</span> </div>
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<div class="line"><a id="l00336" name="l00336"></a><span class="lineno"> 336</span> <span class="comment">// If SetIntegralityScale() was called, we preform a polish operation.</span></div>
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<div class="line"><a id="l00337" name="l00337"></a><span class="lineno"> 337</span> <span class="keywordflow">if</span> (!integrality_scale_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc">empty</a>() &&</div>
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<div class="line"><a id="l00338" name="l00338"></a><span class="lineno"> 338</span> problem_status_ == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::OPTIMAL</a>) {</div>
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<div class="line"><a id="l00339" name="l00339"></a><span class="lineno"> 339</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(Polish(<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>));</div>
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<div class="line"><a id="l00340" name="l00340"></a><span class="lineno"> 340</span> }</div>
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<div class="line"><a id="l00341" name="l00341"></a><span class="lineno"> 341</span> </div>
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<div class="line"><a id="l00342" name="l00342"></a><span class="lineno"> 342</span> <span class="comment">// Remove the bound and cost shifts (or perturbations).</span></div>
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<div class="line"><a id="l00343" name="l00343"></a><span class="lineno"> 343</span> <span class="comment">//</span></div>
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<div class="line"><a id="l00344" name="l00344"></a><span class="lineno"> 344</span> <span class="comment">// Note(user): Currently, we never do both at the same time, so we could</span></div>
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<div class="line"><a id="l00345" name="l00345"></a><span class="lineno"> 345</span> <span class="comment">// be a bit faster here, but then this is quick anyway.</span></div>
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<div class="line"><a id="l00346" name="l00346"></a><span class="lineno"> 346</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a4ba3036005f4c90784c46bf01fa87159">ResetAllNonBasicVariableValues</a>(variable_starting_values_);</div>
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<div class="line"><a id="l00347" name="l00347"></a><span class="lineno"> 347</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a39b7e347f32f4024a988cb93f5e81a2d">Refactorize</a>());</div>
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<div class="line"><a id="l00348" name="l00348"></a><span class="lineno"> 348</span> PermuteBasis();</div>
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<div class="line"><a id="l00349" name="l00349"></a><span class="lineno"> 349</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acb1363c79bda24cb95a41b5550be61f6">RecomputeBasicVariableValues</a>();</div>
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<div class="line"><a id="l00350" name="l00350"></a><span class="lineno"> 350</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">ClearAndRemoveCostShifts</a>();</div>
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<div class="line"><a id="l00351" name="l00351"></a><span class="lineno"> 351</span> </div>
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<div class="line"><a id="l00352" name="l00352"></a><span class="lineno"> 352</span> DisplayErrors();</div>
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<div class="line"><a id="l00353" name="l00353"></a><span class="lineno"> 353</span> </div>
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<div class="line"><a id="l00354" name="l00354"></a><span class="lineno"> 354</span> <span class="comment">// TODO(user): We should also confirm the PRIMAL_UNBOUNDED or DUAL_UNBOUNDED</span></div>
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<div class="line"><a id="l00355" name="l00355"></a><span class="lineno"> 355</span> <span class="comment">// status by checking with the other phase I that the problem is really</span></div>
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<div class="line"><a id="l00356" name="l00356"></a><span class="lineno"> 356</span> <span class="comment">// DUAL_INFEASIBLE or PRIMAL_INFEASIBLE. For instance we currently report</span></div>
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<div class="line"><a id="l00357" name="l00357"></a><span class="lineno"> 357</span> <span class="comment">// PRIMAL_UNBOUNDED with the primal on the problem l30.mps instead of</span></div>
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<div class="line"><a id="l00358" name="l00358"></a><span class="lineno"> 358</span> <span class="comment">// OPTIMAL and the dual does not have issues on this problem.</span></div>
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<div class="line"><a id="l00359" name="l00359"></a><span class="lineno"> 359</span> <span class="comment">//</span></div>
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<div class="line"><a id="l00360" name="l00360"></a><span class="lineno"> 360</span> <span class="comment">// TODO(user): There is another issue on infeas/qual.mps. I think we should</span></div>
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<div class="line"><a id="l00361" name="l00361"></a><span class="lineno"> 361</span> <span class="comment">// just check the dual ray, not really the current solution dual</span></div>
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<div class="line"><a id="l00362" name="l00362"></a><span class="lineno"> 362</span> <span class="comment">// feasibility.</span></div>
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<div class="line"><a id="l00363" name="l00363"></a><span class="lineno"> 363</span> <span class="keywordflow">if</span> (problem_status_ == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a8351cc0ea544c393b3e26fdf42520844">ProblemStatus::PRIMAL_UNBOUNDED</a>) {</div>
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<div class="line"><a id="l00364" name="l00364"></a><span class="lineno"> 364</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = parameters_.solution_feasibility_tolerance();</div>
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<div class="line"><a id="l00365" name="l00365"></a><span class="lineno"> 365</span> <span class="keywordflow">if</span> (reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#abe66b4ab180dc3214aeda5f430bab5ea">ComputeMaximumDualResidual</a>() > tolerance ||</div>
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<div class="line"><a id="l00366" name="l00366"></a><span class="lineno"> 366</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acc064869e181a9ad171a7b5044e9b454">ComputeMaximumPrimalResidual</a>() > tolerance ||</div>
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<div class="line"><a id="l00367" name="l00367"></a><span class="lineno"> 367</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a198b526739f420eb0959c87c54e036b3">ComputeMaximumPrimalInfeasibility</a>() > tolerance) {</div>
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<div class="line"><a id="l00368" name="l00368"></a><span class="lineno"> 368</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_,</div>
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<div class="line"><a id="l00369" name="l00369"></a><span class="lineno"> 369</span> <span class="stringliteral">"PRIMAL_UNBOUNDED was reported, but the residual and/or "</span></div>
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<div class="line"><a id="l00370" name="l00370"></a><span class="lineno"> 370</span> <span class="stringliteral">"dual infeasibility is above the tolerance"</span>);</div>
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<div class="line"><a id="l00371" name="l00371"></a><span class="lineno"> 371</span> <span class="keywordflow">if</span> (parameters_.change_status_to_imprecise()) {</div>
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<div class="line"><a id="l00372" name="l00372"></a><span class="lineno"> 372</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954">ProblemStatus::IMPRECISE</a>;</div>
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<div class="line"><a id="l00373" name="l00373"></a><span class="lineno"> 373</span> }</div>
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<div class="line"><a id="l00374" name="l00374"></a><span class="lineno"> 374</span> <span class="keywordflow">break</span>;</div>
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<div class="line"><a id="l00375" name="l00375"></a><span class="lineno"> 375</span> }</div>
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<div class="line"><a id="l00376" name="l00376"></a><span class="lineno"> 376</span> </div>
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<div class="line"><a id="l00377" name="l00377"></a><span class="lineno"> 377</span> <span class="comment">// All of our tolerance are okay, but the dual ray might be fishy. This</span></div>
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<div class="line"><a id="l00378" name="l00378"></a><span class="lineno"> 378</span> <span class="comment">// happens on l30.mps and on L1_sixm250obs.mps.gz. If the ray do not</span></div>
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<div class="line"><a id="l00379" name="l00379"></a><span class="lineno"> 379</span> <span class="comment">// seems good enough, we might actually just be at the optimal and have</span></div>
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<div class="line"><a id="l00380" name="l00380"></a><span class="lineno"> 380</span> <span class="comment">// trouble going down to our relatively low default tolerances.</span></div>
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<div class="line"><a id="l00381" name="l00381"></a><span class="lineno"> 381</span> <span class="comment">//</span></div>
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<div class="line"><a id="l00382" name="l00382"></a><span class="lineno"> 382</span> <span class="comment">// The difference bettween optimal and unbounded can be thin. Say you</span></div>
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<div class="line"><a id="l00383" name="l00383"></a><span class="lineno"> 383</span> <span class="comment">// have a free variable with no constraint and a cost of epsilon,</span></div>
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<div class="line"><a id="l00384" name="l00384"></a><span class="lineno"> 384</span> <span class="comment">// depending on epsilon and your tolerance, this will either cause the</span></div>
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<div class="line"><a id="l00385" name="l00385"></a><span class="lineno"> 385</span> <span class="comment">// problem to be unbounded, or can be ignored.</span></div>
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<div class="line"><a id="l00386" name="l00386"></a><span class="lineno"> 386</span> <span class="comment">//</span></div>
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<div class="line"><a id="l00387" name="l00387"></a><span class="lineno"> 387</span> <span class="comment">// Here, we compute what is the cost gain if we move from the current</span></div>
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<div class="line"><a id="l00388" name="l00388"></a><span class="lineno"> 388</span> <span class="comment">// value with the ray up to the bonds + tolerance. If this gain is < 1,</span></div>
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<div class="line"><a id="l00389" name="l00389"></a><span class="lineno"> 389</span> <span class="comment">// it is hard to claim we are really unbounded. This is a quick</span></div>
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<div class="line"><a id="l00390" name="l00390"></a><span class="lineno"> 390</span> <span class="comment">// heuristic to error on the side of optimality rather than</span></div>
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<div class="line"><a id="l00391" name="l00391"></a><span class="lineno"> 391</span> <span class="comment">// unboundedness.</span></div>
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<div class="line"><a id="l00392" name="l00392"></a><span class="lineno"> 392</span> <span class="keywordtype">double</span> max_magnitude = 0.0;</div>
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<div class="line"><a id="l00393" name="l00393"></a><span class="lineno"> 393</span> <span class="keywordtype">double</span> min_distance = <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>;</div>
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<div class="line"><a id="l00394" name="l00394"></a><span class="lineno"> 394</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a3db14ab65240d00133a76abb5f4edf8c">GetVariableLowerBounds</a>();</div>
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<div class="line"><a id="l00395" name="l00395"></a><span class="lineno"> 395</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab93f3d12ceb27e391fb1785db7e56463">GetVariableUpperBounds</a>();</div>
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<div class="line"><a id="l00396" name="l00396"></a><span class="lineno"> 396</span> <span class="keywordtype">double</span> cost_delta = 0.0;</div>
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<div class="line"><a id="l00397" name="l00397"></a><span class="lineno"> 397</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00398" name="l00398"></a><span class="lineno"> 398</span> cost_delta += solution_primal_ray_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] * objective_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00399" name="l00399"></a><span class="lineno"> 399</span> <span class="keywordflow">if</span> (solution_primal_ray_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] > 0 && <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
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|
<div class="line"><a id="l00400" name="l00400"></a><span class="lineno"> 400</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> = variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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|
<div class="line"><a id="l00401" name="l00401"></a><span class="lineno"> 401</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="routing__search_8cc.html#a79b8e036dca6911e3295a47d99f21f43">distance</a> = (<a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> + tolerance) /</div>
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|
<div class="line"><a id="l00402" name="l00402"></a><span class="lineno"> 402</span> solution_primal_ray_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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|
<div class="line"><a id="l00403" name="l00403"></a><span class="lineno"> 403</span> min_distance = <a class="code hl_variable" href="alldiff__cst_8cc.html#ad10edae0a852d72fb76afb1c77735045">std::min</a>(<a class="code hl_variable" href="routing__search_8cc.html#a79b8e036dca6911e3295a47d99f21f43">distance</a>, min_distance);</div>
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<div class="line"><a id="l00404" name="l00404"></a><span class="lineno"> 404</span> max_magnitude = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(solution_primal_ray_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], max_magnitude);</div>
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<div class="line"><a id="l00405" name="l00405"></a><span class="lineno"> 405</span> }</div>
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<div class="line"><a id="l00406" name="l00406"></a><span class="lineno"> 406</span> <span class="keywordflow">if</span> (solution_primal_ray_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] < 0 && <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
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<div class="line"><a id="l00407" name="l00407"></a><span class="lineno"> 407</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> = variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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|
<div class="line"><a id="l00408" name="l00408"></a><span class="lineno"> 408</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="routing__search_8cc.html#a79b8e036dca6911e3295a47d99f21f43">distance</a> = (<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> - <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] + tolerance) /</div>
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<div class="line"><a id="l00409" name="l00409"></a><span class="lineno"> 409</span> -solution_primal_ray_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00410" name="l00410"></a><span class="lineno"> 410</span> min_distance = <a class="code hl_variable" href="alldiff__cst_8cc.html#ad10edae0a852d72fb76afb1c77735045">std::min</a>(<a class="code hl_variable" href="routing__search_8cc.html#a79b8e036dca6911e3295a47d99f21f43">distance</a>, min_distance);</div>
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<div class="line"><a id="l00411" name="l00411"></a><span class="lineno"> 411</span> max_magnitude = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(-solution_primal_ray_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], max_magnitude);</div>
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|
<div class="line"><a id="l00412" name="l00412"></a><span class="lineno"> 412</span> }</div>
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<div class="line"><a id="l00413" name="l00413"></a><span class="lineno"> 413</span> }</div>
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<div class="line"><a id="l00414" name="l00414"></a><span class="lineno"> 414</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"Primal unbounded ray: max blocking magnitude = "</span>,</div>
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<div class="line"><a id="l00415" name="l00415"></a><span class="lineno"> 415</span> max_magnitude, <span class="stringliteral">", min distance to bound + "</span>, tolerance, <span class="stringliteral">" = "</span>,</div>
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<div class="line"><a id="l00416" name="l00416"></a><span class="lineno"> 416</span> min_distance, <span class="stringliteral">", ray cost delta = "</span>, cost_delta);</div>
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<div class="line"><a id="l00417" name="l00417"></a><span class="lineno"> 417</span> <span class="keywordflow">if</span> (min_distance * std::abs(cost_delta) < 1 &&</div>
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<div class="line"><a id="l00418" name="l00418"></a><span class="lineno"> 418</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#adbccaf804edd4b0dd0a1241f94796211">ComputeMaximumDualInfeasibility</a>() <= tolerance) {</div>
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|
<div class="line"><a id="l00419" name="l00419"></a><span class="lineno"> 419</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_,</div>
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|
<div class="line"><a id="l00420" name="l00420"></a><span class="lineno"> 420</span> <span class="stringliteral">"PRIMAL_UNBOUNDED was reported, but the tolerance are good "</span></div>
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|
<div class="line"><a id="l00421" name="l00421"></a><span class="lineno"> 421</span> <span class="stringliteral">"and the unbounded ray is not great."</span>);</div>
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|
<div class="line"><a id="l00422" name="l00422"></a><span class="lineno"> 422</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_,</div>
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|
<div class="line"><a id="l00423" name="l00423"></a><span class="lineno"> 423</span> <span class="stringliteral">"The difference between unbounded and optimal can depends "</span></div>
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<div class="line"><a id="l00424" name="l00424"></a><span class="lineno"> 424</span> <span class="stringliteral">"on a slight change of tolerance, trying to see if we are "</span></div>
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<div class="line"><a id="l00425" name="l00425"></a><span class="lineno"> 425</span> <span class="stringliteral">"at OPTIMAL after postsolve."</span>);</div>
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<div class="line"><a id="l00426" name="l00426"></a><span class="lineno"> 426</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::OPTIMAL</a>;</div>
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|
<div class="line"><a id="l00427" name="l00427"></a><span class="lineno"> 427</span> }</div>
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|
<div class="line"><a id="l00428" name="l00428"></a><span class="lineno"> 428</span> <span class="keywordflow">break</span>;</div>
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|
<div class="line"><a id="l00429" name="l00429"></a><span class="lineno"> 429</span> }</div>
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<div class="line"><a id="l00430" name="l00430"></a><span class="lineno"> 430</span> <span class="keywordflow">if</span> (problem_status_ == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a8ada5da7749eac0d9fe1782ad9bab585">ProblemStatus::DUAL_UNBOUNDED</a>) {</div>
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|
<div class="line"><a id="l00431" name="l00431"></a><span class="lineno"> 431</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = parameters_.solution_feasibility_tolerance();</div>
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|
<div class="line"><a id="l00432" name="l00432"></a><span class="lineno"> 432</span> <span class="keywordflow">if</span> (reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#abe66b4ab180dc3214aeda5f430bab5ea">ComputeMaximumDualResidual</a>() > tolerance ||</div>
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|
<div class="line"><a id="l00433" name="l00433"></a><span class="lineno"> 433</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acc064869e181a9ad171a7b5044e9b454">ComputeMaximumPrimalResidual</a>() > tolerance ||</div>
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|
<div class="line"><a id="l00434" name="l00434"></a><span class="lineno"> 434</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#adbccaf804edd4b0dd0a1241f94796211">ComputeMaximumDualInfeasibility</a>() > tolerance) {</div>
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|
<div class="line"><a id="l00435" name="l00435"></a><span class="lineno"> 435</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_,</div>
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|
<div class="line"><a id="l00436" name="l00436"></a><span class="lineno"> 436</span> <span class="stringliteral">"DUAL_UNBOUNDED was reported, but the residual and/or "</span></div>
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|
<div class="line"><a id="l00437" name="l00437"></a><span class="lineno"> 437</span> <span class="stringliteral">"dual infeasibility is above the tolerance"</span>);</div>
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|
<div class="line"><a id="l00438" name="l00438"></a><span class="lineno"> 438</span> <span class="keywordflow">if</span> (parameters_.change_status_to_imprecise()) {</div>
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|
<div class="line"><a id="l00439" name="l00439"></a><span class="lineno"> 439</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954">ProblemStatus::IMPRECISE</a>;</div>
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|
<div class="line"><a id="l00440" name="l00440"></a><span class="lineno"> 440</span> }</div>
|
|
<div class="line"><a id="l00441" name="l00441"></a><span class="lineno"> 441</span> }</div>
|
|
<div class="line"><a id="l00442" name="l00442"></a><span class="lineno"> 442</span> <span class="keywordflow">break</span>;</div>
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<div class="line"><a id="l00443" name="l00443"></a><span class="lineno"> 443</span> }</div>
|
|
<div class="line"><a id="l00444" name="l00444"></a><span class="lineno"> 444</span> </div>
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<div class="line"><a id="l00445" name="l00445"></a><span class="lineno"> 445</span> <span class="comment">// Change the status, if after the shift and perturbation removal the</span></div>
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|
<div class="line"><a id="l00446" name="l00446"></a><span class="lineno"> 446</span> <span class="comment">// problem is not OPTIMAL anymore.</span></div>
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|
<div class="line"><a id="l00447" name="l00447"></a><span class="lineno"> 447</span> <span class="keywordflow">if</span> (problem_status_ == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::OPTIMAL</a>) {</div>
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<div class="line"><a id="l00448" name="l00448"></a><span class="lineno"> 448</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> solution_tolerance =</div>
|
|
<div class="line"><a id="l00449" name="l00449"></a><span class="lineno"> 449</span> parameters_.solution_feasibility_tolerance();</div>
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<div class="line"><a id="l00450" name="l00450"></a><span class="lineno"> 450</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> primal_residual =</div>
|
|
<div class="line"><a id="l00451" name="l00451"></a><span class="lineno"> 451</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acc064869e181a9ad171a7b5044e9b454">ComputeMaximumPrimalResidual</a>();</div>
|
|
<div class="line"><a id="l00452" name="l00452"></a><span class="lineno"> 452</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dual_residual =</div>
|
|
<div class="line"><a id="l00453" name="l00453"></a><span class="lineno"> 453</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#abe66b4ab180dc3214aeda5f430bab5ea">ComputeMaximumDualResidual</a>();</div>
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|
<div class="line"><a id="l00454" name="l00454"></a><span class="lineno"> 454</span> <span class="keywordflow">if</span> (primal_residual > solution_tolerance ||</div>
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|
<div class="line"><a id="l00455" name="l00455"></a><span class="lineno"> 455</span> dual_residual > solution_tolerance) {</div>
|
|
<div class="line"><a id="l00456" name="l00456"></a><span class="lineno"> 456</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_,</div>
|
|
<div class="line"><a id="l00457" name="l00457"></a><span class="lineno"> 457</span> <span class="stringliteral">"OPTIMAL was reported, yet one of the residuals is "</span></div>
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<div class="line"><a id="l00458" name="l00458"></a><span class="lineno"> 458</span> <span class="stringliteral">"above the solution feasibility tolerance after the "</span></div>
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|
<div class="line"><a id="l00459" name="l00459"></a><span class="lineno"> 459</span> <span class="stringliteral">"shift/perturbation are removed."</span>);</div>
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|
<div class="line"><a id="l00460" name="l00460"></a><span class="lineno"> 460</span> <span class="keywordflow">if</span> (parameters_.change_status_to_imprecise()) {</div>
|
|
<div class="line"><a id="l00461" name="l00461"></a><span class="lineno"> 461</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954">ProblemStatus::IMPRECISE</a>;</div>
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|
<div class="line"><a id="l00462" name="l00462"></a><span class="lineno"> 462</span> }</div>
|
|
<div class="line"><a id="l00463" name="l00463"></a><span class="lineno"> 463</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00464" name="l00464"></a><span class="lineno"> 464</span> <span class="comment">// We use the "precise" tolerances here to try to report the best</span></div>
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|
<div class="line"><a id="l00465" name="l00465"></a><span class="lineno"> 465</span> <span class="comment">// possible solution. Note however that we cannot really hope for an</span></div>
|
|
<div class="line"><a id="l00466" name="l00466"></a><span class="lineno"> 466</span> <span class="comment">// infeasibility lower than its corresponding residual error. Note that</span></div>
|
|
<div class="line"><a id="l00467" name="l00467"></a><span class="lineno"> 467</span> <span class="comment">// we already adapt the tolerance like this during the simplex</span></div>
|
|
<div class="line"><a id="l00468" name="l00468"></a><span class="lineno"> 468</span> <span class="comment">// execution.</span></div>
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|
<div class="line"><a id="l00469" name="l00469"></a><span class="lineno"> 469</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> primal_tolerance = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(</div>
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|
<div class="line"><a id="l00470" name="l00470"></a><span class="lineno"> 470</span> primal_residual, parameters_.primal_feasibility_tolerance());</div>
|
|
<div class="line"><a id="l00471" name="l00471"></a><span class="lineno"> 471</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dual_tolerance =</div>
|
|
<div class="line"><a id="l00472" name="l00472"></a><span class="lineno"> 472</span> <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(dual_residual, parameters_.dual_feasibility_tolerance());</div>
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|
<div class="line"><a id="l00473" name="l00473"></a><span class="lineno"> 473</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> primal_infeasibility =</div>
|
|
<div class="line"><a id="l00474" name="l00474"></a><span class="lineno"> 474</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a198b526739f420eb0959c87c54e036b3">ComputeMaximumPrimalInfeasibility</a>();</div>
|
|
<div class="line"><a id="l00475" name="l00475"></a><span class="lineno"> 475</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dual_infeasibility =</div>
|
|
<div class="line"><a id="l00476" name="l00476"></a><span class="lineno"> 476</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#adbccaf804edd4b0dd0a1241f94796211">ComputeMaximumDualInfeasibility</a>();</div>
|
|
<div class="line"><a id="l00477" name="l00477"></a><span class="lineno"> 477</span> <span class="keywordflow">if</span> (primal_infeasibility > primal_tolerance &&</div>
|
|
<div class="line"><a id="l00478" name="l00478"></a><span class="lineno"> 478</span> dual_infeasibility > dual_tolerance) {</div>
|
|
<div class="line"><a id="l00479" name="l00479"></a><span class="lineno"> 479</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_,</div>
|
|
<div class="line"><a id="l00480" name="l00480"></a><span class="lineno"> 480</span> <span class="stringliteral">"OPTIMAL was reported, yet both of the infeasibility "</span></div>
|
|
<div class="line"><a id="l00481" name="l00481"></a><span class="lineno"> 481</span> <span class="stringliteral">"are above the tolerance after the "</span></div>
|
|
<div class="line"><a id="l00482" name="l00482"></a><span class="lineno"> 482</span> <span class="stringliteral">"shift/perturbation are removed."</span>);</div>
|
|
<div class="line"><a id="l00483" name="l00483"></a><span class="lineno"> 483</span> <span class="keywordflow">if</span> (parameters_.change_status_to_imprecise()) {</div>
|
|
<div class="line"><a id="l00484" name="l00484"></a><span class="lineno"> 484</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954">ProblemStatus::IMPRECISE</a>;</div>
|
|
<div class="line"><a id="l00485" name="l00485"></a><span class="lineno"> 485</span> }</div>
|
|
<div class="line"><a id="l00486" name="l00486"></a><span class="lineno"> 486</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (primal_infeasibility > primal_tolerance) {</div>
|
|
<div class="line"><a id="l00487" name="l00487"></a><span class="lineno"> 487</span> <span class="keywordflow">if</span> (num_optims == parameters_.max_number_of_reoptimizations()) {</div>
|
|
<div class="line"><a id="l00488" name="l00488"></a><span class="lineno"> 488</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_,</div>
|
|
<div class="line"><a id="l00489" name="l00489"></a><span class="lineno"> 489</span> <span class="stringliteral">"The primal infeasibility is still higher than the "</span></div>
|
|
<div class="line"><a id="l00490" name="l00490"></a><span class="lineno"> 490</span> <span class="stringliteral">"requested internal tolerance, but the maximum "</span></div>
|
|
<div class="line"><a id="l00491" name="l00491"></a><span class="lineno"> 491</span> <span class="stringliteral">"number of optimization is reached."</span>);</div>
|
|
<div class="line"><a id="l00492" name="l00492"></a><span class="lineno"> 492</span> <span class="keywordflow">break</span>;</div>
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|
<div class="line"><a id="l00493" name="l00493"></a><span class="lineno"> 493</span> }</div>
|
|
<div class="line"><a id="l00494" name="l00494"></a><span class="lineno"> 494</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">""</span>);</div>
|
|
<div class="line"><a id="l00495" name="l00495"></a><span class="lineno"> 495</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"Re-optimizing with dual simplex ... "</span>);</div>
|
|
<div class="line"><a id="l00496" name="l00496"></a><span class="lineno"> 496</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a57ad14e7a035f33c8ba6c0ea9ea23caa">ProblemStatus::DUAL_FEASIBLE</a>;</div>
|
|
<div class="line"><a id="l00497" name="l00497"></a><span class="lineno"> 497</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (dual_infeasibility > dual_tolerance) {</div>
|
|
<div class="line"><a id="l00498" name="l00498"></a><span class="lineno"> 498</span> <span class="keywordflow">if</span> (num_optims == parameters_.max_number_of_reoptimizations()) {</div>
|
|
<div class="line"><a id="l00499" name="l00499"></a><span class="lineno"> 499</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_,</div>
|
|
<div class="line"><a id="l00500" name="l00500"></a><span class="lineno"> 500</span> <span class="stringliteral">"The dual infeasibility is still higher than the "</span></div>
|
|
<div class="line"><a id="l00501" name="l00501"></a><span class="lineno"> 501</span> <span class="stringliteral">"requested internal tolerance, but the maximum "</span></div>
|
|
<div class="line"><a id="l00502" name="l00502"></a><span class="lineno"> 502</span> <span class="stringliteral">"number of optimization is reached."</span>);</div>
|
|
<div class="line"><a id="l00503" name="l00503"></a><span class="lineno"> 503</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00504" name="l00504"></a><span class="lineno"> 504</span> }</div>
|
|
<div class="line"><a id="l00505" name="l00505"></a><span class="lineno"> 505</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">""</span>);</div>
|
|
<div class="line"><a id="l00506" name="l00506"></a><span class="lineno"> 506</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"Re-optimizing with primal simplex ... "</span>);</div>
|
|
<div class="line"><a id="l00507" name="l00507"></a><span class="lineno"> 507</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a2dcc8f5d91cb2aa2065b8305bf2d5cbd">ProblemStatus::PRIMAL_FEASIBLE</a>;</div>
|
|
<div class="line"><a id="l00508" name="l00508"></a><span class="lineno"> 508</span> }</div>
|
|
<div class="line"><a id="l00509" name="l00509"></a><span class="lineno"> 509</span> }</div>
|
|
<div class="line"><a id="l00510" name="l00510"></a><span class="lineno"> 510</span> }</div>
|
|
<div class="line"><a id="l00511" name="l00511"></a><span class="lineno"> 511</span> }</div>
|
|
<div class="line"><a id="l00512" name="l00512"></a><span class="lineno"> 512</span> </div>
|
|
<div class="line"><a id="l00513" name="l00513"></a><span class="lineno"> 513</span> <span class="comment">// Check that the return status is "precise".</span></div>
|
|
<div class="line"><a id="l00514" name="l00514"></a><span class="lineno"> 514</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l00515" name="l00515"></a><span class="lineno"> 515</span> <span class="comment">// TODO(user): we currently skip the DUAL_INFEASIBLE status because the</span></div>
|
|
<div class="line"><a id="l00516" name="l00516"></a><span class="lineno"> 516</span> <span class="comment">// quantities are not up to date in this case.</span></div>
|
|
<div class="line"><a id="l00517" name="l00517"></a><span class="lineno"> 517</span> <span class="keywordflow">if</span> (parameters_.change_status_to_imprecise() &&</div>
|
|
<div class="line"><a id="l00518" name="l00518"></a><span class="lineno"> 518</span> problem_status_ != <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a1583be76ac58a4ac4c024f73b3d85811">ProblemStatus::DUAL_INFEASIBLE</a>) {</div>
|
|
<div class="line"><a id="l00519" name="l00519"></a><span class="lineno"> 519</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = parameters_.solution_feasibility_tolerance();</div>
|
|
<div class="line"><a id="l00520" name="l00520"></a><span class="lineno"> 520</span> <span class="keywordflow">if</span> (variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acc064869e181a9ad171a7b5044e9b454">ComputeMaximumPrimalResidual</a>() > tolerance ||</div>
|
|
<div class="line"><a id="l00521" name="l00521"></a><span class="lineno"> 521</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#abe66b4ab180dc3214aeda5f430bab5ea">ComputeMaximumDualResidual</a>() > tolerance) {</div>
|
|
<div class="line"><a id="l00522" name="l00522"></a><span class="lineno"> 522</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954">ProblemStatus::IMPRECISE</a>;</div>
|
|
<div class="line"><a id="l00523" name="l00523"></a><span class="lineno"> 523</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (problem_status_ == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a57ad14e7a035f33c8ba6c0ea9ea23caa">ProblemStatus::DUAL_FEASIBLE</a> ||</div>
|
|
<div class="line"><a id="l00524" name="l00524"></a><span class="lineno"> 524</span> problem_status_ == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a8ada5da7749eac0d9fe1782ad9bab585">ProblemStatus::DUAL_UNBOUNDED</a> ||</div>
|
|
<div class="line"><a id="l00525" name="l00525"></a><span class="lineno"> 525</span> problem_status_ == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a7850fcfea005b86b2a3fa0d4293c5ee0">ProblemStatus::PRIMAL_INFEASIBLE</a>) {</div>
|
|
<div class="line"><a id="l00526" name="l00526"></a><span class="lineno"> 526</span> <span class="keywordflow">if</span> (reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#adbccaf804edd4b0dd0a1241f94796211">ComputeMaximumDualInfeasibility</a>() > tolerance) {</div>
|
|
<div class="line"><a id="l00527" name="l00527"></a><span class="lineno"> 527</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954">ProblemStatus::IMPRECISE</a>;</div>
|
|
<div class="line"><a id="l00528" name="l00528"></a><span class="lineno"> 528</span> }</div>
|
|
<div class="line"><a id="l00529" name="l00529"></a><span class="lineno"> 529</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (problem_status_ == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a2dcc8f5d91cb2aa2065b8305bf2d5cbd">ProblemStatus::PRIMAL_FEASIBLE</a> ||</div>
|
|
<div class="line"><a id="l00530" name="l00530"></a><span class="lineno"> 530</span> problem_status_ == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a8351cc0ea544c393b3e26fdf42520844">ProblemStatus::PRIMAL_UNBOUNDED</a> ||</div>
|
|
<div class="line"><a id="l00531" name="l00531"></a><span class="lineno"> 531</span> problem_status_ == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a1583be76ac58a4ac4c024f73b3d85811">ProblemStatus::DUAL_INFEASIBLE</a>) {</div>
|
|
<div class="line"><a id="l00532" name="l00532"></a><span class="lineno"> 532</span> <span class="keywordflow">if</span> (variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a198b526739f420eb0959c87c54e036b3">ComputeMaximumPrimalInfeasibility</a>() > tolerance) {</div>
|
|
<div class="line"><a id="l00533" name="l00533"></a><span class="lineno"> 533</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954">ProblemStatus::IMPRECISE</a>;</div>
|
|
<div class="line"><a id="l00534" name="l00534"></a><span class="lineno"> 534</span> }</div>
|
|
<div class="line"><a id="l00535" name="l00535"></a><span class="lineno"> 535</span> }</div>
|
|
<div class="line"><a id="l00536" name="l00536"></a><span class="lineno"> 536</span> }</div>
|
|
<div class="line"><a id="l00537" name="l00537"></a><span class="lineno"> 537</span> </div>
|
|
<div class="line"><a id="l00538" name="l00538"></a><span class="lineno"> 538</span> total_time_ = <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>->GetElapsedTime() - start_time;</div>
|
|
<div class="line"><a id="l00539" name="l00539"></a><span class="lineno"> 539</span> optimization_time_ = total_time_ - feasibility_time_;</div>
|
|
<div class="line"><a id="l00540" name="l00540"></a><span class="lineno"> 540</span> num_optimization_iterations_ = num_iterations_ - num_feasibility_iterations_;</div>
|
|
<div class="line"><a id="l00541" name="l00541"></a><span class="lineno"> 541</span> </div>
|
|
<div class="line"><a id="l00542" name="l00542"></a><span class="lineno"> 542</span> <span class="comment">// If the user didn't provide starting variable values, then there is no need</span></div>
|
|
<div class="line"><a id="l00543" name="l00543"></a><span class="lineno"> 543</span> <span class="comment">// to check for super-basic variables.</span></div>
|
|
<div class="line"><a id="l00544" name="l00544"></a><span class="lineno"> 544</span> <span class="keywordflow">if</span> (!variable_starting_values_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc">empty</a>()) {</div>
|
|
<div class="line"><a id="l00545" name="l00545"></a><span class="lineno"> 545</span> <span class="keyword">const</span> <span class="keywordtype">int</span> num_super_basic = ComputeNumberOfSuperBasicVariables();</div>
|
|
<div class="line"><a id="l00546" name="l00546"></a><span class="lineno"> 546</span> <span class="keywordflow">if</span> (num_super_basic > 0) {</div>
|
|
<div class="line"><a id="l00547" name="l00547"></a><span class="lineno"> 547</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_,</div>
|
|
<div class="line"><a id="l00548" name="l00548"></a><span class="lineno"> 548</span> <span class="stringliteral">"Num super-basic variables left after optimize phase: "</span>,</div>
|
|
<div class="line"><a id="l00549" name="l00549"></a><span class="lineno"> 549</span> num_super_basic);</div>
|
|
<div class="line"><a id="l00550" name="l00550"></a><span class="lineno"> 550</span> <span class="keywordflow">if</span> (parameters_.push_to_vertex()) {</div>
|
|
<div class="line"><a id="l00551" name="l00551"></a><span class="lineno"> 551</span> <span class="keywordflow">if</span> (problem_status_ == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::OPTIMAL</a>) {</div>
|
|
<div class="line"><a id="l00552" name="l00552"></a><span class="lineno"> 552</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">""</span>);</div>
|
|
<div class="line"><a id="l00553" name="l00553"></a><span class="lineno"> 553</span> phase_ = Phase::PUSH;</div>
|
|
<div class="line"><a id="l00554" name="l00554"></a><span class="lineno"> 554</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(PrimalPush(<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>));</div>
|
|
<div class="line"><a id="l00555" name="l00555"></a><span class="lineno"> 555</span> <span class="comment">// TODO(user): We should re-check for feasibility at this point and</span></div>
|
|
<div class="line"><a id="l00556" name="l00556"></a><span class="lineno"> 556</span> <span class="comment">// apply clean-up as needed.</span></div>
|
|
<div class="line"><a id="l00557" name="l00557"></a><span class="lineno"> 557</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00558" name="l00558"></a><span class="lineno"> 558</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_,</div>
|
|
<div class="line"><a id="l00559" name="l00559"></a><span class="lineno"> 559</span> <span class="stringliteral">"Skipping push phase because optimize didn't succeed."</span>);</div>
|
|
<div class="line"><a id="l00560" name="l00560"></a><span class="lineno"> 560</span> }</div>
|
|
<div class="line"><a id="l00561" name="l00561"></a><span class="lineno"> 561</span> }</div>
|
|
<div class="line"><a id="l00562" name="l00562"></a><span class="lineno"> 562</span> }</div>
|
|
<div class="line"><a id="l00563" name="l00563"></a><span class="lineno"> 563</span> }</div>
|
|
<div class="line"><a id="l00564" name="l00564"></a><span class="lineno"> 564</span> </div>
|
|
<div class="line"><a id="l00565" name="l00565"></a><span class="lineno"> 565</span> total_time_ = <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>->GetElapsedTime() - start_time;</div>
|
|
<div class="line"><a id="l00566" name="l00566"></a><span class="lineno"> 566</span> push_time_ = total_time_ - feasibility_time_ - optimization_time_;</div>
|
|
<div class="line"><a id="l00567" name="l00567"></a><span class="lineno"> 567</span> num_push_iterations_ = num_iterations_ - num_feasibility_iterations_ -</div>
|
|
<div class="line"><a id="l00568" name="l00568"></a><span class="lineno"> 568</span> num_optimization_iterations_;</div>
|
|
<div class="line"><a id="l00569" name="l00569"></a><span class="lineno"> 569</span> </div>
|
|
<div class="line"><a id="l00570" name="l00570"></a><span class="lineno"> 570</span> <span class="comment">// Store the result for the solution getters.</span></div>
|
|
<div class="line"><a id="l00571" name="l00571"></a><span class="lineno"> 571</span> solution_objective_value_ = ComputeInitialProblemObjectiveValue();</div>
|
|
<div class="line"><a id="l00572" name="l00572"></a><span class="lineno"> 572</span> solution_dual_values_ = reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aafa77a9d37843a7c27694231735465bc">GetDualValues</a>();</div>
|
|
<div class="line"><a id="l00573" name="l00573"></a><span class="lineno"> 573</span> solution_reduced_costs_ = reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
|
|
<div class="line"><a id="l00574" name="l00574"></a><span class="lineno"> 574</span> SaveState();</div>
|
|
<div class="line"><a id="l00575" name="l00575"></a><span class="lineno"> 575</span> </div>
|
|
<div class="line"><a id="l00576" name="l00576"></a><span class="lineno"> 576</span> <span class="keywordflow">if</span> (lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#accdd045ec09206640c2338524da77d23">IsMaximizationProblem</a>()) {</div>
|
|
<div class="line"><a id="l00577" name="l00577"></a><span class="lineno"> 577</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ab7ff1f9383648fd132667b1e601229c9">ChangeSign</a>(&solution_dual_values_);</div>
|
|
<div class="line"><a id="l00578" name="l00578"></a><span class="lineno"> 578</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ab7ff1f9383648fd132667b1e601229c9">ChangeSign</a>(&solution_reduced_costs_);</div>
|
|
<div class="line"><a id="l00579" name="l00579"></a><span class="lineno"> 579</span> }</div>
|
|
<div class="line"><a id="l00580" name="l00580"></a><span class="lineno"> 580</span> </div>
|
|
<div class="line"><a id="l00581" name="l00581"></a><span class="lineno"> 581</span> <span class="comment">// If the problem is unbounded, set the objective value to +/- infinity.</span></div>
|
|
<div class="line"><a id="l00582" name="l00582"></a><span class="lineno"> 582</span> <span class="keywordflow">if</span> (problem_status_ == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a8ada5da7749eac0d9fe1782ad9bab585">ProblemStatus::DUAL_UNBOUNDED</a> ||</div>
|
|
<div class="line"><a id="l00583" name="l00583"></a><span class="lineno"> 583</span> problem_status_ == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a8351cc0ea544c393b3e26fdf42520844">ProblemStatus::PRIMAL_UNBOUNDED</a>) {</div>
|
|
<div class="line"><a id="l00584" name="l00584"></a><span class="lineno"> 584</span> solution_objective_value_ =</div>
|
|
<div class="line"><a id="l00585" name="l00585"></a><span class="lineno"> 585</span> (problem_status_ == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a8ada5da7749eac0d9fe1782ad9bab585">ProblemStatus::DUAL_UNBOUNDED</a>) ? <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a></div>
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|
<div class="line"><a id="l00586" name="l00586"></a><span class="lineno"> 586</span> : -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>;</div>
|
|
<div class="line"><a id="l00587" name="l00587"></a><span class="lineno"> 587</span> <span class="keywordflow">if</span> (lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#accdd045ec09206640c2338524da77d23">IsMaximizationProblem</a>()) {</div>
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|
<div class="line"><a id="l00588" name="l00588"></a><span class="lineno"> 588</span> solution_objective_value_ = -solution_objective_value_;</div>
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|
<div class="line"><a id="l00589" name="l00589"></a><span class="lineno"> 589</span> }</div>
|
|
<div class="line"><a id="l00590" name="l00590"></a><span class="lineno"> 590</span> }</div>
|
|
<div class="line"><a id="l00591" name="l00591"></a><span class="lineno"> 591</span> </div>
|
|
<div class="line"><a id="l00592" name="l00592"></a><span class="lineno"> 592</span> variable_starting_values_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a id="l00593" name="l00593"></a><span class="lineno"> 593</span> DisplayAllStats();</div>
|
|
<div class="line"><a id="l00594" name="l00594"></a><span class="lineno"> 594</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
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|
<div class="line"><a id="l00595" name="l00595"></a><span class="lineno"> 595</span>}</div>
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|
<div class="line"><a id="l00596" name="l00596"></a><span class="lineno"> 596</span> </div>
|
|
<div class="line"><a id="l00597" name="l00597"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a938b612b6f9885a417fda1bf886f4b39"> 597</a></span><a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493">ProblemStatus</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a938b612b6f9885a417fda1bf886f4b39">RevisedSimplex::GetProblemStatus</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00598" name="l00598"></a><span class="lineno"> 598</span> <span class="keywordflow">return</span> problem_status_;</div>
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|
<div class="line"><a id="l00599" name="l00599"></a><span class="lineno"> 599</span>}</div>
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|
<div class="line"><a id="l00600" name="l00600"></a><span class="lineno"> 600</span> </div>
|
|
<div class="line"><a id="l00601" name="l00601"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a96c1f660991b5007ca24564f69cd27b8"> 601</a></span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a96c1f660991b5007ca24564f69cd27b8">RevisedSimplex::GetObjectiveValue</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00602" name="l00602"></a><span class="lineno"> 602</span> <span class="keywordflow">return</span> solution_objective_value_;</div>
|
|
<div class="line"><a id="l00603" name="l00603"></a><span class="lineno"> 603</span>}</div>
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|
<div class="line"><a id="l00604" name="l00604"></a><span class="lineno"> 604</span> </div>
|
|
<div class="line"><a id="l00605" name="l00605"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ad8a718ceea92060a7f7118e2bccf4fbc"> 605</a></span>int64_t <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ad8a718ceea92060a7f7118e2bccf4fbc">RevisedSimplex::GetNumberOfIterations</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00606" name="l00606"></a><span class="lineno"> 606</span> <span class="keywordflow">return</span> num_iterations_;</div>
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|
<div class="line"><a id="l00607" name="l00607"></a><span class="lineno"> 607</span>}</div>
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|
<div class="line"><a id="l00608" name="l00608"></a><span class="lineno"> 608</span> </div>
|
|
<div class="line"><a id="l00609" name="l00609"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ace91e968c3b7369698c7563ca1c9c6e8"> 609</a></span>RowIndex <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ace91e968c3b7369698c7563ca1c9c6e8">RevisedSimplex::GetProblemNumRows</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> num_rows_; }</div>
|
|
<div class="line"><a id="l00610" name="l00610"></a><span class="lineno"> 610</span> </div>
|
|
<div class="line"><a id="l00611" name="l00611"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac226833fbf53fdb3fb7b6ef9d89a0e4c"> 611</a></span>ColIndex <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac226833fbf53fdb3fb7b6ef9d89a0e4c">RevisedSimplex::GetProblemNumCols</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> num_cols_; }</div>
|
|
<div class="line"><a id="l00612" name="l00612"></a><span class="lineno"> 612</span> </div>
|
|
<div class="line"><a id="l00613" name="l00613"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a201108c6e8d9fb5104697bdd0a8bd085"> 613</a></span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a201108c6e8d9fb5104697bdd0a8bd085">RevisedSimplex::GetVariableValue</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00614" name="l00614"></a><span class="lineno"> 614</span> <span class="keywordflow">return</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a id="l00615" name="l00615"></a><span class="lineno"> 615</span>}</div>
|
|
<div class="line"><a id="l00616" name="l00616"></a><span class="lineno"> 616</span> </div>
|
|
<div class="line"><a id="l00617" name="l00617"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a52c80b8028f6d54f8b2c02da3aac7510"> 617</a></span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a52c80b8028f6d54f8b2c02da3aac7510">RevisedSimplex::GetReducedCost</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00618" name="l00618"></a><span class="lineno"> 618</span> <span class="keywordflow">return</span> solution_reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00619" name="l00619"></a><span class="lineno"> 619</span>}</div>
|
|
<div class="line"><a id="l00620" name="l00620"></a><span class="lineno"> 620</span> </div>
|
|
<div class="line"><a id="l00621" name="l00621"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a26689abee13abb7fc0d0cf99c1c7809b"> 621</a></span><span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a26689abee13abb7fc0d0cf99c1c7809b">RevisedSimplex::GetReducedCosts</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00622" name="l00622"></a><span class="lineno"> 622</span> <span class="keywordflow">return</span> solution_reduced_costs_;</div>
|
|
<div class="line"><a id="l00623" name="l00623"></a><span class="lineno"> 623</span>}</div>
|
|
<div class="line"><a id="l00624" name="l00624"></a><span class="lineno"> 624</span> </div>
|
|
<div class="line"><a id="l00625" name="l00625"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#aa4c5e551e5a00ff4ae97d8467184221b"> 625</a></span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#aa4c5e551e5a00ff4ae97d8467184221b">RevisedSimplex::GetDualValue</a>(RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00626" name="l00626"></a><span class="lineno"> 626</span> <span class="keywordflow">return</span> solution_dual_values_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l00627" name="l00627"></a><span class="lineno"> 627</span>}</div>
|
|
<div class="line"><a id="l00628" name="l00628"></a><span class="lineno"> 628</span> </div>
|
|
<div class="line"><a id="l00629" name="l00629"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a4802169fde637478bebd1b420eec8ff8"> 629</a></span><a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358">VariableStatus</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a4802169fde637478bebd1b420eec8ff8">RevisedSimplex::GetVariableStatus</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00630" name="l00630"></a><span class="lineno"> 630</span> <span class="keywordflow">return</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">GetStatusRow</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00631" name="l00631"></a><span class="lineno"> 631</span>}</div>
|
|
<div class="line"><a id="l00632" name="l00632"></a><span class="lineno"> 632</span> </div>
|
|
<div class="line"><a id="l00633" name="l00633"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#adfbae19f81ecf38f67643dc8b7dcec25"> 633</a></span><span class="keyword">const</span> <a class="code hl_struct" href="structoperations__research_1_1glop_1_1_basis_state.html">BasisState</a>& <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#adfbae19f81ecf38f67643dc8b7dcec25">RevisedSimplex::GetState</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> solution_state_; }</div>
|
|
<div class="line"><a id="l00634" name="l00634"></a><span class="lineno"> 634</span> </div>
|
|
<div class="line"><a id="l00635" name="l00635"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3f6696618f5f850c805b361aa0c8bd7e"> 635</a></span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3f6696618f5f850c805b361aa0c8bd7e">RevisedSimplex::GetConstraintActivity</a>(RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00636" name="l00636"></a><span class="lineno"> 636</span> <span class="comment">// Note the negative sign since the slack variable is such that</span></div>
|
|
<div class="line"><a id="l00637" name="l00637"></a><span class="lineno"> 637</span> <span class="comment">// constraint_activity + slack_value = 0.</span></div>
|
|
<div class="line"><a id="l00638" name="l00638"></a><span class="lineno"> 638</span> <span class="keywordflow">return</span> -variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(SlackColIndex(<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>));</div>
|
|
<div class="line"><a id="l00639" name="l00639"></a><span class="lineno"> 639</span>}</div>
|
|
<div class="line"><a id="l00640" name="l00640"></a><span class="lineno"> 640</span> </div>
|
|
<div class="line"><a id="l00641" name="l00641"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac0064327c37c56b93e86a91a1d64fd96"> 641</a></span><a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bc">ConstraintStatus</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac0064327c37c56b93e86a91a1d64fd96">RevisedSimplex::GetConstraintStatus</a>(RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00642" name="l00642"></a><span class="lineno"> 642</span> <span class="comment">// The status of the given constraint is the same as the status of the</span></div>
|
|
<div class="line"><a id="l00643" name="l00643"></a><span class="lineno"> 643</span> <span class="comment">// associated slack variable with a change of sign.</span></div>
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|
<div class="line"><a id="l00644" name="l00644"></a><span class="lineno"> 644</span> <span class="keyword">const</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358">VariableStatus</a> s = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">GetStatusRow</a>()[SlackColIndex(<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)];</div>
|
|
<div class="line"><a id="l00645" name="l00645"></a><span class="lineno"> 645</span> <span class="keywordflow">if</span> (s == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>) {</div>
|
|
<div class="line"><a id="l00646" name="l00646"></a><span class="lineno"> 646</span> <span class="keywordflow">return</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a>;</div>
|
|
<div class="line"><a id="l00647" name="l00647"></a><span class="lineno"> 647</span> }</div>
|
|
<div class="line"><a id="l00648" name="l00648"></a><span class="lineno"> 648</span> <span class="keywordflow">if</span> (s == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>) {</div>
|
|
<div class="line"><a id="l00649" name="l00649"></a><span class="lineno"> 649</span> <span class="keywordflow">return</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a>;</div>
|
|
<div class="line"><a id="l00650" name="l00650"></a><span class="lineno"> 650</span> }</div>
|
|
<div class="line"><a id="l00651" name="l00651"></a><span class="lineno"> 651</span> <span class="keywordflow">return</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ab7a106449441d3fd61aa70916a147a7d">VariableToConstraintStatus</a>(s);</div>
|
|
<div class="line"><a id="l00652" name="l00652"></a><span class="lineno"> 652</span>}</div>
|
|
<div class="line"><a id="l00653" name="l00653"></a><span class="lineno"> 653</span> </div>
|
|
<div class="line"><a id="l00654" name="l00654"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3854b494976761a458a17523bb4fe5cf"> 654</a></span><span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3854b494976761a458a17523bb4fe5cf">RevisedSimplex::GetPrimalRay</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00655" name="l00655"></a><span class="lineno"> 655</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(problem_status_, <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a8351cc0ea544c393b3e26fdf42520844">ProblemStatus::PRIMAL_UNBOUNDED</a>);</div>
|
|
<div class="line"><a id="l00656" name="l00656"></a><span class="lineno"> 656</span> <span class="keywordflow">return</span> solution_primal_ray_;</div>
|
|
<div class="line"><a id="l00657" name="l00657"></a><span class="lineno"> 657</span>}</div>
|
|
<div class="line"><a id="l00658" name="l00658"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a66da73868da92948f57a83e261066ca6"> 658</a></span><span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a>& <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a66da73868da92948f57a83e261066ca6">RevisedSimplex::GetDualRay</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00659" name="l00659"></a><span class="lineno"> 659</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(problem_status_, <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a8ada5da7749eac0d9fe1782ad9bab585">ProblemStatus::DUAL_UNBOUNDED</a>);</div>
|
|
<div class="line"><a id="l00660" name="l00660"></a><span class="lineno"> 660</span> <span class="keywordflow">return</span> solution_dual_ray_;</div>
|
|
<div class="line"><a id="l00661" name="l00661"></a><span class="lineno"> 661</span>}</div>
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<div class="line"><a id="l00662" name="l00662"></a><span class="lineno"> 662</span> </div>
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<div class="line"><a id="l00663" name="l00663"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a0e35521f3d40e263173626ecc8c21b06"> 663</a></span><span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a0e35521f3d40e263173626ecc8c21b06">RevisedSimplex::GetDualRayRowCombination</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00664" name="l00664"></a><span class="lineno"> 664</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(problem_status_, <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a8ada5da7749eac0d9fe1782ad9bab585">ProblemStatus::DUAL_UNBOUNDED</a>);</div>
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<div class="line"><a id="l00665" name="l00665"></a><span class="lineno"> 665</span> <span class="keywordflow">return</span> solution_dual_ray_row_combination_;</div>
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<div class="line"><a id="l00666" name="l00666"></a><span class="lineno"> 666</span>}</div>
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<div class="line"><a id="l00667" name="l00667"></a><span class="lineno"> 667</span> </div>
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<div class="line"><a id="l00668" name="l00668"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ae15a49e0cab69203efca232f0b32866d"> 668</a></span>ColIndex <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ae15a49e0cab69203efca232f0b32866d">RevisedSimplex::GetBasis</a>(RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)<span class="keyword"> const </span>{ <span class="keywordflow">return</span> basis_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]; }</div>
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|
<div class="line"><a id="l00669" name="l00669"></a><span class="lineno"> 669</span> </div>
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<div class="line"><a id="l00670" name="l00670"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ad463af979d0c220bb473d4f8df2ec345"> 670</a></span><span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_basis_factorization.html">BasisFactorization</a>& <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ad463af979d0c220bb473d4f8df2ec345">RevisedSimplex::GetBasisFactorization</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00671" name="l00671"></a><span class="lineno"> 671</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a5a3deeb8998f541c08d96dc079591a54">GetColumnPermutation</a>().<a class="code hl_function" href="classoperations__research_1_1glop_1_1_permutation.html#a644718bb2fb240de962dc3c9a1fdf0dc">empty</a>());</div>
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<div class="line"><a id="l00672" name="l00672"></a><span class="lineno"> 672</span> <span class="keywordflow">return</span> basis_factorization_;</div>
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<div class="line"><a id="l00673" name="l00673"></a><span class="lineno"> 673</span>}</div>
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<div class="line"><a id="l00674" name="l00674"></a><span class="lineno"> 674</span> </div>
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<div class="line"><a id="l00675" name="l00675"></a><span class="lineno"> 675</span>std::string RevisedSimplex::GetPrettySolverStats()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00676" name="l00676"></a><span class="lineno"> 676</span> <span class="keywordflow">return</span> absl::StrFormat(</div>
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<div class="line"><a id="l00677" name="l00677"></a><span class="lineno"> 677</span> <span class="stringliteral">"Problem status : %s\n"</span></div>
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<div class="line"><a id="l00678" name="l00678"></a><span class="lineno"> 678</span> <span class="stringliteral">"Solving time : %-6.4g\n"</span></div>
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<div class="line"><a id="l00679" name="l00679"></a><span class="lineno"> 679</span> <span class="stringliteral">"Number of iterations : %u\n"</span></div>
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<div class="line"><a id="l00680" name="l00680"></a><span class="lineno"> 680</span> <span class="stringliteral">"Time for solvability (first phase) : %-6.4g\n"</span></div>
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<div class="line"><a id="l00681" name="l00681"></a><span class="lineno"> 681</span> <span class="stringliteral">"Number of iterations for solvability : %u\n"</span></div>
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|
<div class="line"><a id="l00682" name="l00682"></a><span class="lineno"> 682</span> <span class="stringliteral">"Time for optimization : %-6.4g\n"</span></div>
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|
<div class="line"><a id="l00683" name="l00683"></a><span class="lineno"> 683</span> <span class="stringliteral">"Number of iterations for optimization : %u\n"</span></div>
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<div class="line"><a id="l00684" name="l00684"></a><span class="lineno"> 684</span> <span class="stringliteral">"Stop after first basis : %d\n"</span>,</div>
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<div class="line"><a id="l00685" name="l00685"></a><span class="lineno"> 685</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a509c4e359e6f7041eddfac3f1c46a92f">GetProblemStatusString</a>(problem_status_), total_time_, num_iterations_,</div>
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<div class="line"><a id="l00686" name="l00686"></a><span class="lineno"> 686</span> feasibility_time_, num_feasibility_iterations_, optimization_time_,</div>
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<div class="line"><a id="l00687" name="l00687"></a><span class="lineno"> 687</span> num_optimization_iterations_,</div>
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|
<div class="line"><a id="l00688" name="l00688"></a><span class="lineno"> 688</span> absl::GetFlag(FLAGS_simplex_stop_after_first_basis));</div>
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<div class="line"><a id="l00689" name="l00689"></a><span class="lineno"> 689</span>}</div>
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<div class="line"><a id="l00690" name="l00690"></a><span class="lineno"> 690</span> </div>
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<div class="line"><a id="l00691" name="l00691"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#aeccc8138b268e621d96d105e0ddd474a"> 691</a></span><span class="keywordtype">double</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#aeccc8138b268e621d96d105e0ddd474a">RevisedSimplex::DeterministicTime</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00692" name="l00692"></a><span class="lineno"> 692</span> <span class="comment">// TODO(user): Count what is missing.</span></div>
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<div class="line"><a id="l00693" name="l00693"></a><span class="lineno"> 693</span> <span class="keywordflow">return</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#aedb714d776d86539dbb9f42ae5d7d923">DeterministicTimeForFpOperations</a>(num_update_price_operations_) +</div>
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|
<div class="line"><a id="l00694" name="l00694"></a><span class="lineno"> 694</span> basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#aeccc8138b268e621d96d105e0ddd474a">DeterministicTime</a>() +</div>
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|
<div class="line"><a id="l00695" name="l00695"></a><span class="lineno"> 695</span> update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#aeccc8138b268e621d96d105e0ddd474a">DeterministicTime</a>() +</div>
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|
<div class="line"><a id="l00696" name="l00696"></a><span class="lineno"> 696</span> entering_variable_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_entering_variable.html#aeccc8138b268e621d96d105e0ddd474a">DeterministicTime</a>() +</div>
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|
<div class="line"><a id="l00697" name="l00697"></a><span class="lineno"> 697</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aeccc8138b268e621d96d105e0ddd474a">DeterministicTime</a>() +</div>
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|
<div class="line"><a id="l00698" name="l00698"></a><span class="lineno"> 698</span> primal_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#aeccc8138b268e621d96d105e0ddd474a">DeterministicTime</a>();</div>
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|
<div class="line"><a id="l00699" name="l00699"></a><span class="lineno"> 699</span>}</div>
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|
<div class="line"><a id="l00700" name="l00700"></a><span class="lineno"> 700</span> </div>
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<div class="line"><a id="l00701" name="l00701"></a><span class="lineno"> 701</span><span class="keywordtype">void</span> RevisedSimplex::SetVariableNames() {</div>
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|
<div class="line"><a id="l00702" name="l00702"></a><span class="lineno"> 702</span> variable_name_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(num_cols_, <span class="stringliteral">""</span>);</div>
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|
<div class="line"><a id="l00703" name="l00703"></a><span class="lineno"> 703</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < first_slack_col_; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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|
<div class="line"><a id="l00704" name="l00704"></a><span class="lineno"> 704</span> <span class="keyword">const</span> ColIndex var_index = <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> + 1;</div>
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|
<div class="line"><a id="l00705" name="l00705"></a><span class="lineno"> 705</span> variable_name_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = absl::StrFormat(<span class="stringliteral">"x%d"</span>, <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a62b2a1c80c429da3975f1d948f7c27df">ColToIntIndex</a>(var_index));</div>
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|
<div class="line"><a id="l00706" name="l00706"></a><span class="lineno"> 706</span> }</div>
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<div class="line"><a id="l00707" name="l00707"></a><span class="lineno"> 707</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(first_slack_col_); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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|
<div class="line"><a id="l00708" name="l00708"></a><span class="lineno"> 708</span> <span class="keyword">const</span> ColIndex var_index = <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> - first_slack_col_ + 1;</div>
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<div class="line"><a id="l00709" name="l00709"></a><span class="lineno"> 709</span> variable_name_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = absl::StrFormat(<span class="stringliteral">"s%d"</span>, <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a62b2a1c80c429da3975f1d948f7c27df">ColToIntIndex</a>(var_index));</div>
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|
<div class="line"><a id="l00710" name="l00710"></a><span class="lineno"> 710</span> }</div>
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<div class="line"><a id="l00711" name="l00711"></a><span class="lineno"> 711</span>}</div>
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<div class="line"><a id="l00712" name="l00712"></a><span class="lineno"> 712</span> </div>
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<div class="line"><a id="l00713" name="l00713"></a><span class="lineno"> 713</span><span class="keywordtype">void</span> RevisedSimplex::SetNonBasicVariableStatusAndDeriveValue(</div>
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<div class="line"><a id="l00714" name="l00714"></a><span class="lineno"> 714</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358">VariableStatus</a> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>) {</div>
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<div class="line"><a id="l00715" name="l00715"></a><span class="lineno"> 715</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a84dcc462db65072ec3a28b87bb3cd3ad">UpdateToNonBasicStatus</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>);</div>
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<div class="line"><a id="l00716" name="l00716"></a><span class="lineno"> 716</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a102a587506447ec5cba544b93a1877e0">SetNonBasicVariableValueFromStatus</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00717" name="l00717"></a><span class="lineno"> 717</span>}</div>
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<div class="line"><a id="l00718" name="l00718"></a><span class="lineno"> 718</span> </div>
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<div class="line"><a id="l00719" name="l00719"></a><span class="lineno"> 719</span><span class="keywordtype">bool</span> RevisedSimplex::BasisIsConsistent()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00720" name="l00720"></a><span class="lineno"> 720</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#aaf3efa52c50a245bf2fc964386a15d49">DenseBitRow</a>& is_basic = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">GetIsBasicBitRow</a>();</div>
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<div class="line"><a id="l00721" name="l00721"></a><span class="lineno"> 721</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a6d0540e510c4225b196d87b16f2721a8">VariableStatusRow</a>& variable_statuses = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">GetStatusRow</a>();</div>
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<div class="line"><a id="l00722" name="l00722"></a><span class="lineno"> 722</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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<div class="line"><a id="l00723" name="l00723"></a><span class="lineno"> 723</span> <span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = basis_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
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<div class="line"><a id="l00724" name="l00724"></a><span class="lineno"> 724</span> <span class="keywordflow">if</span> (!is_basic.IsSet(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00725" name="l00725"></a><span class="lineno"> 725</span> <span class="keywordflow">if</span> (variable_statuses[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00726" name="l00726"></a><span class="lineno"> 726</span> }</div>
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<div class="line"><a id="l00727" name="l00727"></a><span class="lineno"> 727</span> ColIndex cols_in_basis(0);</div>
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<div class="line"><a id="l00728" name="l00728"></a><span class="lineno"> 728</span> ColIndex cols_not_in_basis(0);</div>
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<div class="line"><a id="l00729" name="l00729"></a><span class="lineno"> 729</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00730" name="l00730"></a><span class="lineno"> 730</span> cols_in_basis += is_basic.IsSet(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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|
<div class="line"><a id="l00731" name="l00731"></a><span class="lineno"> 731</span> cols_not_in_basis += !is_basic.IsSet(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a id="l00732" name="l00732"></a><span class="lineno"> 732</span> <span class="keywordflow">if</span> (is_basic.IsSet(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) !=</div>
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|
<div class="line"><a id="l00733" name="l00733"></a><span class="lineno"> 733</span> (variable_statuses[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>)) {</div>
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<div class="line"><a id="l00734" name="l00734"></a><span class="lineno"> 734</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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|
<div class="line"><a id="l00735" name="l00735"></a><span class="lineno"> 735</span> }</div>
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<div class="line"><a id="l00736" name="l00736"></a><span class="lineno"> 736</span> }</div>
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<div class="line"><a id="l00737" name="l00737"></a><span class="lineno"> 737</span> <span class="keywordflow">if</span> (cols_in_basis != <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(num_rows_)) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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|
<div class="line"><a id="l00738" name="l00738"></a><span class="lineno"> 738</span> <span class="keywordflow">if</span> (cols_not_in_basis != num_cols_ - <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(num_rows_)) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00739" name="l00739"></a><span class="lineno"> 739</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00740" name="l00740"></a><span class="lineno"> 740</span>}</div>
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<div class="line"><a id="l00741" name="l00741"></a><span class="lineno"> 741</span> </div>
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<div class="line"><a id="l00742" name="l00742"></a><span class="lineno"> 742</span><span class="comment">// Note(user): The basis factorization is not updated by this function but by</span></div>
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|
<div class="line"><a id="l00743" name="l00743"></a><span class="lineno"> 743</span><span class="comment">// UpdateAndPivot().</span></div>
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<div class="line"><a id="l00744" name="l00744"></a><span class="lineno"> 744</span><span class="keywordtype">void</span> RevisedSimplex::UpdateBasis(ColIndex entering_col, RowIndex basis_row,</div>
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<div class="line"><a id="l00745" name="l00745"></a><span class="lineno"> 745</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358">VariableStatus</a> leaving_variable_status) {</div>
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<div class="line"><a id="l00746" name="l00746"></a><span class="lineno"> 746</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
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<div class="line"><a id="l00747" name="l00747"></a><span class="lineno"> 747</span> <a class="code hl_define" href="revised__simplex_8cc.html#aedfbeda17580baf879eb030b681ccee1">DCHECK_COL_BOUNDS</a>(entering_col);</div>
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|
<div class="line"><a id="l00748" name="l00748"></a><span class="lineno"> 748</span> <a class="code hl_define" href="revised__simplex_8cc.html#a8806083a7bf6a4ee4a4976c226b93788">DCHECK_ROW_BOUNDS</a>(basis_row);</div>
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|
<div class="line"><a id="l00749" name="l00749"></a><span class="lineno"> 749</span> </div>
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<div class="line"><a id="l00750" name="l00750"></a><span class="lineno"> 750</span> <span class="comment">// Check that this is not called with an entering_col already in the basis</span></div>
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|
<div class="line"><a id="l00751" name="l00751"></a><span class="lineno"> 751</span> <span class="comment">// and that the leaving col is indeed in the basis.</span></div>
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|
<div class="line"><a id="l00752" name="l00752"></a><span class="lineno"> 752</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(!variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">GetIsBasicBitRow</a>().<a class="code hl_function" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(entering_col));</div>
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<div class="line"><a id="l00753" name="l00753"></a><span class="lineno"> 753</span> <a class="code hl_define" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(basis_[basis_row], entering_col);</div>
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|
<div class="line"><a id="l00754" name="l00754"></a><span class="lineno"> 754</span> <a class="code hl_define" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(basis_[basis_row], <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>);</div>
|
|
<div class="line"><a id="l00755" name="l00755"></a><span class="lineno"> 755</span> </div>
|
|
<div class="line"><a id="l00756" name="l00756"></a><span class="lineno"> 756</span> <span class="keyword">const</span> ColIndex leaving_col = basis_[basis_row];</div>
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|
<div class="line"><a id="l00757" name="l00757"></a><span class="lineno"> 757</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">GetIsBasicBitRow</a>().<a class="code hl_function" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(leaving_col));</div>
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|
<div class="line"><a id="l00758" name="l00758"></a><span class="lineno"> 758</span> </div>
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|
<div class="line"><a id="l00759" name="l00759"></a><span class="lineno"> 759</span> <span class="comment">// Make leaving_col leave the basis and update relevant data.</span></div>
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|
<div class="line"><a id="l00760" name="l00760"></a><span class="lineno"> 760</span> <span class="comment">// Note thate the leaving variable value is not necessarily at its exact</span></div>
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|
<div class="line"><a id="l00761" name="l00761"></a><span class="lineno"> 761</span> <span class="comment">// bound, which is like a bound shift.</span></div>
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|
<div class="line"><a id="l00762" name="l00762"></a><span class="lineno"> 762</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a84dcc462db65072ec3a28b87bb3cd3ad">UpdateToNonBasicStatus</a>(leaving_col, leaving_variable_status);</div>
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|
<div class="line"><a id="l00763" name="l00763"></a><span class="lineno"> 763</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(leaving_variable_status == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a> ||</div>
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|
<div class="line"><a id="l00764" name="l00764"></a><span class="lineno"> 764</span> leaving_variable_status == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a> ||</div>
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|
<div class="line"><a id="l00765" name="l00765"></a><span class="lineno"> 765</span> leaving_variable_status == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a>);</div>
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|
<div class="line"><a id="l00766" name="l00766"></a><span class="lineno"> 766</span> </div>
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|
<div class="line"><a id="l00767" name="l00767"></a><span class="lineno"> 767</span> basis_[basis_row] = entering_col;</div>
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|
<div class="line"><a id="l00768" name="l00768"></a><span class="lineno"> 768</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab717dd0f604f9207435f9ab5336d1113">UpdateToBasicStatus</a>(entering_col);</div>
|
|
<div class="line"><a id="l00769" name="l00769"></a><span class="lineno"> 769</span> update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#ab9adfea0e765ab447b8ce7730a6cd812">Invalidate</a>();</div>
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|
<div class="line"><a id="l00770" name="l00770"></a><span class="lineno"> 770</span>}</div>
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|
<div class="line"><a id="l00771" name="l00771"></a><span class="lineno"> 771</span> </div>
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|
<div class="line"><a id="l00772" name="l00772"></a><span class="lineno"> 772</span><span class="keyword">namespace </span>{</div>
|
|
<div class="line"><a id="l00773" name="l00773"></a><span class="lineno"> 773</span> </div>
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|
<div class="line"><a id="l00774" name="l00774"></a><span class="lineno"> 774</span><span class="comment">// Comparator used to sort column indices according to a given value vector.</span></div>
|
|
<div class="line"><a id="l00775" name="l00775"></a><span class="lineno"> 775</span><span class="keyword">class </span>ColumnComparator {</div>
|
|
<div class="line"><a id="l00776" name="l00776"></a><span class="lineno"> 776</span> <span class="keyword">public</span>:</div>
|
|
<div class="line"><a id="l00777" name="l00777"></a><span class="lineno"> 777</span> <span class="keyword">explicit</span> ColumnComparator(<span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) : value_(<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) {}</div>
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|
<div class="line"><a id="l00778" name="l00778"></a><span class="lineno"> 778</span> <span class="keywordtype">bool</span> operator()(ColIndex col_a, ColIndex col_b)<span class="keyword"> const </span>{</div>
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|
<div class="line"><a id="l00779" name="l00779"></a><span class="lineno"> 779</span> <span class="keywordflow">return</span> value_[col_a] < value_[col_b];</div>
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|
<div class="line"><a id="l00780" name="l00780"></a><span class="lineno"> 780</span> }</div>
|
|
<div class="line"><a id="l00781" name="l00781"></a><span class="lineno"> 781</span> </div>
|
|
<div class="line"><a id="l00782" name="l00782"></a><span class="lineno"> 782</span> <span class="keyword">private</span>:</div>
|
|
<div class="line"><a id="l00783" name="l00783"></a><span class="lineno"> 783</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& value_;</div>
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|
<div class="line"><a id="l00784" name="l00784"></a><span class="lineno"> 784</span>};</div>
|
|
<div class="line"><a id="l00785" name="l00785"></a><span class="lineno"> 785</span> </div>
|
|
<div class="line"><a id="l00786" name="l00786"></a><span class="lineno"> 786</span>} <span class="comment">// namespace</span></div>
|
|
<div class="line"><a id="l00787" name="l00787"></a><span class="lineno"> 787</span> </div>
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|
<div class="line"><a id="l00788" name="l00788"></a><span class="lineno"> 788</span><span class="comment">// To understand better what is going on in this function, let us say that this</span></div>
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|
<div class="line"><a id="l00789" name="l00789"></a><span class="lineno"> 789</span><span class="comment">// algorithm will produce the optimal solution to a problem containing only</span></div>
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|
<div class="line"><a id="l00790" name="l00790"></a><span class="lineno"> 790</span><span class="comment">// singleton columns (provided that the variables start at the minimum possible</span></div>
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|
<div class="line"><a id="l00791" name="l00791"></a><span class="lineno"> 791</span><span class="comment">// cost, see DefaultVariableStatus()). This is unit tested.</span></div>
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|
<div class="line"><a id="l00792" name="l00792"></a><span class="lineno"> 792</span><span class="comment">//</span></div>
|
|
<div class="line"><a id="l00793" name="l00793"></a><span class="lineno"> 793</span><span class="comment">// The error_ must be equal to the constraint activity for the current variable</span></div>
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|
<div class="line"><a id="l00794" name="l00794"></a><span class="lineno"> 794</span><span class="comment">// values before this function is called. If error_[row] is 0.0, that mean this</span></div>
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|
<div class="line"><a id="l00795" name="l00795"></a><span class="lineno"> 795</span><span class="comment">// constraint is currently feasible.</span></div>
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|
<div class="line"><a id="l00796" name="l00796"></a><span class="lineno"> 796</span><span class="keywordtype">void</span> RevisedSimplex::UseSingletonColumnInInitialBasis(<a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#ad73165f71f932e8ccc240d4db5097803">RowToColMapping</a>* basis) {</div>
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<div class="line"><a id="l00797" name="l00797"></a><span class="lineno"> 797</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
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|
<div class="line"><a id="l00798" name="l00798"></a><span class="lineno"> 798</span> <span class="comment">// Computes the singleton columns and the cost variation of the corresponding</span></div>
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|
<div class="line"><a id="l00799" name="l00799"></a><span class="lineno"> 799</span> <span class="comment">// variables (in the only possible direction, i.e away from its current bound)</span></div>
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|
<div class="line"><a id="l00800" name="l00800"></a><span class="lineno"> 800</span> <span class="comment">// for a unit change in the infeasibility of the corresponding row.</span></div>
|
|
<div class="line"><a id="l00801" name="l00801"></a><span class="lineno"> 801</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l00802" name="l00802"></a><span class="lineno"> 802</span> <span class="comment">// Note that the slack columns will be treated as normal singleton columns.</span></div>
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|
<div class="line"><a id="l00803" name="l00803"></a><span class="lineno"> 803</span> std::vector<ColIndex> singleton_column;</div>
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|
<div class="line"><a id="l00804" name="l00804"></a><span class="lineno"> 804</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a> cost_variation(num_cols_, 0.0);</div>
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<div class="line"><a id="l00805" name="l00805"></a><span class="lineno"> 805</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a3db14ab65240d00133a76abb5f4edf8c">GetVariableLowerBounds</a>();</div>
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<div class="line"><a id="l00806" name="l00806"></a><span class="lineno"> 806</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab93f3d12ceb27e391fb1785db7e56463">GetVariableUpperBounds</a>();</div>
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|
<div class="line"><a id="l00807" name="l00807"></a><span class="lineno"> 807</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00808" name="l00808"></a><span class="lineno"> 808</span> <span class="keywordflow">if</span> (compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59">column</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>).<a class="code hl_function" href="classoperations__research_1_1glop_1_1_column_view.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>() != 1) <span class="keywordflow">continue</span>;</div>
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<div class="line"><a id="l00809" name="l00809"></a><span class="lineno"> 809</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) <span class="keywordflow">continue</span>;</div>
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<div class="line"><a id="l00810" name="l00810"></a><span class="lineno"> 810</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> slope = compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59">column</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>).<a class="code hl_function" href="classoperations__research_1_1glop_1_1_column_view.html#ae7c152aafe19515204c65dadcdc876d6">GetFirstCoefficient</a>();</div>
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<div class="line"><a id="l00811" name="l00811"></a><span class="lineno"> 811</span> <span class="keywordflow">if</span> (variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) == <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
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<div class="line"><a id="l00812" name="l00812"></a><span class="lineno"> 812</span> cost_variation[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = objective_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] / std::abs(slope);</div>
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<div class="line"><a id="l00813" name="l00813"></a><span class="lineno"> 813</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00814" name="l00814"></a><span class="lineno"> 814</span> cost_variation[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = -objective_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] / std::abs(slope);</div>
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|
<div class="line"><a id="l00815" name="l00815"></a><span class="lineno"> 815</span> }</div>
|
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<div class="line"><a id="l00816" name="l00816"></a><span class="lineno"> 816</span> singleton_column.push_back(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a id="l00817" name="l00817"></a><span class="lineno"> 817</span> }</div>
|
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<div class="line"><a id="l00818" name="l00818"></a><span class="lineno"> 818</span> <span class="keywordflow">if</span> (singleton_column.empty()) <span class="keywordflow">return</span>;</div>
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|
<div class="line"><a id="l00819" name="l00819"></a><span class="lineno"> 819</span> </div>
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|
<div class="line"><a id="l00820" name="l00820"></a><span class="lineno"> 820</span> <span class="comment">// Sort the singleton columns for the case where many of them correspond to</span></div>
|
|
<div class="line"><a id="l00821" name="l00821"></a><span class="lineno"> 821</span> <span class="comment">// the same row (equivalent to a piecewise-linear objective on this variable).</span></div>
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<div class="line"><a id="l00822" name="l00822"></a><span class="lineno"> 822</span> <span class="comment">// Negative cost_variation first since moving the singleton variable away from</span></div>
|
|
<div class="line"><a id="l00823" name="l00823"></a><span class="lineno"> 823</span> <span class="comment">// its current bound means the least decrease in the objective function for</span></div>
|
|
<div class="line"><a id="l00824" name="l00824"></a><span class="lineno"> 824</span> <span class="comment">// the same "error" variation.</span></div>
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|
<div class="line"><a id="l00825" name="l00825"></a><span class="lineno"> 825</span> ColumnComparator comparator(cost_variation);</div>
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|
<div class="line"><a id="l00826" name="l00826"></a><span class="lineno"> 826</span> std::sort(singleton_column.begin(), singleton_column.end(), comparator);</div>
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|
<div class="line"><a id="l00827" name="l00827"></a><span class="lineno"> 827</span> <a class="code hl_define" href="base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2">DCHECK_LE</a>(cost_variation[singleton_column.front()],</div>
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|
<div class="line"><a id="l00828" name="l00828"></a><span class="lineno"> 828</span> cost_variation[singleton_column.back()]);</div>
|
|
<div class="line"><a id="l00829" name="l00829"></a><span class="lineno"> 829</span> </div>
|
|
<div class="line"><a id="l00830" name="l00830"></a><span class="lineno"> 830</span> <span class="comment">// Use a singleton column to "absorb" the error when possible to avoid</span></div>
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|
<div class="line"><a id="l00831" name="l00831"></a><span class="lineno"> 831</span> <span class="comment">// introducing unneeded artificial variables. Note that with scaling on, the</span></div>
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<div class="line"><a id="l00832" name="l00832"></a><span class="lineno"> 832</span> <span class="comment">// only possible coefficient values are 1.0 or -1.0 (or maybe epsilon close to</span></div>
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|
<div class="line"><a id="l00833" name="l00833"></a><span class="lineno"> 833</span> <span class="comment">// them) and that the SingletonColumnSignPreprocessor makes them all positive.</span></div>
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<div class="line"><a id="l00834" name="l00834"></a><span class="lineno"> 834</span> <span class="comment">// However, this code works for any coefficient value.</span></div>
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<div class="line"><a id="l00835" name="l00835"></a><span class="lineno"> 835</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& variable_values = variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#aee882a95d5be1bcf8d0e422f8e1bb8b9">GetDenseRow</a>();</div>
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<div class="line"><a id="l00836" name="l00836"></a><span class="lineno"> 836</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : singleton_column) {</div>
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|
<div class="line"><a id="l00837" name="l00837"></a><span class="lineno"> 837</span> <span class="keyword">const</span> RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59">column</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>).<a class="code hl_function" href="classoperations__research_1_1glop_1_1_column_view.html#aedc46de5199e203b77de2eae2e4c100d">EntryRow</a>(EntryIndex(0));</div>
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|
<div class="line"><a id="l00838" name="l00838"></a><span class="lineno"> 838</span> </div>
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|
<div class="line"><a id="l00839" name="l00839"></a><span class="lineno"> 839</span> <span class="comment">// If no singleton columns have entered the basis for this row, choose the</span></div>
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|
<div class="line"><a id="l00840" name="l00840"></a><span class="lineno"> 840</span> <span class="comment">// first one. It will be the one with the least decrease in the objective</span></div>
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|
<div class="line"><a id="l00841" name="l00841"></a><span class="lineno"> 841</span> <span class="comment">// function when it leaves the basis.</span></div>
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<div class="line"><a id="l00842" name="l00842"></a><span class="lineno"> 842</span> <span class="keywordflow">if</span> ((*basis)[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
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|
<div class="line"><a id="l00843" name="l00843"></a><span class="lineno"> 843</span> (*basis)[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
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|
<div class="line"><a id="l00844" name="l00844"></a><span class="lineno"> 844</span> }</div>
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|
<div class="line"><a id="l00845" name="l00845"></a><span class="lineno"> 845</span> </div>
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|
<div class="line"><a id="l00846" name="l00846"></a><span class="lineno"> 846</span> <span class="comment">// If there is already no error in this row (i.e. it is primal-feasible),</span></div>
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|
<div class="line"><a id="l00847" name="l00847"></a><span class="lineno"> 847</span> <span class="comment">// there is nothing to do.</span></div>
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|
<div class="line"><a id="l00848" name="l00848"></a><span class="lineno"> 848</span> <span class="keywordflow">if</span> (error_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == 0.0) <span class="keywordflow">continue</span>;</div>
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|
<div class="line"><a id="l00849" name="l00849"></a><span class="lineno"> 849</span> </div>
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|
<div class="line"><a id="l00850" name="l00850"></a><span class="lineno"> 850</span> <span class="comment">// In this case, all the infeasibility can be "absorbed" and this variable</span></div>
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|
<div class="line"><a id="l00851" name="l00851"></a><span class="lineno"> 851</span> <span class="comment">// may not be at one of its bound anymore, so we have to use it in the</span></div>
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|
<div class="line"><a id="l00852" name="l00852"></a><span class="lineno"> 852</span> <span class="comment">// basis.</span></div>
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|
<div class="line"><a id="l00853" name="l00853"></a><span class="lineno"> 853</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a> =</div>
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|
<div class="line"><a id="l00854" name="l00854"></a><span class="lineno"> 854</span> compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59">column</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>).<a class="code hl_function" href="classoperations__research_1_1glop_1_1_column_view.html#aaef7fc778a29bb3bb3040c0423937f6e">EntryCoefficient</a>(EntryIndex(0));</div>
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|
<div class="line"><a id="l00855" name="l00855"></a><span class="lineno"> 855</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_value = variable_values[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] + error_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] / <a class="code hl_variable" href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a>;</div>
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|
<div class="line"><a id="l00856" name="l00856"></a><span class="lineno"> 856</span> <span class="keywordflow">if</span> (new_value >= <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] && new_value <= <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
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|
<div class="line"><a id="l00857" name="l00857"></a><span class="lineno"> 857</span> error_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = 0.0;</div>
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|
<div class="line"><a id="l00858" name="l00858"></a><span class="lineno"> 858</span> </div>
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|
<div class="line"><a id="l00859" name="l00859"></a><span class="lineno"> 859</span> <span class="comment">// Use this variable in the initial basis.</span></div>
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|
<div class="line"><a id="l00860" name="l00860"></a><span class="lineno"> 860</span> (*basis)[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
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|
<div class="line"><a id="l00861" name="l00861"></a><span class="lineno"> 861</span> <span class="keywordflow">continue</span>;</div>
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|
<div class="line"><a id="l00862" name="l00862"></a><span class="lineno"> 862</span> }</div>
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|
<div class="line"><a id="l00863" name="l00863"></a><span class="lineno"> 863</span> </div>
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|
<div class="line"><a id="l00864" name="l00864"></a><span class="lineno"> 864</span> <span class="comment">// The idea here is that if the singleton column cannot be used to "absorb"</span></div>
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|
<div class="line"><a id="l00865" name="l00865"></a><span class="lineno"> 865</span> <span class="comment">// all error_[row], if it is boxed, it can still be used to make the</span></div>
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|
<div class="line"><a id="l00866" name="l00866"></a><span class="lineno"> 866</span> <span class="comment">// infeasibility smaller (with a bound flip).</span></div>
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|
<div class="line"><a id="l00867" name="l00867"></a><span class="lineno"> 867</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> box_width = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a611fb1da73c33e2716b380db980fa825">GetBoundDifference</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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|
<div class="line"><a id="l00868" name="l00868"></a><span class="lineno"> 868</span> <a class="code hl_define" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(box_width, 0.0);</div>
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|
<div class="line"><a id="l00869" name="l00869"></a><span class="lineno"> 869</span> <a class="code hl_define" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(error_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>], 0.0);</div>
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|
<div class="line"><a id="l00870" name="l00870"></a><span class="lineno"> 870</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> error_sign = error_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] / <a class="code hl_variable" href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a>;</div>
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|
<div class="line"><a id="l00871" name="l00871"></a><span class="lineno"> 871</span> <span class="keywordflow">if</span> (variable_values[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] && error_sign > 0.0) {</div>
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|
<div class="line"><a id="l00872" name="l00872"></a><span class="lineno"> 872</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(box_width));</div>
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|
<div class="line"><a id="l00873" name="l00873"></a><span class="lineno"> 873</span> error_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] -= <a class="code hl_variable" href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a> * box_width;</div>
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<div class="line"><a id="l00874" name="l00874"></a><span class="lineno"> 874</span> SetNonBasicVariableStatusAndDeriveValue(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
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|
<div class="line"><a id="l00875" name="l00875"></a><span class="lineno"> 875</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>);</div>
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|
<div class="line"><a id="l00876" name="l00876"></a><span class="lineno"> 876</span> <span class="keywordflow">continue</span>;</div>
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|
<div class="line"><a id="l00877" name="l00877"></a><span class="lineno"> 877</span> }</div>
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|
<div class="line"><a id="l00878" name="l00878"></a><span class="lineno"> 878</span> <span class="keywordflow">if</span> (variable_values[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] && error_sign < 0.0) {</div>
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|
<div class="line"><a id="l00879" name="l00879"></a><span class="lineno"> 879</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(box_width));</div>
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|
<div class="line"><a id="l00880" name="l00880"></a><span class="lineno"> 880</span> error_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] += <a class="code hl_variable" href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a> * box_width;</div>
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|
<div class="line"><a id="l00881" name="l00881"></a><span class="lineno"> 881</span> SetNonBasicVariableStatusAndDeriveValue(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
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<div class="line"><a id="l00882" name="l00882"></a><span class="lineno"> 882</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>);</div>
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|
<div class="line"><a id="l00883" name="l00883"></a><span class="lineno"> 883</span> <span class="keywordflow">continue</span>;</div>
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|
<div class="line"><a id="l00884" name="l00884"></a><span class="lineno"> 884</span> }</div>
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|
<div class="line"><a id="l00885" name="l00885"></a><span class="lineno"> 885</span> }</div>
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<div class="line"><a id="l00886" name="l00886"></a><span class="lineno"> 886</span>}</div>
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<div class="line"><a id="l00887" name="l00887"></a><span class="lineno"> 887</span> </div>
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<div class="line"><a id="l00888" name="l00888"></a><span class="lineno"> 888</span><span class="keywordtype">bool</span> RevisedSimplex::InitializeMatrixAndTestIfUnchanged(</div>
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<div class="line"><a id="l00889" name="l00889"></a><span class="lineno"> 889</span> <span class="keyword">const</span> LinearProgram& lp, <span class="keywordtype">bool</span> lp_is_in_equation_form,</div>
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<div class="line"><a id="l00890" name="l00890"></a><span class="lineno"> 890</span> <span class="keywordtype">bool</span>* only_change_is_new_rows, <span class="keywordtype">bool</span>* only_change_is_new_cols,</div>
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<div class="line"><a id="l00891" name="l00891"></a><span class="lineno"> 891</span> ColIndex* num_new_cols) {</div>
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<div class="line"><a id="l00892" name="l00892"></a><span class="lineno"> 892</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
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<div class="line"><a id="l00893" name="l00893"></a><span class="lineno"> 893</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(only_change_is_new_rows != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00894" name="l00894"></a><span class="lineno"> 894</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(only_change_is_new_cols != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00895" name="l00895"></a><span class="lineno"> 895</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(num_new_cols != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00896" name="l00896"></a><span class="lineno"> 896</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_cols_, compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>());</div>
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<div class="line"><a id="l00897" name="l00897"></a><span class="lineno"> 897</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_rows_, compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">num_rows</a>());</div>
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<div class="line"><a id="l00898" name="l00898"></a><span class="lineno"> 898</span> </div>
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<div class="line"><a id="l00899" name="l00899"></a><span class="lineno"> 899</span> <span class="comment">// This works whether the lp is in equation form (with slack) or not.</span></div>
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<div class="line"><a id="l00900" name="l00900"></a><span class="lineno"> 900</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> old_part_of_matrix_is_unchanged =</div>
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<div class="line"><a id="l00901" name="l00901"></a><span class="lineno"> 901</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a9f2b788a9c67a4c71cb7e75b54aea27f">AreFirstColumnsAndRowsExactlyEquals</a>(</div>
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<div class="line"><a id="l00902" name="l00902"></a><span class="lineno"> 902</span> num_rows_, first_slack_col_, lp.GetSparseMatrix(), compact_matrix_);</div>
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|
<div class="line"><a id="l00903" name="l00903"></a><span class="lineno"> 903</span> </div>
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<div class="line"><a id="l00904" name="l00904"></a><span class="lineno"> 904</span> <span class="comment">// This is the only adaptation we need for the test below.</span></div>
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|
<div class="line"><a id="l00905" name="l00905"></a><span class="lineno"> 905</span> <span class="keyword">const</span> ColIndex lp_first_slack =</div>
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<div class="line"><a id="l00906" name="l00906"></a><span class="lineno"> 906</span> lp_is_in_equation_form ? lp.GetFirstSlackVariable() : lp.num_variables();</div>
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<div class="line"><a id="l00907" name="l00907"></a><span class="lineno"> 907</span> </div>
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<div class="line"><a id="l00908" name="l00908"></a><span class="lineno"> 908</span> <span class="comment">// Test if the matrix is unchanged, and if yes, just returns true. Note that</span></div>
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|
<div class="line"><a id="l00909" name="l00909"></a><span class="lineno"> 909</span> <span class="comment">// this doesn't check the columns corresponding to the slack variables,</span></div>
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|
<div class="line"><a id="l00910" name="l00910"></a><span class="lineno"> 910</span> <span class="comment">// because they were checked by lp.IsInEquationForm() when Solve() was called.</span></div>
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<div class="line"><a id="l00911" name="l00911"></a><span class="lineno"> 911</span> <span class="keywordflow">if</span> (old_part_of_matrix_is_unchanged && lp.num_constraints() == num_rows_ &&</div>
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|
<div class="line"><a id="l00912" name="l00912"></a><span class="lineno"> 912</span> lp_first_slack == first_slack_col_) {</div>
|
|
<div class="line"><a id="l00913" name="l00913"></a><span class="lineno"> 913</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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|
<div class="line"><a id="l00914" name="l00914"></a><span class="lineno"> 914</span> }</div>
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|
<div class="line"><a id="l00915" name="l00915"></a><span class="lineno"> 915</span> </div>
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<div class="line"><a id="l00916" name="l00916"></a><span class="lineno"> 916</span> <span class="comment">// Check if the new matrix can be derived from the old one just by adding</span></div>
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|
<div class="line"><a id="l00917" name="l00917"></a><span class="lineno"> 917</span> <span class="comment">// new rows (i.e new constraints).</span></div>
|
|
<div class="line"><a id="l00918" name="l00918"></a><span class="lineno"> 918</span> *only_change_is_new_rows = old_part_of_matrix_is_unchanged &&</div>
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|
<div class="line"><a id="l00919" name="l00919"></a><span class="lineno"> 919</span> lp.num_constraints() > num_rows_ &&</div>
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|
<div class="line"><a id="l00920" name="l00920"></a><span class="lineno"> 920</span> lp_first_slack == first_slack_col_;</div>
|
|
<div class="line"><a id="l00921" name="l00921"></a><span class="lineno"> 921</span> </div>
|
|
<div class="line"><a id="l00922" name="l00922"></a><span class="lineno"> 922</span> <span class="comment">// Check if the new matrix can be derived from the old one just by adding</span></div>
|
|
<div class="line"><a id="l00923" name="l00923"></a><span class="lineno"> 923</span> <span class="comment">// new columns (i.e new variables).</span></div>
|
|
<div class="line"><a id="l00924" name="l00924"></a><span class="lineno"> 924</span> *only_change_is_new_cols = old_part_of_matrix_is_unchanged &&</div>
|
|
<div class="line"><a id="l00925" name="l00925"></a><span class="lineno"> 925</span> lp.num_constraints() == num_rows_ &&</div>
|
|
<div class="line"><a id="l00926" name="l00926"></a><span class="lineno"> 926</span> lp_first_slack > first_slack_col_;</div>
|
|
<div class="line"><a id="l00927" name="l00927"></a><span class="lineno"> 927</span> *num_new_cols = *only_change_is_new_cols ? lp_first_slack - first_slack_col_</div>
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|
<div class="line"><a id="l00928" name="l00928"></a><span class="lineno"> 928</span> : ColIndex(0);</div>
|
|
<div class="line"><a id="l00929" name="l00929"></a><span class="lineno"> 929</span> </div>
|
|
<div class="line"><a id="l00930" name="l00930"></a><span class="lineno"> 930</span> <span class="comment">// Initialize first_slack_.</span></div>
|
|
<div class="line"><a id="l00931" name="l00931"></a><span class="lineno"> 931</span> first_slack_col_ = lp_first_slack;</div>
|
|
<div class="line"><a id="l00932" name="l00932"></a><span class="lineno"> 932</span> </div>
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|
<div class="line"><a id="l00933" name="l00933"></a><span class="lineno"> 933</span> <span class="comment">// Initialize the new dimensions.</span></div>
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|
<div class="line"><a id="l00934" name="l00934"></a><span class="lineno"> 934</span> num_rows_ = lp.num_constraints();</div>
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|
<div class="line"><a id="l00935" name="l00935"></a><span class="lineno"> 935</span> num_cols_ = lp_first_slack + <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(lp.num_constraints());</div>
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|
<div class="line"><a id="l00936" name="l00936"></a><span class="lineno"> 936</span> </div>
|
|
<div class="line"><a id="l00937" name="l00937"></a><span class="lineno"> 937</span> <span class="comment">// Populate compact_matrix_ and transposed_matrix_ if needed. Note that we</span></div>
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|
<div class="line"><a id="l00938" name="l00938"></a><span class="lineno"> 938</span> <span class="comment">// already added all the slack variables at this point, so matrix_ will not</span></div>
|
|
<div class="line"><a id="l00939" name="l00939"></a><span class="lineno"> 939</span> <span class="comment">// change anymore.</span></div>
|
|
<div class="line"><a id="l00940" name="l00940"></a><span class="lineno"> 940</span> <span class="keywordflow">if</span> (lp_is_in_equation_form) {</div>
|
|
<div class="line"><a id="l00941" name="l00941"></a><span class="lineno"> 941</span> <span class="comment">// TODO(user): This can be sped up by removing the MatrixView, but then</span></div>
|
|
<div class="line"><a id="l00942" name="l00942"></a><span class="lineno"> 942</span> <span class="comment">// this path will likely go away.</span></div>
|
|
<div class="line"><a id="l00943" name="l00943"></a><span class="lineno"> 943</span> compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#aed842e8403e5fc09b23ead11e415d32e">PopulateFromMatrixView</a>(MatrixView(lp.GetSparseMatrix()));</div>
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|
<div class="line"><a id="l00944" name="l00944"></a><span class="lineno"> 944</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00945" name="l00945"></a><span class="lineno"> 945</span> compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#ad7bb17ca34c329db6585464d1ef1012b">PopulateFromSparseMatrixAndAddSlacks</a>(lp.GetSparseMatrix());</div>
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|
<div class="line"><a id="l00946" name="l00946"></a><span class="lineno"> 946</span> }</div>
|
|
<div class="line"><a id="l00947" name="l00947"></a><span class="lineno"> 947</span> <span class="keywordflow">if</span> (parameters_.use_transposed_matrix()) {</div>
|
|
<div class="line"><a id="l00948" name="l00948"></a><span class="lineno"> 948</span> transposed_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#ab66e13ab146acabbfaf99ce9f75bf1d2">PopulateFromTranspose</a>(compact_matrix_);</div>
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|
<div class="line"><a id="l00949" name="l00949"></a><span class="lineno"> 949</span> }</div>
|
|
<div class="line"><a id="l00950" name="l00950"></a><span class="lineno"> 950</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00951" name="l00951"></a><span class="lineno"> 951</span>}</div>
|
|
<div class="line"><a id="l00952" name="l00952"></a><span class="lineno"> 952</span> </div>
|
|
<div class="line"><a id="l00953" name="l00953"></a><span class="lineno"> 953</span><span class="comment">// Preconditions: This should only be called if there are only new variable</span></div>
|
|
<div class="line"><a id="l00954" name="l00954"></a><span class="lineno"> 954</span><span class="comment">// in the lp.</span></div>
|
|
<div class="line"><a id="l00955" name="l00955"></a><span class="lineno"> 955</span><span class="keywordtype">bool</span> RevisedSimplex::OldBoundsAreUnchangedAndNewVariablesHaveOneBoundAtZero(</div>
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|
<div class="line"><a id="l00956" name="l00956"></a><span class="lineno"> 956</span> <span class="keyword">const</span> LinearProgram& lp, <span class="keywordtype">bool</span> lp_is_in_equation_form,</div>
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|
<div class="line"><a id="l00957" name="l00957"></a><span class="lineno"> 957</span> ColIndex num_new_cols) {</div>
|
|
<div class="line"><a id="l00958" name="l00958"></a><span class="lineno"> 958</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l00959" name="l00959"></a><span class="lineno"> 959</span> <a class="code hl_define" href="base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2">DCHECK_LE</a>(num_new_cols, first_slack_col_);</div>
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|
<div class="line"><a id="l00960" name="l00960"></a><span class="lineno"> 960</span> <span class="keyword">const</span> ColIndex first_new_col(first_slack_col_ - num_new_cols);</div>
|
|
<div class="line"><a id="l00961" name="l00961"></a><span class="lineno"> 961</span> </div>
|
|
<div class="line"><a id="l00962" name="l00962"></a><span class="lineno"> 962</span> <span class="comment">// Check the original variable bounds.</span></div>
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|
<div class="line"><a id="l00963" name="l00963"></a><span class="lineno"> 963</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a3db14ab65240d00133a76abb5f4edf8c">GetVariableLowerBounds</a>();</div>
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|
<div class="line"><a id="l00964" name="l00964"></a><span class="lineno"> 964</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab93f3d12ceb27e391fb1785db7e56463">GetVariableUpperBounds</a>();</div>
|
|
<div class="line"><a id="l00965" name="l00965"></a><span class="lineno"> 965</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < first_new_col; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l00966" name="l00966"></a><span class="lineno"> 966</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != lp.variable_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] ||</div>
|
|
<div class="line"><a id="l00967" name="l00967"></a><span class="lineno"> 967</span> <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != lp.variable_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a id="l00968" name="l00968"></a><span class="lineno"> 968</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00969" name="l00969"></a><span class="lineno"> 969</span> }</div>
|
|
<div class="line"><a id="l00970" name="l00970"></a><span class="lineno"> 970</span> }</div>
|
|
<div class="line"><a id="l00971" name="l00971"></a><span class="lineno"> 971</span> </div>
|
|
<div class="line"><a id="l00972" name="l00972"></a><span class="lineno"> 972</span> <span class="comment">// Check that each new variable has a bound of zero.</span></div>
|
|
<div class="line"><a id="l00973" name="l00973"></a><span class="lineno"> 973</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(first_new_col); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < first_slack_col_; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l00974" name="l00974"></a><span class="lineno"> 974</span> <span class="keywordflow">if</span> (lp.variable_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != 0.0 &&</div>
|
|
<div class="line"><a id="l00975" name="l00975"></a><span class="lineno"> 975</span> lp.variable_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != 0.0) {</div>
|
|
<div class="line"><a id="l00976" name="l00976"></a><span class="lineno"> 976</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00977" name="l00977"></a><span class="lineno"> 977</span> }</div>
|
|
<div class="line"><a id="l00978" name="l00978"></a><span class="lineno"> 978</span> }</div>
|
|
<div class="line"><a id="l00979" name="l00979"></a><span class="lineno"> 979</span> </div>
|
|
<div class="line"><a id="l00980" name="l00980"></a><span class="lineno"> 980</span> <span class="comment">// Check that the slack bounds are unchanged.</span></div>
|
|
<div class="line"><a id="l00981" name="l00981"></a><span class="lineno"> 981</span> <span class="keywordflow">if</span> (lp_is_in_equation_form) {</div>
|
|
<div class="line"><a id="l00982" name="l00982"></a><span class="lineno"> 982</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(first_slack_col_); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l00983" name="l00983"></a><span class="lineno"> 983</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> - num_new_cols] != lp.variable_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] ||</div>
|
|
<div class="line"><a id="l00984" name="l00984"></a><span class="lineno"> 984</span> <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> - num_new_cols] != lp.variable_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a id="l00985" name="l00985"></a><span class="lineno"> 985</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00986" name="l00986"></a><span class="lineno"> 986</span> }</div>
|
|
<div class="line"><a id="l00987" name="l00987"></a><span class="lineno"> 987</span> }</div>
|
|
<div class="line"><a id="l00988" name="l00988"></a><span class="lineno"> 988</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00989" name="l00989"></a><span class="lineno"> 989</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_rows_, lp.num_constraints());</div>
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|
<div class="line"><a id="l00990" name="l00990"></a><span class="lineno"> 990</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l00991" name="l00991"></a><span class="lineno"> 991</span> <span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = first_slack_col_ + <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
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|
<div class="line"><a id="l00992" name="l00992"></a><span class="lineno"> 992</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> - num_new_cols] !=</div>
|
|
<div class="line"><a id="l00993" name="l00993"></a><span class="lineno"> 993</span> -lp.constraint_upper_bounds()[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] ||</div>
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|
<div class="line"><a id="l00994" name="l00994"></a><span class="lineno"> 994</span> <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> - num_new_cols] !=</div>
|
|
<div class="line"><a id="l00995" name="l00995"></a><span class="lineno"> 995</span> -lp.constraint_lower_bounds()[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) {</div>
|
|
<div class="line"><a id="l00996" name="l00996"></a><span class="lineno"> 996</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00997" name="l00997"></a><span class="lineno"> 997</span> }</div>
|
|
<div class="line"><a id="l00998" name="l00998"></a><span class="lineno"> 998</span> }</div>
|
|
<div class="line"><a id="l00999" name="l00999"></a><span class="lineno"> 999</span> }</div>
|
|
<div class="line"><a id="l01000" name="l01000"></a><span class="lineno"> 1000</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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|
<div class="line"><a id="l01001" name="l01001"></a><span class="lineno"> 1001</span>}</div>
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|
<div class="line"><a id="l01002" name="l01002"></a><span class="lineno"> 1002</span> </div>
|
|
<div class="line"><a id="l01003" name="l01003"></a><span class="lineno"> 1003</span><span class="keywordtype">bool</span> RevisedSimplex::InitializeObjectiveAndTestIfUnchanged(</div>
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|
<div class="line"><a id="l01004" name="l01004"></a><span class="lineno"> 1004</span> <span class="keyword">const</span> LinearProgram& lp) {</div>
|
|
<div class="line"><a id="l01005" name="l01005"></a><span class="lineno"> 1005</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
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|
<div class="line"><a id="l01006" name="l01006"></a><span class="lineno"> 1006</span> </div>
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<div class="line"><a id="l01007" name="l01007"></a><span class="lineno"> 1007</span> <span class="keywordtype">bool</span> objective_is_unchanged = <span class="keyword">true</span>;</div>
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|
<div class="line"><a id="l01008" name="l01008"></a><span class="lineno"> 1008</span> objective_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(num_cols_, 0.0);</div>
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|
<div class="line"><a id="l01009" name="l01009"></a><span class="lineno"> 1009</span> </div>
|
|
<div class="line"><a id="l01010" name="l01010"></a><span class="lineno"> 1010</span> <span class="comment">// This function work whether the lp is in equation form (with slack) or</span></div>
|
|
<div class="line"><a id="l01011" name="l01011"></a><span class="lineno"> 1011</span> <span class="comment">// without, since the objective of the slacks are always zero.</span></div>
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|
<div class="line"><a id="l01012" name="l01012"></a><span class="lineno"> 1012</span> <a class="code hl_define" href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a>(num_cols_, lp.num_variables());</div>
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<div class="line"><a id="l01013" name="l01013"></a><span class="lineno"> 1013</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(lp.num_variables()); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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|
<div class="line"><a id="l01014" name="l01014"></a><span class="lineno"> 1014</span> <span class="keywordflow">if</span> (objective_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != 0.0) {</div>
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|
<div class="line"><a id="l01015" name="l01015"></a><span class="lineno"> 1015</span> objective_is_unchanged = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01016" name="l01016"></a><span class="lineno"> 1016</span> objective_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = 0.0;</div>
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|
<div class="line"><a id="l01017" name="l01017"></a><span class="lineno"> 1017</span> }</div>
|
|
<div class="line"><a id="l01018" name="l01018"></a><span class="lineno"> 1018</span> }</div>
|
|
<div class="line"><a id="l01019" name="l01019"></a><span class="lineno"> 1019</span> </div>
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|
<div class="line"><a id="l01020" name="l01020"></a><span class="lineno"> 1020</span> <span class="keywordflow">if</span> (lp.IsMaximizationProblem()) {</div>
|
|
<div class="line"><a id="l01021" name="l01021"></a><span class="lineno"> 1021</span> <span class="comment">// Note that we use the minimization version of the objective internally.</span></div>
|
|
<div class="line"><a id="l01022" name="l01022"></a><span class="lineno"> 1022</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < lp.num_variables(); ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l01023" name="l01023"></a><span class="lineno"> 1023</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a> = -lp.objective_coefficients()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l01024" name="l01024"></a><span class="lineno"> 1024</span> <span class="keywordflow">if</span> (objective_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != <a class="code hl_variable" href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a>) {</div>
|
|
<div class="line"><a id="l01025" name="l01025"></a><span class="lineno"> 1025</span> objective_is_unchanged = <span class="keyword">false</span>;</div>
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|
<div class="line"><a id="l01026" name="l01026"></a><span class="lineno"> 1026</span> objective_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code hl_variable" href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a>;</div>
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|
<div class="line"><a id="l01027" name="l01027"></a><span class="lineno"> 1027</span> }</div>
|
|
<div class="line"><a id="l01028" name="l01028"></a><span class="lineno"> 1028</span> }</div>
|
|
<div class="line"><a id="l01029" name="l01029"></a><span class="lineno"> 1029</span> objective_offset_ = -lp.objective_offset();</div>
|
|
<div class="line"><a id="l01030" name="l01030"></a><span class="lineno"> 1030</span> objective_scaling_factor_ = -lp.objective_scaling_factor();</div>
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|
<div class="line"><a id="l01031" name="l01031"></a><span class="lineno"> 1031</span> } <span class="keywordflow">else</span> {</div>
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|
<div class="line"><a id="l01032" name="l01032"></a><span class="lineno"> 1032</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < lp.num_variables(); ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l01033" name="l01033"></a><span class="lineno"> 1033</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a> = lp.objective_coefficients()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l01034" name="l01034"></a><span class="lineno"> 1034</span> <span class="keywordflow">if</span> (objective_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != <a class="code hl_variable" href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a>) {</div>
|
|
<div class="line"><a id="l01035" name="l01035"></a><span class="lineno"> 1035</span> objective_is_unchanged = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01036" name="l01036"></a><span class="lineno"> 1036</span> objective_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code hl_variable" href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a>;</div>
|
|
<div class="line"><a id="l01037" name="l01037"></a><span class="lineno"> 1037</span> }</div>
|
|
<div class="line"><a id="l01038" name="l01038"></a><span class="lineno"> 1038</span> }</div>
|
|
<div class="line"><a id="l01039" name="l01039"></a><span class="lineno"> 1039</span> objective_offset_ = lp.objective_offset();</div>
|
|
<div class="line"><a id="l01040" name="l01040"></a><span class="lineno"> 1040</span> objective_scaling_factor_ = lp.objective_scaling_factor();</div>
|
|
<div class="line"><a id="l01041" name="l01041"></a><span class="lineno"> 1041</span> }</div>
|
|
<div class="line"><a id="l01042" name="l01042"></a><span class="lineno"> 1042</span> </div>
|
|
<div class="line"><a id="l01043" name="l01043"></a><span class="lineno"> 1043</span> <span class="keywordflow">return</span> objective_is_unchanged;</div>
|
|
<div class="line"><a id="l01044" name="l01044"></a><span class="lineno"> 1044</span>}</div>
|
|
<div class="line"><a id="l01045" name="l01045"></a><span class="lineno"> 1045</span> </div>
|
|
<div class="line"><a id="l01046" name="l01046"></a><span class="lineno"> 1046</span><span class="keywordtype">void</span> RevisedSimplex::InitializeObjectiveLimit(<span class="keyword">const</span> LinearProgram& lp) {</div>
|
|
<div class="line"><a id="l01047" name="l01047"></a><span class="lineno"> 1047</span> objective_limit_reached_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01048" name="l01048"></a><span class="lineno"> 1048</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(std::isfinite(objective_offset_));</div>
|
|
<div class="line"><a id="l01049" name="l01049"></a><span class="lineno"> 1049</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(std::isfinite(objective_scaling_factor_));</div>
|
|
<div class="line"><a id="l01050" name="l01050"></a><span class="lineno"> 1050</span> <a class="code hl_define" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(0.0, objective_scaling_factor_);</div>
|
|
<div class="line"><a id="l01051" name="l01051"></a><span class="lineno"> 1051</span> </div>
|
|
<div class="line"><a id="l01052" name="l01052"></a><span class="lineno"> 1052</span> <span class="comment">// This sets dual_objective_limit_ and then primal_objective_limit_.</span></div>
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|
<div class="line"><a id="l01053" name="l01053"></a><span class="lineno"> 1053</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keywordtype">bool</span> set_dual : {<span class="keyword">true</span>, <span class="keyword">false</span>}) {</div>
|
|
<div class="line"><a id="l01054" name="l01054"></a><span class="lineno"> 1054</span> <span class="comment">// NOTE(user): If objective_scaling_factor_ is negative, the optimization</span></div>
|
|
<div class="line"><a id="l01055" name="l01055"></a><span class="lineno"> 1055</span> <span class="comment">// direction was reversed (during preprocessing or inside revised simplex),</span></div>
|
|
<div class="line"><a id="l01056" name="l01056"></a><span class="lineno"> 1056</span> <span class="comment">// i.e., the original problem is maximization. In such case the _meaning_ of</span></div>
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|
<div class="line"><a id="l01057" name="l01057"></a><span class="lineno"> 1057</span> <span class="comment">// the lower and upper limits is swapped. To this end we must change the</span></div>
|
|
<div class="line"><a id="l01058" name="l01058"></a><span class="lineno"> 1058</span> <span class="comment">// signs of limits, which happens automatically when calculating shifted</span></div>
|
|
<div class="line"><a id="l01059" name="l01059"></a><span class="lineno"> 1059</span> <span class="comment">// limits. We must also use upper (resp. lower) limit in place of lower</span></div>
|
|
<div class="line"><a id="l01060" name="l01060"></a><span class="lineno"> 1060</span> <span class="comment">// (resp. upper) limit when calculating the final objective_limit_.</span></div>
|
|
<div class="line"><a id="l01061" name="l01061"></a><span class="lineno"> 1061</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l01062" name="l01062"></a><span class="lineno"> 1062</span> <span class="comment">// Choose lower limit if using the dual simplex and scaling factor is</span></div>
|
|
<div class="line"><a id="l01063" name="l01063"></a><span class="lineno"> 1063</span> <span class="comment">// negative or if using the primal simplex and scaling is nonnegative, upper</span></div>
|
|
<div class="line"><a id="l01064" name="l01064"></a><span class="lineno"> 1064</span> <span class="comment">// limit otherwise.</span></div>
|
|
<div class="line"><a id="l01065" name="l01065"></a><span class="lineno"> 1065</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> limit = (objective_scaling_factor_ >= 0.0) != set_dual</div>
|
|
<div class="line"><a id="l01066" name="l01066"></a><span class="lineno"> 1066</span> ? parameters_.objective_lower_limit()</div>
|
|
<div class="line"><a id="l01067" name="l01067"></a><span class="lineno"> 1067</span> : parameters_.objective_upper_limit();</div>
|
|
<div class="line"><a id="l01068" name="l01068"></a><span class="lineno"> 1068</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> shifted_limit =</div>
|
|
<div class="line"><a id="l01069" name="l01069"></a><span class="lineno"> 1069</span> limit / objective_scaling_factor_ - objective_offset_;</div>
|
|
<div class="line"><a id="l01070" name="l01070"></a><span class="lineno"> 1070</span> <span class="keywordflow">if</span> (set_dual) {</div>
|
|
<div class="line"><a id="l01071" name="l01071"></a><span class="lineno"> 1071</span> dual_objective_limit_ = shifted_limit;</div>
|
|
<div class="line"><a id="l01072" name="l01072"></a><span class="lineno"> 1072</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l01073" name="l01073"></a><span class="lineno"> 1073</span> primal_objective_limit_ = shifted_limit;</div>
|
|
<div class="line"><a id="l01074" name="l01074"></a><span class="lineno"> 1074</span> }</div>
|
|
<div class="line"><a id="l01075" name="l01075"></a><span class="lineno"> 1075</span> }</div>
|
|
<div class="line"><a id="l01076" name="l01076"></a><span class="lineno"> 1076</span>}</div>
|
|
<div class="line"><a id="l01077" name="l01077"></a><span class="lineno"> 1077</span> </div>
|
|
<div class="line"><a id="l01078" name="l01078"></a><span class="lineno"> 1078</span><span class="comment">// This implementation starts with an initial matrix B equal to the identity</span></div>
|
|
<div class="line"><a id="l01079" name="l01079"></a><span class="lineno"> 1079</span><span class="comment">// matrix (modulo a column permutation). For that it uses either the slack</span></div>
|
|
<div class="line"><a id="l01080" name="l01080"></a><span class="lineno"> 1080</span><span class="comment">// variables or the singleton columns present in the problem. Afterwards, the</span></div>
|
|
<div class="line"><a id="l01081" name="l01081"></a><span class="lineno"> 1081</span><span class="comment">// fixed slacks in the basis are exchanged with normal columns of A if possible</span></div>
|
|
<div class="line"><a id="l01082" name="l01082"></a><span class="lineno"> 1082</span><span class="comment">// by the InitialBasis class.</span></div>
|
|
<div class="line"><a id="l01083" name="l01083"></a><span class="lineno"> 1083</span>Status RevisedSimplex::CreateInitialBasis() {</div>
|
|
<div class="line"><a id="l01084" name="l01084"></a><span class="lineno"> 1084</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l01085" name="l01085"></a><span class="lineno"> 1085</span> </div>
|
|
<div class="line"><a id="l01086" name="l01086"></a><span class="lineno"> 1086</span> <span class="comment">// Initialize the variable values and statuses.</span></div>
|
|
<div class="line"><a id="l01087" name="l01087"></a><span class="lineno"> 1087</span> <span class="comment">// Note that for the dual algorithm, boxed variables will be made</span></div>
|
|
<div class="line"><a id="l01088" name="l01088"></a><span class="lineno"> 1088</span> <span class="comment">// dual-feasible later by MakeBoxedVariableDualFeasible(), so it doesn't</span></div>
|
|
<div class="line"><a id="l01089" name="l01089"></a><span class="lineno"> 1089</span> <span class="comment">// really matter at which of their two finite bounds they start.</span></div>
|
|
<div class="line"><a id="l01090" name="l01090"></a><span class="lineno"> 1090</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#aa4f80506e3b396ad0b23dd73b779913d">InitializeToDefaultStatus</a>();</div>
|
|
<div class="line"><a id="l01091" name="l01091"></a><span class="lineno"> 1091</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a4ba3036005f4c90784c46bf01fa87159">ResetAllNonBasicVariableValues</a>(variable_starting_values_);</div>
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|
<div class="line"><a id="l01092" name="l01092"></a><span class="lineno"> 1092</span> </div>
|
|
<div class="line"><a id="l01093" name="l01093"></a><span class="lineno"> 1093</span> <span class="comment">// Start by using an all-slack basis.</span></div>
|
|
<div class="line"><a id="l01094" name="l01094"></a><span class="lineno"> 1094</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#ad73165f71f932e8ccc240d4db5097803">RowToColMapping</a> basis(num_rows_, <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>);</div>
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|
<div class="line"><a id="l01095" name="l01095"></a><span class="lineno"> 1095</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l01096" name="l01096"></a><span class="lineno"> 1096</span> basis[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = SlackColIndex(<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a id="l01097" name="l01097"></a><span class="lineno"> 1097</span> }</div>
|
|
<div class="line"><a id="l01098" name="l01098"></a><span class="lineno"> 1098</span> </div>
|
|
<div class="line"><a id="l01099" name="l01099"></a><span class="lineno"> 1099</span> <span class="comment">// If possible, for the primal simplex we replace some slack variables with</span></div>
|
|
<div class="line"><a id="l01100" name="l01100"></a><span class="lineno"> 1100</span> <span class="comment">// some singleton columns present in the problem.</span></div>
|
|
<div class="line"><a id="l01101" name="l01101"></a><span class="lineno"> 1101</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a3db14ab65240d00133a76abb5f4edf8c">GetVariableLowerBounds</a>();</div>
|
|
<div class="line"><a id="l01102" name="l01102"></a><span class="lineno"> 1102</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab93f3d12ceb27e391fb1785db7e56463">GetVariableUpperBounds</a>();</div>
|
|
<div class="line"><a id="l01103" name="l01103"></a><span class="lineno"> 1103</span> <span class="keywordflow">if</span> (!parameters_.use_dual_simplex() &&</div>
|
|
<div class="line"><a id="l01104" name="l01104"></a><span class="lineno"> 1104</span> parameters_.initial_basis() != GlopParameters::MAROS &&</div>
|
|
<div class="line"><a id="l01105" name="l01105"></a><span class="lineno"> 1105</span> parameters_.exploit_singleton_column_in_initial_basis()) {</div>
|
|
<div class="line"><a id="l01106" name="l01106"></a><span class="lineno"> 1106</span> <span class="comment">// For UseSingletonColumnInInitialBasis() to work better, we change</span></div>
|
|
<div class="line"><a id="l01107" name="l01107"></a><span class="lineno"> 1107</span> <span class="comment">// the value of the boxed singleton column with a non-zero cost to the best</span></div>
|
|
<div class="line"><a id="l01108" name="l01108"></a><span class="lineno"> 1108</span> <span class="comment">// of their two bounds.</span></div>
|
|
<div class="line"><a id="l01109" name="l01109"></a><span class="lineno"> 1109</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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|
<div class="line"><a id="l01110" name="l01110"></a><span class="lineno"> 1110</span> <span class="keywordflow">if</span> (compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59">column</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>).<a class="code hl_function" href="classoperations__research_1_1glop_1_1_column_view.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>() != 1) <span class="keywordflow">continue</span>;</div>
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<div class="line"><a id="l01111" name="l01111"></a><span class="lineno"> 1111</span> <span class="keyword">const</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358">VariableStatus</a> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">GetStatusRow</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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|
<div class="line"><a id="l01112" name="l01112"></a><span class="lineno"> 1112</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> objective = objective_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l01113" name="l01113"></a><span class="lineno"> 1113</span> <span class="keywordflow">if</span> (objective > 0 && <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(<a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) &&</div>
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<div class="line"><a id="l01114" name="l01114"></a><span class="lineno"> 1114</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>) {</div>
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<div class="line"><a id="l01115" name="l01115"></a><span class="lineno"> 1115</span> SetNonBasicVariableStatusAndDeriveValue(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
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<div class="line"><a id="l01116" name="l01116"></a><span class="lineno"> 1116</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>);</div>
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<div class="line"><a id="l01117" name="l01117"></a><span class="lineno"> 1117</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (objective < 0 && <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(<a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) &&</div>
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<div class="line"><a id="l01118" name="l01118"></a><span class="lineno"> 1118</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>) {</div>
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<div class="line"><a id="l01119" name="l01119"></a><span class="lineno"> 1119</span> SetNonBasicVariableStatusAndDeriveValue(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
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<div class="line"><a id="l01120" name="l01120"></a><span class="lineno"> 1120</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>);</div>
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<div class="line"><a id="l01121" name="l01121"></a><span class="lineno"> 1121</span> }</div>
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<div class="line"><a id="l01122" name="l01122"></a><span class="lineno"> 1122</span> }</div>
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<div class="line"><a id="l01123" name="l01123"></a><span class="lineno"> 1123</span> </div>
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<div class="line"><a id="l01124" name="l01124"></a><span class="lineno"> 1124</span> <span class="comment">// Compute the primal infeasibility of the initial variable values in</span></div>
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<div class="line"><a id="l01125" name="l01125"></a><span class="lineno"> 1125</span> <span class="comment">// error_.</span></div>
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<div class="line"><a id="l01126" name="l01126"></a><span class="lineno"> 1126</span> ComputeVariableValuesError();</div>
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|
<div class="line"><a id="l01127" name="l01127"></a><span class="lineno"> 1127</span> </div>
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<div class="line"><a id="l01128" name="l01128"></a><span class="lineno"> 1128</span> <span class="comment">// TODO(user): A better but slightly more complex algorithm would be to:</span></div>
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<div class="line"><a id="l01129" name="l01129"></a><span class="lineno"> 1129</span> <span class="comment">// - Ignore all singleton columns except the slacks during phase I.</span></div>
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<div class="line"><a id="l01130" name="l01130"></a><span class="lineno"> 1130</span> <span class="comment">// - For this, change the slack variable bounds accordingly.</span></div>
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<div class="line"><a id="l01131" name="l01131"></a><span class="lineno"> 1131</span> <span class="comment">// - At the end of phase I, restore the slack variable bounds and perform</span></div>
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<div class="line"><a id="l01132" name="l01132"></a><span class="lineno"> 1132</span> <span class="comment">// the same algorithm to start with feasible and "optimal" values of the</span></div>
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<div class="line"><a id="l01133" name="l01133"></a><span class="lineno"> 1133</span> <span class="comment">// singleton columns.</span></div>
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<div class="line"><a id="l01134" name="l01134"></a><span class="lineno"> 1134</span> basis.assign(num_rows_, <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>);</div>
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<div class="line"><a id="l01135" name="l01135"></a><span class="lineno"> 1135</span> UseSingletonColumnInInitialBasis(&basis);</div>
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<div class="line"><a id="l01136" name="l01136"></a><span class="lineno"> 1136</span> </div>
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<div class="line"><a id="l01137" name="l01137"></a><span class="lineno"> 1137</span> <span class="comment">// Eventually complete the basis with fixed slack columns.</span></div>
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<div class="line"><a id="l01138" name="l01138"></a><span class="lineno"> 1138</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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<div class="line"><a id="l01139" name="l01139"></a><span class="lineno"> 1139</span> <span class="keywordflow">if</span> (basis[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
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<div class="line"><a id="l01140" name="l01140"></a><span class="lineno"> 1140</span> basis[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = SlackColIndex(<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
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<div class="line"><a id="l01141" name="l01141"></a><span class="lineno"> 1141</span> }</div>
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|
<div class="line"><a id="l01142" name="l01142"></a><span class="lineno"> 1142</span> }</div>
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<div class="line"><a id="l01143" name="l01143"></a><span class="lineno"> 1143</span> }</div>
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<div class="line"><a id="l01144" name="l01144"></a><span class="lineno"> 1144</span> </div>
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<div class="line"><a id="l01145" name="l01145"></a><span class="lineno"> 1145</span> <span class="comment">// Use an advanced initial basis to remove the fixed variables from the basis.</span></div>
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|
<div class="line"><a id="l01146" name="l01146"></a><span class="lineno"> 1146</span> <span class="keywordflow">if</span> (parameters_.initial_basis() == GlopParameters::NONE) {</div>
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<div class="line"><a id="l01147" name="l01147"></a><span class="lineno"> 1147</span> <span class="keywordflow">return</span> InitializeFirstBasis(basis);</div>
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<div class="line"><a id="l01148" name="l01148"></a><span class="lineno"> 1148</span> }</div>
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<div class="line"><a id="l01149" name="l01149"></a><span class="lineno"> 1149</span> <span class="keywordflow">if</span> (parameters_.initial_basis() == GlopParameters::MAROS) {</div>
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<div class="line"><a id="l01150" name="l01150"></a><span class="lineno"> 1150</span> InitialBasis initial_basis(compact_matrix_, objective_, <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>,</div>
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<div class="line"><a id="l01151" name="l01151"></a><span class="lineno"> 1151</span> <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>, variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>());</div>
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<div class="line"><a id="l01152" name="l01152"></a><span class="lineno"> 1152</span> <span class="keywordflow">if</span> (parameters_.use_dual_simplex()) {</div>
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<div class="line"><a id="l01153" name="l01153"></a><span class="lineno"> 1153</span> <span class="comment">// This dual version only uses zero-cost columns to complete the</span></div>
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|
<div class="line"><a id="l01154" name="l01154"></a><span class="lineno"> 1154</span> <span class="comment">// basis.</span></div>
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|
<div class="line"><a id="l01155" name="l01155"></a><span class="lineno"> 1155</span> initial_basis.GetDualMarosBasis(num_cols_, &basis);</div>
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<div class="line"><a id="l01156" name="l01156"></a><span class="lineno"> 1156</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l01157" name="l01157"></a><span class="lineno"> 1157</span> initial_basis.GetPrimalMarosBasis(num_cols_, &basis);</div>
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<div class="line"><a id="l01158" name="l01158"></a><span class="lineno"> 1158</span> }</div>
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<div class="line"><a id="l01159" name="l01159"></a><span class="lineno"> 1159</span> <span class="keywordtype">int</span> number_changed = 0;</div>
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<div class="line"><a id="l01160" name="l01160"></a><span class="lineno"> 1160</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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<div class="line"><a id="l01161" name="l01161"></a><span class="lineno"> 1161</span> <span class="keywordflow">if</span> (basis[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] != SlackColIndex(<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)) {</div>
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<div class="line"><a id="l01162" name="l01162"></a><span class="lineno"> 1162</span> number_changed++;</div>
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<div class="line"><a id="l01163" name="l01163"></a><span class="lineno"> 1163</span> }</div>
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<div class="line"><a id="l01164" name="l01164"></a><span class="lineno"> 1164</span> }</div>
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<div class="line"><a id="l01165" name="l01165"></a><span class="lineno"> 1165</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Number of Maros basis changes: "</span> << number_changed;</div>
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<div class="line"><a id="l01166" name="l01166"></a><span class="lineno"> 1166</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (parameters_.initial_basis() == GlopParameters::BIXBY ||</div>
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<div class="line"><a id="l01167" name="l01167"></a><span class="lineno"> 1167</span> parameters_.initial_basis() == GlopParameters::TRIANGULAR) {</div>
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<div class="line"><a id="l01168" name="l01168"></a><span class="lineno"> 1168</span> <span class="comment">// First unassign the fixed variables from basis.</span></div>
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<div class="line"><a id="l01169" name="l01169"></a><span class="lineno"> 1169</span> <span class="keywordtype">int</span> num_fixed_variables = 0;</div>
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<div class="line"><a id="l01170" name="l01170"></a><span class="lineno"> 1170</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < basis.size(); ++<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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<div class="line"><a id="l01171" name="l01171"></a><span class="lineno"> 1171</span> <span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = basis[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
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<div class="line"><a id="l01172" name="l01172"></a><span class="lineno"> 1172</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
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<div class="line"><a id="l01173" name="l01173"></a><span class="lineno"> 1173</span> basis[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>;</div>
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<div class="line"><a id="l01174" name="l01174"></a><span class="lineno"> 1174</span> ++num_fixed_variables;</div>
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<div class="line"><a id="l01175" name="l01175"></a><span class="lineno"> 1175</span> }</div>
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<div class="line"><a id="l01176" name="l01176"></a><span class="lineno"> 1176</span> }</div>
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<div class="line"><a id="l01177" name="l01177"></a><span class="lineno"> 1177</span> </div>
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<div class="line"><a id="l01178" name="l01178"></a><span class="lineno"> 1178</span> <span class="keywordflow">if</span> (num_fixed_variables == 0) {</div>
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<div class="line"><a id="l01179" name="l01179"></a><span class="lineno"> 1179</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"Crash is set to "</span>, parameters_.initial_basis(),</div>
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<div class="line"><a id="l01180" name="l01180"></a><span class="lineno"> 1180</span> <span class="stringliteral">" but there is no equality rows to remove from initial all "</span></div>
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<div class="line"><a id="l01181" name="l01181"></a><span class="lineno"> 1181</span> <span class="stringliteral">"slack basis. Starting from there."</span>);</div>
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<div class="line"><a id="l01182" name="l01182"></a><span class="lineno"> 1182</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l01183" name="l01183"></a><span class="lineno"> 1183</span> <span class="comment">// Then complete the basis with an advanced initial basis algorithm.</span></div>
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|
<div class="line"><a id="l01184" name="l01184"></a><span class="lineno"> 1184</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"Trying to remove "</span>, num_fixed_variables,</div>
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<div class="line"><a id="l01185" name="l01185"></a><span class="lineno"> 1185</span> <span class="stringliteral">" fixed variables from the initial basis."</span>);</div>
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<div class="line"><a id="l01186" name="l01186"></a><span class="lineno"> 1186</span> InitialBasis initial_basis(compact_matrix_, objective_, <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>,</div>
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<div class="line"><a id="l01187" name="l01187"></a><span class="lineno"> 1187</span> <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>, variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>());</div>
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<div class="line"><a id="l01188" name="l01188"></a><span class="lineno"> 1188</span> </div>
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<div class="line"><a id="l01189" name="l01189"></a><span class="lineno"> 1189</span> <span class="keywordflow">if</span> (parameters_.initial_basis() == GlopParameters::BIXBY) {</div>
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<div class="line"><a id="l01190" name="l01190"></a><span class="lineno"> 1190</span> <span class="keywordflow">if</span> (parameters_.use_scaling()) {</div>
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<div class="line"><a id="l01191" name="l01191"></a><span class="lineno"> 1191</span> initial_basis.CompleteBixbyBasis(first_slack_col_, &basis);</div>
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<div class="line"><a id="l01192" name="l01192"></a><span class="lineno"> 1192</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l01193" name="l01193"></a><span class="lineno"> 1193</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Bixby initial basis algorithm requires the problem "</span></div>
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<div class="line"><a id="l01194" name="l01194"></a><span class="lineno"> 1194</span> << <span class="stringliteral">"to be scaled. Skipping Bixby's algorithm."</span>;</div>
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<div class="line"><a id="l01195" name="l01195"></a><span class="lineno"> 1195</span> }</div>
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|
<div class="line"><a id="l01196" name="l01196"></a><span class="lineno"> 1196</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (parameters_.initial_basis() == GlopParameters::TRIANGULAR) {</div>
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|
<div class="line"><a id="l01197" name="l01197"></a><span class="lineno"> 1197</span> <span class="comment">// Note the use of num_cols_ here because this algorithm</span></div>
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<div class="line"><a id="l01198" name="l01198"></a><span class="lineno"> 1198</span> <span class="comment">// benefits from treating fixed slack columns like any other column.</span></div>
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|
<div class="line"><a id="l01199" name="l01199"></a><span class="lineno"> 1199</span> <span class="keywordflow">if</span> (parameters_.use_dual_simplex()) {</div>
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|
<div class="line"><a id="l01200" name="l01200"></a><span class="lineno"> 1200</span> <span class="comment">// This dual version only uses zero-cost columns to complete the</span></div>
|
|
<div class="line"><a id="l01201" name="l01201"></a><span class="lineno"> 1201</span> <span class="comment">// basis.</span></div>
|
|
<div class="line"><a id="l01202" name="l01202"></a><span class="lineno"> 1202</span> initial_basis.CompleteTriangularDualBasis(num_cols_, &basis);</div>
|
|
<div class="line"><a id="l01203" name="l01203"></a><span class="lineno"> 1203</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l01204" name="l01204"></a><span class="lineno"> 1204</span> initial_basis.CompleteTriangularPrimalBasis(num_cols_, &basis);</div>
|
|
<div class="line"><a id="l01205" name="l01205"></a><span class="lineno"> 1205</span> }</div>
|
|
<div class="line"><a id="l01206" name="l01206"></a><span class="lineno"> 1206</span> </div>
|
|
<div class="line"><a id="l01207" name="l01207"></a><span class="lineno"> 1207</span> <span class="keyword">const</span> Status <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = InitializeFirstBasis(basis);</div>
|
|
<div class="line"><a id="l01208" name="l01208"></a><span class="lineno"> 1208</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>.ok()) {</div>
|
|
<div class="line"><a id="l01209" name="l01209"></a><span class="lineno"> 1209</span> <span class="keywordflow">return</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>;</div>
|
|
<div class="line"><a id="l01210" name="l01210"></a><span class="lineno"> 1210</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l01211" name="l01211"></a><span class="lineno"> 1211</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(</div>
|
|
<div class="line"><a id="l01212" name="l01212"></a><span class="lineno"> 1212</span> logger_,</div>
|
|
<div class="line"><a id="l01213" name="l01213"></a><span class="lineno"> 1213</span> <span class="stringliteral">"Advanced basis algo failed, Reverting to all slack basis."</span>);</div>
|
|
<div class="line"><a id="l01214" name="l01214"></a><span class="lineno"> 1214</span> </div>
|
|
<div class="line"><a id="l01215" name="l01215"></a><span class="lineno"> 1215</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l01216" name="l01216"></a><span class="lineno"> 1216</span> basis[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = SlackColIndex(<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a id="l01217" name="l01217"></a><span class="lineno"> 1217</span> }</div>
|
|
<div class="line"><a id="l01218" name="l01218"></a><span class="lineno"> 1218</span> }</div>
|
|
<div class="line"><a id="l01219" name="l01219"></a><span class="lineno"> 1219</span> }</div>
|
|
<div class="line"><a id="l01220" name="l01220"></a><span class="lineno"> 1220</span> }</div>
|
|
<div class="line"><a id="l01221" name="l01221"></a><span class="lineno"> 1221</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l01222" name="l01222"></a><span class="lineno"> 1222</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code hl_variable" href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a>) << <span class="stringliteral">"Unsupported initial_basis parameters: "</span></div>
|
|
<div class="line"><a id="l01223" name="l01223"></a><span class="lineno"> 1223</span> << parameters_.initial_basis();</div>
|
|
<div class="line"><a id="l01224" name="l01224"></a><span class="lineno"> 1224</span> }</div>
|
|
<div class="line"><a id="l01225" name="l01225"></a><span class="lineno"> 1225</span> </div>
|
|
<div class="line"><a id="l01226" name="l01226"></a><span class="lineno"> 1226</span> <span class="keywordflow">return</span> InitializeFirstBasis(basis);</div>
|
|
<div class="line"><a id="l01227" name="l01227"></a><span class="lineno"> 1227</span>}</div>
|
|
<div class="line"><a id="l01228" name="l01228"></a><span class="lineno"> 1228</span> </div>
|
|
<div class="line"><a id="l01229" name="l01229"></a><span class="lineno"> 1229</span>Status RevisedSimplex::InitializeFirstBasis(<span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#ad73165f71f932e8ccc240d4db5097803">RowToColMapping</a>& basis) {</div>
|
|
<div class="line"><a id="l01230" name="l01230"></a><span class="lineno"> 1230</span> basis_ = basis;</div>
|
|
<div class="line"><a id="l01231" name="l01231"></a><span class="lineno"> 1231</span> </div>
|
|
<div class="line"><a id="l01232" name="l01232"></a><span class="lineno"> 1232</span> <span class="comment">// For each row which does not have a basic column, assign it to the</span></div>
|
|
<div class="line"><a id="l01233" name="l01233"></a><span class="lineno"> 1233</span> <span class="comment">// corresponding slack column.</span></div>
|
|
<div class="line"><a id="l01234" name="l01234"></a><span class="lineno"> 1234</span> basis_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(num_rows_, <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>);</div>
|
|
<div class="line"><a id="l01235" name="l01235"></a><span class="lineno"> 1235</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l01236" name="l01236"></a><span class="lineno"> 1236</span> <span class="keywordflow">if</span> (basis_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
|
|
<div class="line"><a id="l01237" name="l01237"></a><span class="lineno"> 1237</span> basis_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = SlackColIndex(<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a id="l01238" name="l01238"></a><span class="lineno"> 1238</span> }</div>
|
|
<div class="line"><a id="l01239" name="l01239"></a><span class="lineno"> 1239</span> }</div>
|
|
<div class="line"><a id="l01240" name="l01240"></a><span class="lineno"> 1240</span> </div>
|
|
<div class="line"><a id="l01241" name="l01241"></a><span class="lineno"> 1241</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a697f638cbd5a2dab2977b24e550bd7f9">Initialize</a>());</div>
|
|
<div class="line"><a id="l01242" name="l01242"></a><span class="lineno"> 1242</span> PermuteBasis();</div>
|
|
<div class="line"><a id="l01243" name="l01243"></a><span class="lineno"> 1243</span> </div>
|
|
<div class="line"><a id="l01244" name="l01244"></a><span class="lineno"> 1244</span> <span class="comment">// Test that the upper bound on the condition number of basis is not too high.</span></div>
|
|
<div class="line"><a id="l01245" name="l01245"></a><span class="lineno"> 1245</span> <span class="comment">// The number was not computed by any rigorous analysis, we just prefer to</span></div>
|
|
<div class="line"><a id="l01246" name="l01246"></a><span class="lineno"> 1246</span> <span class="comment">// revert to the all slack basis if the condition number of our heuristic</span></div>
|
|
<div class="line"><a id="l01247" name="l01247"></a><span class="lineno"> 1247</span> <span class="comment">// first basis seems bad. See for instance on cond11.mps, where we get an</span></div>
|
|
<div class="line"><a id="l01248" name="l01248"></a><span class="lineno"> 1248</span> <span class="comment">// infinity upper bound.</span></div>
|
|
<div class="line"><a id="l01249" name="l01249"></a><span class="lineno"> 1249</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> condition_number_ub =</div>
|
|
<div class="line"><a id="l01250" name="l01250"></a><span class="lineno"> 1250</span> basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a2ac7d8b80f20a8442138b0673aa0158c">ComputeInfinityNormConditionNumberUpperBound</a>();</div>
|
|
<div class="line"><a id="l01251" name="l01251"></a><span class="lineno"> 1251</span> <span class="keywordflow">if</span> (condition_number_ub > parameters_.initial_condition_number_threshold()) {</div>
|
|
<div class="line"><a id="l01252" name="l01252"></a><span class="lineno"> 1252</span> <span class="keyword">const</span> std::string error_message =</div>
|
|
<div class="line"><a id="l01253" name="l01253"></a><span class="lineno"> 1253</span> absl::StrCat(<span class="stringliteral">"The matrix condition number upper bound is too high: "</span>,</div>
|
|
<div class="line"><a id="l01254" name="l01254"></a><span class="lineno"> 1254</span> condition_number_ub);</div>
|
|
<div class="line"><a id="l01255" name="l01255"></a><span class="lineno"> 1255</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, error_message);</div>
|
|
<div class="line"><a id="l01256" name="l01256"></a><span class="lineno"> 1256</span> <span class="keywordflow">return</span> Status(<a class="code hl_enumvalue" href="classoperations__research_1_1glop_1_1_status.html#a59e56af19e754a6aa26a612ebf91d05fafa2ff9c081445bfbfbda10bc41b76a87">Status::ERROR_LU</a>, error_message);</div>
|
|
<div class="line"><a id="l01257" name="l01257"></a><span class="lineno"> 1257</span> }</div>
|
|
<div class="line"><a id="l01258" name="l01258"></a><span class="lineno"> 1258</span> </div>
|
|
<div class="line"><a id="l01259" name="l01259"></a><span class="lineno"> 1259</span> <span class="comment">// Everything is okay, finish the initialization.</span></div>
|
|
<div class="line"><a id="l01260" name="l01260"></a><span class="lineno"> 1260</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l01261" name="l01261"></a><span class="lineno"> 1261</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab717dd0f604f9207435f9ab5336d1113">UpdateToBasicStatus</a>(basis_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
|
|
<div class="line"><a id="l01262" name="l01262"></a><span class="lineno"> 1262</span> }</div>
|
|
<div class="line"><a id="l01263" name="l01263"></a><span class="lineno"> 1263</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(BasisIsConsistent());</div>
|
|
<div class="line"><a id="l01264" name="l01264"></a><span class="lineno"> 1264</span> </div>
|
|
<div class="line"><a id="l01265" name="l01265"></a><span class="lineno"> 1265</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a4ba3036005f4c90784c46bf01fa87159">ResetAllNonBasicVariableValues</a>(variable_starting_values_);</div>
|
|
<div class="line"><a id="l01266" name="l01266"></a><span class="lineno"> 1266</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acb1363c79bda24cb95a41b5550be61f6">RecomputeBasicVariableValues</a>();</div>
|
|
<div class="line"><a id="l01267" name="l01267"></a><span class="lineno"> 1267</span> </div>
|
|
<div class="line"><a id="l01268" name="l01268"></a><span class="lineno"> 1268</span> <span class="keywordflow">if</span> (logger_-><a class="code hl_function" href="classoperations__research_1_1_solver_logger.html#a9492cb97f5ec0ecbce0b5ef1b085738b">LoggingIsEnabled</a>()) {</div>
|
|
<div class="line"><a id="l01269" name="l01269"></a><span class="lineno"> 1269</span> <span class="comment">// TODO(user): Maybe return an error status if this is too high. Note</span></div>
|
|
<div class="line"><a id="l01270" name="l01270"></a><span class="lineno"> 1270</span> <span class="comment">// however that if we want to do that, we need to reset variables_info_ to a</span></div>
|
|
<div class="line"><a id="l01271" name="l01271"></a><span class="lineno"> 1271</span> <span class="comment">// consistent state.</span></div>
|
|
<div class="line"><a id="l01272" name="l01272"></a><span class="lineno"> 1272</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = parameters_.primal_feasibility_tolerance();</div>
|
|
<div class="line"><a id="l01273" name="l01273"></a><span class="lineno"> 1273</span> <span class="keywordflow">if</span> (variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acc064869e181a9ad171a7b5044e9b454">ComputeMaximumPrimalResidual</a>() > tolerance) {</div>
|
|
<div class="line"><a id="l01274" name="l01274"></a><span class="lineno"> 1274</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(</div>
|
|
<div class="line"><a id="l01275" name="l01275"></a><span class="lineno"> 1275</span> logger_,</div>
|
|
<div class="line"><a id="l01276" name="l01276"></a><span class="lineno"> 1276</span> <span class="stringliteral">"The primal residual of the initial basis is above the tolerance, "</span>,</div>
|
|
<div class="line"><a id="l01277" name="l01277"></a><span class="lineno"> 1277</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acc064869e181a9ad171a7b5044e9b454">ComputeMaximumPrimalResidual</a>(), <span class="stringliteral">" vs. "</span>, tolerance);</div>
|
|
<div class="line"><a id="l01278" name="l01278"></a><span class="lineno"> 1278</span> }</div>
|
|
<div class="line"><a id="l01279" name="l01279"></a><span class="lineno"> 1279</span> }</div>
|
|
<div class="line"><a id="l01280" name="l01280"></a><span class="lineno"> 1280</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a id="l01281" name="l01281"></a><span class="lineno"> 1281</span>}</div>
|
|
<div class="line"><a id="l01282" name="l01282"></a><span class="lineno"> 1282</span> </div>
|
|
<div class="line"><a id="l01283" name="l01283"></a><span class="lineno"> 1283</span>Status RevisedSimplex::Initialize(<span class="keyword">const</span> LinearProgram& lp) {</div>
|
|
<div class="line"><a id="l01284" name="l01284"></a><span class="lineno"> 1284</span> parameters_ = initial_parameters_;</div>
|
|
<div class="line"><a id="l01285" name="l01285"></a><span class="lineno"> 1285</span> PropagateParameters();</div>
|
|
<div class="line"><a id="l01286" name="l01286"></a><span class="lineno"> 1286</span> </div>
|
|
<div class="line"><a id="l01287" name="l01287"></a><span class="lineno"> 1287</span> <span class="comment">// We accept both kind of input.</span></div>
|
|
<div class="line"><a id="l01288" name="l01288"></a><span class="lineno"> 1288</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l01289" name="l01289"></a><span class="lineno"> 1289</span> <span class="comment">// TODO(user): Ideally there should be no need to ever put the slack in the</span></div>
|
|
<div class="line"><a id="l01290" name="l01290"></a><span class="lineno"> 1290</span> <span class="comment">// LinearProgram. That take extra memory (one big SparseColumn per slack) and</span></div>
|
|
<div class="line"><a id="l01291" name="l01291"></a><span class="lineno"> 1291</span> <span class="comment">// just add visible overhead in incremental solve when one wants to add/remove</span></div>
|
|
<div class="line"><a id="l01292" name="l01292"></a><span class="lineno"> 1292</span> <span class="comment">// constraints. But for historical reason, we handle both for now.</span></div>
|
|
<div class="line"><a id="l01293" name="l01293"></a><span class="lineno"> 1293</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> lp_is_in_equation_form = lp.IsInEquationForm();</div>
|
|
<div class="line"><a id="l01294" name="l01294"></a><span class="lineno"> 1294</span> </div>
|
|
<div class="line"><a id="l01295" name="l01295"></a><span class="lineno"> 1295</span> <span class="comment">// Calling InitializeMatrixAndTestIfUnchanged() first is important because</span></div>
|
|
<div class="line"><a id="l01296" name="l01296"></a><span class="lineno"> 1296</span> <span class="comment">// this is where num_rows_ and num_cols_ are computed.</span></div>
|
|
<div class="line"><a id="l01297" name="l01297"></a><span class="lineno"> 1297</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l01298" name="l01298"></a><span class="lineno"> 1298</span> <span class="comment">// Note that these functions can't depend on use_dual_simplex() since we may</span></div>
|
|
<div class="line"><a id="l01299" name="l01299"></a><span class="lineno"> 1299</span> <span class="comment">// change it below.</span></div>
|
|
<div class="line"><a id="l01300" name="l01300"></a><span class="lineno"> 1300</span> ColIndex num_new_cols(0);</div>
|
|
<div class="line"><a id="l01301" name="l01301"></a><span class="lineno"> 1301</span> <span class="keywordtype">bool</span> only_change_is_new_rows = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01302" name="l01302"></a><span class="lineno"> 1302</span> <span class="keywordtype">bool</span> only_change_is_new_cols = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01303" name="l01303"></a><span class="lineno"> 1303</span> <span class="keywordtype">bool</span> matrix_is_unchanged = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l01304" name="l01304"></a><span class="lineno"> 1304</span> <span class="keywordtype">bool</span> only_new_bounds = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01305" name="l01305"></a><span class="lineno"> 1305</span> <span class="keywordflow">if</span> (solution_state_.<a class="code hl_function" href="structoperations__research_1_1glop_1_1_basis_state.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>() || !notify_that_matrix_is_unchanged_) {</div>
|
|
<div class="line"><a id="l01306" name="l01306"></a><span class="lineno"> 1306</span> matrix_is_unchanged = InitializeMatrixAndTestIfUnchanged(</div>
|
|
<div class="line"><a id="l01307" name="l01307"></a><span class="lineno"> 1307</span> lp, lp_is_in_equation_form, &only_change_is_new_rows,</div>
|
|
<div class="line"><a id="l01308" name="l01308"></a><span class="lineno"> 1308</span> &only_change_is_new_cols, &num_new_cols);</div>
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|
<div class="line"><a id="l01309" name="l01309"></a><span class="lineno"> 1309</span> only_new_bounds = only_change_is_new_cols && num_new_cols > 0 &&</div>
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|
<div class="line"><a id="l01310" name="l01310"></a><span class="lineno"> 1310</span> OldBoundsAreUnchangedAndNewVariablesHaveOneBoundAtZero(</div>
|
|
<div class="line"><a id="l01311" name="l01311"></a><span class="lineno"> 1311</span> lp, lp_is_in_equation_form, num_new_cols);</div>
|
|
<div class="line"><a id="l01312" name="l01312"></a><span class="lineno"> 1312</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="macros_8h.html#a7f536a3b33f9bed8f75734e035d30725">DEBUG_MODE</a>) {</div>
|
|
<div class="line"><a id="l01313" name="l01313"></a><span class="lineno"> 1313</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(InitializeMatrixAndTestIfUnchanged(</div>
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|
<div class="line"><a id="l01314" name="l01314"></a><span class="lineno"> 1314</span> lp, lp_is_in_equation_form, &only_change_is_new_rows,</div>
|
|
<div class="line"><a id="l01315" name="l01315"></a><span class="lineno"> 1315</span> &only_change_is_new_cols, &num_new_cols));</div>
|
|
<div class="line"><a id="l01316" name="l01316"></a><span class="lineno"> 1316</span> }</div>
|
|
<div class="line"><a id="l01317" name="l01317"></a><span class="lineno"> 1317</span> notify_that_matrix_is_unchanged_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01318" name="l01318"></a><span class="lineno"> 1318</span> </div>
|
|
<div class="line"><a id="l01319" name="l01319"></a><span class="lineno"> 1319</span> <span class="comment">// TODO(user): move objective with ReducedCosts class.</span></div>
|
|
<div class="line"><a id="l01320" name="l01320"></a><span class="lineno"> 1320</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> objective_is_unchanged = InitializeObjectiveAndTestIfUnchanged(lp);</div>
|
|
<div class="line"><a id="l01321" name="l01321"></a><span class="lineno"> 1321</span> </div>
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|
<div class="line"><a id="l01322" name="l01322"></a><span class="lineno"> 1322</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> bounds_are_unchanged =</div>
|
|
<div class="line"><a id="l01323" name="l01323"></a><span class="lineno"> 1323</span> lp_is_in_equation_form</div>
|
|
<div class="line"><a id="l01324" name="l01324"></a><span class="lineno"> 1324</span> ? variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ae8cd58179f49029e9b55fc53c1461494">LoadBoundsAndReturnTrueIfUnchanged</a>(</div>
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|
<div class="line"><a id="l01325" name="l01325"></a><span class="lineno"> 1325</span> lp.variable_lower_bounds(), lp.variable_upper_bounds())</div>
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|
<div class="line"><a id="l01326" name="l01326"></a><span class="lineno"> 1326</span> : variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ae8cd58179f49029e9b55fc53c1461494">LoadBoundsAndReturnTrueIfUnchanged</a>(</div>
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|
<div class="line"><a id="l01327" name="l01327"></a><span class="lineno"> 1327</span> lp.variable_lower_bounds(), lp.variable_upper_bounds(),</div>
|
|
<div class="line"><a id="l01328" name="l01328"></a><span class="lineno"> 1328</span> lp.constraint_lower_bounds(), lp.constraint_upper_bounds());</div>
|
|
<div class="line"><a id="l01329" name="l01329"></a><span class="lineno"> 1329</span> </div>
|
|
<div class="line"><a id="l01330" name="l01330"></a><span class="lineno"> 1330</span> <span class="comment">// If parameters_.allow_simplex_algorithm_change() is true and we already have</span></div>
|
|
<div class="line"><a id="l01331" name="l01331"></a><span class="lineno"> 1331</span> <span class="comment">// a primal (resp. dual) feasible solution, then we use the primal (resp.</span></div>
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|
<div class="line"><a id="l01332" name="l01332"></a><span class="lineno"> 1332</span> <span class="comment">// dual) algorithm since there is a good chance that it will be faster.</span></div>
|
|
<div class="line"><a id="l01333" name="l01333"></a><span class="lineno"> 1333</span> <span class="keywordflow">if</span> (matrix_is_unchanged && parameters_.allow_simplex_algorithm_change()) {</div>
|
|
<div class="line"><a id="l01334" name="l01334"></a><span class="lineno"> 1334</span> <span class="keywordflow">if</span> (objective_is_unchanged && !bounds_are_unchanged) {</div>
|
|
<div class="line"><a id="l01335" name="l01335"></a><span class="lineno"> 1335</span> parameters_.set_use_dual_simplex(<span class="keyword">true</span>);</div>
|
|
<div class="line"><a id="l01336" name="l01336"></a><span class="lineno"> 1336</span> PropagateParameters();</div>
|
|
<div class="line"><a id="l01337" name="l01337"></a><span class="lineno"> 1337</span> }</div>
|
|
<div class="line"><a id="l01338" name="l01338"></a><span class="lineno"> 1338</span> <span class="keywordflow">if</span> (bounds_are_unchanged && !objective_is_unchanged) {</div>
|
|
<div class="line"><a id="l01339" name="l01339"></a><span class="lineno"> 1339</span> parameters_.set_use_dual_simplex(<span class="keyword">false</span>);</div>
|
|
<div class="line"><a id="l01340" name="l01340"></a><span class="lineno"> 1340</span> PropagateParameters();</div>
|
|
<div class="line"><a id="l01341" name="l01341"></a><span class="lineno"> 1341</span> }</div>
|
|
<div class="line"><a id="l01342" name="l01342"></a><span class="lineno"> 1342</span> }</div>
|
|
<div class="line"><a id="l01343" name="l01343"></a><span class="lineno"> 1343</span> </div>
|
|
<div class="line"><a id="l01344" name="l01344"></a><span class="lineno"> 1344</span> InitializeObjectiveLimit(lp);</div>
|
|
<div class="line"><a id="l01345" name="l01345"></a><span class="lineno"> 1345</span> </div>
|
|
<div class="line"><a id="l01346" name="l01346"></a><span class="lineno"> 1346</span> <span class="comment">// Computes the variable name as soon as possible for logging.</span></div>
|
|
<div class="line"><a id="l01347" name="l01347"></a><span class="lineno"> 1347</span> <span class="comment">// TODO(user): do we really need to store them? we could just compute them</span></div>
|
|
<div class="line"><a id="l01348" name="l01348"></a><span class="lineno"> 1348</span> <span class="comment">// on the fly since we do not need the speed.</span></div>
|
|
<div class="line"><a id="l01349" name="l01349"></a><span class="lineno"> 1349</span> <span class="keywordflow">if</span> (<a class="code hl_define" href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a>(2)) {</div>
|
|
<div class="line"><a id="l01350" name="l01350"></a><span class="lineno"> 1350</span> SetVariableNames();</div>
|
|
<div class="line"><a id="l01351" name="l01351"></a><span class="lineno"> 1351</span> }</div>
|
|
<div class="line"><a id="l01352" name="l01352"></a><span class="lineno"> 1352</span> </div>
|
|
<div class="line"><a id="l01353" name="l01353"></a><span class="lineno"> 1353</span> <span class="comment">// Warm-start? This is supported only if the solution_state_ is non empty,</span></div>
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|
<div class="line"><a id="l01354" name="l01354"></a><span class="lineno"> 1354</span> <span class="comment">// i.e., this revised simplex i) was already used to solve a problem, or</span></div>
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|
<div class="line"><a id="l01355" name="l01355"></a><span class="lineno"> 1355</span> <span class="comment">// ii) the solution state was provided externally. Note that the</span></div>
|
|
<div class="line"><a id="l01356" name="l01356"></a><span class="lineno"> 1356</span> <span class="comment">// solution_state_ may have nothing to do with the current problem, e.g.,</span></div>
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|
<div class="line"><a id="l01357" name="l01357"></a><span class="lineno"> 1357</span> <span class="comment">// objective, matrix, and/or bounds had changed. So we support several</span></div>
|
|
<div class="line"><a id="l01358" name="l01358"></a><span class="lineno"> 1358</span> <span class="comment">// scenarios of warm-start depending on how did the problem change and which</span></div>
|
|
<div class="line"><a id="l01359" name="l01359"></a><span class="lineno"> 1359</span> <span class="comment">// simplex algorithm is used (primal or dual).</span></div>
|
|
<div class="line"><a id="l01360" name="l01360"></a><span class="lineno"> 1360</span> <span class="keywordtype">bool</span> solve_from_scratch = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l01361" name="l01361"></a><span class="lineno"> 1361</span> </div>
|
|
<div class="line"><a id="l01362" name="l01362"></a><span class="lineno"> 1362</span> <span class="comment">// Try to perform a "quick" warm-start with no matrix factorization involved.</span></div>
|
|
<div class="line"><a id="l01363" name="l01363"></a><span class="lineno"> 1363</span> <span class="keywordflow">if</span> (!solution_state_.<a class="code hl_function" href="structoperations__research_1_1glop_1_1_basis_state.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>() && !solution_state_has_been_set_externally_) {</div>
|
|
<div class="line"><a id="l01364" name="l01364"></a><span class="lineno"> 1364</span> <span class="keywordflow">if</span> (!parameters_.use_dual_simplex()) {</div>
|
|
<div class="line"><a id="l01365" name="l01365"></a><span class="lineno"> 1365</span> <span class="comment">// With primal simplex, always clear dual norms and dual pricing.</span></div>
|
|
<div class="line"><a id="l01366" name="l01366"></a><span class="lineno"> 1366</span> <span class="comment">// Incrementality is supported only if only change to the matrix and</span></div>
|
|
<div class="line"><a id="l01367" name="l01367"></a><span class="lineno"> 1367</span> <span class="comment">// bounds is adding new columns (objective may change), and that all</span></div>
|
|
<div class="line"><a id="l01368" name="l01368"></a><span class="lineno"> 1368</span> <span class="comment">// new columns have a bound equal to zero.</span></div>
|
|
<div class="line"><a id="l01369" name="l01369"></a><span class="lineno"> 1369</span> dual_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a id="l01370" name="l01370"></a><span class="lineno"> 1370</span> dual_pricing_vector_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a id="l01371" name="l01371"></a><span class="lineno"> 1371</span> <span class="keywordflow">if</span> (matrix_is_unchanged && bounds_are_unchanged) {</div>
|
|
<div class="line"><a id="l01372" name="l01372"></a><span class="lineno"> 1372</span> <span class="comment">// TODO(user): Do not do that if objective_is_unchanged. Currently</span></div>
|
|
<div class="line"><a id="l01373" name="l01373"></a><span class="lineno"> 1373</span> <span class="comment">// this seems to break something. Investigate.</span></div>
|
|
<div class="line"><a id="l01374" name="l01374"></a><span class="lineno"> 1374</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">ClearAndRemoveCostShifts</a>();</div>
|
|
<div class="line"><a id="l01375" name="l01375"></a><span class="lineno"> 1375</span> solve_from_scratch = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01376" name="l01376"></a><span class="lineno"> 1376</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (only_change_is_new_cols && only_new_bounds) {</div>
|
|
<div class="line"><a id="l01377" name="l01377"></a><span class="lineno"> 1377</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ad401fcfc84cd01c7aff52c7226a071b9">InitializeFromBasisState</a>(first_slack_col_, num_new_cols,</div>
|
|
<div class="line"><a id="l01378" name="l01378"></a><span class="lineno"> 1378</span> solution_state_);</div>
|
|
<div class="line"><a id="l01379" name="l01379"></a><span class="lineno"> 1379</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a4ba3036005f4c90784c46bf01fa87159">ResetAllNonBasicVariableValues</a>(</div>
|
|
<div class="line"><a id="l01380" name="l01380"></a><span class="lineno"> 1380</span> variable_starting_values_);</div>
|
|
<div class="line"><a id="l01381" name="l01381"></a><span class="lineno"> 1381</span> </div>
|
|
<div class="line"><a id="l01382" name="l01382"></a><span class="lineno"> 1382</span> <span class="keyword">const</span> ColIndex first_new_col(first_slack_col_ - num_new_cols);</div>
|
|
<div class="line"><a id="l01383" name="l01383"></a><span class="lineno"> 1383</span> <span class="keywordflow">for</span> (ColIndex& col_ref : basis_) {</div>
|
|
<div class="line"><a id="l01384" name="l01384"></a><span class="lineno"> 1384</span> <span class="keywordflow">if</span> (col_ref >= first_new_col) {</div>
|
|
<div class="line"><a id="l01385" name="l01385"></a><span class="lineno"> 1385</span> col_ref += num_new_cols;</div>
|
|
<div class="line"><a id="l01386" name="l01386"></a><span class="lineno"> 1386</span> }</div>
|
|
<div class="line"><a id="l01387" name="l01387"></a><span class="lineno"> 1387</span> }</div>
|
|
<div class="line"><a id="l01388" name="l01388"></a><span class="lineno"> 1388</span> </div>
|
|
<div class="line"><a id="l01389" name="l01389"></a><span class="lineno"> 1389</span> <span class="comment">// Make sure the primal edge norm are recomputed from scratch.</span></div>
|
|
<div class="line"><a id="l01390" name="l01390"></a><span class="lineno"> 1390</span> <span class="comment">// TODO(user): only the norms of the new columns actually need to be</span></div>
|
|
<div class="line"><a id="l01391" name="l01391"></a><span class="lineno"> 1391</span> <span class="comment">// computed.</span></div>
|
|
<div class="line"><a id="l01392" name="l01392"></a><span class="lineno"> 1392</span> primal_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a id="l01393" name="l01393"></a><span class="lineno"> 1393</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">ClearAndRemoveCostShifts</a>();</div>
|
|
<div class="line"><a id="l01394" name="l01394"></a><span class="lineno"> 1394</span> solve_from_scratch = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01395" name="l01395"></a><span class="lineno"> 1395</span> }</div>
|
|
<div class="line"><a id="l01396" name="l01396"></a><span class="lineno"> 1396</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l01397" name="l01397"></a><span class="lineno"> 1397</span> <span class="comment">// With dual simplex, always clear primal norms. Incrementality is</span></div>
|
|
<div class="line"><a id="l01398" name="l01398"></a><span class="lineno"> 1398</span> <span class="comment">// supported only if the objective remains the same (the matrix may</span></div>
|
|
<div class="line"><a id="l01399" name="l01399"></a><span class="lineno"> 1399</span> <span class="comment">// contain new rows and the bounds may change).</span></div>
|
|
<div class="line"><a id="l01400" name="l01400"></a><span class="lineno"> 1400</span> primal_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a id="l01401" name="l01401"></a><span class="lineno"> 1401</span> <span class="keywordflow">if</span> (objective_is_unchanged) {</div>
|
|
<div class="line"><a id="l01402" name="l01402"></a><span class="lineno"> 1402</span> <span class="keywordflow">if</span> (matrix_is_unchanged) {</div>
|
|
<div class="line"><a id="l01403" name="l01403"></a><span class="lineno"> 1403</span> <span class="keywordflow">if</span> (!bounds_are_unchanged) {</div>
|
|
<div class="line"><a id="l01404" name="l01404"></a><span class="lineno"> 1404</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ad401fcfc84cd01c7aff52c7226a071b9">InitializeFromBasisState</a>(</div>
|
|
<div class="line"><a id="l01405" name="l01405"></a><span class="lineno"> 1405</span> first_slack_col_, ColIndex(0), solution_state_);</div>
|
|
<div class="line"><a id="l01406" name="l01406"></a><span class="lineno"> 1406</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a4ba3036005f4c90784c46bf01fa87159">ResetAllNonBasicVariableValues</a>(</div>
|
|
<div class="line"><a id="l01407" name="l01407"></a><span class="lineno"> 1407</span> variable_starting_values_);</div>
|
|
<div class="line"><a id="l01408" name="l01408"></a><span class="lineno"> 1408</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acb1363c79bda24cb95a41b5550be61f6">RecomputeBasicVariableValues</a>();</div>
|
|
<div class="line"><a id="l01409" name="l01409"></a><span class="lineno"> 1409</span> }</div>
|
|
<div class="line"><a id="l01410" name="l01410"></a><span class="lineno"> 1410</span> solve_from_scratch = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01411" name="l01411"></a><span class="lineno"> 1411</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (only_change_is_new_rows) {</div>
|
|
<div class="line"><a id="l01412" name="l01412"></a><span class="lineno"> 1412</span> <span class="comment">// For the dual-simplex, we also perform a warm start if a couple of</span></div>
|
|
<div class="line"><a id="l01413" name="l01413"></a><span class="lineno"> 1413</span> <span class="comment">// new rows where added.</span></div>
|
|
<div class="line"><a id="l01414" name="l01414"></a><span class="lineno"> 1414</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ad401fcfc84cd01c7aff52c7226a071b9">InitializeFromBasisState</a>(</div>
|
|
<div class="line"><a id="l01415" name="l01415"></a><span class="lineno"> 1415</span> first_slack_col_, ColIndex(0), solution_state_);</div>
|
|
<div class="line"><a id="l01416" name="l01416"></a><span class="lineno"> 1416</span> dual_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#aa1eaa31ee29b8635d194762c1eb80962">ResizeOnNewRows</a>(num_rows_);</div>
|
|
<div class="line"><a id="l01417" name="l01417"></a><span class="lineno"> 1417</span> </div>
|
|
<div class="line"><a id="l01418" name="l01418"></a><span class="lineno"> 1418</span> <span class="comment">// TODO(user): The reduced costs do not really need to be recomputed.</span></div>
|
|
<div class="line"><a id="l01419" name="l01419"></a><span class="lineno"> 1419</span> <span class="comment">// We just need to initialize the ones of the new slack variables to</span></div>
|
|
<div class="line"><a id="l01420" name="l01420"></a><span class="lineno"> 1420</span> <span class="comment">// 0.</span></div>
|
|
<div class="line"><a id="l01421" name="l01421"></a><span class="lineno"> 1421</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">ClearAndRemoveCostShifts</a>();</div>
|
|
<div class="line"><a id="l01422" name="l01422"></a><span class="lineno"> 1422</span> dual_pricing_vector_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a id="l01423" name="l01423"></a><span class="lineno"> 1423</span> </div>
|
|
<div class="line"><a id="l01424" name="l01424"></a><span class="lineno"> 1424</span> <span class="comment">// Note that this needs to be done after the Clear() calls above.</span></div>
|
|
<div class="line"><a id="l01425" name="l01425"></a><span class="lineno"> 1425</span> <span class="keywordflow">if</span> (InitializeFirstBasis(basis_).ok()) {</div>
|
|
<div class="line"><a id="l01426" name="l01426"></a><span class="lineno"> 1426</span> solve_from_scratch = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01427" name="l01427"></a><span class="lineno"> 1427</span> }</div>
|
|
<div class="line"><a id="l01428" name="l01428"></a><span class="lineno"> 1428</span> }</div>
|
|
<div class="line"><a id="l01429" name="l01429"></a><span class="lineno"> 1429</span> }</div>
|
|
<div class="line"><a id="l01430" name="l01430"></a><span class="lineno"> 1430</span> }</div>
|
|
<div class="line"><a id="l01431" name="l01431"></a><span class="lineno"> 1431</span> }</div>
|
|
<div class="line"><a id="l01432" name="l01432"></a><span class="lineno"> 1432</span> </div>
|
|
<div class="line"><a id="l01433" name="l01433"></a><span class="lineno"> 1433</span> <span class="comment">// If we couldn't perform a "quick" warm start above, we can at least try to</span></div>
|
|
<div class="line"><a id="l01434" name="l01434"></a><span class="lineno"> 1434</span> <span class="comment">// reuse the variable statuses.</span></div>
|
|
<div class="line"><a id="l01435" name="l01435"></a><span class="lineno"> 1435</span> <span class="keywordflow">if</span> (solve_from_scratch && !solution_state_.<a class="code hl_function" href="structoperations__research_1_1glop_1_1_basis_state.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>()) {</div>
|
|
<div class="line"><a id="l01436" name="l01436"></a><span class="lineno"> 1436</span> basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a id="l01437" name="l01437"></a><span class="lineno"> 1437</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">ClearAndRemoveCostShifts</a>();</div>
|
|
<div class="line"><a id="l01438" name="l01438"></a><span class="lineno"> 1438</span> primal_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a id="l01439" name="l01439"></a><span class="lineno"> 1439</span> dual_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a id="l01440" name="l01440"></a><span class="lineno"> 1440</span> dual_pricing_vector_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a id="l01441" name="l01441"></a><span class="lineno"> 1441</span> </div>
|
|
<div class="line"><a id="l01442" name="l01442"></a><span class="lineno"> 1442</span> <span class="comment">// If an external basis has been provided or if the matrix changed, we need</span></div>
|
|
<div class="line"><a id="l01443" name="l01443"></a><span class="lineno"> 1443</span> <span class="comment">// to perform more work, e.g., factorize the proposed basis and validate it.</span></div>
|
|
<div class="line"><a id="l01444" name="l01444"></a><span class="lineno"> 1444</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ad401fcfc84cd01c7aff52c7226a071b9">InitializeFromBasisState</a>(first_slack_col_, ColIndex(0),</div>
|
|
<div class="line"><a id="l01445" name="l01445"></a><span class="lineno"> 1445</span> solution_state_);</div>
|
|
<div class="line"><a id="l01446" name="l01446"></a><span class="lineno"> 1446</span> </div>
|
|
<div class="line"><a id="l01447" name="l01447"></a><span class="lineno"> 1447</span> <span class="comment">// Use the set of basic columns as a "hint" to construct the first basis.</span></div>
|
|
<div class="line"><a id="l01448" name="l01448"></a><span class="lineno"> 1448</span> std::vector<ColIndex> candidates;</div>
|
|
<div class="line"><a id="l01449" name="l01449"></a><span class="lineno"> 1449</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">GetIsBasicBitRow</a>()) {</div>
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|
<div class="line"><a id="l01450" name="l01450"></a><span class="lineno"> 1450</span> candidates.push_back(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a id="l01451" name="l01451"></a><span class="lineno"> 1451</span> }</div>
|
|
<div class="line"><a id="l01452" name="l01452"></a><span class="lineno"> 1452</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"The warm-start state contains "</span>, candidates.size(),</div>
|
|
<div class="line"><a id="l01453" name="l01453"></a><span class="lineno"> 1453</span> <span class="stringliteral">" candidates for the basis (num_rows = "</span>, num_rows_.value(),</div>
|
|
<div class="line"><a id="l01454" name="l01454"></a><span class="lineno"> 1454</span> <span class="stringliteral">")."</span>);</div>
|
|
<div class="line"><a id="l01455" name="l01455"></a><span class="lineno"> 1455</span> </div>
|
|
<div class="line"><a id="l01456" name="l01456"></a><span class="lineno"> 1456</span> <span class="comment">// Optimization: Try to factorize it right away if we have the correct</span></div>
|
|
<div class="line"><a id="l01457" name="l01457"></a><span class="lineno"> 1457</span> <span class="comment">// number of element. Ideally the other path below would no require a</span></div>
|
|
<div class="line"><a id="l01458" name="l01458"></a><span class="lineno"> 1458</span> <span class="comment">// "double" factorization effort, so this would not be needed.</span></div>
|
|
<div class="line"><a id="l01459" name="l01459"></a><span class="lineno"> 1459</span> <span class="keywordflow">if</span> (candidates.size() == num_rows_) {</div>
|
|
<div class="line"><a id="l01460" name="l01460"></a><span class="lineno"> 1460</span> basis_.clear();</div>
|
|
<div class="line"><a id="l01461" name="l01461"></a><span class="lineno"> 1461</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : candidates) {</div>
|
|
<div class="line"><a id="l01462" name="l01462"></a><span class="lineno"> 1462</span> basis_.push_back(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a id="l01463" name="l01463"></a><span class="lineno"> 1463</span> }</div>
|
|
<div class="line"><a id="l01464" name="l01464"></a><span class="lineno"> 1464</span> </div>
|
|
<div class="line"><a id="l01465" name="l01465"></a><span class="lineno"> 1465</span> <span class="comment">// TODO(user): Depending on the error here, there is no point doing extra</span></div>
|
|
<div class="line"><a id="l01466" name="l01466"></a><span class="lineno"> 1466</span> <span class="comment">// work below. This is the case when we fail because of a bad initial</span></div>
|
|
<div class="line"><a id="l01467" name="l01467"></a><span class="lineno"> 1467</span> <span class="comment">// condition number for instance.</span></div>
|
|
<div class="line"><a id="l01468" name="l01468"></a><span class="lineno"> 1468</span> <span class="keywordflow">if</span> (InitializeFirstBasis(basis_).ok()) {</div>
|
|
<div class="line"><a id="l01469" name="l01469"></a><span class="lineno"> 1469</span> solve_from_scratch = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01470" name="l01470"></a><span class="lineno"> 1470</span> }</div>
|
|
<div class="line"><a id="l01471" name="l01471"></a><span class="lineno"> 1471</span> }</div>
|
|
<div class="line"><a id="l01472" name="l01472"></a><span class="lineno"> 1472</span> </div>
|
|
<div class="line"><a id="l01473" name="l01473"></a><span class="lineno"> 1473</span> <span class="keywordflow">if</span> (solve_from_scratch) {</div>
|
|
<div class="line"><a id="l01474" name="l01474"></a><span class="lineno"> 1474</span> basis_ = basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#aac85dc71bb2e4980043fd2da3b8ee8cf">ComputeInitialBasis</a>(candidates);</div>
|
|
<div class="line"><a id="l01475" name="l01475"></a><span class="lineno"> 1475</span> <span class="keyword">const</span> <span class="keywordtype">int</span> num_super_basic =</div>
|
|
<div class="line"><a id="l01476" name="l01476"></a><span class="lineno"> 1476</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a4b35d51cb0a80a84c5c8c4137aebc8be">ChangeUnusedBasicVariablesToFree</a>(basis_);</div>
|
|
<div class="line"><a id="l01477" name="l01477"></a><span class="lineno"> 1477</span> <span class="keyword">const</span> <span class="keywordtype">int</span> num_snapped = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a2cbc59ce42a916ecca03cf02ae95f4a1">SnapFreeVariablesToBound</a>(</div>
|
|
<div class="line"><a id="l01478" name="l01478"></a><span class="lineno"> 1478</span> parameters_.crossover_bound_snapping_distance(),</div>
|
|
<div class="line"><a id="l01479" name="l01479"></a><span class="lineno"> 1479</span> variable_starting_values_);</div>
|
|
<div class="line"><a id="l01480" name="l01480"></a><span class="lineno"> 1480</span> <span class="keywordflow">if</span> (logger_-><a class="code hl_function" href="classoperations__research_1_1_solver_logger.html#a9492cb97f5ec0ecbce0b5ef1b085738b">LoggingIsEnabled</a>()) {</div>
|
|
<div class="line"><a id="l01481" name="l01481"></a><span class="lineno"> 1481</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"The initial basis did not use "</span>,</div>
|
|
<div class="line"><a id="l01482" name="l01482"></a><span class="lineno"> 1482</span> <span class="stringliteral">" BASIC columns from the initial state and used "</span>,</div>
|
|
<div class="line"><a id="l01483" name="l01483"></a><span class="lineno"> 1483</span> (num_rows_ - (candidates.size() - num_super_basic)).value(),</div>
|
|
<div class="line"><a id="l01484" name="l01484"></a><span class="lineno"> 1484</span> <span class="stringliteral">" slack variables that were not marked BASIC."</span>);</div>
|
|
<div class="line"><a id="l01485" name="l01485"></a><span class="lineno"> 1485</span> <span class="keywordflow">if</span> (num_snapped > 0) {</div>
|
|
<div class="line"><a id="l01486" name="l01486"></a><span class="lineno"> 1486</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, num_snapped,</div>
|
|
<div class="line"><a id="l01487" name="l01487"></a><span class="lineno"> 1487</span> <span class="stringliteral">" of the FREE variables where moved to their bound."</span>);</div>
|
|
<div class="line"><a id="l01488" name="l01488"></a><span class="lineno"> 1488</span> }</div>
|
|
<div class="line"><a id="l01489" name="l01489"></a><span class="lineno"> 1489</span> }</div>
|
|
<div class="line"><a id="l01490" name="l01490"></a><span class="lineno"> 1490</span> </div>
|
|
<div class="line"><a id="l01491" name="l01491"></a><span class="lineno"> 1491</span> <span class="keywordflow">if</span> (InitializeFirstBasis(basis_).ok()) {</div>
|
|
<div class="line"><a id="l01492" name="l01492"></a><span class="lineno"> 1492</span> solve_from_scratch = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01493" name="l01493"></a><span class="lineno"> 1493</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l01494" name="l01494"></a><span class="lineno"> 1494</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_,</div>
|
|
<div class="line"><a id="l01495" name="l01495"></a><span class="lineno"> 1495</span> <span class="stringliteral">"RevisedSimplex is not using the warm start "</span></div>
|
|
<div class="line"><a id="l01496" name="l01496"></a><span class="lineno"> 1496</span> <span class="stringliteral">"basis because it is not factorizable."</span>);</div>
|
|
<div class="line"><a id="l01497" name="l01497"></a><span class="lineno"> 1497</span> }</div>
|
|
<div class="line"><a id="l01498" name="l01498"></a><span class="lineno"> 1498</span> }</div>
|
|
<div class="line"><a id="l01499" name="l01499"></a><span class="lineno"> 1499</span> }</div>
|
|
<div class="line"><a id="l01500" name="l01500"></a><span class="lineno"> 1500</span> </div>
|
|
<div class="line"><a id="l01501" name="l01501"></a><span class="lineno"> 1501</span> <span class="keywordflow">if</span> (solve_from_scratch) {</div>
|
|
<div class="line"><a id="l01502" name="l01502"></a><span class="lineno"> 1502</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"Starting basis: create from scratch."</span>);</div>
|
|
<div class="line"><a id="l01503" name="l01503"></a><span class="lineno"> 1503</span> basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a id="l01504" name="l01504"></a><span class="lineno"> 1504</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">ClearAndRemoveCostShifts</a>();</div>
|
|
<div class="line"><a id="l01505" name="l01505"></a><span class="lineno"> 1505</span> primal_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a id="l01506" name="l01506"></a><span class="lineno"> 1506</span> dual_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a id="l01507" name="l01507"></a><span class="lineno"> 1507</span> dual_pricing_vector_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a id="l01508" name="l01508"></a><span class="lineno"> 1508</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(CreateInitialBasis());</div>
|
|
<div class="line"><a id="l01509" name="l01509"></a><span class="lineno"> 1509</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l01510" name="l01510"></a><span class="lineno"> 1510</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"Starting basis: incremental solve."</span>);</div>
|
|
<div class="line"><a id="l01511" name="l01511"></a><span class="lineno"> 1511</span> }</div>
|
|
<div class="line"><a id="l01512" name="l01512"></a><span class="lineno"> 1512</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(BasisIsConsistent());</div>
|
|
<div class="line"><a id="l01513" name="l01513"></a><span class="lineno"> 1513</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a id="l01514" name="l01514"></a><span class="lineno"> 1514</span>}</div>
|
|
<div class="line"><a id="l01515" name="l01515"></a><span class="lineno"> 1515</span> </div>
|
|
<div class="line"><a id="l01516" name="l01516"></a><span class="lineno"> 1516</span><span class="keywordtype">void</span> RevisedSimplex::DisplayBasicVariableStatistics() {</div>
|
|
<div class="line"><a id="l01517" name="l01517"></a><span class="lineno"> 1517</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l01518" name="l01518"></a><span class="lineno"> 1518</span> </div>
|
|
<div class="line"><a id="l01519" name="l01519"></a><span class="lineno"> 1519</span> <span class="keywordtype">int</span> num_fixed_variables = 0;</div>
|
|
<div class="line"><a id="l01520" name="l01520"></a><span class="lineno"> 1520</span> <span class="keywordtype">int</span> num_free_variables = 0;</div>
|
|
<div class="line"><a id="l01521" name="l01521"></a><span class="lineno"> 1521</span> <span class="keywordtype">int</span> num_variables_at_bound = 0;</div>
|
|
<div class="line"><a id="l01522" name="l01522"></a><span class="lineno"> 1522</span> <span class="keywordtype">int</span> num_slack_variables = 0;</div>
|
|
<div class="line"><a id="l01523" name="l01523"></a><span class="lineno"> 1523</span> <span class="keywordtype">int</span> num_infeasible_variables = 0;</div>
|
|
<div class="line"><a id="l01524" name="l01524"></a><span class="lineno"> 1524</span> </div>
|
|
<div class="line"><a id="l01525" name="l01525"></a><span class="lineno"> 1525</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& variable_values = variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#aee882a95d5be1bcf8d0e422f8e1bb8b9">GetDenseRow</a>();</div>
|
|
<div class="line"><a id="l01526" name="l01526"></a><span class="lineno"> 1526</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a3fe3250e630f7fc5b37f2340ab79c566">VariableTypeRow</a>& variable_types = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>();</div>
|
|
<div class="line"><a id="l01527" name="l01527"></a><span class="lineno"> 1527</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a3db14ab65240d00133a76abb5f4edf8c">GetVariableLowerBounds</a>();</div>
|
|
<div class="line"><a id="l01528" name="l01528"></a><span class="lineno"> 1528</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab93f3d12ceb27e391fb1785db7e56463">GetVariableUpperBounds</a>();</div>
|
|
<div class="line"><a id="l01529" name="l01529"></a><span class="lineno"> 1529</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = parameters_.primal_feasibility_tolerance();</div>
|
|
<div class="line"><a id="l01530" name="l01530"></a><span class="lineno"> 1530</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l01531" name="l01531"></a><span class="lineno"> 1531</span> <span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = basis_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l01532" name="l01532"></a><span class="lineno"> 1532</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> = variable_values[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l01533" name="l01533"></a><span class="lineno"> 1533</span> <span class="keywordflow">if</span> (variable_types[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a2882f30bbca588e5d0e88be217ce75c1">VariableType::UNCONSTRAINED</a>) {</div>
|
|
<div class="line"><a id="l01534" name="l01534"></a><span class="lineno"> 1534</span> ++num_free_variables;</div>
|
|
<div class="line"><a id="l01535" name="l01535"></a><span class="lineno"> 1535</span> }</div>
|
|
<div class="line"><a id="l01536" name="l01536"></a><span class="lineno"> 1536</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> > <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] + tolerance ||</div>
|
|
<div class="line"><a id="l01537" name="l01537"></a><span class="lineno"> 1537</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> < <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - tolerance) {</div>
|
|
<div class="line"><a id="l01538" name="l01538"></a><span class="lineno"> 1538</span> ++num_infeasible_variables;</div>
|
|
<div class="line"><a id="l01539" name="l01539"></a><span class="lineno"> 1539</span> }</div>
|
|
<div class="line"><a id="l01540" name="l01540"></a><span class="lineno"> 1540</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> >= first_slack_col_) {</div>
|
|
<div class="line"><a id="l01541" name="l01541"></a><span class="lineno"> 1541</span> ++num_slack_variables;</div>
|
|
<div class="line"><a id="l01542" name="l01542"></a><span class="lineno"> 1542</span> }</div>
|
|
<div class="line"><a id="l01543" name="l01543"></a><span class="lineno"> 1543</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a id="l01544" name="l01544"></a><span class="lineno"> 1544</span> ++num_fixed_variables;</div>
|
|
<div class="line"><a id="l01545" name="l01545"></a><span class="lineno"> 1545</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (variable_values[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] ||</div>
|
|
<div class="line"><a id="l01546" name="l01546"></a><span class="lineno"> 1546</span> variable_values[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a id="l01547" name="l01547"></a><span class="lineno"> 1547</span> ++num_variables_at_bound;</div>
|
|
<div class="line"><a id="l01548" name="l01548"></a><span class="lineno"> 1548</span> }</div>
|
|
<div class="line"><a id="l01549" name="l01549"></a><span class="lineno"> 1549</span> }</div>
|
|
<div class="line"><a id="l01550" name="l01550"></a><span class="lineno"> 1550</span> </div>
|
|
<div class="line"><a id="l01551" name="l01551"></a><span class="lineno"> 1551</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"The matrix with slacks has "</span>,</div>
|
|
<div class="line"><a id="l01552" name="l01552"></a><span class="lineno"> 1552</span> compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">num_rows</a>().value(), <span class="stringliteral">" rows, "</span>,</div>
|
|
<div class="line"><a id="l01553" name="l01553"></a><span class="lineno"> 1553</span> compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>().value(), <span class="stringliteral">" columns, "</span>,</div>
|
|
<div class="line"><a id="l01554" name="l01554"></a><span class="lineno"> 1554</span> compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>().value(), <span class="stringliteral">" entries."</span>);</div>
|
|
<div class="line"><a id="l01555" name="l01555"></a><span class="lineno"> 1555</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"Number of basic infeasible variables: "</span>,</div>
|
|
<div class="line"><a id="l01556" name="l01556"></a><span class="lineno"> 1556</span> num_infeasible_variables);</div>
|
|
<div class="line"><a id="l01557" name="l01557"></a><span class="lineno"> 1557</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"Number of basic slack variables: "</span>, num_slack_variables);</div>
|
|
<div class="line"><a id="l01558" name="l01558"></a><span class="lineno"> 1558</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_,</div>
|
|
<div class="line"><a id="l01559" name="l01559"></a><span class="lineno"> 1559</span> <span class="stringliteral">"Number of basic variables at bound: "</span>, num_variables_at_bound);</div>
|
|
<div class="line"><a id="l01560" name="l01560"></a><span class="lineno"> 1560</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"Number of basic fixed variables: "</span>, num_fixed_variables);</div>
|
|
<div class="line"><a id="l01561" name="l01561"></a><span class="lineno"> 1561</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"Number of basic free variables: "</span>, num_free_variables);</div>
|
|
<div class="line"><a id="l01562" name="l01562"></a><span class="lineno"> 1562</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"Number of super-basic variables: "</span>,</div>
|
|
<div class="line"><a id="l01563" name="l01563"></a><span class="lineno"> 1563</span> ComputeNumberOfSuperBasicVariables());</div>
|
|
<div class="line"><a id="l01564" name="l01564"></a><span class="lineno"> 1564</span>}</div>
|
|
<div class="line"><a id="l01565" name="l01565"></a><span class="lineno"> 1565</span> </div>
|
|
<div class="line"><a id="l01566" name="l01566"></a><span class="lineno"> 1566</span><span class="keywordtype">void</span> RevisedSimplex::SaveState() {</div>
|
|
<div class="line"><a id="l01567" name="l01567"></a><span class="lineno"> 1567</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_cols_, variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">GetStatusRow</a>().<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>());</div>
|
|
<div class="line"><a id="l01568" name="l01568"></a><span class="lineno"> 1568</span> solution_state_.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f">statuses</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">GetStatusRow</a>();</div>
|
|
<div class="line"><a id="l01569" name="l01569"></a><span class="lineno"> 1569</span> solution_state_has_been_set_externally_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01570" name="l01570"></a><span class="lineno"> 1570</span>}</div>
|
|
<div class="line"><a id="l01571" name="l01571"></a><span class="lineno"> 1571</span> </div>
|
|
<div class="line"><a id="l01572" name="l01572"></a><span class="lineno"> 1572</span>RowIndex RevisedSimplex::ComputeNumberOfEmptyRows() {</div>
|
|
<div class="line"><a id="l01573" name="l01573"></a><span class="lineno"> 1573</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#aec7177dd4fab33ada14a7689223fe89f">DenseBooleanColumn</a> contains_data(num_rows_, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a id="l01574" name="l01574"></a><span class="lineno"> 1574</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l01575" name="l01575"></a><span class="lineno"> 1575</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code hl_typedef" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59">column</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a id="l01576" name="l01576"></a><span class="lineno"> 1576</span> contains_data[e.row()] = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l01577" name="l01577"></a><span class="lineno"> 1577</span> }</div>
|
|
<div class="line"><a id="l01578" name="l01578"></a><span class="lineno"> 1578</span> }</div>
|
|
<div class="line"><a id="l01579" name="l01579"></a><span class="lineno"> 1579</span> RowIndex num_empty_rows(0);</div>
|
|
<div class="line"><a id="l01580" name="l01580"></a><span class="lineno"> 1580</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l01581" name="l01581"></a><span class="lineno"> 1581</span> <span class="keywordflow">if</span> (!contains_data[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) {</div>
|
|
<div class="line"><a id="l01582" name="l01582"></a><span class="lineno"> 1582</span> ++num_empty_rows;</div>
|
|
<div class="line"><a id="l01583" name="l01583"></a><span class="lineno"> 1583</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(2) << <span class="stringliteral">"Row "</span> << <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> << <span class="stringliteral">" is empty."</span>;</div>
|
|
<div class="line"><a id="l01584" name="l01584"></a><span class="lineno"> 1584</span> }</div>
|
|
<div class="line"><a id="l01585" name="l01585"></a><span class="lineno"> 1585</span> }</div>
|
|
<div class="line"><a id="l01586" name="l01586"></a><span class="lineno"> 1586</span> <span class="keywordflow">return</span> num_empty_rows;</div>
|
|
<div class="line"><a id="l01587" name="l01587"></a><span class="lineno"> 1587</span>}</div>
|
|
<div class="line"><a id="l01588" name="l01588"></a><span class="lineno"> 1588</span> </div>
|
|
<div class="line"><a id="l01589" name="l01589"></a><span class="lineno"> 1589</span>ColIndex RevisedSimplex::ComputeNumberOfEmptyColumns() {</div>
|
|
<div class="line"><a id="l01590" name="l01590"></a><span class="lineno"> 1590</span> ColIndex num_empty_cols(0);</div>
|
|
<div class="line"><a id="l01591" name="l01591"></a><span class="lineno"> 1591</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l01592" name="l01592"></a><span class="lineno"> 1592</span> <span class="keywordflow">if</span> (compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59">column</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>).<a class="code hl_function" href="classoperations__research_1_1glop_1_1_column_view.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>()) {</div>
|
|
<div class="line"><a id="l01593" name="l01593"></a><span class="lineno"> 1593</span> ++num_empty_cols;</div>
|
|
<div class="line"><a id="l01594" name="l01594"></a><span class="lineno"> 1594</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(2) << <span class="stringliteral">"Column "</span> << <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> << <span class="stringliteral">" is empty."</span>;</div>
|
|
<div class="line"><a id="l01595" name="l01595"></a><span class="lineno"> 1595</span> }</div>
|
|
<div class="line"><a id="l01596" name="l01596"></a><span class="lineno"> 1596</span> }</div>
|
|
<div class="line"><a id="l01597" name="l01597"></a><span class="lineno"> 1597</span> <span class="keywordflow">return</span> num_empty_cols;</div>
|
|
<div class="line"><a id="l01598" name="l01598"></a><span class="lineno"> 1598</span>}</div>
|
|
<div class="line"><a id="l01599" name="l01599"></a><span class="lineno"> 1599</span> </div>
|
|
<div class="line"><a id="l01600" name="l01600"></a><span class="lineno"> 1600</span><span class="keywordtype">int</span> RevisedSimplex::ComputeNumberOfSuperBasicVariables()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l01601" name="l01601"></a><span class="lineno"> 1601</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a6d0540e510c4225b196d87b16f2721a8">VariableStatusRow</a>& variable_statuses = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">GetStatusRow</a>();</div>
|
|
<div class="line"><a id="l01602" name="l01602"></a><span class="lineno"> 1602</span> <span class="keywordtype">int</span> num_super_basic = 0;</div>
|
|
<div class="line"><a id="l01603" name="l01603"></a><span class="lineno"> 1603</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l01604" name="l01604"></a><span class="lineno"> 1604</span> <span class="keywordflow">if</span> (variable_statuses[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a> &&</div>
|
|
<div class="line"><a id="l01605" name="l01605"></a><span class="lineno"> 1605</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) != 0.0) {</div>
|
|
<div class="line"><a id="l01606" name="l01606"></a><span class="lineno"> 1606</span> ++num_super_basic;</div>
|
|
<div class="line"><a id="l01607" name="l01607"></a><span class="lineno"> 1607</span> }</div>
|
|
<div class="line"><a id="l01608" name="l01608"></a><span class="lineno"> 1608</span> }</div>
|
|
<div class="line"><a id="l01609" name="l01609"></a><span class="lineno"> 1609</span> <span class="keywordflow">return</span> num_super_basic;</div>
|
|
<div class="line"><a id="l01610" name="l01610"></a><span class="lineno"> 1610</span>}</div>
|
|
<div class="line"><a id="l01611" name="l01611"></a><span class="lineno"> 1611</span> </div>
|
|
<div class="line"><a id="l01612" name="l01612"></a><span class="lineno"> 1612</span><span class="keywordtype">void</span> RevisedSimplex::CorrectErrorsOnVariableValues() {</div>
|
|
<div class="line"><a id="l01613" name="l01613"></a><span class="lineno"> 1613</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l01614" name="l01614"></a><span class="lineno"> 1614</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>());</div>
|
|
<div class="line"><a id="l01615" name="l01615"></a><span class="lineno"> 1615</span> </div>
|
|
<div class="line"><a id="l01616" name="l01616"></a><span class="lineno"> 1616</span> <span class="comment">// TODO(user): The primal residual error does not change if we take degenerate</span></div>
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|
<div class="line"><a id="l01617" name="l01617"></a><span class="lineno"> 1617</span> <span class="comment">// steps or if we do not change the variable values. No need to recompute it</span></div>
|
|
<div class="line"><a id="l01618" name="l01618"></a><span class="lineno"> 1618</span> <span class="comment">// in this case.</span></div>
|
|
<div class="line"><a id="l01619" name="l01619"></a><span class="lineno"> 1619</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> primal_residual =</div>
|
|
<div class="line"><a id="l01620" name="l01620"></a><span class="lineno"> 1620</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acc064869e181a9ad171a7b5044e9b454">ComputeMaximumPrimalResidual</a>();</div>
|
|
<div class="line"><a id="l01621" name="l01621"></a><span class="lineno"> 1621</span> </div>
|
|
<div class="line"><a id="l01622" name="l01622"></a><span class="lineno"> 1622</span> <span class="comment">// If the primal_residual is within the tolerance, no need to recompute</span></div>
|
|
<div class="line"><a id="l01623" name="l01623"></a><span class="lineno"> 1623</span> <span class="comment">// the basic variable values with a better precision.</span></div>
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|
<div class="line"><a id="l01624" name="l01624"></a><span class="lineno"> 1624</span> <span class="keywordflow">if</span> (primal_residual >= parameters_.harris_tolerance_ratio() *</div>
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|
<div class="line"><a id="l01625" name="l01625"></a><span class="lineno"> 1625</span> parameters_.primal_feasibility_tolerance()) {</div>
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|
<div class="line"><a id="l01626" name="l01626"></a><span class="lineno"> 1626</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acb1363c79bda24cb95a41b5550be61f6">RecomputeBasicVariableValues</a>();</div>
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|
<div class="line"><a id="l01627" name="l01627"></a><span class="lineno"> 1627</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Primal infeasibility (bounds error) = "</span></div>
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|
<div class="line"><a id="l01628" name="l01628"></a><span class="lineno"> 1628</span> << variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a198b526739f420eb0959c87c54e036b3">ComputeMaximumPrimalInfeasibility</a>()</div>
|
|
<div class="line"><a id="l01629" name="l01629"></a><span class="lineno"> 1629</span> << <span class="stringliteral">", Primal residual |A.x - b| = "</span></div>
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|
<div class="line"><a id="l01630" name="l01630"></a><span class="lineno"> 1630</span> << variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acc064869e181a9ad171a7b5044e9b454">ComputeMaximumPrimalResidual</a>();</div>
|
|
<div class="line"><a id="l01631" name="l01631"></a><span class="lineno"> 1631</span> }</div>
|
|
<div class="line"><a id="l01632" name="l01632"></a><span class="lineno"> 1632</span>}</div>
|
|
<div class="line"><a id="l01633" name="l01633"></a><span class="lineno"> 1633</span> </div>
|
|
<div class="line"><a id="l01634" name="l01634"></a><span class="lineno"> 1634</span><span class="keywordtype">void</span> RevisedSimplex::ComputeVariableValuesError() {</div>
|
|
<div class="line"><a id="l01635" name="l01635"></a><span class="lineno"> 1635</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l01636" name="l01636"></a><span class="lineno"> 1636</span> error_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">AssignToZero</a>(num_rows_);</div>
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|
<div class="line"><a id="l01637" name="l01637"></a><span class="lineno"> 1637</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& variable_values = variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#aee882a95d5be1bcf8d0e422f8e1bb8b9">GetDenseRow</a>();</div>
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|
<div class="line"><a id="l01638" name="l01638"></a><span class="lineno"> 1638</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l01639" name="l01639"></a><span class="lineno"> 1639</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> = variable_values[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l01640" name="l01640"></a><span class="lineno"> 1640</span> compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#aea0e9a84b41c95c874f171cae97cf31b">ColumnAddMultipleToDenseColumn</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, -<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>, &error_);</div>
|
|
<div class="line"><a id="l01641" name="l01641"></a><span class="lineno"> 1641</span> }</div>
|
|
<div class="line"><a id="l01642" name="l01642"></a><span class="lineno"> 1642</span>}</div>
|
|
<div class="line"><a id="l01643" name="l01643"></a><span class="lineno"> 1643</span> </div>
|
|
<div class="line"><a id="l01644" name="l01644"></a><span class="lineno"> 1644</span><span class="keywordtype">void</span> RevisedSimplex::ComputeDirection(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l01645" name="l01645"></a><span class="lineno"> 1645</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l01646" name="l01646"></a><span class="lineno"> 1646</span> <a class="code hl_define" href="revised__simplex_8cc.html#aedfbeda17580baf879eb030b681ccee1">DCHECK_COL_BOUNDS</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a id="l01647" name="l01647"></a><span class="lineno"> 1647</span> basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#ab9de0c21968ffad6320a44a010e33e07">RightSolveForProblemColumn</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, &direction_);</div>
|
|
<div class="line"><a id="l01648" name="l01648"></a><span class="lineno"> 1648</span> direction_infinity_norm_ = 0.0;</div>
|
|
<div class="line"><a id="l01649" name="l01649"></a><span class="lineno"> 1649</span> <span class="keywordflow">if</span> (direction_.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ac146d47daa294f7e6546c7569c9c881b">non_zeros</a>.empty()) {</div>
|
|
<div class="line"><a id="l01650" name="l01650"></a><span class="lineno"> 1650</span> <span class="comment">// We still compute the direction non-zeros because our code relies on it.</span></div>
|
|
<div class="line"><a id="l01651" name="l01651"></a><span class="lineno"> 1651</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l01652" name="l01652"></a><span class="lineno"> 1652</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> = direction_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l01653" name="l01653"></a><span class="lineno"> 1653</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> != 0.0) {</div>
|
|
<div class="line"><a id="l01654" name="l01654"></a><span class="lineno"> 1654</span> direction_.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ac146d47daa294f7e6546c7569c9c881b">non_zeros</a>.push_back(<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a id="l01655" name="l01655"></a><span class="lineno"> 1655</span> direction_infinity_norm_ =</div>
|
|
<div class="line"><a id="l01656" name="l01656"></a><span class="lineno"> 1656</span> <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(direction_infinity_norm_, std::abs(<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>));</div>
|
|
<div class="line"><a id="l01657" name="l01657"></a><span class="lineno"> 1657</span> }</div>
|
|
<div class="line"><a id="l01658" name="l01658"></a><span class="lineno"> 1658</span> }</div>
|
|
<div class="line"><a id="l01659" name="l01659"></a><span class="lineno"> 1659</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l01660" name="l01660"></a><span class="lineno"> 1660</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span> e : direction_) {</div>
|
|
<div class="line"><a id="l01661" name="l01661"></a><span class="lineno"> 1661</span> direction_infinity_norm_ =</div>
|
|
<div class="line"><a id="l01662" name="l01662"></a><span class="lineno"> 1662</span> <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(direction_infinity_norm_, std::abs(e.coefficient()));</div>
|
|
<div class="line"><a id="l01663" name="l01663"></a><span class="lineno"> 1663</span> }</div>
|
|
<div class="line"><a id="l01664" name="l01664"></a><span class="lineno"> 1664</span> }</div>
|
|
<div class="line"><a id="l01665" name="l01665"></a><span class="lineno"> 1665</span> <a class="code hl_define" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(ratio_test_stats_.direction_density.Add(</div>
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|
<div class="line"><a id="l01666" name="l01666"></a><span class="lineno"> 1666</span> num_rows_ == 0 ? 0.0</div>
|
|
<div class="line"><a id="l01667" name="l01667"></a><span class="lineno"> 1667</span> : <span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(direction_.non_zeros.size()) /</div>
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|
<div class="line"><a id="l01668" name="l01668"></a><span class="lineno"> 1668</span> <span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(num_rows_.value())));</div>
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|
<div class="line"><a id="l01669" name="l01669"></a><span class="lineno"> 1669</span>}</div>
|
|
<div class="line"><a id="l01670" name="l01670"></a><span class="lineno"> 1670</span> </div>
|
|
<div class="line"><a id="l01671" name="l01671"></a><span class="lineno"> 1671</span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> RevisedSimplex::ComputeDirectionError(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l01672" name="l01672"></a><span class="lineno"> 1672</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l01673" name="l01673"></a><span class="lineno"> 1673</span> compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a28058c5e9ff6638ea1ea210b49a4e7bc">ColumnCopyToDenseColumn</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, &error_);</div>
|
|
<div class="line"><a id="l01674" name="l01674"></a><span class="lineno"> 1674</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span> e : direction_) {</div>
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|
<div class="line"><a id="l01675" name="l01675"></a><span class="lineno"> 1675</span> compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#aea0e9a84b41c95c874f171cae97cf31b">ColumnAddMultipleToDenseColumn</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, -e.coefficient(),</div>
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|
<div class="line"><a id="l01676" name="l01676"></a><span class="lineno"> 1676</span> &error_);</div>
|
|
<div class="line"><a id="l01677" name="l01677"></a><span class="lineno"> 1677</span> }</div>
|
|
<div class="line"><a id="l01678" name="l01678"></a><span class="lineno"> 1678</span> <span class="keywordflow">return</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a2ad7ea612bc859f5b637d5029fb875fb">InfinityNorm</a>(error_);</div>
|
|
<div class="line"><a id="l01679" name="l01679"></a><span class="lineno"> 1679</span>}</div>
|
|
<div class="line"><a id="l01680" name="l01680"></a><span class="lineno"> 1680</span> </div>
|
|
<div class="line"><a id="l01681" name="l01681"></a><span class="lineno"> 1681</span><span class="keyword">template</span> <<span class="keywordtype">bool</span> is_entering_reduced_cost_positive></div>
|
|
<div class="line"><a id="l01682" name="l01682"></a><span class="lineno"> 1682</span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> RevisedSimplex::GetRatio(<span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>,</div>
|
|
<div class="line"><a id="l01683" name="l01683"></a><span class="lineno"> 1683</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>,</div>
|
|
<div class="line"><a id="l01684" name="l01684"></a><span class="lineno"> 1684</span> RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)<span class="keyword"> const </span>{</div>
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|
<div class="line"><a id="l01685" name="l01685"></a><span class="lineno"> 1685</span> <span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = basis_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l01686" name="l01686"></a><span class="lineno"> 1686</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> direction = direction_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l01687" name="l01687"></a><span class="lineno"> 1687</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> = variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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|
<div class="line"><a id="l01688" name="l01688"></a><span class="lineno"> 1688</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">GetIsBasicBitRow</a>().<a class="code hl_function" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>));</div>
|
|
<div class="line"><a id="l01689" name="l01689"></a><span class="lineno"> 1689</span> <a class="code hl_define" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(direction, 0.0);</div>
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|
<div class="line"><a id="l01690" name="l01690"></a><span class="lineno"> 1690</span> <span class="keywordflow">if</span> (is_entering_reduced_cost_positive) {</div>
|
|
<div class="line"><a id="l01691" name="l01691"></a><span class="lineno"> 1691</span> <span class="keywordflow">if</span> (direction > 0.0) {</div>
|
|
<div class="line"><a id="l01692" name="l01692"></a><span class="lineno"> 1692</span> <span class="keywordflow">return</span> (<a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) / direction;</div>
|
|
<div class="line"><a id="l01693" name="l01693"></a><span class="lineno"> 1693</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l01694" name="l01694"></a><span class="lineno"> 1694</span> <span class="keywordflow">return</span> (<a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) / direction;</div>
|
|
<div class="line"><a id="l01695" name="l01695"></a><span class="lineno"> 1695</span> }</div>
|
|
<div class="line"><a id="l01696" name="l01696"></a><span class="lineno"> 1696</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l01697" name="l01697"></a><span class="lineno"> 1697</span> <span class="keywordflow">if</span> (direction > 0.0) {</div>
|
|
<div class="line"><a id="l01698" name="l01698"></a><span class="lineno"> 1698</span> <span class="keywordflow">return</span> (<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> - <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) / direction;</div>
|
|
<div class="line"><a id="l01699" name="l01699"></a><span class="lineno"> 1699</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l01700" name="l01700"></a><span class="lineno"> 1700</span> <span class="keywordflow">return</span> (<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> - <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) / direction;</div>
|
|
<div class="line"><a id="l01701" name="l01701"></a><span class="lineno"> 1701</span> }</div>
|
|
<div class="line"><a id="l01702" name="l01702"></a><span class="lineno"> 1702</span> }</div>
|
|
<div class="line"><a id="l01703" name="l01703"></a><span class="lineno"> 1703</span>}</div>
|
|
<div class="line"><a id="l01704" name="l01704"></a><span class="lineno"> 1704</span> </div>
|
|
<div class="line"><a id="l01705" name="l01705"></a><span class="lineno"> 1705</span><span class="keyword">template</span> <<span class="keywordtype">bool</span> is_entering_reduced_cost_positive></div>
|
|
<div class="line"><a id="l01706" name="l01706"></a><span class="lineno"> 1706</span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> RevisedSimplex::ComputeHarrisRatioAndLeavingCandidates(</div>
|
|
<div class="line"><a id="l01707" name="l01707"></a><span class="lineno"> 1707</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> bound_flip_ratio, SparseColumn* leaving_candidates)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l01708" name="l01708"></a><span class="lineno"> 1708</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l01709" name="l01709"></a><span class="lineno"> 1709</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> harris_tolerance =</div>
|
|
<div class="line"><a id="l01710" name="l01710"></a><span class="lineno"> 1710</span> parameters_.harris_tolerance_ratio() *</div>
|
|
<div class="line"><a id="l01711" name="l01711"></a><span class="lineno"> 1711</span> parameters_.primal_feasibility_tolerance();</div>
|
|
<div class="line"><a id="l01712" name="l01712"></a><span class="lineno"> 1712</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> minimum_delta = parameters_.degenerate_ministep_factor() *</div>
|
|
<div class="line"><a id="l01713" name="l01713"></a><span class="lineno"> 1713</span> parameters_.primal_feasibility_tolerance();</div>
|
|
<div class="line"><a id="l01714" name="l01714"></a><span class="lineno"> 1714</span> </div>
|
|
<div class="line"><a id="l01715" name="l01715"></a><span class="lineno"> 1715</span> <span class="comment">// Initially, we can skip any variable with a ratio greater than</span></div>
|
|
<div class="line"><a id="l01716" name="l01716"></a><span class="lineno"> 1716</span> <span class="comment">// bound_flip_ratio since it seems to be always better to choose the</span></div>
|
|
<div class="line"><a id="l01717" name="l01717"></a><span class="lineno"> 1717</span> <span class="comment">// bound-flip over such leaving variable.</span></div>
|
|
<div class="line"><a id="l01718" name="l01718"></a><span class="lineno"> 1718</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> harris_ratio = bound_flip_ratio;</div>
|
|
<div class="line"><a id="l01719" name="l01719"></a><span class="lineno"> 1719</span> leaving_candidates->Clear();</div>
|
|
<div class="line"><a id="l01720" name="l01720"></a><span class="lineno"> 1720</span> </div>
|
|
<div class="line"><a id="l01721" name="l01721"></a><span class="lineno"> 1721</span> <span class="comment">// If the basis is refactorized, then we should have everything with a good</span></div>
|
|
<div class="line"><a id="l01722" name="l01722"></a><span class="lineno"> 1722</span> <span class="comment">// precision, so we only consider "acceptable" pivots. Otherwise we consider</span></div>
|
|
<div class="line"><a id="l01723" name="l01723"></a><span class="lineno"> 1723</span> <span class="comment">// all the entries, and if the algorithm return a pivot that is too small, we</span></div>
|
|
<div class="line"><a id="l01724" name="l01724"></a><span class="lineno"> 1724</span> <span class="comment">// will refactorize and recompute the relevant quantities.</span></div>
|
|
<div class="line"><a id="l01725" name="l01725"></a><span class="lineno"> 1725</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> threshold = basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>()</div>
|
|
<div class="line"><a id="l01726" name="l01726"></a><span class="lineno"> 1726</span> ? parameters_.minimum_acceptable_pivot()</div>
|
|
<div class="line"><a id="l01727" name="l01727"></a><span class="lineno"> 1727</span> : parameters_.ratio_test_zero_threshold();</div>
|
|
<div class="line"><a id="l01728" name="l01728"></a><span class="lineno"> 1728</span> </div>
|
|
<div class="line"><a id="l01729" name="l01729"></a><span class="lineno"> 1729</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a3db14ab65240d00133a76abb5f4edf8c">GetVariableLowerBounds</a>();</div>
|
|
<div class="line"><a id="l01730" name="l01730"></a><span class="lineno"> 1730</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab93f3d12ceb27e391fb1785db7e56463">GetVariableUpperBounds</a>();</div>
|
|
<div class="line"><a id="l01731" name="l01731"></a><span class="lineno"> 1731</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span> e : direction_) {</div>
|
|
<div class="line"><a id="l01732" name="l01732"></a><span class="lineno"> 1732</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> magnitude = std::abs(e.coefficient());</div>
|
|
<div class="line"><a id="l01733" name="l01733"></a><span class="lineno"> 1733</span> <span class="keywordflow">if</span> (magnitude <= threshold) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l01734" name="l01734"></a><span class="lineno"> 1734</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a> = GetRatio<is_entering_reduced_cost_positive>(</div>
|
|
<div class="line"><a id="l01735" name="l01735"></a><span class="lineno"> 1735</span> <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>, <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>, e.row());</div>
|
|
<div class="line"><a id="l01736" name="l01736"></a><span class="lineno"> 1736</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a> <= harris_ratio) {</div>
|
|
<div class="line"><a id="l01737" name="l01737"></a><span class="lineno"> 1737</span> leaving_candidates->SetCoefficient(e.row(), <a class="code hl_variable" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a>);</div>
|
|
<div class="line"><a id="l01738" name="l01738"></a><span class="lineno"> 1738</span> </div>
|
|
<div class="line"><a id="l01739" name="l01739"></a><span class="lineno"> 1739</span> <span class="comment">// The second max() makes sure harris_ratio is lower bounded by a small</span></div>
|
|
<div class="line"><a id="l01740" name="l01740"></a><span class="lineno"> 1740</span> <span class="comment">// positive value. The more classical approach is to bound it by 0.0 but</span></div>
|
|
<div class="line"><a id="l01741" name="l01741"></a><span class="lineno"> 1741</span> <span class="comment">// since we will always perform a small positive step, we allow any</span></div>
|
|
<div class="line"><a id="l01742" name="l01742"></a><span class="lineno"> 1742</span> <span class="comment">// variable to go a bit more out of bound (even if it is past the harris</span></div>
|
|
<div class="line"><a id="l01743" name="l01743"></a><span class="lineno"> 1743</span> <span class="comment">// tolerance). This increase the number of candidates and allows us to</span></div>
|
|
<div class="line"><a id="l01744" name="l01744"></a><span class="lineno"> 1744</span> <span class="comment">// choose a more numerically stable pivot.</span></div>
|
|
<div class="line"><a id="l01745" name="l01745"></a><span class="lineno"> 1745</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l01746" name="l01746"></a><span class="lineno"> 1746</span> <span class="comment">// Note that at least lower bounding it by 0.0 is really important on</span></div>
|
|
<div class="line"><a id="l01747" name="l01747"></a><span class="lineno"> 1747</span> <span class="comment">// numerically difficult problems because its helps in the choice of a</span></div>
|
|
<div class="line"><a id="l01748" name="l01748"></a><span class="lineno"> 1748</span> <span class="comment">// stable pivot.</span></div>
|
|
<div class="line"><a id="l01749" name="l01749"></a><span class="lineno"> 1749</span> harris_ratio = <a class="code hl_variable" href="alldiff__cst_8cc.html#ad10edae0a852d72fb76afb1c77735045">std::min</a>(harris_ratio,</div>
|
|
<div class="line"><a id="l01750" name="l01750"></a><span class="lineno"> 1750</span> <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(minimum_delta / magnitude,</div>
|
|
<div class="line"><a id="l01751" name="l01751"></a><span class="lineno"> 1751</span> <a class="code hl_variable" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a> + harris_tolerance / magnitude));</div>
|
|
<div class="line"><a id="l01752" name="l01752"></a><span class="lineno"> 1752</span> }</div>
|
|
<div class="line"><a id="l01753" name="l01753"></a><span class="lineno"> 1753</span> }</div>
|
|
<div class="line"><a id="l01754" name="l01754"></a><span class="lineno"> 1754</span> <span class="keywordflow">return</span> harris_ratio;</div>
|
|
<div class="line"><a id="l01755" name="l01755"></a><span class="lineno"> 1755</span>}</div>
|
|
<div class="line"><a id="l01756" name="l01756"></a><span class="lineno"> 1756</span> </div>
|
|
<div class="line"><a id="l01757" name="l01757"></a><span class="lineno"> 1757</span><span class="keyword">namespace </span>{</div>
|
|
<div class="line"><a id="l01758" name="l01758"></a><span class="lineno"> 1758</span> </div>
|
|
<div class="line"><a id="l01759" name="l01759"></a><span class="lineno"> 1759</span><span class="comment">// Returns true if the candidate ratio is supposed to be more stable than the</span></div>
|
|
<div class="line"><a id="l01760" name="l01760"></a><span class="lineno"> 1760</span><span class="comment">// current ratio (or if the two are equal).</span></div>
|
|
<div class="line"><a id="l01761" name="l01761"></a><span class="lineno"> 1761</span><span class="comment">// The idea here is to take, by order of preference:</span></div>
|
|
<div class="line"><a id="l01762" name="l01762"></a><span class="lineno"> 1762</span><span class="comment">// - the minimum positive ratio in order to intoduce a primal infeasibility</span></div>
|
|
<div class="line"><a id="l01763" name="l01763"></a><span class="lineno"> 1763</span><span class="comment">// which is as small as possible.</span></div>
|
|
<div class="line"><a id="l01764" name="l01764"></a><span class="lineno"> 1764</span><span class="comment">// - or the least negative one in order to have the smallest bound shift</span></div>
|
|
<div class="line"><a id="l01765" name="l01765"></a><span class="lineno"> 1765</span><span class="comment">// possible on the leaving variable.</span></div>
|
|
<div class="line"><a id="l01766" name="l01766"></a><span class="lineno"> 1766</span><span class="keywordtype">bool</span> IsRatioMoreOrEquallyStable(<a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> candidate, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> current) {</div>
|
|
<div class="line"><a id="l01767" name="l01767"></a><span class="lineno"> 1767</span> <span class="keywordflow">if</span> (current >= 0.0) {</div>
|
|
<div class="line"><a id="l01768" name="l01768"></a><span class="lineno"> 1768</span> <span class="keywordflow">return</span> candidate >= 0.0 && candidate <= current;</div>
|
|
<div class="line"><a id="l01769" name="l01769"></a><span class="lineno"> 1769</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l01770" name="l01770"></a><span class="lineno"> 1770</span> <span class="keywordflow">return</span> candidate >= current;</div>
|
|
<div class="line"><a id="l01771" name="l01771"></a><span class="lineno"> 1771</span> }</div>
|
|
<div class="line"><a id="l01772" name="l01772"></a><span class="lineno"> 1772</span>}</div>
|
|
<div class="line"><a id="l01773" name="l01773"></a><span class="lineno"> 1773</span> </div>
|
|
<div class="line"><a id="l01774" name="l01774"></a><span class="lineno"> 1774</span>} <span class="comment">// namespace</span></div>
|
|
<div class="line"><a id="l01775" name="l01775"></a><span class="lineno"> 1775</span> </div>
|
|
<div class="line"><a id="l01776" name="l01776"></a><span class="lineno"> 1776</span><span class="comment">// Ratio-test or Quotient-test. Choose the row of the leaving variable.</span></div>
|
|
<div class="line"><a id="l01777" name="l01777"></a><span class="lineno"> 1777</span><span class="comment">// Known as CHUZR or CHUZRO in FORTRAN codes.</span></div>
|
|
<div class="line"><a id="l01778" name="l01778"></a><span class="lineno"> 1778</span>Status RevisedSimplex::ChooseLeavingVariableRow(</div>
|
|
<div class="line"><a id="l01779" name="l01779"></a><span class="lineno"> 1779</span> ColIndex entering_col, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> reduced_cost, <span class="keywordtype">bool</span>* refactorize,</div>
|
|
<div class="line"><a id="l01780" name="l01780"></a><span class="lineno"> 1780</span> RowIndex* leaving_row, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* step_length, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>) {</div>
|
|
<div class="line"><a id="l01781" name="l01781"></a><span class="lineno"> 1781</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l01782" name="l01782"></a><span class="lineno"> 1782</span> <a class="code hl_define" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(refactorize);</div>
|
|
<div class="line"><a id="l01783" name="l01783"></a><span class="lineno"> 1783</span> <a class="code hl_define" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(leaving_row);</div>
|
|
<div class="line"><a id="l01784" name="l01784"></a><span class="lineno"> 1784</span> <a class="code hl_define" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(step_length);</div>
|
|
<div class="line"><a id="l01785" name="l01785"></a><span class="lineno"> 1785</span> <a class="code hl_define" href="revised__simplex_8cc.html#aedfbeda17580baf879eb030b681ccee1">DCHECK_COL_BOUNDS</a>(entering_col);</div>
|
|
<div class="line"><a id="l01786" name="l01786"></a><span class="lineno"> 1786</span> <a class="code hl_define" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(0.0, reduced_cost);</div>
|
|
<div class="line"><a id="l01787" name="l01787"></a><span class="lineno"> 1787</span> </div>
|
|
<div class="line"><a id="l01788" name="l01788"></a><span class="lineno"> 1788</span> <span class="comment">// A few cases will cause the test to be recomputed from the beginning.</span></div>
|
|
<div class="line"><a id="l01789" name="l01789"></a><span class="lineno"> 1789</span> <span class="keywordtype">int</span> stats_num_leaving_choices = 0;</div>
|
|
<div class="line"><a id="l01790" name="l01790"></a><span class="lineno"> 1790</span> equivalent_leaving_choices_.clear();</div>
|
|
<div class="line"><a id="l01791" name="l01791"></a><span class="lineno"> 1791</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a3db14ab65240d00133a76abb5f4edf8c">GetVariableLowerBounds</a>();</div>
|
|
<div class="line"><a id="l01792" name="l01792"></a><span class="lineno"> 1792</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab93f3d12ceb27e391fb1785db7e56463">GetVariableUpperBounds</a>();</div>
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<div class="line"><a id="l01793" name="l01793"></a><span class="lineno"> 1793</span> <span class="keywordflow">while</span> (<span class="keyword">true</span>) {</div>
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<div class="line"><a id="l01794" name="l01794"></a><span class="lineno"> 1794</span> stats_num_leaving_choices = 0;</div>
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<div class="line"><a id="l01795" name="l01795"></a><span class="lineno"> 1795</span> </div>
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|
<div class="line"><a id="l01796" name="l01796"></a><span class="lineno"> 1796</span> <span class="comment">// We initialize current_ratio with the maximum step the entering variable</span></div>
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|
<div class="line"><a id="l01797" name="l01797"></a><span class="lineno"> 1797</span> <span class="comment">// can take (bound-flip). Note that we do not use tolerance here.</span></div>
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<div class="line"><a id="l01798" name="l01798"></a><span class="lineno"> 1798</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> entering_value = variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(entering_col);</div>
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<div class="line"><a id="l01799" name="l01799"></a><span class="lineno"> 1799</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> current_ratio =</div>
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<div class="line"><a id="l01800" name="l01800"></a><span class="lineno"> 1800</span> (reduced_cost > 0.0) ? entering_value - <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[entering_col]</div>
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<div class="line"><a id="l01801" name="l01801"></a><span class="lineno"> 1801</span> : <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[entering_col] - entering_value;</div>
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<div class="line"><a id="l01802" name="l01802"></a><span class="lineno"> 1802</span> <a class="code hl_define" href="base_2logging_8h.html#ab4f56aa24c4c9cddc47a6abd2d747f9a">DCHECK_GT</a>(current_ratio, 0.0);</div>
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<div class="line"><a id="l01803" name="l01803"></a><span class="lineno"> 1803</span> </div>
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|
<div class="line"><a id="l01804" name="l01804"></a><span class="lineno"> 1804</span> <span class="comment">// First pass of the Harris ratio test. If 'harris_tolerance' is zero, this</span></div>
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|
<div class="line"><a id="l01805" name="l01805"></a><span class="lineno"> 1805</span> <span class="comment">// actually computes the minimum leaving ratio of all the variables. This is</span></div>
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|
<div class="line"><a id="l01806" name="l01806"></a><span class="lineno"> 1806</span> <span class="comment">// the same as the 'classic' ratio test.</span></div>
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<div class="line"><a id="l01807" name="l01807"></a><span class="lineno"> 1807</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> harris_ratio =</div>
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|
<div class="line"><a id="l01808" name="l01808"></a><span class="lineno"> 1808</span> (reduced_cost > 0.0) ? ComputeHarrisRatioAndLeavingCandidates<true>(</div>
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|
<div class="line"><a id="l01809" name="l01809"></a><span class="lineno"> 1809</span> current_ratio, &leaving_candidates_)</div>
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<div class="line"><a id="l01810" name="l01810"></a><span class="lineno"> 1810</span> : ComputeHarrisRatioAndLeavingCandidates<false>(</div>
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|
<div class="line"><a id="l01811" name="l01811"></a><span class="lineno"> 1811</span> current_ratio, &leaving_candidates_);</div>
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|
<div class="line"><a id="l01812" name="l01812"></a><span class="lineno"> 1812</span> </div>
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|
<div class="line"><a id="l01813" name="l01813"></a><span class="lineno"> 1813</span> <span class="comment">// If the bound-flip is a viable solution (i.e. it doesn't move the basic</span></div>
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|
<div class="line"><a id="l01814" name="l01814"></a><span class="lineno"> 1814</span> <span class="comment">// variable too much out of bounds), we take it as it is always stable and</span></div>
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<div class="line"><a id="l01815" name="l01815"></a><span class="lineno"> 1815</span> <span class="comment">// fast.</span></div>
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|
<div class="line"><a id="l01816" name="l01816"></a><span class="lineno"> 1816</span> <span class="keywordflow">if</span> (current_ratio <= harris_ratio) {</div>
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|
<div class="line"><a id="l01817" name="l01817"></a><span class="lineno"> 1817</span> *leaving_row = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>;</div>
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|
<div class="line"><a id="l01818" name="l01818"></a><span class="lineno"> 1818</span> *step_length = current_ratio;</div>
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|
<div class="line"><a id="l01819" name="l01819"></a><span class="lineno"> 1819</span> <span class="keywordflow">break</span>;</div>
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|
<div class="line"><a id="l01820" name="l01820"></a><span class="lineno"> 1820</span> }</div>
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|
<div class="line"><a id="l01821" name="l01821"></a><span class="lineno"> 1821</span> </div>
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|
<div class="line"><a id="l01822" name="l01822"></a><span class="lineno"> 1822</span> <span class="comment">// Second pass of the Harris ratio test. Amongst the variables with 'ratio</span></div>
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|
<div class="line"><a id="l01823" name="l01823"></a><span class="lineno"> 1823</span> <span class="comment">// <= harris_ratio', we choose the leaving row with the largest coefficient.</span></div>
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|
<div class="line"><a id="l01824" name="l01824"></a><span class="lineno"> 1824</span> <span class="comment">//</span></div>
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<div class="line"><a id="l01825" name="l01825"></a><span class="lineno"> 1825</span> <span class="comment">// This has a big impact, because picking a leaving variable with a small</span></div>
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<div class="line"><a id="l01826" name="l01826"></a><span class="lineno"> 1826</span> <span class="comment">// direction_[row] is the main source of Abnormal LU errors.</span></div>
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<div class="line"><a id="l01827" name="l01827"></a><span class="lineno"> 1827</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> pivot_magnitude = 0.0;</div>
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|
<div class="line"><a id="l01828" name="l01828"></a><span class="lineno"> 1828</span> stats_num_leaving_choices = 0;</div>
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|
<div class="line"><a id="l01829" name="l01829"></a><span class="lineno"> 1829</span> *leaving_row = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>;</div>
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<div class="line"><a id="l01830" name="l01830"></a><span class="lineno"> 1830</span> equivalent_leaving_choices_.clear();</div>
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<div class="line"><a id="l01831" name="l01831"></a><span class="lineno"> 1831</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code hl_typedef" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : leaving_candidates_) {</div>
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<div class="line"><a id="l01832" name="l01832"></a><span class="lineno"> 1832</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a> = e.coefficient();</div>
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|
<div class="line"><a id="l01833" name="l01833"></a><span class="lineno"> 1833</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a> > harris_ratio) <span class="keywordflow">continue</span>;</div>
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|
<div class="line"><a id="l01834" name="l01834"></a><span class="lineno"> 1834</span> ++stats_num_leaving_choices;</div>
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|
<div class="line"><a id="l01835" name="l01835"></a><span class="lineno"> 1835</span> <span class="keyword">const</span> RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = e.row();</div>
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|
<div class="line"><a id="l01836" name="l01836"></a><span class="lineno"> 1836</span> </div>
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|
<div class="line"><a id="l01837" name="l01837"></a><span class="lineno"> 1837</span> <span class="comment">// If the magnitudes are the same, we choose the leaving variable with</span></div>
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|
<div class="line"><a id="l01838" name="l01838"></a><span class="lineno"> 1838</span> <span class="comment">// what is probably the more stable ratio, see</span></div>
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|
<div class="line"><a id="l01839" name="l01839"></a><span class="lineno"> 1839</span> <span class="comment">// IsRatioMoreOrEquallyStable().</span></div>
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|
<div class="line"><a id="l01840" name="l01840"></a><span class="lineno"> 1840</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> candidate_magnitude = std::abs(direction_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
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|
<div class="line"><a id="l01841" name="l01841"></a><span class="lineno"> 1841</span> <span class="keywordflow">if</span> (candidate_magnitude < pivot_magnitude) <span class="keywordflow">continue</span>;</div>
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|
<div class="line"><a id="l01842" name="l01842"></a><span class="lineno"> 1842</span> <span class="keywordflow">if</span> (candidate_magnitude == pivot_magnitude) {</div>
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<div class="line"><a id="l01843" name="l01843"></a><span class="lineno"> 1843</span> <span class="keywordflow">if</span> (!IsRatioMoreOrEquallyStable(<a class="code hl_variable" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a>, current_ratio)) <span class="keywordflow">continue</span>;</div>
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|
<div class="line"><a id="l01844" name="l01844"></a><span class="lineno"> 1844</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a> == current_ratio) {</div>
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|
<div class="line"><a id="l01845" name="l01845"></a><span class="lineno"> 1845</span> <a class="code hl_define" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>, *leaving_row);</div>
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|
<div class="line"><a id="l01846" name="l01846"></a><span class="lineno"> 1846</span> equivalent_leaving_choices_.push_back(<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
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|
<div class="line"><a id="l01847" name="l01847"></a><span class="lineno"> 1847</span> <span class="keywordflow">continue</span>;</div>
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|
<div class="line"><a id="l01848" name="l01848"></a><span class="lineno"> 1848</span> }</div>
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|
<div class="line"><a id="l01849" name="l01849"></a><span class="lineno"> 1849</span> }</div>
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|
<div class="line"><a id="l01850" name="l01850"></a><span class="lineno"> 1850</span> equivalent_leaving_choices_.clear();</div>
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|
<div class="line"><a id="l01851" name="l01851"></a><span class="lineno"> 1851</span> current_ratio = <a class="code hl_variable" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a>;</div>
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|
<div class="line"><a id="l01852" name="l01852"></a><span class="lineno"> 1852</span> pivot_magnitude = candidate_magnitude;</div>
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|
<div class="line"><a id="l01853" name="l01853"></a><span class="lineno"> 1853</span> *leaving_row = <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</div>
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|
<div class="line"><a id="l01854" name="l01854"></a><span class="lineno"> 1854</span> }</div>
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|
<div class="line"><a id="l01855" name="l01855"></a><span class="lineno"> 1855</span> </div>
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|
<div class="line"><a id="l01856" name="l01856"></a><span class="lineno"> 1856</span> <span class="comment">// Break the ties randomly.</span></div>
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|
<div class="line"><a id="l01857" name="l01857"></a><span class="lineno"> 1857</span> <span class="keywordflow">if</span> (!equivalent_leaving_choices_.empty()) {</div>
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|
<div class="line"><a id="l01858" name="l01858"></a><span class="lineno"> 1858</span> equivalent_leaving_choices_.push_back(*leaving_row);</div>
|
|
<div class="line"><a id="l01859" name="l01859"></a><span class="lineno"> 1859</span> *leaving_row =</div>
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|
<div class="line"><a id="l01860" name="l01860"></a><span class="lineno"> 1860</span> equivalent_leaving_choices_[std::uniform_int_distribution<int>(</div>
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|
<div class="line"><a id="l01861" name="l01861"></a><span class="lineno"> 1861</span> 0, equivalent_leaving_choices_.size() - 1)(random_)];</div>
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|
<div class="line"><a id="l01862" name="l01862"></a><span class="lineno"> 1862</span> }</div>
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|
<div class="line"><a id="l01863" name="l01863"></a><span class="lineno"> 1863</span> </div>
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|
<div class="line"><a id="l01864" name="l01864"></a><span class="lineno"> 1864</span> <span class="comment">// Since we took care of the bound-flip at the beginning, at this point</span></div>
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<div class="line"><a id="l01865" name="l01865"></a><span class="lineno"> 1865</span> <span class="comment">// we have a valid leaving row.</span></div>
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<div class="line"><a id="l01866" name="l01866"></a><span class="lineno"> 1866</span> <a class="code hl_define" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>, *leaving_row);</div>
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|
<div class="line"><a id="l01867" name="l01867"></a><span class="lineno"> 1867</span> </div>
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|
<div class="line"><a id="l01868" name="l01868"></a><span class="lineno"> 1868</span> <span class="comment">// A variable already outside one of its bounds +/- tolerance is considered</span></div>
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<div class="line"><a id="l01869" name="l01869"></a><span class="lineno"> 1869</span> <span class="comment">// at its bound and its ratio is zero. Not doing this may lead to a step</span></div>
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<div class="line"><a id="l01870" name="l01870"></a><span class="lineno"> 1870</span> <span class="comment">// that moves the objective in the wrong direction. We may want to allow</span></div>
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|
<div class="line"><a id="l01871" name="l01871"></a><span class="lineno"> 1871</span> <span class="comment">// such steps, but then we will need to check that it doesn't break the</span></div>
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|
<div class="line"><a id="l01872" name="l01872"></a><span class="lineno"> 1872</span> <span class="comment">// bounds of the other variables.</span></div>
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|
<div class="line"><a id="l01873" name="l01873"></a><span class="lineno"> 1873</span> <span class="keywordflow">if</span> (current_ratio <= 0.0) {</div>
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|
<div class="line"><a id="l01874" name="l01874"></a><span class="lineno"> 1874</span> <span class="comment">// Instead of doing a zero step, we do a small positive step. This</span></div>
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|
<div class="line"><a id="l01875" name="l01875"></a><span class="lineno"> 1875</span> <span class="comment">// helps on degenerate problems.</span></div>
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|
<div class="line"><a id="l01876" name="l01876"></a><span class="lineno"> 1876</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> minimum_delta =</div>
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|
<div class="line"><a id="l01877" name="l01877"></a><span class="lineno"> 1877</span> parameters_.degenerate_ministep_factor() *</div>
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|
<div class="line"><a id="l01878" name="l01878"></a><span class="lineno"> 1878</span> parameters_.primal_feasibility_tolerance();</div>
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|
<div class="line"><a id="l01879" name="l01879"></a><span class="lineno"> 1879</span> *step_length = minimum_delta / pivot_magnitude;</div>
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|
<div class="line"><a id="l01880" name="l01880"></a><span class="lineno"> 1880</span> } <span class="keywordflow">else</span> {</div>
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|
<div class="line"><a id="l01881" name="l01881"></a><span class="lineno"> 1881</span> *step_length = current_ratio;</div>
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|
<div class="line"><a id="l01882" name="l01882"></a><span class="lineno"> 1882</span> }</div>
|
|
<div class="line"><a id="l01883" name="l01883"></a><span class="lineno"> 1883</span> </div>
|
|
<div class="line"><a id="l01884" name="l01884"></a><span class="lineno"> 1884</span> <span class="comment">// Note(user): Testing the pivot at each iteration is useful for debugging</span></div>
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|
<div class="line"><a id="l01885" name="l01885"></a><span class="lineno"> 1885</span> <span class="comment">// an LU factorization problem. Remove the false if you need to investigate</span></div>
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|
<div class="line"><a id="l01886" name="l01886"></a><span class="lineno"> 1886</span> <span class="comment">// this, it makes sure that this will be compiled away.</span></div>
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|
<div class="line"><a id="l01887" name="l01887"></a><span class="lineno"> 1887</span> <span class="keywordflow">if</span> (<span class="comment">/* DISABLES CODE */</span> (<span class="keyword">false</span>)) {</div>
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|
<div class="line"><a id="l01888" name="l01888"></a><span class="lineno"> 1888</span> TestPivot(entering_col, *leaving_row);</div>
|
|
<div class="line"><a id="l01889" name="l01889"></a><span class="lineno"> 1889</span> }</div>
|
|
<div class="line"><a id="l01890" name="l01890"></a><span class="lineno"> 1890</span> </div>
|
|
<div class="line"><a id="l01891" name="l01891"></a><span class="lineno"> 1891</span> <span class="comment">// We try various "heuristics" to avoid a small pivot.</span></div>
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|
<div class="line"><a id="l01892" name="l01892"></a><span class="lineno"> 1892</span> <span class="comment">//</span></div>
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|
<div class="line"><a id="l01893" name="l01893"></a><span class="lineno"> 1893</span> <span class="comment">// The smaller 'direction_[*leaving_row]', the less precise</span></div>
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|
<div class="line"><a id="l01894" name="l01894"></a><span class="lineno"> 1894</span> <span class="comment">// it is. So we want to avoid pivoting by such a row. Small pivots lead to</span></div>
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<div class="line"><a id="l01895" name="l01895"></a><span class="lineno"> 1895</span> <span class="comment">// ill-conditioned bases or even to matrices that are not a basis at all if</span></div>
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|
<div class="line"><a id="l01896" name="l01896"></a><span class="lineno"> 1896</span> <span class="comment">// the actual (infinite-precision) coefficient is zero.</span></div>
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|
<div class="line"><a id="l01897" name="l01897"></a><span class="lineno"> 1897</span> <span class="comment">//</span></div>
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|
<div class="line"><a id="l01898" name="l01898"></a><span class="lineno"> 1898</span> <span class="comment">// TODO(user): We may have to choose another entering column if</span></div>
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|
<div class="line"><a id="l01899" name="l01899"></a><span class="lineno"> 1899</span> <span class="comment">// we cannot prevent pivoting by a small pivot.</span></div>
|
|
<div class="line"><a id="l01900" name="l01900"></a><span class="lineno"> 1900</span> <span class="comment">// (Chvatal, p.115, about epsilon2.)</span></div>
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|
<div class="line"><a id="l01901" name="l01901"></a><span class="lineno"> 1901</span> <span class="keywordflow">if</span> (pivot_magnitude <</div>
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|
<div class="line"><a id="l01902" name="l01902"></a><span class="lineno"> 1902</span> parameters_.small_pivot_threshold() * direction_infinity_norm_) {</div>
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|
<div class="line"><a id="l01903" name="l01903"></a><span class="lineno"> 1903</span> <span class="comment">// The first countermeasure is to recompute everything to the best</span></div>
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|
<div class="line"><a id="l01904" name="l01904"></a><span class="lineno"> 1904</span> <span class="comment">// precision we can in the hope of avoiding such a choice. Note that this</span></div>
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|
<div class="line"><a id="l01905" name="l01905"></a><span class="lineno"> 1905</span> <span class="comment">// helps a lot on the Netlib problems.</span></div>
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<div class="line"><a id="l01906" name="l01906"></a><span class="lineno"> 1906</span> <span class="keywordflow">if</span> (!basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>()) {</div>
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<div class="line"><a id="l01907" name="l01907"></a><span class="lineno"> 1907</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Refactorizing to avoid pivoting by "</span></div>
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<div class="line"><a id="l01908" name="l01908"></a><span class="lineno"> 1908</span> << direction_[*leaving_row]</div>
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<div class="line"><a id="l01909" name="l01909"></a><span class="lineno"> 1909</span> << <span class="stringliteral">" direction_infinity_norm_ = "</span> << direction_infinity_norm_</div>
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<div class="line"><a id="l01910" name="l01910"></a><span class="lineno"> 1910</span> << <span class="stringliteral">" reduced cost = "</span> << reduced_cost;</div>
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<div class="line"><a id="l01911" name="l01911"></a><span class="lineno"> 1911</span> *refactorize = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l01912" name="l01912"></a><span class="lineno"> 1912</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
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<div class="line"><a id="l01913" name="l01913"></a><span class="lineno"> 1913</span> }</div>
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<div class="line"><a id="l01914" name="l01914"></a><span class="lineno"> 1914</span> </div>
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<div class="line"><a id="l01915" name="l01915"></a><span class="lineno"> 1915</span> <span class="comment">// Because of the "threshold" in ComputeHarrisRatioAndLeavingCandidates()</span></div>
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<div class="line"><a id="l01916" name="l01916"></a><span class="lineno"> 1916</span> <span class="comment">// we kwnow that this pivot will still have an acceptable magnitude.</span></div>
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<div class="line"><a id="l01917" name="l01917"></a><span class="lineno"> 1917</span> <span class="comment">//</span></div>
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<div class="line"><a id="l01918" name="l01918"></a><span class="lineno"> 1918</span> <span class="comment">// TODO(user): An issue left to fix is that if there is no such pivot at</span></div>
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<div class="line"><a id="l01919" name="l01919"></a><span class="lineno"> 1919</span> <span class="comment">// all, then we will report unbounded even if this is not really the case.</span></div>
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<div class="line"><a id="l01920" name="l01920"></a><span class="lineno"> 1920</span> <span class="comment">// As of 2018/07/18, this happens on l30.mps.</span></div>
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<div class="line"><a id="l01921" name="l01921"></a><span class="lineno"> 1921</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Couldn't avoid pivoting by "</span> << direction_[*leaving_row]</div>
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<div class="line"><a id="l01922" name="l01922"></a><span class="lineno"> 1922</span> << <span class="stringliteral">" direction_infinity_norm_ = "</span> << direction_infinity_norm_</div>
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<div class="line"><a id="l01923" name="l01923"></a><span class="lineno"> 1923</span> << <span class="stringliteral">" reduced cost = "</span> << reduced_cost;</div>
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<div class="line"><a id="l01924" name="l01924"></a><span class="lineno"> 1924</span> <a class="code hl_define" href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a>(std::abs(direction_[*leaving_row]),</div>
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<div class="line"><a id="l01925" name="l01925"></a><span class="lineno"> 1925</span> parameters_.minimum_acceptable_pivot());</div>
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<div class="line"><a id="l01926" name="l01926"></a><span class="lineno"> 1926</span> <a class="code hl_define" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(ratio_test_stats_.abs_tested_pivot.Add(pivot_magnitude));</div>
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<div class="line"><a id="l01927" name="l01927"></a><span class="lineno"> 1927</span> }</div>
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<div class="line"><a id="l01928" name="l01928"></a><span class="lineno"> 1928</span> <span class="keywordflow">break</span>;</div>
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<div class="line"><a id="l01929" name="l01929"></a><span class="lineno"> 1929</span> }</div>
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<div class="line"><a id="l01930" name="l01930"></a><span class="lineno"> 1930</span> </div>
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<div class="line"><a id="l01931" name="l01931"></a><span class="lineno"> 1931</span> <span class="comment">// Update the target bound.</span></div>
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<div class="line"><a id="l01932" name="l01932"></a><span class="lineno"> 1932</span> <span class="keywordflow">if</span> (*leaving_row != <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
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<div class="line"><a id="l01933" name="l01933"></a><span class="lineno"> 1933</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> is_reduced_cost_positive = (reduced_cost > 0.0);</div>
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<div class="line"><a id="l01934" name="l01934"></a><span class="lineno"> 1934</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> is_leaving_coeff_positive = (direction_[*leaving_row] > 0.0);</div>
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<div class="line"><a id="l01935" name="l01935"></a><span class="lineno"> 1935</span> *<a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = (is_reduced_cost_positive == is_leaving_coeff_positive)</div>
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<div class="line"><a id="l01936" name="l01936"></a><span class="lineno"> 1936</span> ? <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[basis_[*leaving_row]]</div>
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<div class="line"><a id="l01937" name="l01937"></a><span class="lineno"> 1937</span> : <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[basis_[*leaving_row]];</div>
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<div class="line"><a id="l01938" name="l01938"></a><span class="lineno"> 1938</span> }</div>
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<div class="line"><a id="l01939" name="l01939"></a><span class="lineno"> 1939</span> </div>
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|
<div class="line"><a id="l01940" name="l01940"></a><span class="lineno"> 1940</span> <span class="comment">// Stats.</span></div>
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<div class="line"><a id="l01941" name="l01941"></a><span class="lineno"> 1941</span> <a class="code hl_define" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>({</div>
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<div class="line"><a id="l01942" name="l01942"></a><span class="lineno"> 1942</span> ratio_test_stats_.leaving_choices.Add(stats_num_leaving_choices);</div>
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<div class="line"><a id="l01943" name="l01943"></a><span class="lineno"> 1943</span> <span class="keywordflow">if</span> (!equivalent_leaving_choices_.empty()) {</div>
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<div class="line"><a id="l01944" name="l01944"></a><span class="lineno"> 1944</span> ratio_test_stats_.num_perfect_ties.Add(</div>
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|
<div class="line"><a id="l01945" name="l01945"></a><span class="lineno"> 1945</span> equivalent_leaving_choices_.size());</div>
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|
<div class="line"><a id="l01946" name="l01946"></a><span class="lineno"> 1946</span> }</div>
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|
<div class="line"><a id="l01947" name="l01947"></a><span class="lineno"> 1947</span> <a class="code hl_function" href="parser_8yy_8cc.html#a33e91cd0cef6786e9e3a27ac67707207">if</a> (*leaving_row != <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
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<div class="line"><a id="l01948" name="l01948"></a><span class="lineno"> 1948</span> ratio_test_stats_.abs_used_pivot.Add(std::abs(direction_[*leaving_row]));</div>
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<div class="line"><a id="l01949" name="l01949"></a><span class="lineno"> 1949</span> }</div>
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<div class="line"><a id="l01950" name="l01950"></a><span class="lineno"> 1950</span> });</div>
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<div class="line"><a id="l01951" name="l01951"></a><span class="lineno"> 1951</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
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|
<div class="line"><a id="l01952" name="l01952"></a><span class="lineno"> 1952</span>}</div>
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|
<div class="line"><a id="l01953" name="l01953"></a><span class="lineno"> 1953</span> </div>
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<div class="line"><a id="l01954" name="l01954"></a><span class="lineno"> 1954</span><span class="keyword">namespace </span>{</div>
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|
<div class="line"><a id="l01955" name="l01955"></a><span class="lineno"> 1955</span> </div>
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<div class="line"><a id="l01956" name="l01956"></a><span class="lineno"> 1956</span><span class="comment">// Store a row with its ratio, coefficient magnitude and target bound. This is</span></div>
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<div class="line"><a id="l01957" name="l01957"></a><span class="lineno"> 1957</span><span class="comment">// used by PrimalPhaseIChooseLeavingVariableRow(), see this function for more</span></div>
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<div class="line"><a id="l01958" name="l01958"></a><span class="lineno"> 1958</span><span class="comment">// details.</span></div>
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<div class="line"><a id="l01959" name="l01959"></a><span class="lineno"> 1959</span><span class="keyword">struct </span>BreakPoint {</div>
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<div class="line"><a id="l01960" name="l01960"></a><span class="lineno"> 1960</span> BreakPoint(RowIndex _row, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> _ratio, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> _coeff_magnitude,</div>
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<div class="line"><a id="l01961" name="l01961"></a><span class="lineno"> 1961</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> _target_bound)</div>
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<div class="line"><a id="l01962" name="l01962"></a><span class="lineno"> 1962</span> : <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(_row),</div>
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|
<div class="line"><a id="l01963" name="l01963"></a><span class="lineno"> 1963</span> <a class="code hl_variable" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a>(_ratio),</div>
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|
<div class="line"><a id="l01964" name="l01964"></a><span class="lineno"> 1964</span> <a class="code hl_variable" href="revised__simplex_8cc.html#a773239be94b6b64ba8fa2367b86776be">coeff_magnitude</a>(_coeff_magnitude),</div>
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<div class="line"><a id="l01965" name="l01965"></a><span class="lineno"> 1965</span> <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>(_target_bound) {}</div>
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<div class="line"><a id="l01966" name="l01966"></a><span class="lineno"> 1966</span> </div>
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<div class="line"><a id="l01967" name="l01967"></a><span class="lineno"> 1967</span> <span class="comment">// We want to process the breakpoints by increasing ratio and decreasing</span></div>
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<div class="line"><a id="l01968" name="l01968"></a><span class="lineno"> 1968</span> <span class="comment">// coefficient magnitude (if the ratios are the same). Returns false if "this"</span></div>
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<div class="line"><a id="l01969" name="l01969"></a><span class="lineno"> 1969</span> <span class="comment">// is before "other" in a priority queue.</span></div>
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|
<div class="line"><a id="l01970" name="l01970"></a><span class="lineno"> 1970</span> <span class="keywordtype">bool</span> operator<(<span class="keyword">const</span> BreakPoint& other)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l01971" name="l01971"></a><span class="lineno"> 1971</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a> == other.ratio) {</div>
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<div class="line"><a id="l01972" name="l01972"></a><span class="lineno"> 1972</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="revised__simplex_8cc.html#a773239be94b6b64ba8fa2367b86776be">coeff_magnitude</a> == other.coeff_magnitude) {</div>
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<div class="line"><a id="l01973" name="l01973"></a><span class="lineno"> 1973</span> <span class="keywordflow">return</span> <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> > other.row;</div>
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<div class="line"><a id="l01974" name="l01974"></a><span class="lineno"> 1974</span> }</div>
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<div class="line"><a id="l01975" name="l01975"></a><span class="lineno"> 1975</span> <span class="keywordflow">return</span> <a class="code hl_variable" href="revised__simplex_8cc.html#a773239be94b6b64ba8fa2367b86776be">coeff_magnitude</a> < other.coeff_magnitude;</div>
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<div class="line"><a id="l01976" name="l01976"></a><span class="lineno"> 1976</span> }</div>
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<div class="line"><a id="l01977" name="l01977"></a><span class="lineno"> 1977</span> <span class="keywordflow">return</span> <a class="code hl_variable" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a> > other.ratio;</div>
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<div class="line"><a id="l01978" name="l01978"></a><span class="lineno"> 1978</span> }</div>
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<div class="line"><a id="l01979" name="l01979"></a><span class="lineno"> 1979</span> </div>
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<div class="line"><a id="l01980" name="l01980"></a><span class="lineno"><a class="line" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52"> 1980</a></span> RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</div>
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<div class="line"><a id="l01981" name="l01981"></a><span class="lineno"><a class="line" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2"> 1981</a></span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a>;</div>
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<div class="line"><a id="l01982" name="l01982"></a><span class="lineno"><a class="line" href="revised__simplex_8cc.html#a773239be94b6b64ba8fa2367b86776be"> 1982</a></span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="revised__simplex_8cc.html#a773239be94b6b64ba8fa2367b86776be">coeff_magnitude</a>;</div>
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<div class="line"><a id="l01983" name="l01983"></a><span class="lineno"><a class="line" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2"> 1983</a></span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>;</div>
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<div class="line"><a id="l01984" name="l01984"></a><span class="lineno"> 1984</span>};</div>
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<div class="line"><a id="l01985" name="l01985"></a><span class="lineno"> 1985</span> </div>
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<div class="line"><a id="l01986" name="l01986"></a><span class="lineno"> 1986</span>} <span class="comment">// namespace</span></div>
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<div class="line"><a id="l01987" name="l01987"></a><span class="lineno"> 1987</span> </div>
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<div class="line"><a id="l01988" name="l01988"></a><span class="lineno"> 1988</span><span class="keywordtype">void</span> RevisedSimplex::PrimalPhaseIChooseLeavingVariableRow(</div>
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<div class="line"><a id="l01989" name="l01989"></a><span class="lineno"> 1989</span> ColIndex entering_col, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> reduced_cost, <span class="keywordtype">bool</span>* refactorize,</div>
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<div class="line"><a id="l01990" name="l01990"></a><span class="lineno"> 1990</span> RowIndex* leaving_row, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* step_length,</div>
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<div class="line"><a id="l01991" name="l01991"></a><span class="lineno"> 1991</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l01992" name="l01992"></a><span class="lineno"> 1992</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
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<div class="line"><a id="l01993" name="l01993"></a><span class="lineno"> 1993</span> <a class="code hl_define" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(refactorize);</div>
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<div class="line"><a id="l01994" name="l01994"></a><span class="lineno"> 1994</span> <a class="code hl_define" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(leaving_row);</div>
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<div class="line"><a id="l01995" name="l01995"></a><span class="lineno"> 1995</span> <a class="code hl_define" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(step_length);</div>
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<div class="line"><a id="l01996" name="l01996"></a><span class="lineno"> 1996</span> <a class="code hl_define" href="revised__simplex_8cc.html#aedfbeda17580baf879eb030b681ccee1">DCHECK_COL_BOUNDS</a>(entering_col);</div>
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<div class="line"><a id="l01997" name="l01997"></a><span class="lineno"> 1997</span> <a class="code hl_define" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(0.0, reduced_cost);</div>
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<div class="line"><a id="l01998" name="l01998"></a><span class="lineno"> 1998</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a3db14ab65240d00133a76abb5f4edf8c">GetVariableLowerBounds</a>();</div>
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<div class="line"><a id="l01999" name="l01999"></a><span class="lineno"> 1999</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab93f3d12ceb27e391fb1785db7e56463">GetVariableUpperBounds</a>();</div>
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<div class="line"><a id="l02000" name="l02000"></a><span class="lineno"> 2000</span> </div>
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<div class="line"><a id="l02001" name="l02001"></a><span class="lineno"> 2001</span> <span class="comment">// We initialize current_ratio with the maximum step the entering variable</span></div>
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<div class="line"><a id="l02002" name="l02002"></a><span class="lineno"> 2002</span> <span class="comment">// can take (bound-flip). Note that we do not use tolerance here.</span></div>
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<div class="line"><a id="l02003" name="l02003"></a><span class="lineno"> 2003</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> entering_value = variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(entering_col);</div>
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<div class="line"><a id="l02004" name="l02004"></a><span class="lineno"> 2004</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> current_ratio = (reduced_cost > 0.0)</div>
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<div class="line"><a id="l02005" name="l02005"></a><span class="lineno"> 2005</span> ? entering_value - <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[entering_col]</div>
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<div class="line"><a id="l02006" name="l02006"></a><span class="lineno"> 2006</span> : <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[entering_col] - entering_value;</div>
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<div class="line"><a id="l02007" name="l02007"></a><span class="lineno"> 2007</span> <a class="code hl_define" href="base_2logging_8h.html#ab4f56aa24c4c9cddc47a6abd2d747f9a">DCHECK_GT</a>(current_ratio, 0.0);</div>
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|
<div class="line"><a id="l02008" name="l02008"></a><span class="lineno"> 2008</span> </div>
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<div class="line"><a id="l02009" name="l02009"></a><span class="lineno"> 2009</span> std::vector<BreakPoint> breakpoints;</div>
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<div class="line"><a id="l02010" name="l02010"></a><span class="lineno"> 2010</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = parameters_.primal_feasibility_tolerance();</div>
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<div class="line"><a id="l02011" name="l02011"></a><span class="lineno"> 2011</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span> e : direction_) {</div>
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<div class="line"><a id="l02012" name="l02012"></a><span class="lineno"> 2012</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> direction =</div>
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<div class="line"><a id="l02013" name="l02013"></a><span class="lineno"> 2013</span> reduced_cost > 0.0 ? e.coefficient() : -e.coefficient();</div>
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<div class="line"><a id="l02014" name="l02014"></a><span class="lineno"> 2014</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> magnitude = std::abs(direction);</div>
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|
<div class="line"><a id="l02015" name="l02015"></a><span class="lineno"> 2015</span> <span class="keywordflow">if</span> (magnitude < tolerance) <span class="keywordflow">continue</span>;</div>
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<div class="line"><a id="l02016" name="l02016"></a><span class="lineno"> 2016</span> </div>
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<div class="line"><a id="l02017" name="l02017"></a><span class="lineno"> 2017</span> <span class="comment">// Computes by how much we can add 'direction' to the basic variable value</span></div>
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<div class="line"><a id="l02018" name="l02018"></a><span class="lineno"> 2018</span> <span class="comment">// with index 'row' until it changes of primal feasibility status. That is</span></div>
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|
<div class="line"><a id="l02019" name="l02019"></a><span class="lineno"> 2019</span> <span class="comment">// from infeasible to feasible or from feasible to infeasible. Note that the</span></div>
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|
<div class="line"><a id="l02020" name="l02020"></a><span class="lineno"> 2020</span> <span class="comment">// transition infeasible->feasible->infeasible is possible. We use</span></div>
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|
<div class="line"><a id="l02021" name="l02021"></a><span class="lineno"> 2021</span> <span class="comment">// tolerances here, but when the step will be performed, it will move the</span></div>
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|
<div class="line"><a id="l02022" name="l02022"></a><span class="lineno"> 2022</span> <span class="comment">// variable to the target bound (possibly taking a small negative step).</span></div>
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|
<div class="line"><a id="l02023" name="l02023"></a><span class="lineno"> 2023</span> <span class="comment">//</span></div>
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|
<div class="line"><a id="l02024" name="l02024"></a><span class="lineno"> 2024</span> <span class="comment">// Note(user): The negative step will only happen when the leaving variable</span></div>
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|
<div class="line"><a id="l02025" name="l02025"></a><span class="lineno"> 2025</span> <span class="comment">// was slightly infeasible (less than tolerance). Moreover, the overall</span></div>
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|
<div class="line"><a id="l02026" name="l02026"></a><span class="lineno"> 2026</span> <span class="comment">// infeasibility will not necessarily increase since it doesn't take into</span></div>
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|
<div class="line"><a id="l02027" name="l02027"></a><span class="lineno"> 2027</span> <span class="comment">// account all the variables with an infeasibility smaller than the</span></div>
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|
<div class="line"><a id="l02028" name="l02028"></a><span class="lineno"> 2028</span> <span class="comment">// tolerance, and here we will at least improve the one of the leaving</span></div>
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|
<div class="line"><a id="l02029" name="l02029"></a><span class="lineno"> 2029</span> <span class="comment">// variable.</span></div>
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|
<div class="line"><a id="l02030" name="l02030"></a><span class="lineno"> 2030</span> <span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = basis_[e.row()];</div>
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|
<div class="line"><a id="l02031" name="l02031"></a><span class="lineno"> 2031</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">GetIsBasicBitRow</a>().<a class="code hl_function" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>));</div>
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|
<div class="line"><a id="l02032" name="l02032"></a><span class="lineno"> 2032</span> </div>
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|
<div class="line"><a id="l02033" name="l02033"></a><span class="lineno"> 2033</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> = variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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|
<div class="line"><a id="l02034" name="l02034"></a><span class="lineno"> 2034</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> = <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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|
<div class="line"><a id="l02035" name="l02035"></a><span class="lineno"> 2035</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> = <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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|
<div class="line"><a id="l02036" name="l02036"></a><span class="lineno"> 2036</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> to_lower = (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> - tolerance - <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) / direction;</div>
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|
<div class="line"><a id="l02037" name="l02037"></a><span class="lineno"> 2037</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> to_upper = (<a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> + tolerance - <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) / direction;</div>
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|
<div class="line"><a id="l02038" name="l02038"></a><span class="lineno"> 2038</span> </div>
|
|
<div class="line"><a id="l02039" name="l02039"></a><span class="lineno"> 2039</span> <span class="comment">// Enqueue the possible transitions. Note that the second tests exclude the</span></div>
|
|
<div class="line"><a id="l02040" name="l02040"></a><span class="lineno"> 2040</span> <span class="comment">// case where to_lower or to_upper are infinite.</span></div>
|
|
<div class="line"><a id="l02041" name="l02041"></a><span class="lineno"> 2041</span> <span class="keywordflow">if</span> (to_lower >= 0.0 && to_lower < current_ratio) {</div>
|
|
<div class="line"><a id="l02042" name="l02042"></a><span class="lineno"> 2042</span> breakpoints.push_back(</div>
|
|
<div class="line"><a id="l02043" name="l02043"></a><span class="lineno"> 2043</span> BreakPoint(e.row(), to_lower, magnitude, <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>));</div>
|
|
<div class="line"><a id="l02044" name="l02044"></a><span class="lineno"> 2044</span> }</div>
|
|
<div class="line"><a id="l02045" name="l02045"></a><span class="lineno"> 2045</span> <span class="keywordflow">if</span> (to_upper >= 0.0 && to_upper < current_ratio) {</div>
|
|
<div class="line"><a id="l02046" name="l02046"></a><span class="lineno"> 2046</span> breakpoints.push_back(</div>
|
|
<div class="line"><a id="l02047" name="l02047"></a><span class="lineno"> 2047</span> BreakPoint(e.row(), to_upper, magnitude, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>));</div>
|
|
<div class="line"><a id="l02048" name="l02048"></a><span class="lineno"> 2048</span> }</div>
|
|
<div class="line"><a id="l02049" name="l02049"></a><span class="lineno"> 2049</span> }</div>
|
|
<div class="line"><a id="l02050" name="l02050"></a><span class="lineno"> 2050</span> </div>
|
|
<div class="line"><a id="l02051" name="l02051"></a><span class="lineno"> 2051</span> <span class="comment">// Order the breakpoints by increasing ratio and decreasing coefficient</span></div>
|
|
<div class="line"><a id="l02052" name="l02052"></a><span class="lineno"> 2052</span> <span class="comment">// magnitude (if the ratios are the same).</span></div>
|
|
<div class="line"><a id="l02053" name="l02053"></a><span class="lineno"> 2053</span> std::make_heap(breakpoints.begin(), breakpoints.end());</div>
|
|
<div class="line"><a id="l02054" name="l02054"></a><span class="lineno"> 2054</span> </div>
|
|
<div class="line"><a id="l02055" name="l02055"></a><span class="lineno"> 2055</span> <span class="comment">// Select the last breakpoint that still improves the infeasibility and has</span></div>
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|
<div class="line"><a id="l02056" name="l02056"></a><span class="lineno"> 2056</span> <span class="comment">// the largest coefficient magnitude.</span></div>
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|
<div class="line"><a id="l02057" name="l02057"></a><span class="lineno"> 2057</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> improvement = std::abs(reduced_cost);</div>
|
|
<div class="line"><a id="l02058" name="l02058"></a><span class="lineno"> 2058</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> best_magnitude = 0.0;</div>
|
|
<div class="line"><a id="l02059" name="l02059"></a><span class="lineno"> 2059</span> *leaving_row = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>;</div>
|
|
<div class="line"><a id="l02060" name="l02060"></a><span class="lineno"> 2060</span> <span class="keywordflow">while</span> (!breakpoints.empty()) {</div>
|
|
<div class="line"><a id="l02061" name="l02061"></a><span class="lineno"> 2061</span> <span class="keyword">const</span> BreakPoint top = breakpoints.front();</div>
|
|
<div class="line"><a id="l02062" name="l02062"></a><span class="lineno"> 2062</span> <span class="comment">// TODO(user): consider using >= here. That will lead to bigger ratio and</span></div>
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|
<div class="line"><a id="l02063" name="l02063"></a><span class="lineno"> 2063</span> <span class="comment">// hence a better impact on the infeasibility. The drawback is that more</span></div>
|
|
<div class="line"><a id="l02064" name="l02064"></a><span class="lineno"> 2064</span> <span class="comment">// effort may be needed to update the reduced costs.</span></div>
|
|
<div class="line"><a id="l02065" name="l02065"></a><span class="lineno"> 2065</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l02066" name="l02066"></a><span class="lineno"> 2066</span> <span class="comment">// TODO(user): Use a random tie breaking strategy for BreakPoint with</span></div>
|
|
<div class="line"><a id="l02067" name="l02067"></a><span class="lineno"> 2067</span> <span class="comment">// same ratio and same coefficient magnitude? Koberstein explains in his PhD</span></div>
|
|
<div class="line"><a id="l02068" name="l02068"></a><span class="lineno"> 2068</span> <span class="comment">// that it helped on the dual-simplex.</span></div>
|
|
<div class="line"><a id="l02069" name="l02069"></a><span class="lineno"> 2069</span> <span class="keywordflow">if</span> (top.coeff_magnitude > best_magnitude) {</div>
|
|
<div class="line"><a id="l02070" name="l02070"></a><span class="lineno"> 2070</span> *leaving_row = top.row;</div>
|
|
<div class="line"><a id="l02071" name="l02071"></a><span class="lineno"> 2071</span> current_ratio = top.ratio;</div>
|
|
<div class="line"><a id="l02072" name="l02072"></a><span class="lineno"> 2072</span> best_magnitude = top.coeff_magnitude;</div>
|
|
<div class="line"><a id="l02073" name="l02073"></a><span class="lineno"> 2073</span> *<a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = top.target_bound;</div>
|
|
<div class="line"><a id="l02074" name="l02074"></a><span class="lineno"> 2074</span> }</div>
|
|
<div class="line"><a id="l02075" name="l02075"></a><span class="lineno"> 2075</span> </div>
|
|
<div class="line"><a id="l02076" name="l02076"></a><span class="lineno"> 2076</span> <span class="comment">// As long as the sum of primal infeasibilities is decreasing, we look for</span></div>
|
|
<div class="line"><a id="l02077" name="l02077"></a><span class="lineno"> 2077</span> <span class="comment">// pivots that are numerically more stable.</span></div>
|
|
<div class="line"><a id="l02078" name="l02078"></a><span class="lineno"> 2078</span> improvement -= top.coeff_magnitude;</div>
|
|
<div class="line"><a id="l02079" name="l02079"></a><span class="lineno"> 2079</span> <span class="keywordflow">if</span> (improvement <= 0.0) <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l02080" name="l02080"></a><span class="lineno"> 2080</span> std::pop_heap(breakpoints.begin(), breakpoints.end());</div>
|
|
<div class="line"><a id="l02081" name="l02081"></a><span class="lineno"> 2081</span> breakpoints.pop_back();</div>
|
|
<div class="line"><a id="l02082" name="l02082"></a><span class="lineno"> 2082</span> }</div>
|
|
<div class="line"><a id="l02083" name="l02083"></a><span class="lineno"> 2083</span> </div>
|
|
<div class="line"><a id="l02084" name="l02084"></a><span class="lineno"> 2084</span> <span class="comment">// Try to avoid a small pivot by refactorizing.</span></div>
|
|
<div class="line"><a id="l02085" name="l02085"></a><span class="lineno"> 2085</span> <span class="keywordflow">if</span> (*leaving_row != <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
|
|
<div class="line"><a id="l02086" name="l02086"></a><span class="lineno"> 2086</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> threshold =</div>
|
|
<div class="line"><a id="l02087" name="l02087"></a><span class="lineno"> 2087</span> parameters_.small_pivot_threshold() * direction_infinity_norm_;</div>
|
|
<div class="line"><a id="l02088" name="l02088"></a><span class="lineno"> 2088</span> <span class="keywordflow">if</span> (best_magnitude < threshold && !basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>()) {</div>
|
|
<div class="line"><a id="l02089" name="l02089"></a><span class="lineno"> 2089</span> *refactorize = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l02090" name="l02090"></a><span class="lineno"> 2090</span> <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a id="l02091" name="l02091"></a><span class="lineno"> 2091</span> }</div>
|
|
<div class="line"><a id="l02092" name="l02092"></a><span class="lineno"> 2092</span> }</div>
|
|
<div class="line"><a id="l02093" name="l02093"></a><span class="lineno"> 2093</span> *step_length = current_ratio;</div>
|
|
<div class="line"><a id="l02094" name="l02094"></a><span class="lineno"> 2094</span>}</div>
|
|
<div class="line"><a id="l02095" name="l02095"></a><span class="lineno"> 2095</span> </div>
|
|
<div class="line"><a id="l02096" name="l02096"></a><span class="lineno"> 2096</span><span class="comment">// This implements the pricing step for the dual simplex.</span></div>
|
|
<div class="line"><a id="l02097" name="l02097"></a><span class="lineno"> 2097</span>Status RevisedSimplex::DualChooseLeavingVariableRow(RowIndex* leaving_row,</div>
|
|
<div class="line"><a id="l02098" name="l02098"></a><span class="lineno"> 2098</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* cost_variation,</div>
|
|
<div class="line"><a id="l02099" name="l02099"></a><span class="lineno"> 2099</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>) {</div>
|
|
<div class="line"><a id="l02100" name="l02100"></a><span class="lineno"> 2100</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l02101" name="l02101"></a><span class="lineno"> 2101</span> <a class="code hl_define" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(leaving_row);</div>
|
|
<div class="line"><a id="l02102" name="l02102"></a><span class="lineno"> 2102</span> <a class="code hl_define" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(cost_variation);</div>
|
|
<div class="line"><a id="l02103" name="l02103"></a><span class="lineno"> 2103</span> <a class="code hl_define" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(<a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>);</div>
|
|
<div class="line"><a id="l02104" name="l02104"></a><span class="lineno"> 2104</span> </div>
|
|
<div class="line"><a id="l02105" name="l02105"></a><span class="lineno"> 2105</span> <span class="comment">// This is not supposed to happen, but better be safe.</span></div>
|
|
<div class="line"><a id="l02106" name="l02106"></a><span class="lineno"> 2106</span> <span class="keywordflow">if</span> (dual_prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a647917658f096ec35e9a14eaf4e1a7e3">Size</a>() == 0) {</div>
|
|
<div class="line"><a id="l02107" name="l02107"></a><span class="lineno"> 2107</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acd27b30d01d0b9022796bf91abf40de0">RecomputeDualPrices</a>();</div>
|
|
<div class="line"><a id="l02108" name="l02108"></a><span class="lineno"> 2108</span> }</div>
|
|
<div class="line"><a id="l02109" name="l02109"></a><span class="lineno"> 2109</span> </div>
|
|
<div class="line"><a id="l02110" name="l02110"></a><span class="lineno"> 2110</span> <span class="comment">// Return right away if there is no leaving variable.</span></div>
|
|
<div class="line"><a id="l02111" name="l02111"></a><span class="lineno"> 2111</span> <span class="comment">// Fill cost_variation and target_bound otherwise.</span></div>
|
|
<div class="line"><a id="l02112" name="l02112"></a><span class="lineno"> 2112</span> *leaving_row = dual_prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#ae9e909718fc3aa8d0c968ef9a35f495b">GetMaximum</a>();</div>
|
|
<div class="line"><a id="l02113" name="l02113"></a><span class="lineno"> 2113</span> <span class="keywordflow">if</span> (*leaving_row == <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
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|
<div class="line"><a id="l02114" name="l02114"></a><span class="lineno"> 2114</span> </div>
|
|
<div class="line"><a id="l02115" name="l02115"></a><span class="lineno"> 2115</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a3db14ab65240d00133a76abb5f4edf8c">GetVariableLowerBounds</a>();</div>
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|
<div class="line"><a id="l02116" name="l02116"></a><span class="lineno"> 2116</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab93f3d12ceb27e391fb1785db7e56463">GetVariableUpperBounds</a>();</div>
|
|
<div class="line"><a id="l02117" name="l02117"></a><span class="lineno"> 2117</span> <span class="keyword">const</span> ColIndex leaving_col = basis_[*leaving_row];</div>
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|
<div class="line"><a id="l02118" name="l02118"></a><span class="lineno"> 2118</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> = variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(leaving_col);</div>
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|
<div class="line"><a id="l02119" name="l02119"></a><span class="lineno"> 2119</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> < <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[leaving_col]) {</div>
|
|
<div class="line"><a id="l02120" name="l02120"></a><span class="lineno"> 2120</span> *cost_variation = <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[leaving_col] - <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>;</div>
|
|
<div class="line"><a id="l02121" name="l02121"></a><span class="lineno"> 2121</span> *<a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[leaving_col];</div>
|
|
<div class="line"><a id="l02122" name="l02122"></a><span class="lineno"> 2122</span> <a class="code hl_define" href="base_2logging_8h.html#ab4f56aa24c4c9cddc47a6abd2d747f9a">DCHECK_GT</a>(*cost_variation, 0.0);</div>
|
|
<div class="line"><a id="l02123" name="l02123"></a><span class="lineno"> 2123</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l02124" name="l02124"></a><span class="lineno"> 2124</span> *cost_variation = <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[leaving_col] - <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>;</div>
|
|
<div class="line"><a id="l02125" name="l02125"></a><span class="lineno"> 2125</span> *<a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[leaving_col];</div>
|
|
<div class="line"><a id="l02126" name="l02126"></a><span class="lineno"> 2126</span> <a class="code hl_define" href="base_2logging_8h.html#ab62f5ed8f2d48e29802be0cbbcd1359a">DCHECK_LT</a>(*cost_variation, 0.0);</div>
|
|
<div class="line"><a id="l02127" name="l02127"></a><span class="lineno"> 2127</span> }</div>
|
|
<div class="line"><a id="l02128" name="l02128"></a><span class="lineno"> 2128</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a id="l02129" name="l02129"></a><span class="lineno"> 2129</span>}</div>
|
|
<div class="line"><a id="l02130" name="l02130"></a><span class="lineno"> 2130</span> </div>
|
|
<div class="line"><a id="l02131" name="l02131"></a><span class="lineno"> 2131</span><span class="keyword">namespace </span>{</div>
|
|
<div class="line"><a id="l02132" name="l02132"></a><span class="lineno"> 2132</span> </div>
|
|
<div class="line"><a id="l02133" name="l02133"></a><span class="lineno"> 2133</span><span class="comment">// Returns true if a basic variable with given cost and type is to be considered</span></div>
|
|
<div class="line"><a id="l02134" name="l02134"></a><span class="lineno"> 2134</span><span class="comment">// as a leaving candidate for the dual phase I.</span></div>
|
|
<div class="line"><a id="l02135" name="l02135"></a><span class="lineno"> 2135</span><span class="keywordtype">bool</span> IsDualPhaseILeavingCandidate(<a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="routing__flow_8cc.html#a75d7b5e4cab1e156cc7a2c5eba1e16f1">cost</a>, <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027">VariableType</a> type,</div>
|
|
<div class="line"><a id="l02136" name="l02136"></a><span class="lineno"> 2136</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> threshold) {</div>
|
|
<div class="line"><a id="l02137" name="l02137"></a><span class="lineno"> 2137</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="routing__flow_8cc.html#a75d7b5e4cab1e156cc7a2c5eba1e16f1">cost</a> == 0.0) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l02138" name="l02138"></a><span class="lineno"> 2138</span> <span class="keywordflow">return</span> type == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a62e32b9a6efb029208f576ee123b459f">VariableType::UPPER_AND_LOWER_BOUNDED</a> ||</div>
|
|
<div class="line"><a id="l02139" name="l02139"></a><span class="lineno"> 2139</span> type == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027aaa56837dd3f2917e1e13f3173b596103">VariableType::FIXED_VARIABLE</a> ||</div>
|
|
<div class="line"><a id="l02140" name="l02140"></a><span class="lineno"> 2140</span> (type == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027ae7243c883ff6508ee41b3b1339a7e8f1">VariableType::UPPER_BOUNDED</a> && <a class="code hl_variable" href="routing__flow_8cc.html#a75d7b5e4cab1e156cc7a2c5eba1e16f1">cost</a> < -threshold) ||</div>
|
|
<div class="line"><a id="l02141" name="l02141"></a><span class="lineno"> 2141</span> (type == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a9972b9c8a6068625d6cf1f789f3fd872">VariableType::LOWER_BOUNDED</a> && <a class="code hl_variable" href="routing__flow_8cc.html#a75d7b5e4cab1e156cc7a2c5eba1e16f1">cost</a> > threshold);</div>
|
|
<div class="line"><a id="l02142" name="l02142"></a><span class="lineno"> 2142</span>}</div>
|
|
<div class="line"><a id="l02143" name="l02143"></a><span class="lineno"> 2143</span> </div>
|
|
<div class="line"><a id="l02144" name="l02144"></a><span class="lineno"> 2144</span>} <span class="comment">// namespace</span></div>
|
|
<div class="line"><a id="l02145" name="l02145"></a><span class="lineno"> 2145</span> </div>
|
|
<div class="line"><a id="l02146" name="l02146"></a><span class="lineno"> 2146</span><span class="comment">// Important: The norm should be updated before this is called.</span></div>
|
|
<div class="line"><a id="l02147" name="l02147"></a><span class="lineno"> 2147</span><span class="keyword">template</span> <<span class="keywordtype">bool</span> use_dense_update></div>
|
|
<div class="line"><a id="l02148" name="l02148"></a><span class="lineno"> 2148</span><span class="keywordtype">void</span> RevisedSimplex::OnDualPriceChange(<span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#ae5fa9e57c2d31b294195ed8a9e17bfac">DenseColumn</a>& squared_norm,</div>
|
|
<div class="line"><a id="l02149" name="l02149"></a><span class="lineno"> 2149</span> RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027">VariableType</a> type,</div>
|
|
<div class="line"><a id="l02150" name="l02150"></a><span class="lineno"> 2150</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> threshold) {</div>
|
|
<div class="line"><a id="l02151" name="l02151"></a><span class="lineno"> 2151</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> price = dual_pricing_vector_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l02152" name="l02152"></a><span class="lineno"> 2152</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> is_candidate =</div>
|
|
<div class="line"><a id="l02153" name="l02153"></a><span class="lineno"> 2153</span> IsDualPhaseILeavingCandidate(price, type, threshold);</div>
|
|
<div class="line"><a id="l02154" name="l02154"></a><span class="lineno"> 2154</span> <span class="keywordflow">if</span> (is_candidate) {</div>
|
|
<div class="line"><a id="l02155" name="l02155"></a><span class="lineno"> 2155</span> <span class="keywordflow">if</span> (use_dense_update) {</div>
|
|
<div class="line"><a id="l02156" name="l02156"></a><span class="lineno"> 2156</span> dual_prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a342bfaf1266d12b6202742bb5262f5d1">DenseAddOrUpdate</a>(<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a1dcd08b0f6c19cd4a302bb5a3a6ea06e">Square</a>(price) / squared_norm[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
|
|
<div class="line"><a id="l02157" name="l02157"></a><span class="lineno"> 2157</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l02158" name="l02158"></a><span class="lineno"> 2158</span> dual_prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a0288e565c7950baedeafd9d866f27f79">AddOrUpdate</a>(<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a1dcd08b0f6c19cd4a302bb5a3a6ea06e">Square</a>(price) / squared_norm[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
|
|
<div class="line"><a id="l02159" name="l02159"></a><span class="lineno"> 2159</span> }</div>
|
|
<div class="line"><a id="l02160" name="l02160"></a><span class="lineno"> 2160</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l02161" name="l02161"></a><span class="lineno"> 2161</span> dual_prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a06262520df93f238136b5f3fa7dd41ab">Remove</a>(<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a id="l02162" name="l02162"></a><span class="lineno"> 2162</span> }</div>
|
|
<div class="line"><a id="l02163" name="l02163"></a><span class="lineno"> 2163</span>}</div>
|
|
<div class="line"><a id="l02164" name="l02164"></a><span class="lineno"> 2164</span> </div>
|
|
<div class="line"><a id="l02165" name="l02165"></a><span class="lineno"> 2165</span><span class="keywordtype">void</span> RevisedSimplex::DualPhaseIUpdatePrice(RowIndex leaving_row,</div>
|
|
<div class="line"><a id="l02166" name="l02166"></a><span class="lineno"> 2166</span> ColIndex entering_col) {</div>
|
|
<div class="line"><a id="l02167" name="l02167"></a><span class="lineno"> 2167</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l02168" name="l02168"></a><span class="lineno"> 2168</span> </div>
|
|
<div class="line"><a id="l02169" name="l02169"></a><span class="lineno"> 2169</span> <span class="comment">// If the prices are going to be recomputed, there is nothing to do. See the</span></div>
|
|
<div class="line"><a id="l02170" name="l02170"></a><span class="lineno"> 2170</span> <span class="comment">// logic at the beginning of DualPhaseIChooseLeavingVariableRow() which must</span></div>
|
|
<div class="line"><a id="l02171" name="l02171"></a><span class="lineno"> 2171</span> <span class="comment">// be in sync with this one.</span></div>
|
|
<div class="line"><a id="l02172" name="l02172"></a><span class="lineno"> 2172</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l02173" name="l02173"></a><span class="lineno"> 2173</span> <span class="comment">// TODO(user): Move the logic in a single class, so it is easier to enforce</span></div>
|
|
<div class="line"><a id="l02174" name="l02174"></a><span class="lineno"> 2174</span> <span class="comment">// invariant.</span></div>
|
|
<div class="line"><a id="l02175" name="l02175"></a><span class="lineno"> 2175</span> <span class="keywordflow">if</span> (reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5b05974f9610779eea6c8594ed42405c">AreReducedCostsRecomputed</a>() ||</div>
|
|
<div class="line"><a id="l02176" name="l02176"></a><span class="lineno"> 2176</span> dual_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#af507437729fd1e93677772e748ca1cfc">NeedsBasisRefactorization</a>() ||</div>
|
|
<div class="line"><a id="l02177" name="l02177"></a><span class="lineno"> 2177</span> dual_pricing_vector_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc">empty</a>()) {</div>
|
|
<div class="line"><a id="l02178" name="l02178"></a><span class="lineno"> 2178</span> <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a id="l02179" name="l02179"></a><span class="lineno"> 2179</span> }</div>
|
|
<div class="line"><a id="l02180" name="l02180"></a><span class="lineno"> 2180</span> </div>
|
|
<div class="line"><a id="l02181" name="l02181"></a><span class="lineno"> 2181</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a3fe3250e630f7fc5b37f2340ab79c566">VariableTypeRow</a>& variable_type = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>();</div>
|
|
<div class="line"><a id="l02182" name="l02182"></a><span class="lineno"> 2182</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> threshold = parameters_.ratio_test_zero_threshold();</div>
|
|
<div class="line"><a id="l02183" name="l02183"></a><span class="lineno"> 2183</span> </div>
|
|
<div class="line"><a id="l02184" name="l02184"></a><span class="lineno"> 2184</span> <span class="comment">// Note that because the norm are also updated only on the position of the</span></div>
|
|
<div class="line"><a id="l02185" name="l02185"></a><span class="lineno"> 2185</span> <span class="comment">// direction, scaled_dual_pricing_vector_ will be up to date.</span></div>
|
|
<div class="line"><a id="l02186" name="l02186"></a><span class="lineno"> 2186</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#ae5fa9e57c2d31b294195ed8a9e17bfac">DenseColumn</a>& squared_norms = dual_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#a1f1a686f26843ecfeb36e71f7626c330">GetEdgeSquaredNorms</a>();</div>
|
|
<div class="line"><a id="l02187" name="l02187"></a><span class="lineno"> 2187</span> </div>
|
|
<div class="line"><a id="l02188" name="l02188"></a><span class="lineno"> 2188</span> <span class="comment">// Convert the dual_pricing_vector_ from the old basis into the new one (which</span></div>
|
|
<div class="line"><a id="l02189" name="l02189"></a><span class="lineno"> 2189</span> <span class="comment">// is the same as multiplying it by an Eta matrix corresponding to the</span></div>
|
|
<div class="line"><a id="l02190" name="l02190"></a><span class="lineno"> 2190</span> <span class="comment">// direction).</span></div>
|
|
<div class="line"><a id="l02191" name="l02191"></a><span class="lineno"> 2191</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> step =</div>
|
|
<div class="line"><a id="l02192" name="l02192"></a><span class="lineno"> 2192</span> dual_pricing_vector_[leaving_row] / direction_[leaving_row];</div>
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|
<div class="line"><a id="l02193" name="l02193"></a><span class="lineno"> 2193</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span> e : direction_) {</div>
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|
<div class="line"><a id="l02194" name="l02194"></a><span class="lineno"> 2194</span> dual_pricing_vector_[e.row()] -= e.coefficient() * step;</div>
|
|
<div class="line"><a id="l02195" name="l02195"></a><span class="lineno"> 2195</span> OnDualPriceChange(squared_norms, e.row(), variable_type[basis_[e.row()]],</div>
|
|
<div class="line"><a id="l02196" name="l02196"></a><span class="lineno"> 2196</span> threshold);</div>
|
|
<div class="line"><a id="l02197" name="l02197"></a><span class="lineno"> 2197</span> }</div>
|
|
<div class="line"><a id="l02198" name="l02198"></a><span class="lineno"> 2198</span> dual_pricing_vector_[leaving_row] = step;</div>
|
|
<div class="line"><a id="l02199" name="l02199"></a><span class="lineno"> 2199</span> </div>
|
|
<div class="line"><a id="l02200" name="l02200"></a><span class="lineno"> 2200</span> <span class="comment">// The entering_col which was dual-infeasible is now dual-feasible, so we</span></div>
|
|
<div class="line"><a id="l02201" name="l02201"></a><span class="lineno"> 2201</span> <span class="comment">// have to remove it from the infeasibility sum.</span></div>
|
|
<div class="line"><a id="l02202" name="l02202"></a><span class="lineno"> 2202</span> dual_pricing_vector_[leaving_row] -=</div>
|
|
<div class="line"><a id="l02203" name="l02203"></a><span class="lineno"> 2203</span> dual_infeasibility_improvement_direction_[entering_col];</div>
|
|
<div class="line"><a id="l02204" name="l02204"></a><span class="lineno"> 2204</span> <span class="keywordflow">if</span> (dual_infeasibility_improvement_direction_[entering_col] != 0.0) {</div>
|
|
<div class="line"><a id="l02205" name="l02205"></a><span class="lineno"> 2205</span> --num_dual_infeasible_positions_;</div>
|
|
<div class="line"><a id="l02206" name="l02206"></a><span class="lineno"> 2206</span> }</div>
|
|
<div class="line"><a id="l02207" name="l02207"></a><span class="lineno"> 2207</span> dual_infeasibility_improvement_direction_[entering_col] = 0.0;</div>
|
|
<div class="line"><a id="l02208" name="l02208"></a><span class="lineno"> 2208</span> </div>
|
|
<div class="line"><a id="l02209" name="l02209"></a><span class="lineno"> 2209</span> <span class="comment">// The leaving variable will also be dual-feasible.</span></div>
|
|
<div class="line"><a id="l02210" name="l02210"></a><span class="lineno"> 2210</span> dual_infeasibility_improvement_direction_[basis_[leaving_row]] = 0.0;</div>
|
|
<div class="line"><a id="l02211" name="l02211"></a><span class="lineno"> 2211</span> </div>
|
|
<div class="line"><a id="l02212" name="l02212"></a><span class="lineno"> 2212</span> <span class="comment">// Update the leaving row entering candidate status.</span></div>
|
|
<div class="line"><a id="l02213" name="l02213"></a><span class="lineno"> 2213</span> OnDualPriceChange(squared_norms, leaving_row, variable_type[entering_col],</div>
|
|
<div class="line"><a id="l02214" name="l02214"></a><span class="lineno"> 2214</span> threshold);</div>
|
|
<div class="line"><a id="l02215" name="l02215"></a><span class="lineno"> 2215</span>}</div>
|
|
<div class="line"><a id="l02216" name="l02216"></a><span class="lineno"> 2216</span> </div>
|
|
<div class="line"><a id="l02217" name="l02217"></a><span class="lineno"> 2217</span><span class="keyword">template</span> <<span class="keyword">typename</span> Cols></div>
|
|
<div class="line"><a id="l02218" name="l02218"></a><span class="lineno"> 2218</span><span class="keywordtype">void</span> RevisedSimplex::DualPhaseIUpdatePriceOnReducedCostChange(</div>
|
|
<div class="line"><a id="l02219" name="l02219"></a><span class="lineno"> 2219</span> <span class="keyword">const</span> Cols& cols) {</div>
|
|
<div class="line"><a id="l02220" name="l02220"></a><span class="lineno"> 2220</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l02221" name="l02221"></a><span class="lineno"> 2221</span> <span class="keywordtype">bool</span> something_to_do = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l02222" name="l02222"></a><span class="lineno"> 2222</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#aaf3efa52c50a245bf2fc964386a15d49">DenseBitRow</a>& can_decrease = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f">GetCanDecreaseBitRow</a>();</div>
|
|
<div class="line"><a id="l02223" name="l02223"></a><span class="lineno"> 2223</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#aaf3efa52c50a245bf2fc964386a15d49">DenseBitRow</a>& can_increase = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4">GetCanIncreaseBitRow</a>();</div>
|
|
<div class="line"><a id="l02224" name="l02224"></a><span class="lineno"> 2224</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& reduced_costs = reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
|
|
<div class="line"><a id="l02225" name="l02225"></a><span class="lineno"> 2225</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa6a9551b792028d16dc7123c80f429d1">GetDualFeasibilityTolerance</a>();</div>
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|
<div class="line"><a id="l02226" name="l02226"></a><span class="lineno"> 2226</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : cols) {</div>
|
|
<div class="line"><a id="l02227" name="l02227"></a><span class="lineno"> 2227</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> reduced_cost = reduced_costs[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l02228" name="l02228"></a><span class="lineno"> 2228</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> sign =</div>
|
|
<div class="line"><a id="l02229" name="l02229"></a><span class="lineno"> 2229</span> (can_increase.IsSet(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && reduced_cost < -tolerance) ? 1.0</div>
|
|
<div class="line"><a id="l02230" name="l02230"></a><span class="lineno"> 2230</span> : (can_decrease.IsSet(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && reduced_cost > tolerance) ? -1.0</div>
|
|
<div class="line"><a id="l02231" name="l02231"></a><span class="lineno"> 2231</span> : 0.0;</div>
|
|
<div class="line"><a id="l02232" name="l02232"></a><span class="lineno"> 2232</span> <span class="keywordflow">if</span> (sign != dual_infeasibility_improvement_direction_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a id="l02233" name="l02233"></a><span class="lineno"> 2233</span> <span class="keywordflow">if</span> (sign == 0.0) {</div>
|
|
<div class="line"><a id="l02234" name="l02234"></a><span class="lineno"> 2234</span> --num_dual_infeasible_positions_;</div>
|
|
<div class="line"><a id="l02235" name="l02235"></a><span class="lineno"> 2235</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (dual_infeasibility_improvement_direction_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == 0.0) {</div>
|
|
<div class="line"><a id="l02236" name="l02236"></a><span class="lineno"> 2236</span> ++num_dual_infeasible_positions_;</div>
|
|
<div class="line"><a id="l02237" name="l02237"></a><span class="lineno"> 2237</span> }</div>
|
|
<div class="line"><a id="l02238" name="l02238"></a><span class="lineno"> 2238</span> <span class="keywordflow">if</span> (!something_to_do) {</div>
|
|
<div class="line"><a id="l02239" name="l02239"></a><span class="lineno"> 2239</span> initially_all_zero_scratchpad_.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">values</a>.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(num_rows_, 0.0);</div>
|
|
<div class="line"><a id="l02240" name="l02240"></a><span class="lineno"> 2240</span> initially_all_zero_scratchpad_.<a class="code hl_function" href="structoperations__research_1_1glop_1_1_scattered_vector.html#a824e6b41b839a9f0ce98b10d3b84046d">ClearSparseMask</a>();</div>
|
|
<div class="line"><a id="l02241" name="l02241"></a><span class="lineno"> 2241</span> initially_all_zero_scratchpad_.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ac146d47daa294f7e6546c7569c9c881b">non_zeros</a>.clear();</div>
|
|
<div class="line"><a id="l02242" name="l02242"></a><span class="lineno"> 2242</span> something_to_do = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l02243" name="l02243"></a><span class="lineno"> 2243</span> }</div>
|
|
<div class="line"><a id="l02244" name="l02244"></a><span class="lineno"> 2244</span> </div>
|
|
<div class="line"><a id="l02245" name="l02245"></a><span class="lineno"> 2245</span> <span class="comment">// We add a factor 10 because of the scattered access.</span></div>
|
|
<div class="line"><a id="l02246" name="l02246"></a><span class="lineno"> 2246</span> num_update_price_operations_ +=</div>
|
|
<div class="line"><a id="l02247" name="l02247"></a><span class="lineno"> 2247</span> 10 * compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59">column</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>).<a class="code hl_function" href="classoperations__research_1_1glop_1_1_column_view.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>().value();</div>
|
|
<div class="line"><a id="l02248" name="l02248"></a><span class="lineno"> 2248</span> compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a6e49e4127a33039fcccc6e50380faefa">ColumnAddMultipleToSparseScatteredColumn</a>(</div>
|
|
<div class="line"><a id="l02249" name="l02249"></a><span class="lineno"> 2249</span> <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, sign - dual_infeasibility_improvement_direction_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>],</div>
|
|
<div class="line"><a id="l02250" name="l02250"></a><span class="lineno"> 2250</span> &initially_all_zero_scratchpad_);</div>
|
|
<div class="line"><a id="l02251" name="l02251"></a><span class="lineno"> 2251</span> dual_infeasibility_improvement_direction_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = sign;</div>
|
|
<div class="line"><a id="l02252" name="l02252"></a><span class="lineno"> 2252</span> }</div>
|
|
<div class="line"><a id="l02253" name="l02253"></a><span class="lineno"> 2253</span> }</div>
|
|
<div class="line"><a id="l02254" name="l02254"></a><span class="lineno"> 2254</span> <span class="keywordflow">if</span> (something_to_do) {</div>
|
|
<div class="line"><a id="l02255" name="l02255"></a><span class="lineno"> 2255</span> initially_all_zero_scratchpad_.<a class="code hl_function" href="structoperations__research_1_1glop_1_1_scattered_vector.html#aa01dd1032c527cbadf34ea39a02f799e">ClearNonZerosIfTooDense</a>();</div>
|
|
<div class="line"><a id="l02256" name="l02256"></a><span class="lineno"> 2256</span> initially_all_zero_scratchpad_.<a class="code hl_function" href="structoperations__research_1_1glop_1_1_scattered_vector.html#a824e6b41b839a9f0ce98b10d3b84046d">ClearSparseMask</a>();</div>
|
|
<div class="line"><a id="l02257" name="l02257"></a><span class="lineno"> 2257</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#ae5fa9e57c2d31b294195ed8a9e17bfac">DenseColumn</a>& squared_norms = dual_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#a1f1a686f26843ecfeb36e71f7626c330">GetEdgeSquaredNorms</a>();</div>
|
|
<div class="line"><a id="l02258" name="l02258"></a><span class="lineno"> 2258</span> </div>
|
|
<div class="line"><a id="l02259" name="l02259"></a><span class="lineno"> 2259</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a3fe3250e630f7fc5b37f2340ab79c566">VariableTypeRow</a>& variable_type = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>();</div>
|
|
<div class="line"><a id="l02260" name="l02260"></a><span class="lineno"> 2260</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> threshold = parameters_.ratio_test_zero_threshold();</div>
|
|
<div class="line"><a id="l02261" name="l02261"></a><span class="lineno"> 2261</span> basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#aeaeb43840844cc69a88dc924b282b4c7">RightSolve</a>(&initially_all_zero_scratchpad_);</div>
|
|
<div class="line"><a id="l02262" name="l02262"></a><span class="lineno"> 2262</span> <span class="keywordflow">if</span> (initially_all_zero_scratchpad_.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ac146d47daa294f7e6546c7569c9c881b">non_zeros</a>.empty()) {</div>
|
|
<div class="line"><a id="l02263" name="l02263"></a><span class="lineno"> 2263</span> dual_prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a18ec8750a372cc4b685f043056912566">StartDenseUpdates</a>();</div>
|
|
<div class="line"><a id="l02264" name="l02264"></a><span class="lineno"> 2264</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l02265" name="l02265"></a><span class="lineno"> 2265</span> <span class="keywordflow">if</span> (initially_all_zero_scratchpad_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == 0.0) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l02266" name="l02266"></a><span class="lineno"> 2266</span> dual_pricing_vector_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] += initially_all_zero_scratchpad_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l02267" name="l02267"></a><span class="lineno"> 2267</span> OnDualPriceChange<<span class="comment">/*use_dense_update=*/</span><span class="keyword">true</span>>(</div>
|
|
<div class="line"><a id="l02268" name="l02268"></a><span class="lineno"> 2268</span> squared_norms, <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, variable_type[basis_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]], threshold);</div>
|
|
<div class="line"><a id="l02269" name="l02269"></a><span class="lineno"> 2269</span> }</div>
|
|
<div class="line"><a id="l02270" name="l02270"></a><span class="lineno"> 2270</span> initially_all_zero_scratchpad_.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">values</a>.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">AssignToZero</a>(num_rows_);</div>
|
|
<div class="line"><a id="l02271" name="l02271"></a><span class="lineno"> 2271</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l02272" name="l02272"></a><span class="lineno"> 2272</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span> e : initially_all_zero_scratchpad_) {</div>
|
|
<div class="line"><a id="l02273" name="l02273"></a><span class="lineno"> 2273</span> dual_pricing_vector_[e.row()] += e.coefficient();</div>
|
|
<div class="line"><a id="l02274" name="l02274"></a><span class="lineno"> 2274</span> OnDualPriceChange(squared_norms, e.row(),</div>
|
|
<div class="line"><a id="l02275" name="l02275"></a><span class="lineno"> 2275</span> variable_type[basis_[e.row()]], threshold);</div>
|
|
<div class="line"><a id="l02276" name="l02276"></a><span class="lineno"> 2276</span> initially_all_zero_scratchpad_[e.row()] = 0.0;</div>
|
|
<div class="line"><a id="l02277" name="l02277"></a><span class="lineno"> 2277</span> }</div>
|
|
<div class="line"><a id="l02278" name="l02278"></a><span class="lineno"> 2278</span> }</div>
|
|
<div class="line"><a id="l02279" name="l02279"></a><span class="lineno"> 2279</span> initially_all_zero_scratchpad_.non_zeros.clear();</div>
|
|
<div class="line"><a id="l02280" name="l02280"></a><span class="lineno"> 2280</span> }</div>
|
|
<div class="line"><a id="l02281" name="l02281"></a><span class="lineno"> 2281</span>}</div>
|
|
<div class="line"><a id="l02282" name="l02282"></a><span class="lineno"> 2282</span> </div>
|
|
<div class="line"><a id="l02283" name="l02283"></a><span class="lineno"> 2283</span>Status RevisedSimplex::DualPhaseIChooseLeavingVariableRow(</div>
|
|
<div class="line"><a id="l02284" name="l02284"></a><span class="lineno"> 2284</span> RowIndex* leaving_row, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* cost_variation,</div>
|
|
<div class="line"><a id="l02285" name="l02285"></a><span class="lineno"> 2285</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>) {</div>
|
|
<div class="line"><a id="l02286" name="l02286"></a><span class="lineno"> 2286</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l02287" name="l02287"></a><span class="lineno"> 2287</span> <a class="code hl_define" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(leaving_row);</div>
|
|
<div class="line"><a id="l02288" name="l02288"></a><span class="lineno"> 2288</span> <a class="code hl_define" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(cost_variation);</div>
|
|
<div class="line"><a id="l02289" name="l02289"></a><span class="lineno"> 2289</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a3db14ab65240d00133a76abb5f4edf8c">GetVariableLowerBounds</a>();</div>
|
|
<div class="line"><a id="l02290" name="l02290"></a><span class="lineno"> 2290</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab93f3d12ceb27e391fb1785db7e56463">GetVariableUpperBounds</a>();</div>
|
|
<div class="line"><a id="l02291" name="l02291"></a><span class="lineno"> 2291</span> </div>
|
|
<div class="line"><a id="l02292" name="l02292"></a><span class="lineno"> 2292</span> <span class="comment">// dual_infeasibility_improvement_direction_ is zero for dual-feasible</span></div>
|
|
<div class="line"><a id="l02293" name="l02293"></a><span class="lineno"> 2293</span> <span class="comment">// positions and contains the sign in which the reduced cost of this column</span></div>
|
|
<div class="line"><a id="l02294" name="l02294"></a><span class="lineno"> 2294</span> <span class="comment">// needs to move to improve the feasibility otherwise (+1 or -1).</span></div>
|
|
<div class="line"><a id="l02295" name="l02295"></a><span class="lineno"> 2295</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l02296" name="l02296"></a><span class="lineno"> 2296</span> <span class="comment">// Its current value was the one used to compute dual_pricing_vector_ and</span></div>
|
|
<div class="line"><a id="l02297" name="l02297"></a><span class="lineno"> 2297</span> <span class="comment">// was updated accordingly by DualPhaseIUpdatePrice().</span></div>
|
|
<div class="line"><a id="l02298" name="l02298"></a><span class="lineno"> 2298</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l02299" name="l02299"></a><span class="lineno"> 2299</span> <span class="comment">// If more variables changed of dual-feasibility status during the last</span></div>
|
|
<div class="line"><a id="l02300" name="l02300"></a><span class="lineno"> 2300</span> <span class="comment">// iteration, we need to call DualPhaseIUpdatePriceOnReducedCostChange() to</span></div>
|
|
<div class="line"><a id="l02301" name="l02301"></a><span class="lineno"> 2301</span> <span class="comment">// take them into account.</span></div>
|
|
<div class="line"><a id="l02302" name="l02302"></a><span class="lineno"> 2302</span> <span class="keywordflow">if</span> (reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5b05974f9610779eea6c8594ed42405c">AreReducedCostsRecomputed</a>() ||</div>
|
|
<div class="line"><a id="l02303" name="l02303"></a><span class="lineno"> 2303</span> dual_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#af507437729fd1e93677772e748ca1cfc">NeedsBasisRefactorization</a>() ||</div>
|
|
<div class="line"><a id="l02304" name="l02304"></a><span class="lineno"> 2304</span> dual_pricing_vector_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc">empty</a>()) {</div>
|
|
<div class="line"><a id="l02305" name="l02305"></a><span class="lineno"> 2305</span> <span class="comment">// Recompute everything from scratch.</span></div>
|
|
<div class="line"><a id="l02306" name="l02306"></a><span class="lineno"> 2306</span> num_dual_infeasible_positions_ = 0;</div>
|
|
<div class="line"><a id="l02307" name="l02307"></a><span class="lineno"> 2307</span> dual_pricing_vector_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">AssignToZero</a>(num_rows_);</div>
|
|
<div class="line"><a id="l02308" name="l02308"></a><span class="lineno"> 2308</span> dual_prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a783736d86811c9bc5a68dd8ff1890192">ClearAndResize</a>(num_rows_);</div>
|
|
<div class="line"><a id="l02309" name="l02309"></a><span class="lineno"> 2309</span> dual_infeasibility_improvement_direction_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">AssignToZero</a>(num_cols_);</div>
|
|
<div class="line"><a id="l02310" name="l02310"></a><span class="lineno"> 2310</span> DualPhaseIUpdatePriceOnReducedCostChange(</div>
|
|
<div class="line"><a id="l02311" name="l02311"></a><span class="lineno"> 2311</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ac4385751c629a96a6d1ef5ac70af45e1">GetIsRelevantBitRow</a>());</div>
|
|
<div class="line"><a id="l02312" name="l02312"></a><span class="lineno"> 2312</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l02313" name="l02313"></a><span class="lineno"> 2313</span> <span class="comment">// Update row is still equal to the row used during the last iteration</span></div>
|
|
<div class="line"><a id="l02314" name="l02314"></a><span class="lineno"> 2314</span> <span class="comment">// to update the reduced costs.</span></div>
|
|
<div class="line"><a id="l02315" name="l02315"></a><span class="lineno"> 2315</span> DualPhaseIUpdatePriceOnReducedCostChange(update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#af8e957f1c8389089554ded7bd2b7b45f">GetNonZeroPositions</a>());</div>
|
|
<div class="line"><a id="l02316" name="l02316"></a><span class="lineno"> 2316</span> }</div>
|
|
<div class="line"><a id="l02317" name="l02317"></a><span class="lineno"> 2317</span> </div>
|
|
<div class="line"><a id="l02318" name="l02318"></a><span class="lineno"> 2318</span> <span class="comment">// If there is no dual-infeasible position, we are done.</span></div>
|
|
<div class="line"><a id="l02319" name="l02319"></a><span class="lineno"> 2319</span> *leaving_row = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>;</div>
|
|
<div class="line"><a id="l02320" name="l02320"></a><span class="lineno"> 2320</span> <span class="keywordflow">if</span> (num_dual_infeasible_positions_ == 0) <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a id="l02321" name="l02321"></a><span class="lineno"> 2321</span> </div>
|
|
<div class="line"><a id="l02322" name="l02322"></a><span class="lineno"> 2322</span> *leaving_row = dual_prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#ae9e909718fc3aa8d0c968ef9a35f495b">GetMaximum</a>();</div>
|
|
<div class="line"><a id="l02323" name="l02323"></a><span class="lineno"> 2323</span> </div>
|
|
<div class="line"><a id="l02324" name="l02324"></a><span class="lineno"> 2324</span> <span class="comment">// Returns right away if there is no leaving variable or fill the other</span></div>
|
|
<div class="line"><a id="l02325" name="l02325"></a><span class="lineno"> 2325</span> <span class="comment">// return values otherwise.</span></div>
|
|
<div class="line"><a id="l02326" name="l02326"></a><span class="lineno"> 2326</span> <span class="keywordflow">if</span> (*leaving_row == <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a id="l02327" name="l02327"></a><span class="lineno"> 2327</span> *cost_variation = dual_pricing_vector_[*leaving_row];</div>
|
|
<div class="line"><a id="l02328" name="l02328"></a><span class="lineno"> 2328</span> <span class="keyword">const</span> ColIndex leaving_col = basis_[*leaving_row];</div>
|
|
<div class="line"><a id="l02329" name="l02329"></a><span class="lineno"> 2329</span> <span class="keywordflow">if</span> (*cost_variation < 0.0) {</div>
|
|
<div class="line"><a id="l02330" name="l02330"></a><span class="lineno"> 2330</span> *<a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[leaving_col];</div>
|
|
<div class="line"><a id="l02331" name="l02331"></a><span class="lineno"> 2331</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l02332" name="l02332"></a><span class="lineno"> 2332</span> *<a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[leaving_col];</div>
|
|
<div class="line"><a id="l02333" name="l02333"></a><span class="lineno"> 2333</span> }</div>
|
|
<div class="line"><a id="l02334" name="l02334"></a><span class="lineno"> 2334</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(*<a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a id="l02335" name="l02335"></a><span class="lineno"> 2335</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a id="l02336" name="l02336"></a><span class="lineno"> 2336</span>}</div>
|
|
<div class="line"><a id="l02337" name="l02337"></a><span class="lineno"> 2337</span> </div>
|
|
<div class="line"><a id="l02338" name="l02338"></a><span class="lineno"> 2338</span><span class="keyword">template</span> <<span class="keyword">typename</span> BoxedVariableCols></div>
|
|
<div class="line"><a id="l02339" name="l02339"></a><span class="lineno"> 2339</span><span class="keywordtype">void</span> RevisedSimplex::MakeBoxedVariableDualFeasible(</div>
|
|
<div class="line"><a id="l02340" name="l02340"></a><span class="lineno"> 2340</span> <span class="keyword">const</span> BoxedVariableCols& cols, <span class="keywordtype">bool</span> update_basic_values) {</div>
|
|
<div class="line"><a id="l02341" name="l02341"></a><span class="lineno"> 2341</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l02342" name="l02342"></a><span class="lineno"> 2342</span> std::vector<ColIndex> changed_cols;</div>
|
|
<div class="line"><a id="l02343" name="l02343"></a><span class="lineno"> 2343</span> </div>
|
|
<div class="line"><a id="l02344" name="l02344"></a><span class="lineno"> 2344</span> <span class="comment">// It is important to flip bounds within a tolerance because of precision</span></div>
|
|
<div class="line"><a id="l02345" name="l02345"></a><span class="lineno"> 2345</span> <span class="comment">// errors. Otherwise, this leads to cycling on many of the Netlib problems</span></div>
|
|
<div class="line"><a id="l02346" name="l02346"></a><span class="lineno"> 2346</span> <span class="comment">// since this is called at each iteration (because of the bound-flipping ratio</span></div>
|
|
<div class="line"><a id="l02347" name="l02347"></a><span class="lineno"> 2347</span> <span class="comment">// test).</span></div>
|
|
<div class="line"><a id="l02348" name="l02348"></a><span class="lineno"> 2348</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& variable_values = variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#aee882a95d5be1bcf8d0e422f8e1bb8b9">GetDenseRow</a>();</div>
|
|
<div class="line"><a id="l02349" name="l02349"></a><span class="lineno"> 2349</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& reduced_costs = reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
|
|
<div class="line"><a id="l02350" name="l02350"></a><span class="lineno"> 2350</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a3db14ab65240d00133a76abb5f4edf8c">GetVariableLowerBounds</a>();</div>
|
|
<div class="line"><a id="l02351" name="l02351"></a><span class="lineno"> 2351</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab93f3d12ceb27e391fb1785db7e56463">GetVariableUpperBounds</a>();</div>
|
|
<div class="line"><a id="l02352" name="l02352"></a><span class="lineno"> 2352</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dual_feasibility_tolerance =</div>
|
|
<div class="line"><a id="l02353" name="l02353"></a><span class="lineno"> 2353</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa6a9551b792028d16dc7123c80f429d1">GetDualFeasibilityTolerance</a>();</div>
|
|
<div class="line"><a id="l02354" name="l02354"></a><span class="lineno"> 2354</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a6d0540e510c4225b196d87b16f2721a8">VariableStatusRow</a>& variable_status = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">GetStatusRow</a>();</div>
|
|
<div class="line"><a id="l02355" name="l02355"></a><span class="lineno"> 2355</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : cols) {</div>
|
|
<div class="line"><a id="l02356" name="l02356"></a><span class="lineno"> 2356</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> reduced_cost = reduced_costs[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l02357" name="l02357"></a><span class="lineno"> 2357</span> <span class="keyword">const</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358">VariableStatus</a> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = variable_status[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l02358" name="l02358"></a><span class="lineno"> 2358</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] ==</div>
|
|
<div class="line"><a id="l02359" name="l02359"></a><span class="lineno"> 2359</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a62e32b9a6efb029208f576ee123b459f">VariableType::UPPER_AND_LOWER_BOUNDED</a>);</div>
|
|
<div class="line"><a id="l02360" name="l02360"></a><span class="lineno"> 2360</span> <span class="comment">// TODO(user): refactor this as DCHECK(IsVariableBasicOrExactlyAtBound())?</span></div>
|
|
<div class="line"><a id="l02361" name="l02361"></a><span class="lineno"> 2361</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(variable_values[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] ||</div>
|
|
<div class="line"><a id="l02362" name="l02362"></a><span class="lineno"> 2362</span> variable_values[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] ||</div>
|
|
<div class="line"><a id="l02363" name="l02363"></a><span class="lineno"> 2363</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>);</div>
|
|
<div class="line"><a id="l02364" name="l02364"></a><span class="lineno"> 2364</span> <span class="keywordflow">if</span> (reduced_cost > dual_feasibility_tolerance &&</div>
|
|
<div class="line"><a id="l02365" name="l02365"></a><span class="lineno"> 2365</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>) {</div>
|
|
<div class="line"><a id="l02366" name="l02366"></a><span class="lineno"> 2366</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a84dcc462db65072ec3a28b87bb3cd3ad">UpdateToNonBasicStatus</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
|
|
<div class="line"><a id="l02367" name="l02367"></a><span class="lineno"> 2367</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>);</div>
|
|
<div class="line"><a id="l02368" name="l02368"></a><span class="lineno"> 2368</span> changed_cols.push_back(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a id="l02369" name="l02369"></a><span class="lineno"> 2369</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (reduced_cost < -dual_feasibility_tolerance &&</div>
|
|
<div class="line"><a id="l02370" name="l02370"></a><span class="lineno"> 2370</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>) {</div>
|
|
<div class="line"><a id="l02371" name="l02371"></a><span class="lineno"> 2371</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a84dcc462db65072ec3a28b87bb3cd3ad">UpdateToNonBasicStatus</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
|
|
<div class="line"><a id="l02372" name="l02372"></a><span class="lineno"> 2372</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>);</div>
|
|
<div class="line"><a id="l02373" name="l02373"></a><span class="lineno"> 2373</span> changed_cols.push_back(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a id="l02374" name="l02374"></a><span class="lineno"> 2374</span> }</div>
|
|
<div class="line"><a id="l02375" name="l02375"></a><span class="lineno"> 2375</span> }</div>
|
|
<div class="line"><a id="l02376" name="l02376"></a><span class="lineno"> 2376</span> </div>
|
|
<div class="line"><a id="l02377" name="l02377"></a><span class="lineno"> 2377</span> <span class="keywordflow">if</span> (!changed_cols.empty()) {</div>
|
|
<div class="line"><a id="l02378" name="l02378"></a><span class="lineno"> 2378</span> iteration_stats_.num_dual_flips.Add(changed_cols.size());</div>
|
|
<div class="line"><a id="l02379" name="l02379"></a><span class="lineno"> 2379</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a37d6b382d73531413bce6b5d63e624e9">UpdateGivenNonBasicVariables</a>(changed_cols,</div>
|
|
<div class="line"><a id="l02380" name="l02380"></a><span class="lineno"> 2380</span> update_basic_values);</div>
|
|
<div class="line"><a id="l02381" name="l02381"></a><span class="lineno"> 2381</span> }</div>
|
|
<div class="line"><a id="l02382" name="l02382"></a><span class="lineno"> 2382</span>}</div>
|
|
<div class="line"><a id="l02383" name="l02383"></a><span class="lineno"> 2383</span> </div>
|
|
<div class="line"><a id="l02384" name="l02384"></a><span class="lineno"> 2384</span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> RevisedSimplex::ComputeStepToMoveBasicVariableToBound(</div>
|
|
<div class="line"><a id="l02385" name="l02385"></a><span class="lineno"> 2385</span> RowIndex leaving_row, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>) {</div>
|
|
<div class="line"><a id="l02386" name="l02386"></a><span class="lineno"> 2386</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l02387" name="l02387"></a><span class="lineno"> 2387</span> </div>
|
|
<div class="line"><a id="l02388" name="l02388"></a><span class="lineno"> 2388</span> <span class="comment">// We just want the leaving variable to go to its target_bound.</span></div>
|
|
<div class="line"><a id="l02389" name="l02389"></a><span class="lineno"> 2389</span> <span class="keyword">const</span> ColIndex leaving_col = basis_[leaving_row];</div>
|
|
<div class="line"><a id="l02390" name="l02390"></a><span class="lineno"> 2390</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> leaving_variable_value = variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(leaving_col);</div>
|
|
<div class="line"><a id="l02391" name="l02391"></a><span class="lineno"> 2391</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> unscaled_step = leaving_variable_value - <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>;</div>
|
|
<div class="line"><a id="l02392" name="l02392"></a><span class="lineno"> 2392</span> </div>
|
|
<div class="line"><a id="l02393" name="l02393"></a><span class="lineno"> 2393</span> <span class="comment">// In Chvatal p 157 update_[entering_col] is used instead of</span></div>
|
|
<div class="line"><a id="l02394" name="l02394"></a><span class="lineno"> 2394</span> <span class="comment">// direction_[leaving_row], but the two quantities are actually the</span></div>
|
|
<div class="line"><a id="l02395" name="l02395"></a><span class="lineno"> 2395</span> <span class="comment">// same. This is because update_[col] is the value at leaving_row of</span></div>
|
|
<div class="line"><a id="l02396" name="l02396"></a><span class="lineno"> 2396</span> <span class="comment">// the right inverse of col and direction_ is the right inverse of the</span></div>
|
|
<div class="line"><a id="l02397" name="l02397"></a><span class="lineno"> 2397</span> <span class="comment">// entering_col. Note that direction_[leaving_row] is probably more</span></div>
|
|
<div class="line"><a id="l02398" name="l02398"></a><span class="lineno"> 2398</span> <span class="comment">// precise.</span></div>
|
|
<div class="line"><a id="l02399" name="l02399"></a><span class="lineno"> 2399</span> <span class="comment">// TODO(user): use this to check precision and trigger recomputation.</span></div>
|
|
<div class="line"><a id="l02400" name="l02400"></a><span class="lineno"> 2400</span> <span class="keywordflow">return</span> unscaled_step / direction_[leaving_row];</div>
|
|
<div class="line"><a id="l02401" name="l02401"></a><span class="lineno"> 2401</span>}</div>
|
|
<div class="line"><a id="l02402" name="l02402"></a><span class="lineno"> 2402</span> </div>
|
|
<div class="line"><a id="l02403" name="l02403"></a><span class="lineno"> 2403</span><span class="keywordtype">bool</span> RevisedSimplex::TestPivot(ColIndex entering_col, RowIndex leaving_row) {</div>
|
|
<div class="line"><a id="l02404" name="l02404"></a><span class="lineno"> 2404</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Test pivot."</span>;</div>
|
|
<div class="line"><a id="l02405" name="l02405"></a><span class="lineno"> 2405</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l02406" name="l02406"></a><span class="lineno"> 2406</span> <span class="keyword">const</span> ColIndex leaving_col = basis_[leaving_row];</div>
|
|
<div class="line"><a id="l02407" name="l02407"></a><span class="lineno"> 2407</span> basis_[leaving_row] = entering_col;</div>
|
|
<div class="line"><a id="l02408" name="l02408"></a><span class="lineno"> 2408</span> </div>
|
|
<div class="line"><a id="l02409" name="l02409"></a><span class="lineno"> 2409</span> <span class="comment">// TODO(user): If 'is_ok' is true, we could use the computed lu in</span></div>
|
|
<div class="line"><a id="l02410" name="l02410"></a><span class="lineno"> 2410</span> <span class="comment">// basis_factorization_ rather than recompute it during UpdateAndPivot().</span></div>
|
|
<div class="line"><a id="l02411" name="l02411"></a><span class="lineno"> 2411</span> CompactSparseMatrixView basis_matrix(&compact_matrix_, &basis_);</div>
|
|
<div class="line"><a id="l02412" name="l02412"></a><span class="lineno"> 2412</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> is_ok = test_lu_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_lu_factorization.html#ace58a4f9d6a147c3455ff8dc029537c4">ComputeFactorization</a>(basis_matrix).<a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a03cb7eaa663dc83af68bc28a596d09e6">ok</a>();</div>
|
|
<div class="line"><a id="l02413" name="l02413"></a><span class="lineno"> 2413</span> basis_[leaving_row] = leaving_col;</div>
|
|
<div class="line"><a id="l02414" name="l02414"></a><span class="lineno"> 2414</span> <span class="keywordflow">return</span> is_ok;</div>
|
|
<div class="line"><a id="l02415" name="l02415"></a><span class="lineno"> 2415</span>}</div>
|
|
<div class="line"><a id="l02416" name="l02416"></a><span class="lineno"> 2416</span> </div>
|
|
<div class="line"><a id="l02417" name="l02417"></a><span class="lineno"> 2417</span><span class="comment">// Note that this function is an optimization and that if it was doing nothing</span></div>
|
|
<div class="line"><a id="l02418" name="l02418"></a><span class="lineno"> 2418</span><span class="comment">// the algorithm will still be correct and work. Using it does change the pivot</span></div>
|
|
<div class="line"><a id="l02419" name="l02419"></a><span class="lineno"> 2419</span><span class="comment">// taken during the simplex method though.</span></div>
|
|
<div class="line"><a id="l02420" name="l02420"></a><span class="lineno"> 2420</span><span class="keywordtype">void</span> RevisedSimplex::PermuteBasis() {</div>
|
|
<div class="line"><a id="l02421" name="l02421"></a><span class="lineno"> 2421</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l02422" name="l02422"></a><span class="lineno"> 2422</span> </div>
|
|
<div class="line"><a id="l02423" name="l02423"></a><span class="lineno"> 2423</span> <span class="comment">// Fetch the current basis column permutation and return if it is empty which</span></div>
|
|
<div class="line"><a id="l02424" name="l02424"></a><span class="lineno"> 2424</span> <span class="comment">// means the permutation is the identity.</span></div>
|
|
<div class="line"><a id="l02425" name="l02425"></a><span class="lineno"> 2425</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a6b1b56ad0cb77edbd314f2bec33b467a">ColumnPermutation</a>& col_perm =</div>
|
|
<div class="line"><a id="l02426" name="l02426"></a><span class="lineno"> 2426</span> basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a5a3deeb8998f541c08d96dc079591a54">GetColumnPermutation</a>();</div>
|
|
<div class="line"><a id="l02427" name="l02427"></a><span class="lineno"> 2427</span> <span class="keywordflow">if</span> (col_perm.empty()) <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a id="l02428" name="l02428"></a><span class="lineno"> 2428</span> </div>
|
|
<div class="line"><a id="l02429" name="l02429"></a><span class="lineno"> 2429</span> <span class="comment">// Permute basis_.</span></div>
|
|
<div class="line"><a id="l02430" name="l02430"></a><span class="lineno"> 2430</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ae436c0f61edb4f16608010c8bd75a1da">ApplyColumnPermutationToRowIndexedVector</a>(col_perm, &basis_);</div>
|
|
<div class="line"><a id="l02431" name="l02431"></a><span class="lineno"> 2431</span> </div>
|
|
<div class="line"><a id="l02432" name="l02432"></a><span class="lineno"> 2432</span> <span class="comment">// Permute dual_pricing_vector_ if needed.</span></div>
|
|
<div class="line"><a id="l02433" name="l02433"></a><span class="lineno"> 2433</span> <span class="keywordflow">if</span> (!dual_pricing_vector_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc">empty</a>()) {</div>
|
|
<div class="line"><a id="l02434" name="l02434"></a><span class="lineno"> 2434</span> <span class="comment">// TODO(user): We need to permute dual_prices_ too now, we recompute</span></div>
|
|
<div class="line"><a id="l02435" name="l02435"></a><span class="lineno"> 2435</span> <span class="comment">// everything one each basis factorization, so this don't matter.</span></div>
|
|
<div class="line"><a id="l02436" name="l02436"></a><span class="lineno"> 2436</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ae436c0f61edb4f16608010c8bd75a1da">ApplyColumnPermutationToRowIndexedVector</a>(col_perm, &dual_pricing_vector_);</div>
|
|
<div class="line"><a id="l02437" name="l02437"></a><span class="lineno"> 2437</span> }</div>
|
|
<div class="line"><a id="l02438" name="l02438"></a><span class="lineno"> 2438</span> </div>
|
|
<div class="line"><a id="l02439" name="l02439"></a><span class="lineno"> 2439</span> <span class="comment">// Notify the other classes.</span></div>
|
|
<div class="line"><a id="l02440" name="l02440"></a><span class="lineno"> 2440</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ac51f5d5ea0bb75f2f55e836527c43f58">UpdateDataOnBasisPermutation</a>();</div>
|
|
<div class="line"><a id="l02441" name="l02441"></a><span class="lineno"> 2441</span> dual_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#a0c2c64e7a26487661db464cb20d4ddfe">UpdateDataOnBasisPermutation</a>(col_perm);</div>
|
|
<div class="line"><a id="l02442" name="l02442"></a><span class="lineno"> 2442</span> </div>
|
|
<div class="line"><a id="l02443" name="l02443"></a><span class="lineno"> 2443</span> <span class="comment">// Finally, remove the column permutation from all subsequent solves since</span></div>
|
|
<div class="line"><a id="l02444" name="l02444"></a><span class="lineno"> 2444</span> <span class="comment">// it has been taken into account in basis_.</span></div>
|
|
<div class="line"><a id="l02445" name="l02445"></a><span class="lineno"> 2445</span> basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#ad91a397910de30b87b9fb45298fa5c58">SetColumnPermutationToIdentity</a>();</div>
|
|
<div class="line"><a id="l02446" name="l02446"></a><span class="lineno"> 2446</span>}</div>
|
|
<div class="line"><a id="l02447" name="l02447"></a><span class="lineno"> 2447</span> </div>
|
|
<div class="line"><a id="l02448" name="l02448"></a><span class="lineno"> 2448</span>Status RevisedSimplex::UpdateAndPivot(ColIndex entering_col,</div>
|
|
<div class="line"><a id="l02449" name="l02449"></a><span class="lineno"> 2449</span> RowIndex leaving_row,</div>
|
|
<div class="line"><a id="l02450" name="l02450"></a><span class="lineno"> 2450</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>) {</div>
|
|
<div class="line"><a id="l02451" name="l02451"></a><span class="lineno"> 2451</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l02452" name="l02452"></a><span class="lineno"> 2452</span> </div>
|
|
<div class="line"><a id="l02453" name="l02453"></a><span class="lineno"> 2453</span> <span class="comment">// Tricky and a bit hacky.</span></div>
|
|
<div class="line"><a id="l02454" name="l02454"></a><span class="lineno"> 2454</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l02455" name="l02455"></a><span class="lineno"> 2455</span> <span class="comment">// The basis update code assumes that we already computed the left inverse of</span></div>
|
|
<div class="line"><a id="l02456" name="l02456"></a><span class="lineno"> 2456</span> <span class="comment">// the leaving row, otherwise it will just refactorize the basis. This left</span></div>
|
|
<div class="line"><a id="l02457" name="l02457"></a><span class="lineno"> 2457</span> <span class="comment">// inverse is needed by update_row_.ComputeUpdateRow(), so in most case it</span></div>
|
|
<div class="line"><a id="l02458" name="l02458"></a><span class="lineno"> 2458</span> <span class="comment">// will already be computed. However, in some situation we don't need the</span></div>
|
|
<div class="line"><a id="l02459" name="l02459"></a><span class="lineno"> 2459</span> <span class="comment">// full update row, so just the left inverse can be computed.</span></div>
|
|
<div class="line"><a id="l02460" name="l02460"></a><span class="lineno"> 2460</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l02461" name="l02461"></a><span class="lineno"> 2461</span> <span class="comment">// TODO(user): Ideally this shouldn't be needed if we are going to refactorize</span></div>
|
|
<div class="line"><a id="l02462" name="l02462"></a><span class="lineno"> 2462</span> <span class="comment">// the basis anyway. So we should know that before hand which is currently</span></div>
|
|
<div class="line"><a id="l02463" name="l02463"></a><span class="lineno"> 2463</span> <span class="comment">// hard to do.</span></div>
|
|
<div class="line"><a id="l02464" name="l02464"></a><span class="lineno"> 2464</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> pivot_from_update_row;</div>
|
|
<div class="line"><a id="l02465" name="l02465"></a><span class="lineno"> 2465</span> <span class="keywordflow">if</span> (update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#a8f5b4a3f1e1cc16aab87a97096059225">IsComputed</a>()) {</div>
|
|
<div class="line"><a id="l02466" name="l02466"></a><span class="lineno"> 2466</span> pivot_from_update_row = update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#abd6d81960f38fe1a69a153b03e60d47e">GetCoefficient</a>(entering_col);</div>
|
|
<div class="line"><a id="l02467" name="l02467"></a><span class="lineno"> 2467</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l02468" name="l02468"></a><span class="lineno"> 2468</span> <span class="comment">// We only need the left inverse and the update row position at the</span></div>
|
|
<div class="line"><a id="l02469" name="l02469"></a><span class="lineno"> 2469</span> <span class="comment">// entering_col to check precision.</span></div>
|
|
<div class="line"><a id="l02470" name="l02470"></a><span class="lineno"> 2470</span> update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#a6738a5378c87406ab9a12ac673356065">ComputeUnitRowLeftInverse</a>(leaving_row);</div>
|
|
<div class="line"><a id="l02471" name="l02471"></a><span class="lineno"> 2471</span> pivot_from_update_row = compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#abdd940ad64b555052b33e763b80aea26">ColumnScalarProduct</a>(</div>
|
|
<div class="line"><a id="l02472" name="l02472"></a><span class="lineno"> 2472</span> entering_col, update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#a0c3551dfd558be8edc0bd8d565cfca30">GetUnitRowLeftInverse</a>().<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">values</a>);</div>
|
|
<div class="line"><a id="l02473" name="l02473"></a><span class="lineno"> 2473</span> }</div>
|
|
<div class="line"><a id="l02474" name="l02474"></a><span class="lineno"> 2474</span> </div>
|
|
<div class="line"><a id="l02475" name="l02475"></a><span class="lineno"> 2475</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a3db14ab65240d00133a76abb5f4edf8c">GetVariableLowerBounds</a>();</div>
|
|
<div class="line"><a id="l02476" name="l02476"></a><span class="lineno"> 2476</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab93f3d12ceb27e391fb1785db7e56463">GetVariableUpperBounds</a>();</div>
|
|
<div class="line"><a id="l02477" name="l02477"></a><span class="lineno"> 2477</span> <span class="keyword">const</span> ColIndex leaving_col = basis_[leaving_row];</div>
|
|
<div class="line"><a id="l02478" name="l02478"></a><span class="lineno"> 2478</span> <span class="keyword">const</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358">VariableStatus</a> leaving_variable_status =</div>
|
|
<div class="line"><a id="l02479" name="l02479"></a><span class="lineno"> 2479</span> <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[leaving_col] == <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[leaving_col]</div>
|
|
<div class="line"><a id="l02480" name="l02480"></a><span class="lineno"> 2480</span> ? <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a></div>
|
|
<div class="line"><a id="l02481" name="l02481"></a><span class="lineno"> 2481</span> : <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> == <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[leaving_col]</div>
|
|
<div class="line"><a id="l02482" name="l02482"></a><span class="lineno"> 2482</span> ? <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a></div>
|
|
<div class="line"><a id="l02483" name="l02483"></a><span class="lineno"> 2483</span> : <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>;</div>
|
|
<div class="line"><a id="l02484" name="l02484"></a><span class="lineno"> 2484</span> <span class="keywordflow">if</span> (variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(leaving_col) != <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>) {</div>
|
|
<div class="line"><a id="l02485" name="l02485"></a><span class="lineno"> 2485</span> ratio_test_stats_.bound_shift.Add(variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(leaving_col) -</div>
|
|
<div class="line"><a id="l02486" name="l02486"></a><span class="lineno"> 2486</span> <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>);</div>
|
|
<div class="line"><a id="l02487" name="l02487"></a><span class="lineno"> 2487</span> }</div>
|
|
<div class="line"><a id="l02488" name="l02488"></a><span class="lineno"> 2488</span> UpdateBasis(entering_col, leaving_row, leaving_variable_status);</div>
|
|
<div class="line"><a id="l02489" name="l02489"></a><span class="lineno"> 2489</span> </div>
|
|
<div class="line"><a id="l02490" name="l02490"></a><span class="lineno"> 2490</span> <span class="comment">// Test precision by comparing two ways to get the "pivot".</span></div>
|
|
<div class="line"><a id="l02491" name="l02491"></a><span class="lineno"> 2491</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> pivot_from_direction = direction_[leaving_row];</div>
|
|
<div class="line"><a id="l02492" name="l02492"></a><span class="lineno"> 2492</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> diff =</div>
|
|
<div class="line"><a id="l02493" name="l02493"></a><span class="lineno"> 2493</span> std::abs(pivot_from_update_row - pivot_from_direction);</div>
|
|
<div class="line"><a id="l02494" name="l02494"></a><span class="lineno"> 2494</span> <span class="keywordflow">if</span> (diff > parameters_.refactorization_threshold() *</div>
|
|
<div class="line"><a id="l02495" name="l02495"></a><span class="lineno"> 2495</span> (1 + std::abs(pivot_from_direction))) {</div>
|
|
<div class="line"><a id="l02496" name="l02496"></a><span class="lineno"> 2496</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Refactorizing: imprecise pivot "</span> << pivot_from_direction</div>
|
|
<div class="line"><a id="l02497" name="l02497"></a><span class="lineno"> 2497</span> << <span class="stringliteral">" diff = "</span> << diff;</div>
|
|
<div class="line"><a id="l02498" name="l02498"></a><span class="lineno"> 2498</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#aedf255db8741ebb2011757ff37dfc02e">ForceRefactorization</a>());</div>
|
|
<div class="line"><a id="l02499" name="l02499"></a><span class="lineno"> 2499</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l02500" name="l02500"></a><span class="lineno"> 2500</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(</div>
|
|
<div class="line"><a id="l02501" name="l02501"></a><span class="lineno"> 2501</span> basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a87e6110ce2612a27f85e9036afef1599">Update</a>(entering_col, leaving_row, direction_));</div>
|
|
<div class="line"><a id="l02502" name="l02502"></a><span class="lineno"> 2502</span> }</div>
|
|
<div class="line"><a id="l02503" name="l02503"></a><span class="lineno"> 2503</span> <span class="keywordflow">if</span> (basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>()) {</div>
|
|
<div class="line"><a id="l02504" name="l02504"></a><span class="lineno"> 2504</span> PermuteBasis();</div>
|
|
<div class="line"><a id="l02505" name="l02505"></a><span class="lineno"> 2505</span> }</div>
|
|
<div class="line"><a id="l02506" name="l02506"></a><span class="lineno"> 2506</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a id="l02507" name="l02507"></a><span class="lineno"> 2507</span>}</div>
|
|
<div class="line"><a id="l02508" name="l02508"></a><span class="lineno"> 2508</span> </div>
|
|
<div class="line"><a id="l02509" name="l02509"></a><span class="lineno"> 2509</span>Status RevisedSimplex::RefactorizeBasisIfNeeded(<span class="keywordtype">bool</span>* refactorize) {</div>
|
|
<div class="line"><a id="l02510" name="l02510"></a><span class="lineno"> 2510</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l02511" name="l02511"></a><span class="lineno"> 2511</span> <span class="keywordflow">if</span> (*refactorize && !basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>()) {</div>
|
|
<div class="line"><a id="l02512" name="l02512"></a><span class="lineno"> 2512</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a39b7e347f32f4024a988cb93f5e81a2d">Refactorize</a>());</div>
|
|
<div class="line"><a id="l02513" name="l02513"></a><span class="lineno"> 2513</span> update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#ab9adfea0e765ab447b8ce7730a6cd812">Invalidate</a>();</div>
|
|
<div class="line"><a id="l02514" name="l02514"></a><span class="lineno"> 2514</span> PermuteBasis();</div>
|
|
<div class="line"><a id="l02515" name="l02515"></a><span class="lineno"> 2515</span> }</div>
|
|
<div class="line"><a id="l02516" name="l02516"></a><span class="lineno"> 2516</span> *refactorize = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l02517" name="l02517"></a><span class="lineno"> 2517</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a id="l02518" name="l02518"></a><span class="lineno"> 2518</span>}</div>
|
|
<div class="line"><a id="l02519" name="l02519"></a><span class="lineno"> 2519</span> </div>
|
|
<div class="line"><a id="l02520" name="l02520"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a2638e7353203c8cb214228147a5e504a"> 2520</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a2638e7353203c8cb214228147a5e504a">RevisedSimplex::SetIntegralityScale</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> scale) {</div>
|
|
<div class="line"><a id="l02521" name="l02521"></a><span class="lineno"> 2521</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> >= integrality_scale_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>()) {</div>
|
|
<div class="line"><a id="l02522" name="l02522"></a><span class="lineno"> 2522</span> integrality_scale_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> + 1, 0.0);</div>
|
|
<div class="line"><a id="l02523" name="l02523"></a><span class="lineno"> 2523</span> }</div>
|
|
<div class="line"><a id="l02524" name="l02524"></a><span class="lineno"> 2524</span> integrality_scale_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = scale;</div>
|
|
<div class="line"><a id="l02525" name="l02525"></a><span class="lineno"> 2525</span>}</div>
|
|
<div class="line"><a id="l02526" name="l02526"></a><span class="lineno"> 2526</span> </div>
|
|
<div class="line"><a id="l02527" name="l02527"></a><span class="lineno"> 2527</span><a class="code hl_class" href="classoperations__research_1_1glop_1_1_status.html">Status</a> RevisedSimplex::Polish(<a class="code hl_class" href="classoperations__research_1_1_time_limit.html">TimeLimit</a>* <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>) {</div>
|
|
<div class="line"><a id="l02528" name="l02528"></a><span class="lineno"> 2528</span> <a class="code hl_define" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>);</div>
|
|
<div class="line"><a id="l02529" name="l02529"></a><span class="lineno"> 2529</span> Cleanup update_deterministic_time_on_return(</div>
|
|
<div class="line"><a id="l02530" name="l02530"></a><span class="lineno"> 2530</span> [<span class="keyword">this</span>, <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>]() { AdvanceDeterministicTime(<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>); });</div>
|
|
<div class="line"><a id="l02531" name="l02531"></a><span class="lineno"> 2531</span> </div>
|
|
<div class="line"><a id="l02532" name="l02532"></a><span class="lineno"> 2532</span> <span class="comment">// Get all non-basic variables with a reduced costs close to zero.</span></div>
|
|
<div class="line"><a id="l02533" name="l02533"></a><span class="lineno"> 2533</span> <span class="comment">// Note that because we only choose entering candidate with a cost of zero,</span></div>
|
|
<div class="line"><a id="l02534" name="l02534"></a><span class="lineno"> 2534</span> <span class="comment">// this set will not change (modulo epsilons).</span></div>
|
|
<div class="line"><a id="l02535" name="l02535"></a><span class="lineno"> 2535</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& rc = reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
|
|
<div class="line"><a id="l02536" name="l02536"></a><span class="lineno"> 2536</span> std::vector<ColIndex> candidates;</div>
|
|
<div class="line"><a id="l02537" name="l02537"></a><span class="lineno"> 2537</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a8e726c118c4449d9d3c5761e2853661a">GetNotBasicBitRow</a>()) {</div>
|
|
<div class="line"><a id="l02538" name="l02538"></a><span class="lineno"> 2538</span> <span class="keywordflow">if</span> (!variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ac4385751c629a96a6d1ef5ac70af45e1">GetIsRelevantBitRow</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l02539" name="l02539"></a><span class="lineno"> 2539</span> <span class="keywordflow">if</span> (std::abs(rc[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) < 1e-9) candidates.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a id="l02540" name="l02540"></a><span class="lineno"> 2540</span> }</div>
|
|
<div class="line"><a id="l02541" name="l02541"></a><span class="lineno"> 2541</span> </div>
|
|
<div class="line"><a id="l02542" name="l02542"></a><span class="lineno"> 2542</span> <span class="keywordtype">bool</span> refactorize = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l02543" name="l02543"></a><span class="lineno"> 2543</span> <span class="keywordtype">int</span> num_pivots = 0;</div>
|
|
<div class="line"><a id="l02544" name="l02544"></a><span class="lineno"> 2544</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> total_gain = 0.0;</div>
|
|
<div class="line"><a id="l02545" name="l02545"></a><span class="lineno"> 2545</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < 10; ++i) {</div>
|
|
<div class="line"><a id="l02546" name="l02546"></a><span class="lineno"> 2546</span> AdvanceDeterministicTime(<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>);</div>
|
|
<div class="line"><a id="l02547" name="l02547"></a><span class="lineno"> 2547</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>->LimitReached()) <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l02548" name="l02548"></a><span class="lineno"> 2548</span> <span class="keywordflow">if</span> (num_pivots >= 5) <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l02549" name="l02549"></a><span class="lineno"> 2549</span> <span class="keywordflow">if</span> (candidates.empty()) <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l02550" name="l02550"></a><span class="lineno"> 2550</span> </div>
|
|
<div class="line"><a id="l02551" name="l02551"></a><span class="lineno"> 2551</span> <span class="comment">// Pick a random one and remove it from the list.</span></div>
|
|
<div class="line"><a id="l02552" name="l02552"></a><span class="lineno"> 2552</span> <span class="keyword">const</span> <span class="keywordtype">int</span> <a class="code hl_variable" href="local__search_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a> =</div>
|
|
<div class="line"><a id="l02553" name="l02553"></a><span class="lineno"> 2553</span> std::uniform_int_distribution<int>(0, candidates.size() - 1)(random_);</div>
|
|
<div class="line"><a id="l02554" name="l02554"></a><span class="lineno"> 2554</span> <span class="keyword">const</span> ColIndex entering_col = candidates[<a class="code hl_variable" href="local__search_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a>];</div>
|
|
<div class="line"><a id="l02555" name="l02555"></a><span class="lineno"> 2555</span> <a class="code hl_function" href="namespaceoperations__research_1_1math__opt.html#a5de89a1f6e3f80a49a0d76136d8044e2">std::swap</a>(candidates[<a class="code hl_variable" href="local__search_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a>], candidates.back());</div>
|
|
<div class="line"><a id="l02556" name="l02556"></a><span class="lineno"> 2556</span> candidates.pop_back();</div>
|
|
<div class="line"><a id="l02557" name="l02557"></a><span class="lineno"> 2557</span> </div>
|
|
<div class="line"><a id="l02558" name="l02558"></a><span class="lineno"> 2558</span> <span class="comment">// We need the entering variable to move in the correct direction.</span></div>
|
|
<div class="line"><a id="l02559" name="l02559"></a><span class="lineno"> 2559</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> fake_rc = 1.0;</div>
|
|
<div class="line"><a id="l02560" name="l02560"></a><span class="lineno"> 2560</span> <span class="keywordflow">if</span> (!variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f">GetCanDecreaseBitRow</a>()[entering_col]) {</div>
|
|
<div class="line"><a id="l02561" name="l02561"></a><span class="lineno"> 2561</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4">GetCanIncreaseBitRow</a>()[entering_col]);</div>
|
|
<div class="line"><a id="l02562" name="l02562"></a><span class="lineno"> 2562</span> fake_rc = -1.0;</div>
|
|
<div class="line"><a id="l02563" name="l02563"></a><span class="lineno"> 2563</span> }</div>
|
|
<div class="line"><a id="l02564" name="l02564"></a><span class="lineno"> 2564</span> </div>
|
|
<div class="line"><a id="l02565" name="l02565"></a><span class="lineno"> 2565</span> <span class="comment">// Refactorize if needed.</span></div>
|
|
<div class="line"><a id="l02566" name="l02566"></a><span class="lineno"> 2566</span> <span class="keywordflow">if</span> (reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#af507437729fd1e93677772e748ca1cfc">NeedsBasisRefactorization</a>()) refactorize = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l02567" name="l02567"></a><span class="lineno"> 2567</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(RefactorizeBasisIfNeeded(&refactorize));</div>
|
|
<div class="line"><a id="l02568" name="l02568"></a><span class="lineno"> 2568</span> </div>
|
|
<div class="line"><a id="l02569" name="l02569"></a><span class="lineno"> 2569</span> <span class="comment">// Compute the direction and by how much we can move along it.</span></div>
|
|
<div class="line"><a id="l02570" name="l02570"></a><span class="lineno"> 2570</span> ComputeDirection(entering_col);</div>
|
|
<div class="line"><a id="l02571" name="l02571"></a><span class="lineno"> 2571</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> step_length;</div>
|
|
<div class="line"><a id="l02572" name="l02572"></a><span class="lineno"> 2572</span> RowIndex leaving_row;</div>
|
|
<div class="line"><a id="l02573" name="l02573"></a><span class="lineno"> 2573</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>;</div>
|
|
<div class="line"><a id="l02574" name="l02574"></a><span class="lineno"> 2574</span> <span class="keywordtype">bool</span> local_refactorize = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l02575" name="l02575"></a><span class="lineno"> 2575</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(</div>
|
|
<div class="line"><a id="l02576" name="l02576"></a><span class="lineno"> 2576</span> ChooseLeavingVariableRow(entering_col, fake_rc, &local_refactorize,</div>
|
|
<div class="line"><a id="l02577" name="l02577"></a><span class="lineno"> 2577</span> &leaving_row, &step_length, &<a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a id="l02578" name="l02578"></a><span class="lineno"> 2578</span> </div>
|
|
<div class="line"><a id="l02579" name="l02579"></a><span class="lineno"> 2579</span> <span class="keywordflow">if</span> (local_refactorize) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l02580" name="l02580"></a><span class="lineno"> 2580</span> <span class="keywordflow">if</span> (step_length == <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> || step_length == -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l02581" name="l02581"></a><span class="lineno"> 2581</span> <span class="keywordflow">if</span> (std::abs(step_length) <= 1e-6) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l02582" name="l02582"></a><span class="lineno"> 2582</span> <span class="keywordflow">if</span> (leaving_row != <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a> && std::abs(direction_[leaving_row]) < 0.1) {</div>
|
|
<div class="line"><a id="l02583" name="l02583"></a><span class="lineno"> 2583</span> <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l02584" name="l02584"></a><span class="lineno"> 2584</span> }</div>
|
|
<div class="line"><a id="l02585" name="l02585"></a><span class="lineno"> 2585</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> step = (fake_rc > 0.0) ? -step_length : step_length;</div>
|
|
<div class="line"><a id="l02586" name="l02586"></a><span class="lineno"> 2586</span> </div>
|
|
<div class="line"><a id="l02587" name="l02587"></a><span class="lineno"> 2587</span> <span class="comment">// Evaluate if pivot reduce the fractionality of the basis.</span></div>
|
|
<div class="line"><a id="l02588" name="l02588"></a><span class="lineno"> 2588</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l02589" name="l02589"></a><span class="lineno"> 2589</span> <span class="comment">// TODO(user): Count with more weight variable with a small domain, i.e.</span></div>
|
|
<div class="line"><a id="l02590" name="l02590"></a><span class="lineno"> 2590</span> <span class="comment">// binary variable, compared to a variable in [0, 1k] ?</span></div>
|
|
<div class="line"><a id="l02591" name="l02591"></a><span class="lineno"> 2591</span> <span class="keyword">const</span> <span class="keyword">auto</span> get_diff = [<span class="keyword">this</span>](ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> old_value,</div>
|
|
<div class="line"><a id="l02592" name="l02592"></a><span class="lineno"> 2592</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_value) {</div>
|
|
<div class="line"><a id="l02593" name="l02593"></a><span class="lineno"> 2593</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> >= integrality_scale_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>() || integrality_scale_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == 0.0) {</div>
|
|
<div class="line"><a id="l02594" name="l02594"></a><span class="lineno"> 2594</span> <span class="keywordflow">return</span> 0.0;</div>
|
|
<div class="line"><a id="l02595" name="l02595"></a><span class="lineno"> 2595</span> }</div>
|
|
<div class="line"><a id="l02596" name="l02596"></a><span class="lineno"> 2596</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> s = integrality_scale_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l02597" name="l02597"></a><span class="lineno"> 2597</span> <span class="keywordflow">return</span> (std::abs(new_value * s - std::round(new_value * s)) -</div>
|
|
<div class="line"><a id="l02598" name="l02598"></a><span class="lineno"> 2598</span> std::abs(old_value * s - std::round(old_value * s)));</div>
|
|
<div class="line"><a id="l02599" name="l02599"></a><span class="lineno"> 2599</span> };</div>
|
|
<div class="line"><a id="l02600" name="l02600"></a><span class="lineno"> 2600</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> diff = get_diff(entering_col, variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(entering_col),</div>
|
|
<div class="line"><a id="l02601" name="l02601"></a><span class="lineno"> 2601</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(entering_col) + step);</div>
|
|
<div class="line"><a id="l02602" name="l02602"></a><span class="lineno"> 2602</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span> e : direction_) {</div>
|
|
<div class="line"><a id="l02603" name="l02603"></a><span class="lineno"> 2603</span> <span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = basis_[e.row()];</div>
|
|
<div class="line"><a id="l02604" name="l02604"></a><span class="lineno"> 2604</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> old_value = variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a id="l02605" name="l02605"></a><span class="lineno"> 2605</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_value = old_value - e.coefficient() * step;</div>
|
|
<div class="line"><a id="l02606" name="l02606"></a><span class="lineno"> 2606</span> diff += get_diff(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, old_value, new_value);</div>
|
|
<div class="line"><a id="l02607" name="l02607"></a><span class="lineno"> 2607</span> }</div>
|
|
<div class="line"><a id="l02608" name="l02608"></a><span class="lineno"> 2608</span> </div>
|
|
<div class="line"><a id="l02609" name="l02609"></a><span class="lineno"> 2609</span> <span class="comment">// Ignore low decrease in integrality.</span></div>
|
|
<div class="line"><a id="l02610" name="l02610"></a><span class="lineno"> 2610</span> <span class="keywordflow">if</span> (diff > -1e-2) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l02611" name="l02611"></a><span class="lineno"> 2611</span> total_gain -= diff;</div>
|
|
<div class="line"><a id="l02612" name="l02612"></a><span class="lineno"> 2612</span> </div>
|
|
<div class="line"><a id="l02613" name="l02613"></a><span class="lineno"> 2613</span> <span class="comment">// We perform the change.</span></div>
|
|
<div class="line"><a id="l02614" name="l02614"></a><span class="lineno"> 2614</span> num_pivots++;</div>
|
|
<div class="line"><a id="l02615" name="l02615"></a><span class="lineno"> 2615</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a9808cfe964d67616b5775b0ab113b7aa">UpdateOnPivoting</a>(direction_, entering_col, step);</div>
|
|
<div class="line"><a id="l02616" name="l02616"></a><span class="lineno"> 2616</span> </div>
|
|
<div class="line"><a id="l02617" name="l02617"></a><span class="lineno"> 2617</span> <span class="comment">// This is a bound flip of the entering column.</span></div>
|
|
<div class="line"><a id="l02618" name="l02618"></a><span class="lineno"> 2618</span> <span class="keywordflow">if</span> (leaving_row == <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
|
|
<div class="line"><a id="l02619" name="l02619"></a><span class="lineno"> 2619</span> <span class="keywordflow">if</span> (step > 0.0) {</div>
|
|
<div class="line"><a id="l02620" name="l02620"></a><span class="lineno"> 2620</span> SetNonBasicVariableStatusAndDeriveValue(entering_col,</div>
|
|
<div class="line"><a id="l02621" name="l02621"></a><span class="lineno"> 2621</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>);</div>
|
|
<div class="line"><a id="l02622" name="l02622"></a><span class="lineno"> 2622</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (step < 0.0) {</div>
|
|
<div class="line"><a id="l02623" name="l02623"></a><span class="lineno"> 2623</span> SetNonBasicVariableStatusAndDeriveValue(entering_col,</div>
|
|
<div class="line"><a id="l02624" name="l02624"></a><span class="lineno"> 2624</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>);</div>
|
|
<div class="line"><a id="l02625" name="l02625"></a><span class="lineno"> 2625</span> }</div>
|
|
<div class="line"><a id="l02626" name="l02626"></a><span class="lineno"> 2626</span> <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l02627" name="l02627"></a><span class="lineno"> 2627</span> }</div>
|
|
<div class="line"><a id="l02628" name="l02628"></a><span class="lineno"> 2628</span> </div>
|
|
<div class="line"><a id="l02629" name="l02629"></a><span class="lineno"> 2629</span> <span class="comment">// Perform the pivot.</span></div>
|
|
<div class="line"><a id="l02630" name="l02630"></a><span class="lineno"> 2630</span> <span class="keyword">const</span> ColIndex leaving_col = basis_[leaving_row];</div>
|
|
<div class="line"><a id="l02631" name="l02631"></a><span class="lineno"> 2631</span> update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#ac9f13d2561598d3a04b409dd7b4e1f0c">ComputeUpdateRow</a>(leaving_row);</div>
|
|
<div class="line"><a id="l02632" name="l02632"></a><span class="lineno"> 2632</span> </div>
|
|
<div class="line"><a id="l02633" name="l02633"></a><span class="lineno"> 2633</span> <span class="comment">// Note that this will only do work if the norms are computed.</span></div>
|
|
<div class="line"><a id="l02634" name="l02634"></a><span class="lineno"> 2634</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l02635" name="l02635"></a><span class="lineno"> 2635</span> <span class="comment">// TODO(user): We should probably move all the "update" in a function so</span></div>
|
|
<div class="line"><a id="l02636" name="l02636"></a><span class="lineno"> 2636</span> <span class="comment">// that all "iterations" function can just reuse the same code. Everything</span></div>
|
|
<div class="line"><a id="l02637" name="l02637"></a><span class="lineno"> 2637</span> <span class="comment">// that is currently not "cleared" should be updated. If one does not want</span></div>
|
|
<div class="line"><a id="l02638" name="l02638"></a><span class="lineno"> 2638</span> <span class="comment">// that, then it is easy to call Clear() on the quantities that do not needs</span></div>
|
|
<div class="line"><a id="l02639" name="l02639"></a><span class="lineno"> 2639</span> <span class="comment">// to be kept in sync with the current basis.</span></div>
|
|
<div class="line"><a id="l02640" name="l02640"></a><span class="lineno"> 2640</span> primal_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#ac770d9d78b0dda3be3bacb43038170e0">UpdateBeforeBasisPivot</a>(</div>
|
|
<div class="line"><a id="l02641" name="l02641"></a><span class="lineno"> 2641</span> entering_col, leaving_col, leaving_row, direction_, &update_row_);</div>
|
|
<div class="line"><a id="l02642" name="l02642"></a><span class="lineno"> 2642</span> dual_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#a07ecfa8dabb00a7f680dc64efe1127d1">UpdateBeforeBasisPivot</a>(</div>
|
|
<div class="line"><a id="l02643" name="l02643"></a><span class="lineno"> 2643</span> entering_col, leaving_row, direction_,</div>
|
|
<div class="line"><a id="l02644" name="l02644"></a><span class="lineno"> 2644</span> update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#a0c3551dfd558be8edc0bd8d565cfca30">GetUnitRowLeftInverse</a>());</div>
|
|
<div class="line"><a id="l02645" name="l02645"></a><span class="lineno"> 2645</span> </div>
|
|
<div class="line"><a id="l02646" name="l02646"></a><span class="lineno"> 2646</span> <span class="comment">// TODO(user): Rather than maintaining this, it is probably better to</span></div>
|
|
<div class="line"><a id="l02647" name="l02647"></a><span class="lineno"> 2647</span> <span class="comment">// recompute it in one go after Polish() is done. We don't use the reduced</span></div>
|
|
<div class="line"><a id="l02648" name="l02648"></a><span class="lineno"> 2648</span> <span class="comment">// costs here as we just assume that the set of candidates does not change.</span></div>
|
|
<div class="line"><a id="l02649" name="l02649"></a><span class="lineno"> 2649</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9a45fa5802a8fec70bec2fc6f9258056">UpdateBeforeBasisPivot</a>(entering_col, leaving_row, direction_,</div>
|
|
<div class="line"><a id="l02650" name="l02650"></a><span class="lineno"> 2650</span> &update_row_);</div>
|
|
<div class="line"><a id="l02651" name="l02651"></a><span class="lineno"> 2651</span> </div>
|
|
<div class="line"><a id="l02652" name="l02652"></a><span class="lineno"> 2652</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dir = -direction_[leaving_row] * step;</div>
|
|
<div class="line"><a id="l02653" name="l02653"></a><span class="lineno"> 2653</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> is_degenerate =</div>
|
|
<div class="line"><a id="l02654" name="l02654"></a><span class="lineno"> 2654</span> (dir == 0.0) ||</div>
|
|
<div class="line"><a id="l02655" name="l02655"></a><span class="lineno"> 2655</span> (dir > 0.0 && variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(leaving_col) >= <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>) ||</div>
|
|
<div class="line"><a id="l02656" name="l02656"></a><span class="lineno"> 2656</span> (dir < 0.0 && variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(leaving_col) <= <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>);</div>
|
|
<div class="line"><a id="l02657" name="l02657"></a><span class="lineno"> 2657</span> <span class="keywordflow">if</span> (!is_degenerate) {</div>
|
|
<div class="line"><a id="l02658" name="l02658"></a><span class="lineno"> 2658</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a0dd6aa4dbd67b1f7e715b2d6f64341b7">Set</a>(leaving_col, <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>);</div>
|
|
<div class="line"><a id="l02659" name="l02659"></a><span class="lineno"> 2659</span> }</div>
|
|
<div class="line"><a id="l02660" name="l02660"></a><span class="lineno"> 2660</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(</div>
|
|
<div class="line"><a id="l02661" name="l02661"></a><span class="lineno"> 2661</span> UpdateAndPivot(entering_col, leaving_row, <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a id="l02662" name="l02662"></a><span class="lineno"> 2662</span> }</div>
|
|
<div class="line"><a id="l02663" name="l02663"></a><span class="lineno"> 2663</span> </div>
|
|
<div class="line"><a id="l02664" name="l02664"></a><span class="lineno"> 2664</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Polish num_pivots: "</span> << num_pivots << <span class="stringliteral">" gain:"</span> << total_gain;</div>
|
|
<div class="line"><a id="l02665" name="l02665"></a><span class="lineno"> 2665</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a id="l02666" name="l02666"></a><span class="lineno"> 2666</span>}</div>
|
|
<div class="line"><a id="l02667" name="l02667"></a><span class="lineno"> 2667</span> </div>
|
|
<div class="line"><a id="l02668" name="l02668"></a><span class="lineno"> 2668</span><span class="comment">// Minimizes c.x subject to A.x = 0 where A is an mxn-matrix, c an n-vector, and</span></div>
|
|
<div class="line"><a id="l02669" name="l02669"></a><span class="lineno"> 2669</span><span class="comment">// x an n-vector.</span></div>
|
|
<div class="line"><a id="l02670" name="l02670"></a><span class="lineno"> 2670</span><span class="comment">//</span></div>
|
|
<div class="line"><a id="l02671" name="l02671"></a><span class="lineno"> 2671</span><span class="comment">// x is split in two parts x_B and x_N (B standing for basis).</span></div>
|
|
<div class="line"><a id="l02672" name="l02672"></a><span class="lineno"> 2672</span><span class="comment">// In the same way, A is split in A_B (also known as B) and A_N, and</span></div>
|
|
<div class="line"><a id="l02673" name="l02673"></a><span class="lineno"> 2673</span><span class="comment">// c is split into c_B and c_N.</span></div>
|
|
<div class="line"><a id="l02674" name="l02674"></a><span class="lineno"> 2674</span><span class="comment">//</span></div>
|
|
<div class="line"><a id="l02675" name="l02675"></a><span class="lineno"> 2675</span><span class="comment">// The goal is to minimize c_B.x_B + c_N.x_N</span></div>
|
|
<div class="line"><a id="l02676" name="l02676"></a><span class="lineno"> 2676</span><span class="comment">// subject to B.x_B + A_N.x_N = 0</span></div>
|
|
<div class="line"><a id="l02677" name="l02677"></a><span class="lineno"> 2677</span><span class="comment">// and x_lower <= x <= x_upper.</span></div>
|
|
<div class="line"><a id="l02678" name="l02678"></a><span class="lineno"> 2678</span><span class="comment">//</span></div>
|
|
<div class="line"><a id="l02679" name="l02679"></a><span class="lineno"> 2679</span><span class="comment">// To minimize c.x, at each iteration a variable from x_N is selected to</span></div>
|
|
<div class="line"><a id="l02680" name="l02680"></a><span class="lineno"> 2680</span><span class="comment">// enter the basis, and a variable from x_B is selected to leave the basis.</span></div>
|
|
<div class="line"><a id="l02681" name="l02681"></a><span class="lineno"> 2681</span><span class="comment">// To avoid explicit inversion of B, the algorithm solves two sub-systems:</span></div>
|
|
<div class="line"><a id="l02682" name="l02682"></a><span class="lineno"> 2682</span><span class="comment">// y.B = c_B and B.d = a (a being the entering column).</span></div>
|
|
<div class="line"><a id="l02683" name="l02683"></a><span class="lineno"> 2683</span>Status RevisedSimplex::PrimalMinimize(TimeLimit* <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>) {</div>
|
|
<div class="line"><a id="l02684" name="l02684"></a><span class="lineno"> 2684</span> <a class="code hl_define" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>);</div>
|
|
<div class="line"><a id="l02685" name="l02685"></a><span class="lineno"> 2685</span> Cleanup update_deterministic_time_on_return(</div>
|
|
<div class="line"><a id="l02686" name="l02686"></a><span class="lineno"> 2686</span> [<span class="keyword">this</span>, <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>]() { AdvanceDeterministicTime(<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>); });</div>
|
|
<div class="line"><a id="l02687" name="l02687"></a><span class="lineno"> 2687</span> num_consecutive_degenerate_iterations_ = 0;</div>
|
|
<div class="line"><a id="l02688" name="l02688"></a><span class="lineno"> 2688</span> <span class="keywordtype">bool</span> refactorize = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l02689" name="l02689"></a><span class="lineno"> 2689</span> </div>
|
|
<div class="line"><a id="l02690" name="l02690"></a><span class="lineno"> 2690</span> <span class="comment">// At this point, we are not sure the prices are always up to date, so</span></div>
|
|
<div class="line"><a id="l02691" name="l02691"></a><span class="lineno"> 2691</span> <span class="comment">// lets always reset them for the first iteration below.</span></div>
|
|
<div class="line"><a id="l02692" name="l02692"></a><span class="lineno"> 2692</span> primal_prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_prices.html#a08cd653dbdbc9cfded34931c7ebaf9d8">ForceRecomputation</a>();</div>
|
|
<div class="line"><a id="l02693" name="l02693"></a><span class="lineno"> 2693</span> </div>
|
|
<div class="line"><a id="l02694" name="l02694"></a><span class="lineno"> 2694</span> <span class="keywordflow">if</span> (phase_ == Phase::FEASIBILITY) {</div>
|
|
<div class="line"><a id="l02695" name="l02695"></a><span class="lineno"> 2695</span> <span class="comment">// Initialize the primal phase-I objective.</span></div>
|
|
<div class="line"><a id="l02696" name="l02696"></a><span class="lineno"> 2696</span> <span class="comment">// Note that this temporarily erases the problem objective.</span></div>
|
|
<div class="line"><a id="l02697" name="l02697"></a><span class="lineno"> 2697</span> objective_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">AssignToZero</a>(num_cols_);</div>
|
|
<div class="line"><a id="l02698" name="l02698"></a><span class="lineno"> 2698</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#adb3b3b75495ee150a1fcc33e58656d22">UpdatePrimalPhaseICosts</a>(</div>
|
|
<div class="line"><a id="l02699" name="l02699"></a><span class="lineno"> 2699</span> <a class="code hl_class" href="classutil_1_1_integer_range.html">util::IntegerRange<RowIndex></a>(RowIndex(0), num_rows_), &objective_);</div>
|
|
<div class="line"><a id="l02700" name="l02700"></a><span class="lineno"> 2700</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c">ResetForNewObjective</a>();</div>
|
|
<div class="line"><a id="l02701" name="l02701"></a><span class="lineno"> 2701</span> }</div>
|
|
<div class="line"><a id="l02702" name="l02702"></a><span class="lineno"> 2702</span> </div>
|
|
<div class="line"><a id="l02703" name="l02703"></a><span class="lineno"> 2703</span> <span class="keywordflow">while</span> (<span class="keyword">true</span>) {</div>
|
|
<div class="line"><a id="l02704" name="l02704"></a><span class="lineno"> 2704</span> <span class="comment">// TODO(user): we may loop a bit more than the actual number of iteration.</span></div>
|
|
<div class="line"><a id="l02705" name="l02705"></a><span class="lineno"> 2705</span> <span class="comment">// fix.</span></div>
|
|
<div class="line"><a id="l02706" name="l02706"></a><span class="lineno"> 2706</span> <a class="code hl_define" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(</div>
|
|
<div class="line"><a id="l02707" name="l02707"></a><span class="lineno"> 2707</span> <a class="code hl_typedef" href="namespaceoperations__research.html#ac3308533dde4fc559cab6f4f171d54c9">ScopedTimeDistributionUpdater</a> timer(&iteration_stats_.total));</div>
|
|
<div class="line"><a id="l02708" name="l02708"></a><span class="lineno"> 2708</span> </div>
|
|
<div class="line"><a id="l02709" name="l02709"></a><span class="lineno"> 2709</span> <span class="comment">// Trigger a refactorization if one of the class we use request it.</span></div>
|
|
<div class="line"><a id="l02710" name="l02710"></a><span class="lineno"> 2710</span> <span class="keywordflow">if</span> (reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#af507437729fd1e93677772e748ca1cfc">NeedsBasisRefactorization</a>()) refactorize = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l02711" name="l02711"></a><span class="lineno"> 2711</span> <span class="keywordflow">if</span> (primal_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#af507437729fd1e93677772e748ca1cfc">NeedsBasisRefactorization</a>()) refactorize = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l02712" name="l02712"></a><span class="lineno"> 2712</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(RefactorizeBasisIfNeeded(&refactorize));</div>
|
|
<div class="line"><a id="l02713" name="l02713"></a><span class="lineno"> 2713</span> </div>
|
|
<div class="line"><a id="l02714" name="l02714"></a><span class="lineno"> 2714</span> <span class="keywordflow">if</span> (basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>()) {</div>
|
|
<div class="line"><a id="l02715" name="l02715"></a><span class="lineno"> 2715</span> CorrectErrorsOnVariableValues();</div>
|
|
<div class="line"><a id="l02716" name="l02716"></a><span class="lineno"> 2716</span> DisplayIterationInfo(<span class="comment">/*primal=*/</span><span class="keyword">true</span>);</div>
|
|
<div class="line"><a id="l02717" name="l02717"></a><span class="lineno"> 2717</span> </div>
|
|
<div class="line"><a id="l02718" name="l02718"></a><span class="lineno"> 2718</span> <span class="keywordflow">if</span> (phase_ == Phase::FEASIBILITY) {</div>
|
|
<div class="line"><a id="l02719" name="l02719"></a><span class="lineno"> 2719</span> <span class="comment">// Since the variable values may have been recomputed, we need to</span></div>
|
|
<div class="line"><a id="l02720" name="l02720"></a><span class="lineno"> 2720</span> <span class="comment">// recompute the primal infeasible variables and update their costs.</span></div>
|
|
<div class="line"><a id="l02721" name="l02721"></a><span class="lineno"> 2721</span> <span class="keywordflow">if</span> (variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#adb3b3b75495ee150a1fcc33e58656d22">UpdatePrimalPhaseICosts</a>(</div>
|
|
<div class="line"><a id="l02722" name="l02722"></a><span class="lineno"> 2722</span> <a class="code hl_class" href="classutil_1_1_integer_range.html">util::IntegerRange<RowIndex></a>(RowIndex(0), num_rows_),</div>
|
|
<div class="line"><a id="l02723" name="l02723"></a><span class="lineno"> 2723</span> &objective_)) {</div>
|
|
<div class="line"><a id="l02724" name="l02724"></a><span class="lineno"> 2724</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c">ResetForNewObjective</a>();</div>
|
|
<div class="line"><a id="l02725" name="l02725"></a><span class="lineno"> 2725</span> }</div>
|
|
<div class="line"><a id="l02726" name="l02726"></a><span class="lineno"> 2726</span> }</div>
|
|
<div class="line"><a id="l02727" name="l02727"></a><span class="lineno"> 2727</span> </div>
|
|
<div class="line"><a id="l02728" name="l02728"></a><span class="lineno"> 2728</span> <span class="comment">// Computing the objective at each iteration takes time, so we just</span></div>
|
|
<div class="line"><a id="l02729" name="l02729"></a><span class="lineno"> 2729</span> <span class="comment">// check the limit when the basis is refactorized.</span></div>
|
|
<div class="line"><a id="l02730" name="l02730"></a><span class="lineno"> 2730</span> <span class="keywordflow">if</span> (phase_ == Phase::OPTIMIZATION &&</div>
|
|
<div class="line"><a id="l02731" name="l02731"></a><span class="lineno"> 2731</span> ComputeObjectiveValue() < primal_objective_limit_) {</div>
|
|
<div class="line"><a id="l02732" name="l02732"></a><span class="lineno"> 2732</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Stopping the primal simplex because"</span></div>
|
|
<div class="line"><a id="l02733" name="l02733"></a><span class="lineno"> 2733</span> << <span class="stringliteral">" the objective limit "</span> << primal_objective_limit_</div>
|
|
<div class="line"><a id="l02734" name="l02734"></a><span class="lineno"> 2734</span> << <span class="stringliteral">" has been reached."</span>;</div>
|
|
<div class="line"><a id="l02735" name="l02735"></a><span class="lineno"> 2735</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a2dcc8f5d91cb2aa2065b8305bf2d5cbd">ProblemStatus::PRIMAL_FEASIBLE</a>;</div>
|
|
<div class="line"><a id="l02736" name="l02736"></a><span class="lineno"> 2736</span> objective_limit_reached_ = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l02737" name="l02737"></a><span class="lineno"> 2737</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a id="l02738" name="l02738"></a><span class="lineno"> 2738</span> }</div>
|
|
<div class="line"><a id="l02739" name="l02739"></a><span class="lineno"> 2739</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (phase_ == Phase::FEASIBILITY) {</div>
|
|
<div class="line"><a id="l02740" name="l02740"></a><span class="lineno"> 2740</span> <span class="comment">// Note that direction_.non_zeros contains the positions of the basic</span></div>
|
|
<div class="line"><a id="l02741" name="l02741"></a><span class="lineno"> 2741</span> <span class="comment">// variables whose values were updated during the last iteration.</span></div>
|
|
<div class="line"><a id="l02742" name="l02742"></a><span class="lineno"> 2742</span> <span class="keywordflow">if</span> (variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#adb3b3b75495ee150a1fcc33e58656d22">UpdatePrimalPhaseICosts</a>(direction_.non_zeros,</div>
|
|
<div class="line"><a id="l02743" name="l02743"></a><span class="lineno"> 2743</span> &objective_)) {</div>
|
|
<div class="line"><a id="l02744" name="l02744"></a><span class="lineno"> 2744</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c">ResetForNewObjective</a>();</div>
|
|
<div class="line"><a id="l02745" name="l02745"></a><span class="lineno"> 2745</span> }</div>
|
|
<div class="line"><a id="l02746" name="l02746"></a><span class="lineno"> 2746</span> }</div>
|
|
<div class="line"><a id="l02747" name="l02747"></a><span class="lineno"> 2747</span> </div>
|
|
<div class="line"><a id="l02748" name="l02748"></a><span class="lineno"> 2748</span> <span class="keyword">const</span> ColIndex entering_col = primal_prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_prices.html#afcbf91eb87421ba5ddeaf193febe3453">GetBestEnteringColumn</a>();</div>
|
|
<div class="line"><a id="l02749" name="l02749"></a><span class="lineno"> 2749</span> <span class="keywordflow">if</span> (entering_col == <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
|
|
<div class="line"><a id="l02750" name="l02750"></a><span class="lineno"> 2750</span> <span class="keywordflow">if</span> (reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5fa2e9840a56151a1bd964cb485d4fad">AreReducedCostsPrecise</a>() &&</div>
|
|
<div class="line"><a id="l02751" name="l02751"></a><span class="lineno"> 2751</span> basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>()) {</div>
|
|
<div class="line"><a id="l02752" name="l02752"></a><span class="lineno"> 2752</span> <span class="keywordflow">if</span> (phase_ == Phase::FEASIBILITY) {</div>
|
|
<div class="line"><a id="l02753" name="l02753"></a><span class="lineno"> 2753</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> primal_infeasibility =</div>
|
|
<div class="line"><a id="l02754" name="l02754"></a><span class="lineno"> 2754</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a198b526739f420eb0959c87c54e036b3">ComputeMaximumPrimalInfeasibility</a>();</div>
|
|
<div class="line"><a id="l02755" name="l02755"></a><span class="lineno"> 2755</span> <span class="keywordflow">if</span> (primal_infeasibility <</div>
|
|
<div class="line"><a id="l02756" name="l02756"></a><span class="lineno"> 2756</span> parameters_.primal_feasibility_tolerance()) {</div>
|
|
<div class="line"><a id="l02757" name="l02757"></a><span class="lineno"> 2757</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a2dcc8f5d91cb2aa2065b8305bf2d5cbd">ProblemStatus::PRIMAL_FEASIBLE</a>;</div>
|
|
<div class="line"><a id="l02758" name="l02758"></a><span class="lineno"> 2758</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l02759" name="l02759"></a><span class="lineno"> 2759</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Infeasible problem! infeasibility = "</span></div>
|
|
<div class="line"><a id="l02760" name="l02760"></a><span class="lineno"> 2760</span> << primal_infeasibility;</div>
|
|
<div class="line"><a id="l02761" name="l02761"></a><span class="lineno"> 2761</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a7850fcfea005b86b2a3fa0d4293c5ee0">ProblemStatus::PRIMAL_INFEASIBLE</a>;</div>
|
|
<div class="line"><a id="l02762" name="l02762"></a><span class="lineno"> 2762</span> }</div>
|
|
<div class="line"><a id="l02763" name="l02763"></a><span class="lineno"> 2763</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l02764" name="l02764"></a><span class="lineno"> 2764</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::OPTIMAL</a>;</div>
|
|
<div class="line"><a id="l02765" name="l02765"></a><span class="lineno"> 2765</span> }</div>
|
|
<div class="line"><a id="l02766" name="l02766"></a><span class="lineno"> 2766</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l02767" name="l02767"></a><span class="lineno"> 2767</span> }</div>
|
|
<div class="line"><a id="l02768" name="l02768"></a><span class="lineno"> 2768</span> </div>
|
|
<div class="line"><a id="l02769" name="l02769"></a><span class="lineno"> 2769</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Optimal reached, double checking..."</span>;</div>
|
|
<div class="line"><a id="l02770" name="l02770"></a><span class="lineno"> 2770</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">MakeReducedCostsPrecise</a>();</div>
|
|
<div class="line"><a id="l02771" name="l02771"></a><span class="lineno"> 2771</span> refactorize = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l02772" name="l02772"></a><span class="lineno"> 2772</span> <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l02773" name="l02773"></a><span class="lineno"> 2773</span> }</div>
|
|
<div class="line"><a id="l02774" name="l02774"></a><span class="lineno"> 2774</span> </div>
|
|
<div class="line"><a id="l02775" name="l02775"></a><span class="lineno"> 2775</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b">IsValidPrimalEnteringCandidate</a>(entering_col));</div>
|
|
<div class="line"><a id="l02776" name="l02776"></a><span class="lineno"> 2776</span> </div>
|
|
<div class="line"><a id="l02777" name="l02777"></a><span class="lineno"> 2777</span> <span class="comment">// Solve the system B.d = a with a the entering column.</span></div>
|
|
<div class="line"><a id="l02778" name="l02778"></a><span class="lineno"> 2778</span> ComputeDirection(entering_col);</div>
|
|
<div class="line"><a id="l02779" name="l02779"></a><span class="lineno"> 2779</span> </div>
|
|
<div class="line"><a id="l02780" name="l02780"></a><span class="lineno"> 2780</span> <span class="comment">// This might trigger a recomputation on the next iteration, but we</span></div>
|
|
<div class="line"><a id="l02781" name="l02781"></a><span class="lineno"> 2781</span> <span class="comment">// finish this one even if the price is imprecise.</span></div>
|
|
<div class="line"><a id="l02782" name="l02782"></a><span class="lineno"> 2782</span> primal_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#ad3e807537a555d44d5e4a0da13f3768b">TestEnteringEdgeNormPrecision</a>(entering_col, direction_);</div>
|
|
<div class="line"><a id="l02783" name="l02783"></a><span class="lineno"> 2783</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> reduced_cost =</div>
|
|
<div class="line"><a id="l02784" name="l02784"></a><span class="lineno"> 2784</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4c84d90865988c9b4cf5e793be311bbf">TestEnteringReducedCostPrecision</a>(entering_col,</div>
|
|
<div class="line"><a id="l02785" name="l02785"></a><span class="lineno"> 2785</span> direction_);</div>
|
|
<div class="line"><a id="l02786" name="l02786"></a><span class="lineno"> 2786</span> </div>
|
|
<div class="line"><a id="l02787" name="l02787"></a><span class="lineno"> 2787</span> <span class="comment">// The test might have changed the reduced cost of the entering_col.</span></div>
|
|
<div class="line"><a id="l02788" name="l02788"></a><span class="lineno"> 2788</span> <span class="comment">// If it is no longer a valid entering candidate, we loop.</span></div>
|
|
<div class="line"><a id="l02789" name="l02789"></a><span class="lineno"> 2789</span> primal_prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_prices.html#af4e081e5eec4e1d0a50f20753640b9c7">RecomputePriceAt</a>(entering_col);</div>
|
|
<div class="line"><a id="l02790" name="l02790"></a><span class="lineno"> 2790</span> <span class="keywordflow">if</span> (!reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b">IsValidPrimalEnteringCandidate</a>(entering_col)) {</div>
|
|
<div class="line"><a id="l02791" name="l02791"></a><span class="lineno"> 2791</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">MakeReducedCostsPrecise</a>();</div>
|
|
<div class="line"><a id="l02792" name="l02792"></a><span class="lineno"> 2792</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Skipping col #"</span> << entering_col</div>
|
|
<div class="line"><a id="l02793" name="l02793"></a><span class="lineno"> 2793</span> << <span class="stringliteral">" whose reduced cost is no longer valid under precise reduced "</span></div>
|
|
<div class="line"><a id="l02794" name="l02794"></a><span class="lineno"> 2794</span> <span class="stringliteral">"cost: "</span></div>
|
|
<div class="line"><a id="l02795" name="l02795"></a><span class="lineno"> 2795</span> << reduced_cost;</div>
|
|
<div class="line"><a id="l02796" name="l02796"></a><span class="lineno"> 2796</span> <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l02797" name="l02797"></a><span class="lineno"> 2797</span> }</div>
|
|
<div class="line"><a id="l02798" name="l02798"></a><span class="lineno"> 2798</span> </div>
|
|
<div class="line"><a id="l02799" name="l02799"></a><span class="lineno"> 2799</span> <span class="comment">// This test takes place after the check for optimality/feasibility because</span></div>
|
|
<div class="line"><a id="l02800" name="l02800"></a><span class="lineno"> 2800</span> <span class="comment">// when running with 0 iterations, we still want to report</span></div>
|
|
<div class="line"><a id="l02801" name="l02801"></a><span class="lineno"> 2801</span> <span class="comment">// ProblemStatus::OPTIMAL or ProblemStatus::PRIMAL_FEASIBLE if it is the</span></div>
|
|
<div class="line"><a id="l02802" name="l02802"></a><span class="lineno"> 2802</span> <span class="comment">// case at the beginning of the algorithm.</span></div>
|
|
<div class="line"><a id="l02803" name="l02803"></a><span class="lineno"> 2803</span> AdvanceDeterministicTime(<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>);</div>
|
|
<div class="line"><a id="l02804" name="l02804"></a><span class="lineno"> 2804</span> <span class="keywordflow">if</span> (num_iterations_ == parameters_.max_number_of_iterations() ||</div>
|
|
<div class="line"><a id="l02805" name="l02805"></a><span class="lineno"> 2805</span> <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>->LimitReached()) {</div>
|
|
<div class="line"><a id="l02806" name="l02806"></a><span class="lineno"> 2806</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l02807" name="l02807"></a><span class="lineno"> 2807</span> }</div>
|
|
<div class="line"><a id="l02808" name="l02808"></a><span class="lineno"> 2808</span> </div>
|
|
<div class="line"><a id="l02809" name="l02809"></a><span class="lineno"> 2809</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> step_length;</div>
|
|
<div class="line"><a id="l02810" name="l02810"></a><span class="lineno"> 2810</span> RowIndex leaving_row;</div>
|
|
<div class="line"><a id="l02811" name="l02811"></a><span class="lineno"> 2811</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>;</div>
|
|
<div class="line"><a id="l02812" name="l02812"></a><span class="lineno"> 2812</span> <span class="keywordflow">if</span> (phase_ == Phase::FEASIBILITY) {</div>
|
|
<div class="line"><a id="l02813" name="l02813"></a><span class="lineno"> 2813</span> PrimalPhaseIChooseLeavingVariableRow(entering_col, reduced_cost,</div>
|
|
<div class="line"><a id="l02814" name="l02814"></a><span class="lineno"> 2814</span> &refactorize, &leaving_row,</div>
|
|
<div class="line"><a id="l02815" name="l02815"></a><span class="lineno"> 2815</span> &step_length, &<a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>);</div>
|
|
<div class="line"><a id="l02816" name="l02816"></a><span class="lineno"> 2816</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l02817" name="l02817"></a><span class="lineno"> 2817</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(</div>
|
|
<div class="line"><a id="l02818" name="l02818"></a><span class="lineno"> 2818</span> ChooseLeavingVariableRow(entering_col, reduced_cost, &refactorize,</div>
|
|
<div class="line"><a id="l02819" name="l02819"></a><span class="lineno"> 2819</span> &leaving_row, &step_length, &<a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a id="l02820" name="l02820"></a><span class="lineno"> 2820</span> }</div>
|
|
<div class="line"><a id="l02821" name="l02821"></a><span class="lineno"> 2821</span> <span class="keywordflow">if</span> (refactorize) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l02822" name="l02822"></a><span class="lineno"> 2822</span> </div>
|
|
<div class="line"><a id="l02823" name="l02823"></a><span class="lineno"> 2823</span> <span class="keywordflow">if</span> (step_length == <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> || step_length == -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a id="l02824" name="l02824"></a><span class="lineno"> 2824</span> <span class="keywordflow">if</span> (!basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>() ||</div>
|
|
<div class="line"><a id="l02825" name="l02825"></a><span class="lineno"> 2825</span> !reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5fa2e9840a56151a1bd964cb485d4fad">AreReducedCostsPrecise</a>()) {</div>
|
|
<div class="line"><a id="l02826" name="l02826"></a><span class="lineno"> 2826</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Infinite step length, double checking..."</span>;</div>
|
|
<div class="line"><a id="l02827" name="l02827"></a><span class="lineno"> 2827</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">MakeReducedCostsPrecise</a>();</div>
|
|
<div class="line"><a id="l02828" name="l02828"></a><span class="lineno"> 2828</span> <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l02829" name="l02829"></a><span class="lineno"> 2829</span> }</div>
|
|
<div class="line"><a id="l02830" name="l02830"></a><span class="lineno"> 2830</span> <span class="keywordflow">if</span> (phase_ == Phase::FEASIBILITY) {</div>
|
|
<div class="line"><a id="l02831" name="l02831"></a><span class="lineno"> 2831</span> <span class="comment">// This shouldn't happen by construction.</span></div>
|
|
<div class="line"><a id="l02832" name="l02832"></a><span class="lineno"> 2832</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Unbounded feasibility problem !?"</span>;</div>
|
|
<div class="line"><a id="l02833" name="l02833"></a><span class="lineno"> 2833</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a88ec4386a3c49b50819358a579fb9adb">ProblemStatus::ABNORMAL</a>;</div>
|
|
<div class="line"><a id="l02834" name="l02834"></a><span class="lineno"> 2834</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l02835" name="l02835"></a><span class="lineno"> 2835</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Unbounded problem."</span>;</div>
|
|
<div class="line"><a id="l02836" name="l02836"></a><span class="lineno"> 2836</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a8351cc0ea544c393b3e26fdf42520844">ProblemStatus::PRIMAL_UNBOUNDED</a>;</div>
|
|
<div class="line"><a id="l02837" name="l02837"></a><span class="lineno"> 2837</span> solution_primal_ray_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">AssignToZero</a>(num_cols_);</div>
|
|
<div class="line"><a id="l02838" name="l02838"></a><span class="lineno"> 2838</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l02839" name="l02839"></a><span class="lineno"> 2839</span> <span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = basis_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l02840" name="l02840"></a><span class="lineno"> 2840</span> solution_primal_ray_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = -direction_[<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l02841" name="l02841"></a><span class="lineno"> 2841</span> }</div>
|
|
<div class="line"><a id="l02842" name="l02842"></a><span class="lineno"> 2842</span> solution_primal_ray_[entering_col] = 1.0;</div>
|
|
<div class="line"><a id="l02843" name="l02843"></a><span class="lineno"> 2843</span> <span class="keywordflow">if</span> (step_length == -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a id="l02844" name="l02844"></a><span class="lineno"> 2844</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ab7ff1f9383648fd132667b1e601229c9">ChangeSign</a>(&solution_primal_ray_);</div>
|
|
<div class="line"><a id="l02845" name="l02845"></a><span class="lineno"> 2845</span> }</div>
|
|
<div class="line"><a id="l02846" name="l02846"></a><span class="lineno"> 2846</span> }</div>
|
|
<div class="line"><a id="l02847" name="l02847"></a><span class="lineno"> 2847</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l02848" name="l02848"></a><span class="lineno"> 2848</span> }</div>
|
|
<div class="line"><a id="l02849" name="l02849"></a><span class="lineno"> 2849</span> </div>
|
|
<div class="line"><a id="l02850" name="l02850"></a><span class="lineno"> 2850</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> step = (reduced_cost > 0.0) ? -step_length : step_length;</div>
|
|
<div class="line"><a id="l02851" name="l02851"></a><span class="lineno"> 2851</span> <span class="keywordflow">if</span> (phase_ == Phase::FEASIBILITY && leaving_row != <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
|
|
<div class="line"><a id="l02852" name="l02852"></a><span class="lineno"> 2852</span> <span class="comment">// For phase-I we currently always set the leaving variable to its exact</span></div>
|
|
<div class="line"><a id="l02853" name="l02853"></a><span class="lineno"> 2853</span> <span class="comment">// bound even if by doing so we may take a small step in the wrong</span></div>
|
|
<div class="line"><a id="l02854" name="l02854"></a><span class="lineno"> 2854</span> <span class="comment">// direction and may increase the overall infeasibility.</span></div>
|
|
<div class="line"><a id="l02855" name="l02855"></a><span class="lineno"> 2855</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l02856" name="l02856"></a><span class="lineno"> 2856</span> <span class="comment">// TODO(user): Investigate alternatives even if this seems to work well in</span></div>
|
|
<div class="line"><a id="l02857" name="l02857"></a><span class="lineno"> 2857</span> <span class="comment">// practice. Note that the final returned solution will have the property</span></div>
|
|
<div class="line"><a id="l02858" name="l02858"></a><span class="lineno"> 2858</span> <span class="comment">// that all non-basic variables are at their exact bound, so it is nice</span></div>
|
|
<div class="line"><a id="l02859" name="l02859"></a><span class="lineno"> 2859</span> <span class="comment">// that we do not report ProblemStatus::PRIMAL_FEASIBLE if a solution with</span></div>
|
|
<div class="line"><a id="l02860" name="l02860"></a><span class="lineno"> 2860</span> <span class="comment">// this property cannot be found.</span></div>
|
|
<div class="line"><a id="l02861" name="l02861"></a><span class="lineno"> 2861</span> step = ComputeStepToMoveBasicVariableToBound(leaving_row, <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>);</div>
|
|
<div class="line"><a id="l02862" name="l02862"></a><span class="lineno"> 2862</span> }</div>
|
|
<div class="line"><a id="l02863" name="l02863"></a><span class="lineno"> 2863</span> </div>
|
|
<div class="line"><a id="l02864" name="l02864"></a><span class="lineno"> 2864</span> <span class="comment">// Store the leaving_col before basis_ change.</span></div>
|
|
<div class="line"><a id="l02865" name="l02865"></a><span class="lineno"> 2865</span> <span class="keyword">const</span> ColIndex leaving_col =</div>
|
|
<div class="line"><a id="l02866" name="l02866"></a><span class="lineno"> 2866</span> (leaving_row == <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) ? <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a> : basis_[leaving_row];</div>
|
|
<div class="line"><a id="l02867" name="l02867"></a><span class="lineno"> 2867</span> </div>
|
|
<div class="line"><a id="l02868" name="l02868"></a><span class="lineno"> 2868</span> <span class="comment">// An iteration is called 'degenerate' if the leaving variable is already</span></div>
|
|
<div class="line"><a id="l02869" name="l02869"></a><span class="lineno"> 2869</span> <span class="comment">// primal-infeasible and we make it even more infeasible or if we do a zero</span></div>
|
|
<div class="line"><a id="l02870" name="l02870"></a><span class="lineno"> 2870</span> <span class="comment">// step.</span></div>
|
|
<div class="line"><a id="l02871" name="l02871"></a><span class="lineno"> 2871</span> <span class="keywordtype">bool</span> is_degenerate = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l02872" name="l02872"></a><span class="lineno"> 2872</span> <span class="keywordflow">if</span> (leaving_row != <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
|
|
<div class="line"><a id="l02873" name="l02873"></a><span class="lineno"> 2873</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dir = -direction_[leaving_row] * step;</div>
|
|
<div class="line"><a id="l02874" name="l02874"></a><span class="lineno"> 2874</span> is_degenerate =</div>
|
|
<div class="line"><a id="l02875" name="l02875"></a><span class="lineno"> 2875</span> (dir == 0.0) ||</div>
|
|
<div class="line"><a id="l02876" name="l02876"></a><span class="lineno"> 2876</span> (dir > 0.0 && variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(leaving_col) >= <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>) ||</div>
|
|
<div class="line"><a id="l02877" name="l02877"></a><span class="lineno"> 2877</span> (dir < 0.0 && variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(leaving_col) <= <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>);</div>
|
|
<div class="line"><a id="l02878" name="l02878"></a><span class="lineno"> 2878</span> </div>
|
|
<div class="line"><a id="l02879" name="l02879"></a><span class="lineno"> 2879</span> <span class="comment">// If the iteration is not degenerate, the leaving variable should go to</span></div>
|
|
<div class="line"><a id="l02880" name="l02880"></a><span class="lineno"> 2880</span> <span class="comment">// its exact target bound (it is how the step is computed).</span></div>
|
|
<div class="line"><a id="l02881" name="l02881"></a><span class="lineno"> 2881</span> <span class="keywordflow">if</span> (!is_degenerate) {</div>
|
|
<div class="line"><a id="l02882" name="l02882"></a><span class="lineno"> 2882</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(step, ComputeStepToMoveBasicVariableToBound(leaving_row,</div>
|
|
<div class="line"><a id="l02883" name="l02883"></a><span class="lineno"> 2883</span> <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a id="l02884" name="l02884"></a><span class="lineno"> 2884</span> }</div>
|
|
<div class="line"><a id="l02885" name="l02885"></a><span class="lineno"> 2885</span> }</div>
|
|
<div class="line"><a id="l02886" name="l02886"></a><span class="lineno"> 2886</span> </div>
|
|
<div class="line"><a id="l02887" name="l02887"></a><span class="lineno"> 2887</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a9808cfe964d67616b5775b0ab113b7aa">UpdateOnPivoting</a>(direction_, entering_col, step);</div>
|
|
<div class="line"><a id="l02888" name="l02888"></a><span class="lineno"> 2888</span> <span class="keywordflow">if</span> (leaving_row != <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
|
|
<div class="line"><a id="l02889" name="l02889"></a><span class="lineno"> 2889</span> <span class="comment">// Important: the norm must be updated before the reduced_cost.</span></div>
|
|
<div class="line"><a id="l02890" name="l02890"></a><span class="lineno"> 2890</span> primal_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#ac770d9d78b0dda3be3bacb43038170e0">UpdateBeforeBasisPivot</a>(</div>
|
|
<div class="line"><a id="l02891" name="l02891"></a><span class="lineno"> 2891</span> entering_col, basis_[leaving_row], leaving_row, direction_,</div>
|
|
<div class="line"><a id="l02892" name="l02892"></a><span class="lineno"> 2892</span> &update_row_);</div>
|
|
<div class="line"><a id="l02893" name="l02893"></a><span class="lineno"> 2893</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9a45fa5802a8fec70bec2fc6f9258056">UpdateBeforeBasisPivot</a>(entering_col, leaving_row,</div>
|
|
<div class="line"><a id="l02894" name="l02894"></a><span class="lineno"> 2894</span> direction_, &update_row_);</div>
|
|
<div class="line"><a id="l02895" name="l02895"></a><span class="lineno"> 2895</span> primal_prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_prices.html#a807603acb92a43313d5d7d5d4210e33a">UpdateBeforeBasisPivot</a>(entering_col, &update_row_);</div>
|
|
<div class="line"><a id="l02896" name="l02896"></a><span class="lineno"> 2896</span> <span class="keywordflow">if</span> (!is_degenerate) {</div>
|
|
<div class="line"><a id="l02897" name="l02897"></a><span class="lineno"> 2897</span> <span class="comment">// On a non-degenerate iteration, the leaving variable should be at its</span></div>
|
|
<div class="line"><a id="l02898" name="l02898"></a><span class="lineno"> 2898</span> <span class="comment">// exact bound. This corrects an eventual small numerical error since</span></div>
|
|
<div class="line"><a id="l02899" name="l02899"></a><span class="lineno"> 2899</span> <span class="comment">// 'value + direction * step' where step is</span></div>
|
|
<div class="line"><a id="l02900" name="l02900"></a><span class="lineno"> 2900</span> <span class="comment">// '(target_bound - value) / direction'</span></div>
|
|
<div class="line"><a id="l02901" name="l02901"></a><span class="lineno"> 2901</span> <span class="comment">// may be slighlty different from target_bound.</span></div>
|
|
<div class="line"><a id="l02902" name="l02902"></a><span class="lineno"> 2902</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a0dd6aa4dbd67b1f7e715b2d6f64341b7">Set</a>(leaving_col, <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>);</div>
|
|
<div class="line"><a id="l02903" name="l02903"></a><span class="lineno"> 2903</span> }</div>
|
|
<div class="line"><a id="l02904" name="l02904"></a><span class="lineno"> 2904</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(</div>
|
|
<div class="line"><a id="l02905" name="l02905"></a><span class="lineno"> 2905</span> UpdateAndPivot(entering_col, leaving_row, <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a id="l02906" name="l02906"></a><span class="lineno"> 2906</span> <a class="code hl_define" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>({</div>
|
|
<div class="line"><a id="l02907" name="l02907"></a><span class="lineno"> 2907</span> <span class="keywordflow">if</span> (is_degenerate) {</div>
|
|
<div class="line"><a id="l02908" name="l02908"></a><span class="lineno"> 2908</span> timer.AlsoUpdate(&iteration_stats_.degenerate);</div>
|
|
<div class="line"><a id="l02909" name="l02909"></a><span class="lineno"> 2909</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l02910" name="l02910"></a><span class="lineno"> 2910</span> timer.AlsoUpdate(&iteration_stats_.normal);</div>
|
|
<div class="line"><a id="l02911" name="l02911"></a><span class="lineno"> 2911</span> }</div>
|
|
<div class="line"><a id="l02912" name="l02912"></a><span class="lineno"> 2912</span> });</div>
|
|
<div class="line"><a id="l02913" name="l02913"></a><span class="lineno"> 2913</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l02914" name="l02914"></a><span class="lineno"> 2914</span> <span class="comment">// Bound flip. This makes sure that the flipping variable is at its bound</span></div>
|
|
<div class="line"><a id="l02915" name="l02915"></a><span class="lineno"> 2915</span> <span class="comment">// and has the correct status.</span></div>
|
|
<div class="line"><a id="l02916" name="l02916"></a><span class="lineno"> 2916</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(<a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a62e32b9a6efb029208f576ee123b459f">VariableType::UPPER_AND_LOWER_BOUNDED</a>,</div>
|
|
<div class="line"><a id="l02917" name="l02917"></a><span class="lineno"> 2917</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>()[entering_col]);</div>
|
|
<div class="line"><a id="l02918" name="l02918"></a><span class="lineno"> 2918</span> <span class="keywordflow">if</span> (step > 0.0) {</div>
|
|
<div class="line"><a id="l02919" name="l02919"></a><span class="lineno"> 2919</span> SetNonBasicVariableStatusAndDeriveValue(entering_col,</div>
|
|
<div class="line"><a id="l02920" name="l02920"></a><span class="lineno"> 2920</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>);</div>
|
|
<div class="line"><a id="l02921" name="l02921"></a><span class="lineno"> 2921</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (step < 0.0) {</div>
|
|
<div class="line"><a id="l02922" name="l02922"></a><span class="lineno"> 2922</span> SetNonBasicVariableStatusAndDeriveValue(entering_col,</div>
|
|
<div class="line"><a id="l02923" name="l02923"></a><span class="lineno"> 2923</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>);</div>
|
|
<div class="line"><a id="l02924" name="l02924"></a><span class="lineno"> 2924</span> }</div>
|
|
<div class="line"><a id="l02925" name="l02925"></a><span class="lineno"> 2925</span> primal_prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_prices.html#a74fea3dc78cd1ea3532f9959c4abfceb">SetAndDebugCheckThatColumnIsDualFeasible</a>(entering_col);</div>
|
|
<div class="line"><a id="l02926" name="l02926"></a><span class="lineno"> 2926</span> <a class="code hl_define" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(timer.AlsoUpdate(&iteration_stats_.bound_flip));</div>
|
|
<div class="line"><a id="l02927" name="l02927"></a><span class="lineno"> 2927</span> }</div>
|
|
<div class="line"><a id="l02928" name="l02928"></a><span class="lineno"> 2928</span> </div>
|
|
<div class="line"><a id="l02929" name="l02929"></a><span class="lineno"> 2929</span> <span class="keywordflow">if</span> (phase_ == Phase::FEASIBILITY && leaving_row != <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
|
|
<div class="line"><a id="l02930" name="l02930"></a><span class="lineno"> 2930</span> <span class="comment">// Set the leaving variable to its exact bound.</span></div>
|
|
<div class="line"><a id="l02931" name="l02931"></a><span class="lineno"> 2931</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a102a587506447ec5cba544b93a1877e0">SetNonBasicVariableValueFromStatus</a>(leaving_col);</div>
|
|
<div class="line"><a id="l02932" name="l02932"></a><span class="lineno"> 2932</span> </div>
|
|
<div class="line"><a id="l02933" name="l02933"></a><span class="lineno"> 2933</span> <span class="comment">// Change the objective value of the leaving variable to zero.</span></div>
|
|
<div class="line"><a id="l02934" name="l02934"></a><span class="lineno"> 2934</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a6601cb283594a187e1a513598f3a9b3d">SetNonBasicVariableCostToZero</a>(leaving_col,</div>
|
|
<div class="line"><a id="l02935" name="l02935"></a><span class="lineno"> 2935</span> &objective_[leaving_col]);</div>
|
|
<div class="line"><a id="l02936" name="l02936"></a><span class="lineno"> 2936</span> primal_prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_prices.html#af4e081e5eec4e1d0a50f20753640b9c7">RecomputePriceAt</a>(leaving_col);</div>
|
|
<div class="line"><a id="l02937" name="l02937"></a><span class="lineno"> 2937</span> }</div>
|
|
<div class="line"><a id="l02938" name="l02938"></a><span class="lineno"> 2938</span> </div>
|
|
<div class="line"><a id="l02939" name="l02939"></a><span class="lineno"> 2939</span> <span class="comment">// Stats about consecutive degenerate iterations.</span></div>
|
|
<div class="line"><a id="l02940" name="l02940"></a><span class="lineno"> 2940</span> <span class="keywordflow">if</span> (step_length == 0.0) {</div>
|
|
<div class="line"><a id="l02941" name="l02941"></a><span class="lineno"> 2941</span> num_consecutive_degenerate_iterations_++;</div>
|
|
<div class="line"><a id="l02942" name="l02942"></a><span class="lineno"> 2942</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l02943" name="l02943"></a><span class="lineno"> 2943</span> <span class="keywordflow">if</span> (num_consecutive_degenerate_iterations_ > 0) {</div>
|
|
<div class="line"><a id="l02944" name="l02944"></a><span class="lineno"> 2944</span> iteration_stats_.degenerate_run_size.Add(</div>
|
|
<div class="line"><a id="l02945" name="l02945"></a><span class="lineno"> 2945</span> num_consecutive_degenerate_iterations_);</div>
|
|
<div class="line"><a id="l02946" name="l02946"></a><span class="lineno"> 2946</span> num_consecutive_degenerate_iterations_ = 0;</div>
|
|
<div class="line"><a id="l02947" name="l02947"></a><span class="lineno"> 2947</span> }</div>
|
|
<div class="line"><a id="l02948" name="l02948"></a><span class="lineno"> 2948</span> }</div>
|
|
<div class="line"><a id="l02949" name="l02949"></a><span class="lineno"> 2949</span> ++num_iterations_;</div>
|
|
<div class="line"><a id="l02950" name="l02950"></a><span class="lineno"> 2950</span> }</div>
|
|
<div class="line"><a id="l02951" name="l02951"></a><span class="lineno"> 2951</span> <span class="keywordflow">if</span> (num_consecutive_degenerate_iterations_ > 0) {</div>
|
|
<div class="line"><a id="l02952" name="l02952"></a><span class="lineno"> 2952</span> iteration_stats_.degenerate_run_size.Add(</div>
|
|
<div class="line"><a id="l02953" name="l02953"></a><span class="lineno"> 2953</span> num_consecutive_degenerate_iterations_);</div>
|
|
<div class="line"><a id="l02954" name="l02954"></a><span class="lineno"> 2954</span> }</div>
|
|
<div class="line"><a id="l02955" name="l02955"></a><span class="lineno"> 2955</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a id="l02956" name="l02956"></a><span class="lineno"> 2956</span>}</div>
|
|
<div class="line"><a id="l02957" name="l02957"></a><span class="lineno"> 2957</span> </div>
|
|
<div class="line"><a id="l02958" name="l02958"></a><span class="lineno"> 2958</span><span class="comment">// TODO(user): Two other approaches for the phase I described in Koberstein's</span></div>
|
|
<div class="line"><a id="l02959" name="l02959"></a><span class="lineno"> 2959</span><span class="comment">// PhD thesis seem worth trying at some point:</span></div>
|
|
<div class="line"><a id="l02960" name="l02960"></a><span class="lineno"> 2960</span><span class="comment">// - The subproblem approach, which enables one to use a normal phase II dual,</span></div>
|
|
<div class="line"><a id="l02961" name="l02961"></a><span class="lineno"> 2961</span><span class="comment">// but requires an efficient bound-flipping ratio test since the new problem</span></div>
|
|
<div class="line"><a id="l02962" name="l02962"></a><span class="lineno"> 2962</span><span class="comment">// has all its variables boxed. This one is implemented now, but require</span></div>
|
|
<div class="line"><a id="l02963" name="l02963"></a><span class="lineno"> 2963</span><span class="comment">// a bit more tunning.</span></div>
|
|
<div class="line"><a id="l02964" name="l02964"></a><span class="lineno"> 2964</span><span class="comment">// - Pan's method, which is really fast but have no theoretical guarantee of</span></div>
|
|
<div class="line"><a id="l02965" name="l02965"></a><span class="lineno"> 2965</span><span class="comment">// terminating and thus needs to use one of the other methods as a fallback if</span></div>
|
|
<div class="line"><a id="l02966" name="l02966"></a><span class="lineno"> 2966</span><span class="comment">// it fails to make progress.</span></div>
|
|
<div class="line"><a id="l02967" name="l02967"></a><span class="lineno"> 2967</span><span class="comment">//</span></div>
|
|
<div class="line"><a id="l02968" name="l02968"></a><span class="lineno"> 2968</span><span class="comment">// Note that the returned status applies to the primal problem!</span></div>
|
|
<div class="line"><a id="l02969" name="l02969"></a><span class="lineno"> 2969</span>Status RevisedSimplex::DualMinimize(<span class="keywordtype">bool</span> feasibility_phase,</div>
|
|
<div class="line"><a id="l02970" name="l02970"></a><span class="lineno"> 2970</span> TimeLimit* <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>) {</div>
|
|
<div class="line"><a id="l02971" name="l02971"></a><span class="lineno"> 2971</span> Cleanup update_deterministic_time_on_return(</div>
|
|
<div class="line"><a id="l02972" name="l02972"></a><span class="lineno"> 2972</span> [<span class="keyword">this</span>, <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>]() { AdvanceDeterministicTime(<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>); });</div>
|
|
<div class="line"><a id="l02973" name="l02973"></a><span class="lineno"> 2973</span> num_consecutive_degenerate_iterations_ = 0;</div>
|
|
<div class="line"><a id="l02974" name="l02974"></a><span class="lineno"> 2974</span> <span class="keywordtype">bool</span> refactorize = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l02975" name="l02975"></a><span class="lineno"> 2975</span> </div>
|
|
<div class="line"><a id="l02976" name="l02976"></a><span class="lineno"> 2976</span> bound_flip_candidates_.clear();</div>
|
|
<div class="line"><a id="l02977" name="l02977"></a><span class="lineno"> 2977</span> </div>
|
|
<div class="line"><a id="l02978" name="l02978"></a><span class="lineno"> 2978</span> <span class="comment">// Leaving variable.</span></div>
|
|
<div class="line"><a id="l02979" name="l02979"></a><span class="lineno"> 2979</span> RowIndex leaving_row;</div>
|
|
<div class="line"><a id="l02980" name="l02980"></a><span class="lineno"> 2980</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> cost_variation;</div>
|
|
<div class="line"><a id="l02981" name="l02981"></a><span class="lineno"> 2981</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>;</div>
|
|
<div class="line"><a id="l02982" name="l02982"></a><span class="lineno"> 2982</span> </div>
|
|
<div class="line"><a id="l02983" name="l02983"></a><span class="lineno"> 2983</span> <span class="comment">// Entering variable.</span></div>
|
|
<div class="line"><a id="l02984" name="l02984"></a><span class="lineno"> 2984</span> ColIndex entering_col;</div>
|
|
<div class="line"><a id="l02985" name="l02985"></a><span class="lineno"> 2985</span> </div>
|
|
<div class="line"><a id="l02986" name="l02986"></a><span class="lineno"> 2986</span> <span class="keywordflow">while</span> (<span class="keyword">true</span>) {</div>
|
|
<div class="line"><a id="l02987" name="l02987"></a><span class="lineno"> 2987</span> <span class="comment">// TODO(user): we may loop a bit more than the actual number of iteration.</span></div>
|
|
<div class="line"><a id="l02988" name="l02988"></a><span class="lineno"> 2988</span> <span class="comment">// fix.</span></div>
|
|
<div class="line"><a id="l02989" name="l02989"></a><span class="lineno"> 2989</span> <a class="code hl_define" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(</div>
|
|
<div class="line"><a id="l02990" name="l02990"></a><span class="lineno"> 2990</span> <a class="code hl_typedef" href="namespaceoperations__research.html#ac3308533dde4fc559cab6f4f171d54c9">ScopedTimeDistributionUpdater</a> timer(&iteration_stats_.total));</div>
|
|
<div class="line"><a id="l02991" name="l02991"></a><span class="lineno"> 2991</span> </div>
|
|
<div class="line"><a id="l02992" name="l02992"></a><span class="lineno"> 2992</span> <span class="comment">// Trigger a refactorization if one of the class we use request it.</span></div>
|
|
<div class="line"><a id="l02993" name="l02993"></a><span class="lineno"> 2993</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> old_refactorize_value = refactorize;</div>
|
|
<div class="line"><a id="l02994" name="l02994"></a><span class="lineno"> 2994</span> <span class="keywordflow">if</span> (reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#af507437729fd1e93677772e748ca1cfc">NeedsBasisRefactorization</a>()) refactorize = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l02995" name="l02995"></a><span class="lineno"> 2995</span> <span class="keywordflow">if</span> (dual_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#af507437729fd1e93677772e748ca1cfc">NeedsBasisRefactorization</a>()) refactorize = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l02996" name="l02996"></a><span class="lineno"> 2996</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(RefactorizeBasisIfNeeded(&refactorize));</div>
|
|
<div class="line"><a id="l02997" name="l02997"></a><span class="lineno"> 2997</span> </div>
|
|
<div class="line"><a id="l02998" name="l02998"></a><span class="lineno"> 2998</span> <span class="comment">// If the basis is refactorized, we recompute all the values in order to</span></div>
|
|
<div class="line"><a id="l02999" name="l02999"></a><span class="lineno"> 2999</span> <span class="comment">// have a good precision.</span></div>
|
|
<div class="line"><a id="l03000" name="l03000"></a><span class="lineno"> 3000</span> <span class="keywordflow">if</span> (basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>()) {</div>
|
|
<div class="line"><a id="l03001" name="l03001"></a><span class="lineno"> 3001</span> <span class="comment">// We do not want to recompute the reduced costs too often, this is</span></div>
|
|
<div class="line"><a id="l03002" name="l03002"></a><span class="lineno"> 3002</span> <span class="comment">// because that may break the overall direction taken by the last steps</span></div>
|
|
<div class="line"><a id="l03003" name="l03003"></a><span class="lineno"> 3003</span> <span class="comment">// and may lead to less improvement on degenerate problems.</span></div>
|
|
<div class="line"><a id="l03004" name="l03004"></a><span class="lineno"> 3004</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l03005" name="l03005"></a><span class="lineno"> 3005</span> <span class="comment">// For now, we just recompute them if refactorize was set during the</span></div>
|
|
<div class="line"><a id="l03006" name="l03006"></a><span class="lineno"> 3006</span> <span class="comment">// loop and not because of normal refactorization.</span></div>
|
|
<div class="line"><a id="l03007" name="l03007"></a><span class="lineno"> 3007</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l03008" name="l03008"></a><span class="lineno"> 3008</span> <span class="comment">// During phase-I, we do want the reduced costs to be as precise as</span></div>
|
|
<div class="line"><a id="l03009" name="l03009"></a><span class="lineno"> 3009</span> <span class="comment">// possible. TODO(user): Investigate why and fix the TODO in</span></div>
|
|
<div class="line"><a id="l03010" name="l03010"></a><span class="lineno"> 3010</span> <span class="comment">// PermuteBasis().</span></div>
|
|
<div class="line"><a id="l03011" name="l03011"></a><span class="lineno"> 3011</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l03012" name="l03012"></a><span class="lineno"> 3012</span> <span class="comment">// Reduced costs are needed by MakeBoxedVariableDualFeasible(), so if we</span></div>
|
|
<div class="line"><a id="l03013" name="l03013"></a><span class="lineno"> 3013</span> <span class="comment">// do recompute them, it is better to do that first.</span></div>
|
|
<div class="line"><a id="l03014" name="l03014"></a><span class="lineno"> 3014</span> <span class="keywordflow">if</span> (feasibility_phase || old_refactorize_value) {</div>
|
|
<div class="line"><a id="l03015" name="l03015"></a><span class="lineno"> 3015</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">MakeReducedCostsPrecise</a>();</div>
|
|
<div class="line"><a id="l03016" name="l03016"></a><span class="lineno"> 3016</span> }</div>
|
|
<div class="line"><a id="l03017" name="l03017"></a><span class="lineno"> 3017</span> </div>
|
|
<div class="line"><a id="l03018" name="l03018"></a><span class="lineno"> 3018</span> <span class="comment">// TODO(user): Make RecomputeBasicVariableValues() do nothing</span></div>
|
|
<div class="line"><a id="l03019" name="l03019"></a><span class="lineno"> 3019</span> <span class="comment">// if it was already recomputed on a refactorized basis. This is the</span></div>
|
|
<div class="line"><a id="l03020" name="l03020"></a><span class="lineno"> 3020</span> <span class="comment">// same behavior as MakeReducedCostsPrecise().</span></div>
|
|
<div class="line"><a id="l03021" name="l03021"></a><span class="lineno"> 3021</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l03022" name="l03022"></a><span class="lineno"> 3022</span> <span class="comment">// TODO(user): Do not recompute the variable values each time we</span></div>
|
|
<div class="line"><a id="l03023" name="l03023"></a><span class="lineno"> 3023</span> <span class="comment">// refactorize the matrix, like for the reduced costs? That may lead to</span></div>
|
|
<div class="line"><a id="l03024" name="l03024"></a><span class="lineno"> 3024</span> <span class="comment">// a worse behavior than keeping the "imprecise" version and only</span></div>
|
|
<div class="line"><a id="l03025" name="l03025"></a><span class="lineno"> 3025</span> <span class="comment">// recomputing it when its precision is above a threshold.</span></div>
|
|
<div class="line"><a id="l03026" name="l03026"></a><span class="lineno"> 3026</span> <span class="keywordflow">if</span> (!feasibility_phase) {</div>
|
|
<div class="line"><a id="l03027" name="l03027"></a><span class="lineno"> 3027</span> MakeBoxedVariableDualFeasible(</div>
|
|
<div class="line"><a id="l03028" name="l03028"></a><span class="lineno"> 3028</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a505af340486fcf70ee83abb32e31a628">GetNonBasicBoxedVariables</a>(),</div>
|
|
<div class="line"><a id="l03029" name="l03029"></a><span class="lineno"> 3029</span> <span class="comment">/*update_basic_values=*/</span><span class="keyword">false</span>);</div>
|
|
<div class="line"><a id="l03030" name="l03030"></a><span class="lineno"> 3030</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acb1363c79bda24cb95a41b5550be61f6">RecomputeBasicVariableValues</a>();</div>
|
|
<div class="line"><a id="l03031" name="l03031"></a><span class="lineno"> 3031</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acd27b30d01d0b9022796bf91abf40de0">RecomputeDualPrices</a>();</div>
|
|
<div class="line"><a id="l03032" name="l03032"></a><span class="lineno"> 3032</span> </div>
|
|
<div class="line"><a id="l03033" name="l03033"></a><span class="lineno"> 3033</span> <span class="comment">// Computing the objective at each iteration takes time, so we just</span></div>
|
|
<div class="line"><a id="l03034" name="l03034"></a><span class="lineno"> 3034</span> <span class="comment">// check the limit when the basis is refactorized.</span></div>
|
|
<div class="line"><a id="l03035" name="l03035"></a><span class="lineno"> 3035</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l03036" name="l03036"></a><span class="lineno"> 3036</span> <span class="comment">// Hack: We need phase_ here and not the local feasibility_phase</span></div>
|
|
<div class="line"><a id="l03037" name="l03037"></a><span class="lineno"> 3037</span> <span class="comment">// variable because this must not be checked for the dual phase I algo</span></div>
|
|
<div class="line"><a id="l03038" name="l03038"></a><span class="lineno"> 3038</span> <span class="comment">// that use the same code as the dual phase II (i.e. the local</span></div>
|
|
<div class="line"><a id="l03039" name="l03039"></a><span class="lineno"> 3039</span> <span class="comment">// feasibility_phase will be false).</span></div>
|
|
<div class="line"><a id="l03040" name="l03040"></a><span class="lineno"> 3040</span> <span class="keywordflow">if</span> (phase_ == Phase::OPTIMIZATION &&</div>
|
|
<div class="line"><a id="l03041" name="l03041"></a><span class="lineno"> 3041</span> dual_objective_limit_ != <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> &&</div>
|
|
<div class="line"><a id="l03042" name="l03042"></a><span class="lineno"> 3042</span> ComputeObjectiveValue() > dual_objective_limit_) {</div>
|
|
<div class="line"><a id="l03043" name="l03043"></a><span class="lineno"> 3043</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_,</div>
|
|
<div class="line"><a id="l03044" name="l03044"></a><span class="lineno"> 3044</span> <span class="stringliteral">"Stopping the dual simplex because"</span></div>
|
|
<div class="line"><a id="l03045" name="l03045"></a><span class="lineno"> 3045</span> <span class="stringliteral">" the objective limit "</span>,</div>
|
|
<div class="line"><a id="l03046" name="l03046"></a><span class="lineno"> 3046</span> dual_objective_limit_, <span class="stringliteral">" has been reached."</span>);</div>
|
|
<div class="line"><a id="l03047" name="l03047"></a><span class="lineno"> 3047</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a57ad14e7a035f33c8ba6c0ea9ea23caa">ProblemStatus::DUAL_FEASIBLE</a>;</div>
|
|
<div class="line"><a id="l03048" name="l03048"></a><span class="lineno"> 3048</span> objective_limit_reached_ = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l03049" name="l03049"></a><span class="lineno"> 3049</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a id="l03050" name="l03050"></a><span class="lineno"> 3050</span> }</div>
|
|
<div class="line"><a id="l03051" name="l03051"></a><span class="lineno"> 3051</span> }</div>
|
|
<div class="line"><a id="l03052" name="l03052"></a><span class="lineno"> 3052</span> </div>
|
|
<div class="line"><a id="l03053" name="l03053"></a><span class="lineno"> 3053</span> DisplayIterationInfo(<span class="comment">/*primal=*/</span><span class="keyword">false</span>);</div>
|
|
<div class="line"><a id="l03054" name="l03054"></a><span class="lineno"> 3054</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l03055" name="l03055"></a><span class="lineno"> 3055</span> <span class="comment">// Updates from the previous iteration that can be skipped if we</span></div>
|
|
<div class="line"><a id="l03056" name="l03056"></a><span class="lineno"> 3056</span> <span class="comment">// recompute everything (see other case above).</span></div>
|
|
<div class="line"><a id="l03057" name="l03057"></a><span class="lineno"> 3057</span> <span class="keywordflow">if</span> (!feasibility_phase) {</div>
|
|
<div class="line"><a id="l03058" name="l03058"></a><span class="lineno"> 3058</span> <span class="comment">// Make sure the boxed variables are dual-feasible before choosing the</span></div>
|
|
<div class="line"><a id="l03059" name="l03059"></a><span class="lineno"> 3059</span> <span class="comment">// leaving variable row.</span></div>
|
|
<div class="line"><a id="l03060" name="l03060"></a><span class="lineno"> 3060</span> MakeBoxedVariableDualFeasible(bound_flip_candidates_,</div>
|
|
<div class="line"><a id="l03061" name="l03061"></a><span class="lineno"> 3061</span> <span class="comment">/*update_basic_values=*/</span><span class="keyword">true</span>);</div>
|
|
<div class="line"><a id="l03062" name="l03062"></a><span class="lineno"> 3062</span> bound_flip_candidates_.clear();</div>
|
|
<div class="line"><a id="l03063" name="l03063"></a><span class="lineno"> 3063</span> </div>
|
|
<div class="line"><a id="l03064" name="l03064"></a><span class="lineno"> 3064</span> <span class="comment">// The direction_.non_zeros contains the positions for which the basic</span></div>
|
|
<div class="line"><a id="l03065" name="l03065"></a><span class="lineno"> 3065</span> <span class="comment">// variable value was changed during the previous iterations.</span></div>
|
|
<div class="line"><a id="l03066" name="l03066"></a><span class="lineno"> 3066</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a624179d887d379119802066cad4c29e8">UpdateDualPrices</a>(direction_.non_zeros);</div>
|
|
<div class="line"><a id="l03067" name="l03067"></a><span class="lineno"> 3067</span> }</div>
|
|
<div class="line"><a id="l03068" name="l03068"></a><span class="lineno"> 3068</span> }</div>
|
|
<div class="line"><a id="l03069" name="l03069"></a><span class="lineno"> 3069</span> </div>
|
|
<div class="line"><a id="l03070" name="l03070"></a><span class="lineno"> 3070</span> <span class="keywordflow">if</span> (feasibility_phase) {</div>
|
|
<div class="line"><a id="l03071" name="l03071"></a><span class="lineno"> 3071</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(DualPhaseIChooseLeavingVariableRow(</div>
|
|
<div class="line"><a id="l03072" name="l03072"></a><span class="lineno"> 3072</span> &leaving_row, &cost_variation, &<a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a id="l03073" name="l03073"></a><span class="lineno"> 3073</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l03074" name="l03074"></a><span class="lineno"> 3074</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(DualChooseLeavingVariableRow(</div>
|
|
<div class="line"><a id="l03075" name="l03075"></a><span class="lineno"> 3075</span> &leaving_row, &cost_variation, &<a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a id="l03076" name="l03076"></a><span class="lineno"> 3076</span> }</div>
|
|
<div class="line"><a id="l03077" name="l03077"></a><span class="lineno"> 3077</span> <span class="keywordflow">if</span> (leaving_row == <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
|
|
<div class="line"><a id="l03078" name="l03078"></a><span class="lineno"> 3078</span> <span class="comment">// TODO(user): integrate this with the main "re-optimization" loop.</span></div>
|
|
<div class="line"><a id="l03079" name="l03079"></a><span class="lineno"> 3079</span> <span class="comment">// Also distinguish cost perturbation and shifts?</span></div>
|
|
<div class="line"><a id="l03080" name="l03080"></a><span class="lineno"> 3080</span> <span class="keywordflow">if</span> (!basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>() ||</div>
|
|
<div class="line"><a id="l03081" name="l03081"></a><span class="lineno"> 3081</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a6dd88bcd4c2eef9d67f0496c9bf7e236">HasCostShift</a>()) {</div>
|
|
<div class="line"><a id="l03082" name="l03082"></a><span class="lineno"> 3082</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Optimal reached, double checking."</span>;</div>
|
|
<div class="line"><a id="l03083" name="l03083"></a><span class="lineno"> 3083</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">ClearAndRemoveCostShifts</a>();</div>
|
|
<div class="line"><a id="l03084" name="l03084"></a><span class="lineno"> 3084</span> <a class="code hl_define" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(timer.AlsoUpdate(&iteration_stats_.refactorize));</div>
|
|
<div class="line"><a id="l03085" name="l03085"></a><span class="lineno"> 3085</span> refactorize = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l03086" name="l03086"></a><span class="lineno"> 3086</span> <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l03087" name="l03087"></a><span class="lineno"> 3087</span> }</div>
|
|
<div class="line"><a id="l03088" name="l03088"></a><span class="lineno"> 3088</span> <span class="keywordflow">if</span> (feasibility_phase) {</div>
|
|
<div class="line"><a id="l03089" name="l03089"></a><span class="lineno"> 3089</span> <span class="comment">// Note that since the basis is refactorized, the variable values</span></div>
|
|
<div class="line"><a id="l03090" name="l03090"></a><span class="lineno"> 3090</span> <span class="comment">// will be recomputed at the beginning of the second phase. The boxed</span></div>
|
|
<div class="line"><a id="l03091" name="l03091"></a><span class="lineno"> 3091</span> <span class="comment">// variable values will also be corrected by</span></div>
|
|
<div class="line"><a id="l03092" name="l03092"></a><span class="lineno"> 3092</span> <span class="comment">// MakeBoxedVariableDualFeasible().</span></div>
|
|
<div class="line"><a id="l03093" name="l03093"></a><span class="lineno"> 3093</span> <span class="keywordflow">if</span> (num_dual_infeasible_positions_ == 0) {</div>
|
|
<div class="line"><a id="l03094" name="l03094"></a><span class="lineno"> 3094</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a57ad14e7a035f33c8ba6c0ea9ea23caa">ProblemStatus::DUAL_FEASIBLE</a>;</div>
|
|
<div class="line"><a id="l03095" name="l03095"></a><span class="lineno"> 3095</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l03096" name="l03096"></a><span class="lineno"> 3096</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"DUAL infeasible in dual phase I."</span>;</div>
|
|
<div class="line"><a id="l03097" name="l03097"></a><span class="lineno"> 3097</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a1583be76ac58a4ac4c024f73b3d85811">ProblemStatus::DUAL_INFEASIBLE</a>;</div>
|
|
<div class="line"><a id="l03098" name="l03098"></a><span class="lineno"> 3098</span> }</div>
|
|
<div class="line"><a id="l03099" name="l03099"></a><span class="lineno"> 3099</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l03100" name="l03100"></a><span class="lineno"> 3100</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::OPTIMAL</a>;</div>
|
|
<div class="line"><a id="l03101" name="l03101"></a><span class="lineno"> 3101</span> }</div>
|
|
<div class="line"><a id="l03102" name="l03102"></a><span class="lineno"> 3102</span> <a class="code hl_define" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(timer.AlsoUpdate(&iteration_stats_.normal));</div>
|
|
<div class="line"><a id="l03103" name="l03103"></a><span class="lineno"> 3103</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a id="l03104" name="l03104"></a><span class="lineno"> 3104</span> }</div>
|
|
<div class="line"><a id="l03105" name="l03105"></a><span class="lineno"> 3105</span> </div>
|
|
<div class="line"><a id="l03106" name="l03106"></a><span class="lineno"> 3106</span> update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#ac9f13d2561598d3a04b409dd7b4e1f0c">ComputeUpdateRow</a>(leaving_row);</div>
|
|
<div class="line"><a id="l03107" name="l03107"></a><span class="lineno"> 3107</span> <span class="keywordflow">if</span> (feasibility_phase) {</div>
|
|
<div class="line"><a id="l03108" name="l03108"></a><span class="lineno"> 3108</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(entering_variable_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_entering_variable.html#aa271bff260917fd62d0d7509b7118ad6">DualPhaseIChooseEnteringColumn</a>(</div>
|
|
<div class="line"><a id="l03109" name="l03109"></a><span class="lineno"> 3109</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5fa2e9840a56151a1bd964cb485d4fad">AreReducedCostsPrecise</a>(), update_row_, cost_variation,</div>
|
|
<div class="line"><a id="l03110" name="l03110"></a><span class="lineno"> 3110</span> &entering_col));</div>
|
|
<div class="line"><a id="l03111" name="l03111"></a><span class="lineno"> 3111</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l03112" name="l03112"></a><span class="lineno"> 3112</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(entering_variable_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_entering_variable.html#afaf135d40c257d0f1a49aa8e795c9b03">DualChooseEnteringColumn</a>(</div>
|
|
<div class="line"><a id="l03113" name="l03113"></a><span class="lineno"> 3113</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5fa2e9840a56151a1bd964cb485d4fad">AreReducedCostsPrecise</a>(), update_row_, cost_variation,</div>
|
|
<div class="line"><a id="l03114" name="l03114"></a><span class="lineno"> 3114</span> &bound_flip_candidates_, &entering_col));</div>
|
|
<div class="line"><a id="l03115" name="l03115"></a><span class="lineno"> 3115</span> }</div>
|
|
<div class="line"><a id="l03116" name="l03116"></a><span class="lineno"> 3116</span> </div>
|
|
<div class="line"><a id="l03117" name="l03117"></a><span class="lineno"> 3117</span> <span class="comment">// No entering_col: dual unbounded (i.e. primal infeasible).</span></div>
|
|
<div class="line"><a id="l03118" name="l03118"></a><span class="lineno"> 3118</span> <span class="keywordflow">if</span> (entering_col == <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
|
|
<div class="line"><a id="l03119" name="l03119"></a><span class="lineno"> 3119</span> <span class="keywordflow">if</span> (!reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5fa2e9840a56151a1bd964cb485d4fad">AreReducedCostsPrecise</a>()) {</div>
|
|
<div class="line"><a id="l03120" name="l03120"></a><span class="lineno"> 3120</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"No entering column. Double checking..."</span>;</div>
|
|
<div class="line"><a id="l03121" name="l03121"></a><span class="lineno"> 3121</span> <a class="code hl_define" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(timer.AlsoUpdate(&iteration_stats_.refactorize));</div>
|
|
<div class="line"><a id="l03122" name="l03122"></a><span class="lineno"> 3122</span> refactorize = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l03123" name="l03123"></a><span class="lineno"> 3123</span> <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l03124" name="l03124"></a><span class="lineno"> 3124</span> }</div>
|
|
<div class="line"><a id="l03125" name="l03125"></a><span class="lineno"> 3125</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>());</div>
|
|
<div class="line"><a id="l03126" name="l03126"></a><span class="lineno"> 3126</span> <span class="keywordflow">if</span> (feasibility_phase) {</div>
|
|
<div class="line"><a id="l03127" name="l03127"></a><span class="lineno"> 3127</span> <span class="comment">// This shouldn't happen by construction.</span></div>
|
|
<div class="line"><a id="l03128" name="l03128"></a><span class="lineno"> 3128</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Unbounded dual feasibility problem !?"</span>;</div>
|
|
<div class="line"><a id="l03129" name="l03129"></a><span class="lineno"> 3129</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a88ec4386a3c49b50819358a579fb9adb">ProblemStatus::ABNORMAL</a>;</div>
|
|
<div class="line"><a id="l03130" name="l03130"></a><span class="lineno"> 3130</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l03131" name="l03131"></a><span class="lineno"> 3131</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a8ada5da7749eac0d9fe1782ad9bab585">ProblemStatus::DUAL_UNBOUNDED</a>;</div>
|
|
<div class="line"><a id="l03132" name="l03132"></a><span class="lineno"> 3132</span> solution_dual_ray_ =</div>
|
|
<div class="line"><a id="l03133" name="l03133"></a><span class="lineno"> 3133</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#aaa803ce9366dca251925e0bdde517430">Transpose</a>(update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#a0c3551dfd558be8edc0bd8d565cfca30">GetUnitRowLeftInverse</a>().<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">values</a>);</div>
|
|
<div class="line"><a id="l03134" name="l03134"></a><span class="lineno"> 3134</span> update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#a7b39f45e976b642dac5b652e0a455e8f">RecomputeFullUpdateRow</a>(leaving_row);</div>
|
|
<div class="line"><a id="l03135" name="l03135"></a><span class="lineno"> 3135</span> solution_dual_ray_row_combination_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">AssignToZero</a>(num_cols_);</div>
|
|
<div class="line"><a id="l03136" name="l03136"></a><span class="lineno"> 3136</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#af8e957f1c8389089554ded7bd2b7b45f">GetNonZeroPositions</a>()) {</div>
|
|
<div class="line"><a id="l03137" name="l03137"></a><span class="lineno"> 3137</span> solution_dual_ray_row_combination_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] =</div>
|
|
<div class="line"><a id="l03138" name="l03138"></a><span class="lineno"> 3138</span> update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#abd6d81960f38fe1a69a153b03e60d47e">GetCoefficient</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a id="l03139" name="l03139"></a><span class="lineno"> 3139</span> }</div>
|
|
<div class="line"><a id="l03140" name="l03140"></a><span class="lineno"> 3140</span> <span class="keywordflow">if</span> (cost_variation < 0) {</div>
|
|
<div class="line"><a id="l03141" name="l03141"></a><span class="lineno"> 3141</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ab7ff1f9383648fd132667b1e601229c9">ChangeSign</a>(&solution_dual_ray_);</div>
|
|
<div class="line"><a id="l03142" name="l03142"></a><span class="lineno"> 3142</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ab7ff1f9383648fd132667b1e601229c9">ChangeSign</a>(&solution_dual_ray_row_combination_);</div>
|
|
<div class="line"><a id="l03143" name="l03143"></a><span class="lineno"> 3143</span> }</div>
|
|
<div class="line"><a id="l03144" name="l03144"></a><span class="lineno"> 3144</span> }</div>
|
|
<div class="line"><a id="l03145" name="l03145"></a><span class="lineno"> 3145</span> <a class="code hl_define" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(timer.AlsoUpdate(&iteration_stats_.normal));</div>
|
|
<div class="line"><a id="l03146" name="l03146"></a><span class="lineno"> 3146</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a id="l03147" name="l03147"></a><span class="lineno"> 3147</span> }</div>
|
|
<div class="line"><a id="l03148" name="l03148"></a><span class="lineno"> 3148</span> </div>
|
|
<div class="line"><a id="l03149" name="l03149"></a><span class="lineno"> 3149</span> <span class="comment">// If the coefficient is too small, we recompute the reduced costs if not</span></div>
|
|
<div class="line"><a id="l03150" name="l03150"></a><span class="lineno"> 3150</span> <span class="comment">// already done. This is an extra heuristic to avoid computing the direction</span></div>
|
|
<div class="line"><a id="l03151" name="l03151"></a><span class="lineno"> 3151</span> <span class="comment">// If the pivot is small. But the real recomputation step is just below.</span></div>
|
|
<div class="line"><a id="l03152" name="l03152"></a><span class="lineno"> 3152</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> entering_coeff = update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#abd6d81960f38fe1a69a153b03e60d47e">GetCoefficient</a>(entering_col);</div>
|
|
<div class="line"><a id="l03153" name="l03153"></a><span class="lineno"> 3153</span> <span class="keywordflow">if</span> (std::abs(entering_coeff) < parameters_.dual_small_pivot_threshold() &&</div>
|
|
<div class="line"><a id="l03154" name="l03154"></a><span class="lineno"> 3154</span> !reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5fa2e9840a56151a1bd964cb485d4fad">AreReducedCostsPrecise</a>()) {</div>
|
|
<div class="line"><a id="l03155" name="l03155"></a><span class="lineno"> 3155</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Trying not to pivot by "</span> << entering_coeff;</div>
|
|
<div class="line"><a id="l03156" name="l03156"></a><span class="lineno"> 3156</span> <a class="code hl_define" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(timer.AlsoUpdate(&iteration_stats_.refactorize));</div>
|
|
<div class="line"><a id="l03157" name="l03157"></a><span class="lineno"> 3157</span> refactorize = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l03158" name="l03158"></a><span class="lineno"> 3158</span> <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l03159" name="l03159"></a><span class="lineno"> 3159</span> }</div>
|
|
<div class="line"><a id="l03160" name="l03160"></a><span class="lineno"> 3160</span> </div>
|
|
<div class="line"><a id="l03161" name="l03161"></a><span class="lineno"> 3161</span> ComputeDirection(entering_col);</div>
|
|
<div class="line"><a id="l03162" name="l03162"></a><span class="lineno"> 3162</span> </div>
|
|
<div class="line"><a id="l03163" name="l03163"></a><span class="lineno"> 3163</span> <span class="comment">// If the pivot is small compared to others in the direction_ vector we try</span></div>
|
|
<div class="line"><a id="l03164" name="l03164"></a><span class="lineno"> 3164</span> <span class="comment">// to recompute everything. If we cannot, then note that</span></div>
|
|
<div class="line"><a id="l03165" name="l03165"></a><span class="lineno"> 3165</span> <span class="comment">// DualChooseEnteringColumn() should guaranteed that the pivot is not too</span></div>
|
|
<div class="line"><a id="l03166" name="l03166"></a><span class="lineno"> 3166</span> <span class="comment">// small when everything has already been recomputed.</span></div>
|
|
<div class="line"><a id="l03167" name="l03167"></a><span class="lineno"> 3167</span> <span class="keywordflow">if</span> (std::abs(direction_[leaving_row]) <</div>
|
|
<div class="line"><a id="l03168" name="l03168"></a><span class="lineno"> 3168</span> parameters_.small_pivot_threshold() * direction_infinity_norm_) {</div>
|
|
<div class="line"><a id="l03169" name="l03169"></a><span class="lineno"> 3169</span> <span class="keywordflow">if</span> (!reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5fa2e9840a56151a1bd964cb485d4fad">AreReducedCostsPrecise</a>()) {</div>
|
|
<div class="line"><a id="l03170" name="l03170"></a><span class="lineno"> 3170</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Trying not pivot by "</span> << entering_coeff << <span class="stringliteral">" ("</span></div>
|
|
<div class="line"><a id="l03171" name="l03171"></a><span class="lineno"> 3171</span> << direction_[leaving_row]</div>
|
|
<div class="line"><a id="l03172" name="l03172"></a><span class="lineno"> 3172</span> << <span class="stringliteral">") because the direction has a norm of "</span></div>
|
|
<div class="line"><a id="l03173" name="l03173"></a><span class="lineno"> 3173</span> << direction_infinity_norm_;</div>
|
|
<div class="line"><a id="l03174" name="l03174"></a><span class="lineno"> 3174</span> <a class="code hl_define" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(timer.AlsoUpdate(&iteration_stats_.refactorize));</div>
|
|
<div class="line"><a id="l03175" name="l03175"></a><span class="lineno"> 3175</span> refactorize = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l03176" name="l03176"></a><span class="lineno"> 3176</span> <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l03177" name="l03177"></a><span class="lineno"> 3177</span> }</div>
|
|
<div class="line"><a id="l03178" name="l03178"></a><span class="lineno"> 3178</span> }</div>
|
|
<div class="line"><a id="l03179" name="l03179"></a><span class="lineno"> 3179</span> </div>
|
|
<div class="line"><a id="l03180" name="l03180"></a><span class="lineno"> 3180</span> <span class="comment">// This test takes place after the check for optimality/feasibility because</span></div>
|
|
<div class="line"><a id="l03181" name="l03181"></a><span class="lineno"> 3181</span> <span class="comment">// when running with 0 iterations, we still want to report</span></div>
|
|
<div class="line"><a id="l03182" name="l03182"></a><span class="lineno"> 3182</span> <span class="comment">// ProblemStatus::OPTIMAL or ProblemStatus::PRIMAL_FEASIBLE if it is the</span></div>
|
|
<div class="line"><a id="l03183" name="l03183"></a><span class="lineno"> 3183</span> <span class="comment">// case at the beginning of the algorithm.</span></div>
|
|
<div class="line"><a id="l03184" name="l03184"></a><span class="lineno"> 3184</span> AdvanceDeterministicTime(<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>);</div>
|
|
<div class="line"><a id="l03185" name="l03185"></a><span class="lineno"> 3185</span> <span class="keywordflow">if</span> (num_iterations_ == parameters_.max_number_of_iterations() ||</div>
|
|
<div class="line"><a id="l03186" name="l03186"></a><span class="lineno"> 3186</span> <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>->LimitReached()) {</div>
|
|
<div class="line"><a id="l03187" name="l03187"></a><span class="lineno"> 3187</span> <a class="code hl_define" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(timer.AlsoUpdate(&iteration_stats_.normal));</div>
|
|
<div class="line"><a id="l03188" name="l03188"></a><span class="lineno"> 3188</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a id="l03189" name="l03189"></a><span class="lineno"> 3189</span> }</div>
|
|
<div class="line"><a id="l03190" name="l03190"></a><span class="lineno"> 3190</span> </div>
|
|
<div class="line"><a id="l03191" name="l03191"></a><span class="lineno"> 3191</span> <span class="comment">// Before we update the reduced costs, if its sign is already dual</span></div>
|
|
<div class="line"><a id="l03192" name="l03192"></a><span class="lineno"> 3192</span> <span class="comment">// infeasible and the update direction will make it worse we make sure the</span></div>
|
|
<div class="line"><a id="l03193" name="l03193"></a><span class="lineno"> 3193</span> <span class="comment">// reduced cost is 0.0 so UpdateReducedCosts() will not take a step that</span></div>
|
|
<div class="line"><a id="l03194" name="l03194"></a><span class="lineno"> 3194</span> <span class="comment">// goes in the wrong direction (a few experiments seems to indicate that</span></div>
|
|
<div class="line"><a id="l03195" name="l03195"></a><span class="lineno"> 3195</span> <span class="comment">// this is not a good idea). See comment at the top of UpdateReducedCosts().</span></div>
|
|
<div class="line"><a id="l03196" name="l03196"></a><span class="lineno"> 3196</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l03197" name="l03197"></a><span class="lineno"> 3197</span> <span class="comment">// Note that ShiftCostIfNeeded() actually shifts the cost a bit more in</span></div>
|
|
<div class="line"><a id="l03198" name="l03198"></a><span class="lineno"> 3198</span> <span class="comment">// order to do a non-zero step. This helps on degenerate problems. Like the</span></div>
|
|
<div class="line"><a id="l03199" name="l03199"></a><span class="lineno"> 3199</span> <span class="comment">// pertubation, we will remove all these shifts at the end.</span></div>
|
|
<div class="line"><a id="l03200" name="l03200"></a><span class="lineno"> 3200</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> increasing_rc_is_needed =</div>
|
|
<div class="line"><a id="l03201" name="l03201"></a><span class="lineno"> 3201</span> (cost_variation > 0.0) == (entering_coeff > 0.0);</div>
|
|
<div class="line"><a id="l03202" name="l03202"></a><span class="lineno"> 3202</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ad505e9a2cef08b82d01e13dbd031e2b4">ShiftCostIfNeeded</a>(increasing_rc_is_needed, entering_col);</div>
|
|
<div class="line"><a id="l03203" name="l03203"></a><span class="lineno"> 3203</span> </div>
|
|
<div class="line"><a id="l03204" name="l03204"></a><span class="lineno"> 3204</span> <a class="code hl_define" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>({</div>
|
|
<div class="line"><a id="l03205" name="l03205"></a><span class="lineno"> 3205</span> <span class="keywordflow">if</span> (reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a748f3c689d4d77942316d8be3f105d33">StepIsDualDegenerate</a>(increasing_rc_is_needed,</div>
|
|
<div class="line"><a id="l03206" name="l03206"></a><span class="lineno"> 3206</span> entering_col)) {</div>
|
|
<div class="line"><a id="l03207" name="l03207"></a><span class="lineno"> 3207</span> timer.AlsoUpdate(&iteration_stats_.degenerate);</div>
|
|
<div class="line"><a id="l03208" name="l03208"></a><span class="lineno"> 3208</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l03209" name="l03209"></a><span class="lineno"> 3209</span> timer.AlsoUpdate(&iteration_stats_.normal);</div>
|
|
<div class="line"><a id="l03210" name="l03210"></a><span class="lineno"> 3210</span> }</div>
|
|
<div class="line"><a id="l03211" name="l03211"></a><span class="lineno"> 3211</span> });</div>
|
|
<div class="line"><a id="l03212" name="l03212"></a><span class="lineno"> 3212</span> </div>
|
|
<div class="line"><a id="l03213" name="l03213"></a><span class="lineno"> 3213</span> <span class="comment">// Update basis. Note that direction_ is already computed.</span></div>
|
|
<div class="line"><a id="l03214" name="l03214"></a><span class="lineno"> 3214</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l03215" name="l03215"></a><span class="lineno"> 3215</span> <span class="comment">// TODO(user): this is pretty much the same in the primal or dual code.</span></div>
|
|
<div class="line"><a id="l03216" name="l03216"></a><span class="lineno"> 3216</span> <span class="comment">// We just need to know to what bound the leaving variable will be set to.</span></div>
|
|
<div class="line"><a id="l03217" name="l03217"></a><span class="lineno"> 3217</span> <span class="comment">// Factorize more common code?</span></div>
|
|
<div class="line"><a id="l03218" name="l03218"></a><span class="lineno"> 3218</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9a45fa5802a8fec70bec2fc6f9258056">UpdateBeforeBasisPivot</a>(entering_col, leaving_row, direction_,</div>
|
|
<div class="line"><a id="l03219" name="l03219"></a><span class="lineno"> 3219</span> &update_row_);</div>
|
|
<div class="line"><a id="l03220" name="l03220"></a><span class="lineno"> 3220</span> dual_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#a07ecfa8dabb00a7f680dc64efe1127d1">UpdateBeforeBasisPivot</a>(</div>
|
|
<div class="line"><a id="l03221" name="l03221"></a><span class="lineno"> 3221</span> entering_col, leaving_row, direction_,</div>
|
|
<div class="line"><a id="l03222" name="l03222"></a><span class="lineno"> 3222</span> update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#a0c3551dfd558be8edc0bd8d565cfca30">GetUnitRowLeftInverse</a>());</div>
|
|
<div class="line"><a id="l03223" name="l03223"></a><span class="lineno"> 3223</span> </div>
|
|
<div class="line"><a id="l03224" name="l03224"></a><span class="lineno"> 3224</span> <span class="comment">// During phase I, we do not need the basic variable values at all.</span></div>
|
|
<div class="line"><a id="l03225" name="l03225"></a><span class="lineno"> 3225</span> <span class="comment">// Important: The norm should be updated before that.</span></div>
|
|
<div class="line"><a id="l03226" name="l03226"></a><span class="lineno"> 3226</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> primal_step = 0.0;</div>
|
|
<div class="line"><a id="l03227" name="l03227"></a><span class="lineno"> 3227</span> <span class="keywordflow">if</span> (feasibility_phase) {</div>
|
|
<div class="line"><a id="l03228" name="l03228"></a><span class="lineno"> 3228</span> DualPhaseIUpdatePrice(leaving_row, entering_col);</div>
|
|
<div class="line"><a id="l03229" name="l03229"></a><span class="lineno"> 3229</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l03230" name="l03230"></a><span class="lineno"> 3230</span> primal_step =</div>
|
|
<div class="line"><a id="l03231" name="l03231"></a><span class="lineno"> 3231</span> ComputeStepToMoveBasicVariableToBound(leaving_row, <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>);</div>
|
|
<div class="line"><a id="l03232" name="l03232"></a><span class="lineno"> 3232</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a9808cfe964d67616b5775b0ab113b7aa">UpdateOnPivoting</a>(direction_, entering_col, primal_step);</div>
|
|
<div class="line"><a id="l03233" name="l03233"></a><span class="lineno"> 3233</span> }</div>
|
|
<div class="line"><a id="l03234" name="l03234"></a><span class="lineno"> 3234</span> </div>
|
|
<div class="line"><a id="l03235" name="l03235"></a><span class="lineno"> 3235</span> <span class="comment">// It is important to do the actual pivot after the update above!</span></div>
|
|
<div class="line"><a id="l03236" name="l03236"></a><span class="lineno"> 3236</span> <span class="keyword">const</span> ColIndex leaving_col = basis_[leaving_row];</div>
|
|
<div class="line"><a id="l03237" name="l03237"></a><span class="lineno"> 3237</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(</div>
|
|
<div class="line"><a id="l03238" name="l03238"></a><span class="lineno"> 3238</span> UpdateAndPivot(entering_col, leaving_row, <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a id="l03239" name="l03239"></a><span class="lineno"> 3239</span> </div>
|
|
<div class="line"><a id="l03240" name="l03240"></a><span class="lineno"> 3240</span> <span class="comment">// This makes sure the leaving variable is at its exact bound. Tests</span></div>
|
|
<div class="line"><a id="l03241" name="l03241"></a><span class="lineno"> 3241</span> <span class="comment">// indicate that this makes everything more stable. Note also that during</span></div>
|
|
<div class="line"><a id="l03242" name="l03242"></a><span class="lineno"> 3242</span> <span class="comment">// the feasibility phase, the variable values are not used, but that the</span></div>
|
|
<div class="line"><a id="l03243" name="l03243"></a><span class="lineno"> 3243</span> <span class="comment">// correct non-basic variable value are needed at the end.</span></div>
|
|
<div class="line"><a id="l03244" name="l03244"></a><span class="lineno"> 3244</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a102a587506447ec5cba544b93a1877e0">SetNonBasicVariableValueFromStatus</a>(leaving_col);</div>
|
|
<div class="line"><a id="l03245" name="l03245"></a><span class="lineno"> 3245</span> </div>
|
|
<div class="line"><a id="l03246" name="l03246"></a><span class="lineno"> 3246</span> <span class="comment">// This is slow, but otherwise we have a really bad precision on the</span></div>
|
|
<div class="line"><a id="l03247" name="l03247"></a><span class="lineno"> 3247</span> <span class="comment">// variable values ...</span></div>
|
|
<div class="line"><a id="l03248" name="l03248"></a><span class="lineno"> 3248</span> <span class="keywordflow">if</span> (std::abs(primal_step) * parameters_.primal_feasibility_tolerance() ></div>
|
|
<div class="line"><a id="l03249" name="l03249"></a><span class="lineno"> 3249</span> 1.0) {</div>
|
|
<div class="line"><a id="l03250" name="l03250"></a><span class="lineno"> 3250</span> refactorize = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l03251" name="l03251"></a><span class="lineno"> 3251</span> }</div>
|
|
<div class="line"><a id="l03252" name="l03252"></a><span class="lineno"> 3252</span> ++num_iterations_;</div>
|
|
<div class="line"><a id="l03253" name="l03253"></a><span class="lineno"> 3253</span> }</div>
|
|
<div class="line"><a id="l03254" name="l03254"></a><span class="lineno"> 3254</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a id="l03255" name="l03255"></a><span class="lineno"> 3255</span>}</div>
|
|
<div class="line"><a id="l03256" name="l03256"></a><span class="lineno"> 3256</span> </div>
|
|
<div class="line"><a id="l03257" name="l03257"></a><span class="lineno"> 3257</span>Status RevisedSimplex::PrimalPush(TimeLimit* <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>) {</div>
|
|
<div class="line"><a id="l03258" name="l03258"></a><span class="lineno"> 3258</span> <a class="code hl_define" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>);</div>
|
|
<div class="line"><a id="l03259" name="l03259"></a><span class="lineno"> 3259</span> Cleanup update_deterministic_time_on_return(</div>
|
|
<div class="line"><a id="l03260" name="l03260"></a><span class="lineno"> 3260</span> [<span class="keyword">this</span>, <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>]() { AdvanceDeterministicTime(<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>); });</div>
|
|
<div class="line"><a id="l03261" name="l03261"></a><span class="lineno"> 3261</span> <span class="keywordtype">bool</span> refactorize = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l03262" name="l03262"></a><span class="lineno"> 3262</span> </div>
|
|
<div class="line"><a id="l03263" name="l03263"></a><span class="lineno"> 3263</span> <span class="comment">// We clear all the quantities that we don't update so they will be recomputed</span></div>
|
|
<div class="line"><a id="l03264" name="l03264"></a><span class="lineno"> 3264</span> <span class="comment">// later if needed.</span></div>
|
|
<div class="line"><a id="l03265" name="l03265"></a><span class="lineno"> 3265</span> primal_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a id="l03266" name="l03266"></a><span class="lineno"> 3266</span> dual_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a id="l03267" name="l03267"></a><span class="lineno"> 3267</span> update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#ab9adfea0e765ab447b8ce7730a6cd812">Invalidate</a>();</div>
|
|
<div class="line"><a id="l03268" name="l03268"></a><span class="lineno"> 3268</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">ClearAndRemoveCostShifts</a>();</div>
|
|
<div class="line"><a id="l03269" name="l03269"></a><span class="lineno"> 3269</span> </div>
|
|
<div class="line"><a id="l03270" name="l03270"></a><span class="lineno"> 3270</span> std::vector<ColIndex> super_basic_cols;</div>
|
|
<div class="line"><a id="l03271" name="l03271"></a><span class="lineno"> 3271</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a8e726c118c4449d9d3c5761e2853661a">GetNotBasicBitRow</a>()) {</div>
|
|
<div class="line"><a id="l03272" name="l03272"></a><span class="lineno"> 3272</span> <span class="keywordflow">if</span> (variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">GetStatusRow</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a> &&</div>
|
|
<div class="line"><a id="l03273" name="l03273"></a><span class="lineno"> 3273</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) != 0) {</div>
|
|
<div class="line"><a id="l03274" name="l03274"></a><span class="lineno"> 3274</span> super_basic_cols.push_back(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a id="l03275" name="l03275"></a><span class="lineno"> 3275</span> }</div>
|
|
<div class="line"><a id="l03276" name="l03276"></a><span class="lineno"> 3276</span> }</div>
|
|
<div class="line"><a id="l03277" name="l03277"></a><span class="lineno"> 3277</span> </div>
|
|
<div class="line"><a id="l03278" name="l03278"></a><span class="lineno"> 3278</span> <span class="keywordflow">while</span> (!super_basic_cols.empty()) {</div>
|
|
<div class="line"><a id="l03279" name="l03279"></a><span class="lineno"> 3279</span> AdvanceDeterministicTime(<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>);</div>
|
|
<div class="line"><a id="l03280" name="l03280"></a><span class="lineno"> 3280</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>->LimitReached()) <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l03281" name="l03281"></a><span class="lineno"> 3281</span> </div>
|
|
<div class="line"><a id="l03282" name="l03282"></a><span class="lineno"> 3282</span> <a class="code hl_define" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(</div>
|
|
<div class="line"><a id="l03283" name="l03283"></a><span class="lineno"> 3283</span> <a class="code hl_typedef" href="namespaceoperations__research.html#ac3308533dde4fc559cab6f4f171d54c9">ScopedTimeDistributionUpdater</a> timer(&iteration_stats_.total));</div>
|
|
<div class="line"><a id="l03284" name="l03284"></a><span class="lineno"> 3284</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(RefactorizeBasisIfNeeded(&refactorize));</div>
|
|
<div class="line"><a id="l03285" name="l03285"></a><span class="lineno"> 3285</span> <span class="keywordflow">if</span> (basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>()) {</div>
|
|
<div class="line"><a id="l03286" name="l03286"></a><span class="lineno"> 3286</span> CorrectErrorsOnVariableValues();</div>
|
|
<div class="line"><a id="l03287" name="l03287"></a><span class="lineno"> 3287</span> DisplayIterationInfo(<span class="comment">/*primal=*/</span><span class="keyword">true</span>);</div>
|
|
<div class="line"><a id="l03288" name="l03288"></a><span class="lineno"> 3288</span> }</div>
|
|
<div class="line"><a id="l03289" name="l03289"></a><span class="lineno"> 3289</span> </div>
|
|
<div class="line"><a id="l03290" name="l03290"></a><span class="lineno"> 3290</span> <span class="comment">// TODO(user): Select at random like in Polish().</span></div>
|
|
<div class="line"><a id="l03291" name="l03291"></a><span class="lineno"> 3291</span> ColIndex entering_col = super_basic_cols.back();</div>
|
|
<div class="line"><a id="l03292" name="l03292"></a><span class="lineno"> 3292</span> </div>
|
|
<div class="line"><a id="l03293" name="l03293"></a><span class="lineno"> 3293</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f">GetCanDecreaseBitRow</a>()[entering_col]);</div>
|
|
<div class="line"><a id="l03294" name="l03294"></a><span class="lineno"> 3294</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4">GetCanIncreaseBitRow</a>()[entering_col]);</div>
|
|
<div class="line"><a id="l03295" name="l03295"></a><span class="lineno"> 3295</span> </div>
|
|
<div class="line"><a id="l03296" name="l03296"></a><span class="lineno"> 3296</span> <span class="comment">// Decide which direction to send the entering column.</span></div>
|
|
<div class="line"><a id="l03297" name="l03297"></a><span class="lineno"> 3297</span> <span class="comment">// UNCONSTRAINED variables go towards zero. Other variables go towards their</span></div>
|
|
<div class="line"><a id="l03298" name="l03298"></a><span class="lineno"> 3298</span> <span class="comment">// closest bound. We assume that we're at an optimal solution, so all FREE</span></div>
|
|
<div class="line"><a id="l03299" name="l03299"></a><span class="lineno"> 3299</span> <span class="comment">// variables have approximately zero reduced cost, which means that the</span></div>
|
|
<div class="line"><a id="l03300" name="l03300"></a><span class="lineno"> 3300</span> <span class="comment">// objective value won't change from moving this column into the basis.</span></div>
|
|
<div class="line"><a id="l03301" name="l03301"></a><span class="lineno"> 3301</span> <span class="comment">// TODO(user): As an improvement for variables with two bounds, try both</span></div>
|
|
<div class="line"><a id="l03302" name="l03302"></a><span class="lineno"> 3302</span> <span class="comment">// and pick one that doesn't require a basis change (if possible), otherwise</span></div>
|
|
<div class="line"><a id="l03303" name="l03303"></a><span class="lineno"> 3303</span> <span class="comment">// pick the closer bound.</span></div>
|
|
<div class="line"><a id="l03304" name="l03304"></a><span class="lineno"> 3304</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> fake_rc;</div>
|
|
<div class="line"><a id="l03305" name="l03305"></a><span class="lineno"> 3305</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> entering_value = variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(entering_col);</div>
|
|
<div class="line"><a id="l03306" name="l03306"></a><span class="lineno"> 3306</span> <span class="keywordflow">if</span> (variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>()[entering_col] ==</div>
|
|
<div class="line"><a id="l03307" name="l03307"></a><span class="lineno"> 3307</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a2882f30bbca588e5d0e88be217ce75c1">VariableType::UNCONSTRAINED</a>) {</div>
|
|
<div class="line"><a id="l03308" name="l03308"></a><span class="lineno"> 3308</span> <span class="keywordflow">if</span> (entering_value > 0) {</div>
|
|
<div class="line"><a id="l03309" name="l03309"></a><span class="lineno"> 3309</span> fake_rc = 1.0;</div>
|
|
<div class="line"><a id="l03310" name="l03310"></a><span class="lineno"> 3310</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l03311" name="l03311"></a><span class="lineno"> 3311</span> fake_rc = -1.0;</div>
|
|
<div class="line"><a id="l03312" name="l03312"></a><span class="lineno"> 3312</span> }</div>
|
|
<div class="line"><a id="l03313" name="l03313"></a><span class="lineno"> 3313</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l03314" name="l03314"></a><span class="lineno"> 3314</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> diff_ub =</div>
|
|
<div class="line"><a id="l03315" name="l03315"></a><span class="lineno"> 3315</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab93f3d12ceb27e391fb1785db7e56463">GetVariableUpperBounds</a>()[entering_col] -</div>
|
|
<div class="line"><a id="l03316" name="l03316"></a><span class="lineno"> 3316</span> entering_value;</div>
|
|
<div class="line"><a id="l03317" name="l03317"></a><span class="lineno"> 3317</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> diff_lb =</div>
|
|
<div class="line"><a id="l03318" name="l03318"></a><span class="lineno"> 3318</span> entering_value -</div>
|
|
<div class="line"><a id="l03319" name="l03319"></a><span class="lineno"> 3319</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a3db14ab65240d00133a76abb5f4edf8c">GetVariableLowerBounds</a>()[entering_col];</div>
|
|
<div class="line"><a id="l03320" name="l03320"></a><span class="lineno"> 3320</span> <span class="keywordflow">if</span> (diff_lb <= diff_ub) {</div>
|
|
<div class="line"><a id="l03321" name="l03321"></a><span class="lineno"> 3321</span> fake_rc = 1.0;</div>
|
|
<div class="line"><a id="l03322" name="l03322"></a><span class="lineno"> 3322</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l03323" name="l03323"></a><span class="lineno"> 3323</span> fake_rc = -1.0;</div>
|
|
<div class="line"><a id="l03324" name="l03324"></a><span class="lineno"> 3324</span> }</div>
|
|
<div class="line"><a id="l03325" name="l03325"></a><span class="lineno"> 3325</span> }</div>
|
|
<div class="line"><a id="l03326" name="l03326"></a><span class="lineno"> 3326</span> </div>
|
|
<div class="line"><a id="l03327" name="l03327"></a><span class="lineno"> 3327</span> <span class="comment">// Solve the system B.d = a with a the entering column.</span></div>
|
|
<div class="line"><a id="l03328" name="l03328"></a><span class="lineno"> 3328</span> ComputeDirection(entering_col);</div>
|
|
<div class="line"><a id="l03329" name="l03329"></a><span class="lineno"> 3329</span> </div>
|
|
<div class="line"><a id="l03330" name="l03330"></a><span class="lineno"> 3330</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> step_length;</div>
|
|
<div class="line"><a id="l03331" name="l03331"></a><span class="lineno"> 3331</span> RowIndex leaving_row;</div>
|
|
<div class="line"><a id="l03332" name="l03332"></a><span class="lineno"> 3332</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>;</div>
|
|
<div class="line"><a id="l03333" name="l03333"></a><span class="lineno"> 3333</span> </div>
|
|
<div class="line"><a id="l03334" name="l03334"></a><span class="lineno"> 3334</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(ChooseLeavingVariableRow(entering_col, fake_rc,</div>
|
|
<div class="line"><a id="l03335" name="l03335"></a><span class="lineno"> 3335</span> &refactorize, &leaving_row,</div>
|
|
<div class="line"><a id="l03336" name="l03336"></a><span class="lineno"> 3336</span> &step_length, &<a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a id="l03337" name="l03337"></a><span class="lineno"> 3337</span> </div>
|
|
<div class="line"><a id="l03338" name="l03338"></a><span class="lineno"> 3338</span> <span class="keywordflow">if</span> (refactorize) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l03339" name="l03339"></a><span class="lineno"> 3339</span> </div>
|
|
<div class="line"><a id="l03340" name="l03340"></a><span class="lineno"> 3340</span> <span class="comment">// At this point, we know the iteration will finish or stop with an error.</span></div>
|
|
<div class="line"><a id="l03341" name="l03341"></a><span class="lineno"> 3341</span> super_basic_cols.pop_back();</div>
|
|
<div class="line"><a id="l03342" name="l03342"></a><span class="lineno"> 3342</span> </div>
|
|
<div class="line"><a id="l03343" name="l03343"></a><span class="lineno"> 3343</span> <span class="keywordflow">if</span> (step_length == <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> || step_length == -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a id="l03344" name="l03344"></a><span class="lineno"> 3344</span> <span class="keywordflow">if</span> (variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>()[entering_col] ==</div>
|
|
<div class="line"><a id="l03345" name="l03345"></a><span class="lineno"> 3345</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a2882f30bbca588e5d0e88be217ce75c1">VariableType::UNCONSTRAINED</a>) {</div>
|
|
<div class="line"><a id="l03346" name="l03346"></a><span class="lineno"> 3346</span> step_length = std::fabs(entering_value);</div>
|
|
<div class="line"><a id="l03347" name="l03347"></a><span class="lineno"> 3347</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l03348" name="l03348"></a><span class="lineno"> 3348</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Infinite step for bounded variable ?!"</span>;</div>
|
|
<div class="line"><a id="l03349" name="l03349"></a><span class="lineno"> 3349</span> problem_status_ = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a88ec4386a3c49b50819358a579fb9adb">ProblemStatus::ABNORMAL</a>;</div>
|
|
<div class="line"><a id="l03350" name="l03350"></a><span class="lineno"> 3350</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l03351" name="l03351"></a><span class="lineno"> 3351</span> }</div>
|
|
<div class="line"><a id="l03352" name="l03352"></a><span class="lineno"> 3352</span> }</div>
|
|
<div class="line"><a id="l03353" name="l03353"></a><span class="lineno"> 3353</span> </div>
|
|
<div class="line"><a id="l03354" name="l03354"></a><span class="lineno"> 3354</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> step = (fake_rc > 0.0) ? -step_length : step_length;</div>
|
|
<div class="line"><a id="l03355" name="l03355"></a><span class="lineno"> 3355</span> </div>
|
|
<div class="line"><a id="l03356" name="l03356"></a><span class="lineno"> 3356</span> <span class="comment">// Store the leaving_col before basis_ change.</span></div>
|
|
<div class="line"><a id="l03357" name="l03357"></a><span class="lineno"> 3357</span> <span class="keyword">const</span> ColIndex leaving_col =</div>
|
|
<div class="line"><a id="l03358" name="l03358"></a><span class="lineno"> 3358</span> (leaving_row == <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) ? <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a> : basis_[leaving_row];</div>
|
|
<div class="line"><a id="l03359" name="l03359"></a><span class="lineno"> 3359</span> </div>
|
|
<div class="line"><a id="l03360" name="l03360"></a><span class="lineno"> 3360</span> <span class="comment">// An iteration is called 'degenerate' if the leaving variable is already</span></div>
|
|
<div class="line"><a id="l03361" name="l03361"></a><span class="lineno"> 3361</span> <span class="comment">// primal-infeasible and we make it even more infeasible or if we do a zero</span></div>
|
|
<div class="line"><a id="l03362" name="l03362"></a><span class="lineno"> 3362</span> <span class="comment">// step.</span></div>
|
|
<div class="line"><a id="l03363" name="l03363"></a><span class="lineno"> 3363</span> <span class="comment">// TODO(user): Test setting the step size to zero for degenerate steps.</span></div>
|
|
<div class="line"><a id="l03364" name="l03364"></a><span class="lineno"> 3364</span> <span class="comment">// We don't need to force a positive step because each super-basic variable</span></div>
|
|
<div class="line"><a id="l03365" name="l03365"></a><span class="lineno"> 3365</span> <span class="comment">// is pivoted in exactly once.</span></div>
|
|
<div class="line"><a id="l03366" name="l03366"></a><span class="lineno"> 3366</span> <span class="keywordtype">bool</span> is_degenerate = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l03367" name="l03367"></a><span class="lineno"> 3367</span> <span class="keywordflow">if</span> (leaving_row != <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
|
|
<div class="line"><a id="l03368" name="l03368"></a><span class="lineno"> 3368</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dir = -direction_[leaving_row] * step;</div>
|
|
<div class="line"><a id="l03369" name="l03369"></a><span class="lineno"> 3369</span> is_degenerate =</div>
|
|
<div class="line"><a id="l03370" name="l03370"></a><span class="lineno"> 3370</span> (dir == 0.0) ||</div>
|
|
<div class="line"><a id="l03371" name="l03371"></a><span class="lineno"> 3371</span> (dir > 0.0 && variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(leaving_col) >= <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>) ||</div>
|
|
<div class="line"><a id="l03372" name="l03372"></a><span class="lineno"> 3372</span> (dir < 0.0 && variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(leaving_col) <= <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>);</div>
|
|
<div class="line"><a id="l03373" name="l03373"></a><span class="lineno"> 3373</span> </div>
|
|
<div class="line"><a id="l03374" name="l03374"></a><span class="lineno"> 3374</span> <span class="comment">// If the iteration is not degenerate, the leaving variable should go to</span></div>
|
|
<div class="line"><a id="l03375" name="l03375"></a><span class="lineno"> 3375</span> <span class="comment">// its exact target bound (it is how the step is computed).</span></div>
|
|
<div class="line"><a id="l03376" name="l03376"></a><span class="lineno"> 3376</span> <span class="keywordflow">if</span> (!is_degenerate) {</div>
|
|
<div class="line"><a id="l03377" name="l03377"></a><span class="lineno"> 3377</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(step, ComputeStepToMoveBasicVariableToBound(leaving_row,</div>
|
|
<div class="line"><a id="l03378" name="l03378"></a><span class="lineno"> 3378</span> <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a id="l03379" name="l03379"></a><span class="lineno"> 3379</span> }</div>
|
|
<div class="line"><a id="l03380" name="l03380"></a><span class="lineno"> 3380</span> }</div>
|
|
<div class="line"><a id="l03381" name="l03381"></a><span class="lineno"> 3381</span> </div>
|
|
<div class="line"><a id="l03382" name="l03382"></a><span class="lineno"> 3382</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a9808cfe964d67616b5775b0ab113b7aa">UpdateOnPivoting</a>(direction_, entering_col, step);</div>
|
|
<div class="line"><a id="l03383" name="l03383"></a><span class="lineno"> 3383</span> <span class="keywordflow">if</span> (leaving_row != <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
|
|
<div class="line"><a id="l03384" name="l03384"></a><span class="lineno"> 3384</span> <span class="keywordflow">if</span> (!is_degenerate) {</div>
|
|
<div class="line"><a id="l03385" name="l03385"></a><span class="lineno"> 3385</span> <span class="comment">// On a non-degenerate iteration, the leaving variable should be at its</span></div>
|
|
<div class="line"><a id="l03386" name="l03386"></a><span class="lineno"> 3386</span> <span class="comment">// exact bound. This corrects an eventual small numerical error since</span></div>
|
|
<div class="line"><a id="l03387" name="l03387"></a><span class="lineno"> 3387</span> <span class="comment">// 'value + direction * step' where step is</span></div>
|
|
<div class="line"><a id="l03388" name="l03388"></a><span class="lineno"> 3388</span> <span class="comment">// '(target_bound - value) / direction'</span></div>
|
|
<div class="line"><a id="l03389" name="l03389"></a><span class="lineno"> 3389</span> <span class="comment">// may be slighlty different from target_bound.</span></div>
|
|
<div class="line"><a id="l03390" name="l03390"></a><span class="lineno"> 3390</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a0dd6aa4dbd67b1f7e715b2d6f64341b7">Set</a>(leaving_col, <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>);</div>
|
|
<div class="line"><a id="l03391" name="l03391"></a><span class="lineno"> 3391</span> }</div>
|
|
<div class="line"><a id="l03392" name="l03392"></a><span class="lineno"> 3392</span> <a class="code hl_define" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(</div>
|
|
<div class="line"><a id="l03393" name="l03393"></a><span class="lineno"> 3393</span> UpdateAndPivot(entering_col, leaving_row, <a class="code hl_variable" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a id="l03394" name="l03394"></a><span class="lineno"> 3394</span> <a class="code hl_define" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>({</div>
|
|
<div class="line"><a id="l03395" name="l03395"></a><span class="lineno"> 3395</span> <span class="keywordflow">if</span> (is_degenerate) {</div>
|
|
<div class="line"><a id="l03396" name="l03396"></a><span class="lineno"> 3396</span> timer.AlsoUpdate(&iteration_stats_.degenerate);</div>
|
|
<div class="line"><a id="l03397" name="l03397"></a><span class="lineno"> 3397</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l03398" name="l03398"></a><span class="lineno"> 3398</span> timer.AlsoUpdate(&iteration_stats_.normal);</div>
|
|
<div class="line"><a id="l03399" name="l03399"></a><span class="lineno"> 3399</span> }</div>
|
|
<div class="line"><a id="l03400" name="l03400"></a><span class="lineno"> 3400</span> });</div>
|
|
<div class="line"><a id="l03401" name="l03401"></a><span class="lineno"> 3401</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l03402" name="l03402"></a><span class="lineno"> 3402</span> <span class="comment">// Snap the super-basic variable to its bound. Note that</span></div>
|
|
<div class="line"><a id="l03403" name="l03403"></a><span class="lineno"> 3403</span> <span class="comment">// variable_values_.UpdateOnPivoting() should already be close to that but</span></div>
|
|
<div class="line"><a id="l03404" name="l03404"></a><span class="lineno"> 3404</span> <span class="comment">// here we make sure it is exact and remove any small numerical errors.</span></div>
|
|
<div class="line"><a id="l03405" name="l03405"></a><span class="lineno"> 3405</span> <span class="keywordflow">if</span> (variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>()[entering_col] ==</div>
|
|
<div class="line"><a id="l03406" name="l03406"></a><span class="lineno"> 3406</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a2882f30bbca588e5d0e88be217ce75c1">VariableType::UNCONSTRAINED</a>) {</div>
|
|
<div class="line"><a id="l03407" name="l03407"></a><span class="lineno"> 3407</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a0dd6aa4dbd67b1f7e715b2d6f64341b7">Set</a>(entering_col, 0.0);</div>
|
|
<div class="line"><a id="l03408" name="l03408"></a><span class="lineno"> 3408</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (step > 0.0) {</div>
|
|
<div class="line"><a id="l03409" name="l03409"></a><span class="lineno"> 3409</span> SetNonBasicVariableStatusAndDeriveValue(entering_col,</div>
|
|
<div class="line"><a id="l03410" name="l03410"></a><span class="lineno"> 3410</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>);</div>
|
|
<div class="line"><a id="l03411" name="l03411"></a><span class="lineno"> 3411</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (step < 0.0) {</div>
|
|
<div class="line"><a id="l03412" name="l03412"></a><span class="lineno"> 3412</span> SetNonBasicVariableStatusAndDeriveValue(entering_col,</div>
|
|
<div class="line"><a id="l03413" name="l03413"></a><span class="lineno"> 3413</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>);</div>
|
|
<div class="line"><a id="l03414" name="l03414"></a><span class="lineno"> 3414</span> }</div>
|
|
<div class="line"><a id="l03415" name="l03415"></a><span class="lineno"> 3415</span> <a class="code hl_define" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(timer.AlsoUpdate(&iteration_stats_.bound_flip));</div>
|
|
<div class="line"><a id="l03416" name="l03416"></a><span class="lineno"> 3416</span> }</div>
|
|
<div class="line"><a id="l03417" name="l03417"></a><span class="lineno"> 3417</span> </div>
|
|
<div class="line"><a id="l03418" name="l03418"></a><span class="lineno"> 3418</span> ++num_iterations_;</div>
|
|
<div class="line"><a id="l03419" name="l03419"></a><span class="lineno"> 3419</span> }</div>
|
|
<div class="line"><a id="l03420" name="l03420"></a><span class="lineno"> 3420</span> </div>
|
|
<div class="line"><a id="l03421" name="l03421"></a><span class="lineno"> 3421</span> <span class="keywordflow">if</span> (!super_basic_cols.empty() > 0) {</div>
|
|
<div class="line"><a id="l03422" name="l03422"></a><span class="lineno"> 3422</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"Push terminated early with "</span>, super_basic_cols.size(),</div>
|
|
<div class="line"><a id="l03423" name="l03423"></a><span class="lineno"> 3423</span> <span class="stringliteral">" super-basic variables remaining."</span>);</div>
|
|
<div class="line"><a id="l03424" name="l03424"></a><span class="lineno"> 3424</span> }</div>
|
|
<div class="line"><a id="l03425" name="l03425"></a><span class="lineno"> 3425</span> </div>
|
|
<div class="line"><a id="l03426" name="l03426"></a><span class="lineno"> 3426</span> <span class="comment">// TODO(user): What status should be returned if the time limit is hit?</span></div>
|
|
<div class="line"><a id="l03427" name="l03427"></a><span class="lineno"> 3427</span> <span class="comment">// If the optimization phase finished, then OPTIMAL is technically correct</span></div>
|
|
<div class="line"><a id="l03428" name="l03428"></a><span class="lineno"> 3428</span> <span class="comment">// but also misleading.</span></div>
|
|
<div class="line"><a id="l03429" name="l03429"></a><span class="lineno"> 3429</span> </div>
|
|
<div class="line"><a id="l03430" name="l03430"></a><span class="lineno"> 3430</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a id="l03431" name="l03431"></a><span class="lineno"> 3431</span>}</div>
|
|
<div class="line"><a id="l03432" name="l03432"></a><span class="lineno"> 3432</span> </div>
|
|
<div class="line"><a id="l03433" name="l03433"></a><span class="lineno"> 3433</span>ColIndex RevisedSimplex::SlackColIndex(RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l03434" name="l03434"></a><span class="lineno"> 3434</span> <a class="code hl_define" href="revised__simplex_8cc.html#a8806083a7bf6a4ee4a4976c226b93788">DCHECK_ROW_BOUNDS</a>(<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a id="l03435" name="l03435"></a><span class="lineno"> 3435</span> <span class="keywordflow">return</span> first_slack_col_ + <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a id="l03436" name="l03436"></a><span class="lineno"> 3436</span>}</div>
|
|
<div class="line"><a id="l03437" name="l03437"></a><span class="lineno"> 3437</span> </div>
|
|
<div class="line"><a id="l03438" name="l03438"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#afab08c75dbc7618e656f7de9dff4c627"> 3438</a></span>std::string <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#afab08c75dbc7618e656f7de9dff4c627">RevisedSimplex::StatString</a>() {</div>
|
|
<div class="line"><a id="l03439" name="l03439"></a><span class="lineno"> 3439</span> std::string result;</div>
|
|
<div class="line"><a id="l03440" name="l03440"></a><span class="lineno"> 3440</span> result.append(iteration_stats_.StatString());</div>
|
|
<div class="line"><a id="l03441" name="l03441"></a><span class="lineno"> 3441</span> result.append(ratio_test_stats_.StatString());</div>
|
|
<div class="line"><a id="l03442" name="l03442"></a><span class="lineno"> 3442</span> result.append(entering_variable_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_entering_variable.html#af9bc435481ae9e6e60d66a65d5394a7f">StatString</a>());</div>
|
|
<div class="line"><a id="l03443" name="l03443"></a><span class="lineno"> 3443</span> result.append(dual_prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#af9bc435481ae9e6e60d66a65d5394a7f">StatString</a>());</div>
|
|
<div class="line"><a id="l03444" name="l03444"></a><span class="lineno"> 3444</span> result.append(reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#af9bc435481ae9e6e60d66a65d5394a7f">StatString</a>());</div>
|
|
<div class="line"><a id="l03445" name="l03445"></a><span class="lineno"> 3445</span> result.append(variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#af9bc435481ae9e6e60d66a65d5394a7f">StatString</a>());</div>
|
|
<div class="line"><a id="l03446" name="l03446"></a><span class="lineno"> 3446</span> result.append(primal_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#af9bc435481ae9e6e60d66a65d5394a7f">StatString</a>());</div>
|
|
<div class="line"><a id="l03447" name="l03447"></a><span class="lineno"> 3447</span> result.append(dual_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#af9bc435481ae9e6e60d66a65d5394a7f">StatString</a>());</div>
|
|
<div class="line"><a id="l03448" name="l03448"></a><span class="lineno"> 3448</span> result.append(update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#af9bc435481ae9e6e60d66a65d5394a7f">StatString</a>());</div>
|
|
<div class="line"><a id="l03449" name="l03449"></a><span class="lineno"> 3449</span> result.append(basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#af9bc435481ae9e6e60d66a65d5394a7f">StatString</a>());</div>
|
|
<div class="line"><a id="l03450" name="l03450"></a><span class="lineno"> 3450</span> result.append(function_stats_.<a class="code hl_function" href="classoperations__research_1_1_stats_group.html#af9bc435481ae9e6e60d66a65d5394a7f">StatString</a>());</div>
|
|
<div class="line"><a id="l03451" name="l03451"></a><span class="lineno"> 3451</span> <span class="keywordflow">return</span> result;</div>
|
|
<div class="line"><a id="l03452" name="l03452"></a><span class="lineno"> 3452</span>}</div>
|
|
<div class="line"><a id="l03453" name="l03453"></a><span class="lineno"> 3453</span> </div>
|
|
<div class="line"><a id="l03454" name="l03454"></a><span class="lineno"> 3454</span><span class="keywordtype">void</span> RevisedSimplex::DisplayAllStats() {</div>
|
|
<div class="line"><a id="l03455" name="l03455"></a><span class="lineno"> 3455</span> <span class="keywordflow">if</span> (absl::GetFlag(FLAGS_simplex_display_stats)) {</div>
|
|
<div class="line"><a id="l03456" name="l03456"></a><span class="lineno"> 3456</span> absl::FPrintF(stderr, <span class="stringliteral">"%s"</span>, <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#afab08c75dbc7618e656f7de9dff4c627">StatString</a>());</div>
|
|
<div class="line"><a id="l03457" name="l03457"></a><span class="lineno"> 3457</span> absl::FPrintF(stderr, <span class="stringliteral">"%s"</span>, GetPrettySolverStats());</div>
|
|
<div class="line"><a id="l03458" name="l03458"></a><span class="lineno"> 3458</span> }</div>
|
|
<div class="line"><a id="l03459" name="l03459"></a><span class="lineno"> 3459</span>}</div>
|
|
<div class="line"><a id="l03460" name="l03460"></a><span class="lineno"> 3460</span> </div>
|
|
<div class="line"><a id="l03461" name="l03461"></a><span class="lineno"> 3461</span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> RevisedSimplex::ComputeObjectiveValue()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l03462" name="l03462"></a><span class="lineno"> 3462</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l03463" name="l03463"></a><span class="lineno"> 3463</span> <span class="keywordflow">return</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a46fb729c0be27d1b97db15e0ce9c6067">PreciseScalarProduct</a>(objective_,</div>
|
|
<div class="line"><a id="l03464" name="l03464"></a><span class="lineno"> 3464</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#aaa803ce9366dca251925e0bdde517430">Transpose</a>(variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#aee882a95d5be1bcf8d0e422f8e1bb8b9">GetDenseRow</a>()));</div>
|
|
<div class="line"><a id="l03465" name="l03465"></a><span class="lineno"> 3465</span>}</div>
|
|
<div class="line"><a id="l03466" name="l03466"></a><span class="lineno"> 3466</span> </div>
|
|
<div class="line"><a id="l03467" name="l03467"></a><span class="lineno"> 3467</span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> RevisedSimplex::ComputeInitialProblemObjectiveValue()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l03468" name="l03468"></a><span class="lineno"> 3468</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l03469" name="l03469"></a><span class="lineno"> 3469</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> sum = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a46fb729c0be27d1b97db15e0ce9c6067">PreciseScalarProduct</a>(</div>
|
|
<div class="line"><a id="l03470" name="l03470"></a><span class="lineno"> 3470</span> objective_, <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#aaa803ce9366dca251925e0bdde517430">Transpose</a>(variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#aee882a95d5be1bcf8d0e422f8e1bb8b9">GetDenseRow</a>()));</div>
|
|
<div class="line"><a id="l03471" name="l03471"></a><span class="lineno"> 3471</span> <span class="keywordflow">return</span> objective_scaling_factor_ * (sum + objective_offset_);</div>
|
|
<div class="line"><a id="l03472" name="l03472"></a><span class="lineno"> 3472</span>}</div>
|
|
<div class="line"><a id="l03473" name="l03473"></a><span class="lineno"> 3473</span> </div>
|
|
<div class="line"><a id="l03474" name="l03474"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ae7202d055b6b172a8a1da4f5b136f9ea"> 3474</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ae7202d055b6b172a8a1da4f5b136f9ea">RevisedSimplex::SetParameters</a>(<span class="keyword">const</span> GlopParameters& <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>) {</div>
|
|
<div class="line"><a id="l03475" name="l03475"></a><span class="lineno"> 3475</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l03476" name="l03476"></a><span class="lineno"> 3476</span> deterministic_random_.seed(<a class="code hl_variable" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>.random_seed());</div>
|
|
<div class="line"><a id="l03477" name="l03477"></a><span class="lineno"> 3477</span> </div>
|
|
<div class="line"><a id="l03478" name="l03478"></a><span class="lineno"> 3478</span> initial_parameters_ = <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>;</div>
|
|
<div class="line"><a id="l03479" name="l03479"></a><span class="lineno"> 3479</span> parameters_ = <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>;</div>
|
|
<div class="line"><a id="l03480" name="l03480"></a><span class="lineno"> 3480</span> PropagateParameters();</div>
|
|
<div class="line"><a id="l03481" name="l03481"></a><span class="lineno"> 3481</span>}</div>
|
|
<div class="line"><a id="l03482" name="l03482"></a><span class="lineno"> 3482</span> </div>
|
|
<div class="line"><a id="l03483" name="l03483"></a><span class="lineno"> 3483</span><span class="keywordtype">void</span> RevisedSimplex::PropagateParameters() {</div>
|
|
<div class="line"><a id="l03484" name="l03484"></a><span class="lineno"> 3484</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a id="l03485" name="l03485"></a><span class="lineno"> 3485</span> basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#ae7202d055b6b172a8a1da4f5b136f9ea">SetParameters</a>(parameters_);</div>
|
|
<div class="line"><a id="l03486" name="l03486"></a><span class="lineno"> 3486</span> entering_variable_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_entering_variable.html#ae7202d055b6b172a8a1da4f5b136f9ea">SetParameters</a>(parameters_);</div>
|
|
<div class="line"><a id="l03487" name="l03487"></a><span class="lineno"> 3487</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ae7202d055b6b172a8a1da4f5b136f9ea">SetParameters</a>(parameters_);</div>
|
|
<div class="line"><a id="l03488" name="l03488"></a><span class="lineno"> 3488</span> dual_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#ae7202d055b6b172a8a1da4f5b136f9ea">SetParameters</a>(parameters_);</div>
|
|
<div class="line"><a id="l03489" name="l03489"></a><span class="lineno"> 3489</span> primal_edge_norms_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#ae7202d055b6b172a8a1da4f5b136f9ea">SetParameters</a>(parameters_);</div>
|
|
<div class="line"><a id="l03490" name="l03490"></a><span class="lineno"> 3490</span> update_row_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#ae7202d055b6b172a8a1da4f5b136f9ea">SetParameters</a>(parameters_);</div>
|
|
<div class="line"><a id="l03491" name="l03491"></a><span class="lineno"> 3491</span>}</div>
|
|
<div class="line"><a id="l03492" name="l03492"></a><span class="lineno"> 3492</span> </div>
|
|
<div class="line"><a id="l03493" name="l03493"></a><span class="lineno"> 3493</span><span class="keywordtype">void</span> RevisedSimplex::DisplayIterationInfo(<span class="keywordtype">bool</span> primal) {</div>
|
|
<div class="line"><a id="l03494" name="l03494"></a><span class="lineno"> 3494</span> <span class="keywordflow">if</span> (!logger_-><a class="code hl_function" href="classoperations__research_1_1_solver_logger.html#a9492cb97f5ec0ecbce0b5ef1b085738b">LoggingIsEnabled</a>()) <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a id="l03495" name="l03495"></a><span class="lineno"> 3495</span> <span class="keyword">const</span> std::string first_word = primal ? <span class="stringliteral">"Primal "</span> : <span class="stringliteral">"Dual "</span>;</div>
|
|
<div class="line"><a id="l03496" name="l03496"></a><span class="lineno"> 3496</span> </div>
|
|
<div class="line"><a id="l03497" name="l03497"></a><span class="lineno"> 3497</span> <span class="keywordflow">switch</span> (phase_) {</div>
|
|
<div class="line"><a id="l03498" name="l03498"></a><span class="lineno"> 3498</span> <span class="keywordflow">case</span> Phase::FEASIBILITY: {</div>
|
|
<div class="line"><a id="l03499" name="l03499"></a><span class="lineno"> 3499</span> <span class="keyword">const</span> int64_t iter = num_iterations_;</div>
|
|
<div class="line"><a id="l03500" name="l03500"></a><span class="lineno"> 3500</span> std::string <a class="code hl_variable" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a>;</div>
|
|
<div class="line"><a id="l03501" name="l03501"></a><span class="lineno"> 3501</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> objective;</div>
|
|
<div class="line"><a id="l03502" name="l03502"></a><span class="lineno"> 3502</span> <span class="keywordflow">if</span> (parameters_.use_dual_simplex()) {</div>
|
|
<div class="line"><a id="l03503" name="l03503"></a><span class="lineno"> 3503</span> <span class="keywordflow">if</span> (parameters_.use_dedicated_dual_feasibility_algorithm()) {</div>
|
|
<div class="line"><a id="l03504" name="l03504"></a><span class="lineno"> 3504</span> objective = reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a8c6b06588c4c7831a7be2ad14be46772">ComputeSumOfDualInfeasibilities</a>();</div>
|
|
<div class="line"><a id="l03505" name="l03505"></a><span class="lineno"> 3505</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l03506" name="l03506"></a><span class="lineno"> 3506</span> <span class="comment">// The internal objective of the transformed problem is the negation</span></div>
|
|
<div class="line"><a id="l03507" name="l03507"></a><span class="lineno"> 3507</span> <span class="comment">// of the sum of the dual infeasibility of the original problem.</span></div>
|
|
<div class="line"><a id="l03508" name="l03508"></a><span class="lineno"> 3508</span> objective = -<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a46fb729c0be27d1b97db15e0ce9c6067">PreciseScalarProduct</a>(</div>
|
|
<div class="line"><a id="l03509" name="l03509"></a><span class="lineno"> 3509</span> objective_, <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#aaa803ce9366dca251925e0bdde517430">Transpose</a>(variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#aee882a95d5be1bcf8d0e422f8e1bb8b9">GetDenseRow</a>()));</div>
|
|
<div class="line"><a id="l03510" name="l03510"></a><span class="lineno"> 3510</span> }</div>
|
|
<div class="line"><a id="l03511" name="l03511"></a><span class="lineno"> 3511</span> <a class="code hl_variable" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a> = <span class="stringliteral">"sum_dual_infeasibilities"</span>;</div>
|
|
<div class="line"><a id="l03512" name="l03512"></a><span class="lineno"> 3512</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l03513" name="l03513"></a><span class="lineno"> 3513</span> objective = variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a2a25774dd025309a32b77d56a4586379">ComputeSumOfPrimalInfeasibilities</a>();</div>
|
|
<div class="line"><a id="l03514" name="l03514"></a><span class="lineno"> 3514</span> <a class="code hl_variable" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a> = <span class="stringliteral">"sum_primal_infeasibilities"</span>;</div>
|
|
<div class="line"><a id="l03515" name="l03515"></a><span class="lineno"> 3515</span> }</div>
|
|
<div class="line"><a id="l03516" name="l03516"></a><span class="lineno"> 3516</span> </div>
|
|
<div class="line"><a id="l03517" name="l03517"></a><span class="lineno"> 3517</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, first_word, <span class="stringliteral">"feasibility phase, iteration # "</span>, iter,</div>
|
|
<div class="line"><a id="l03518" name="l03518"></a><span class="lineno"> 3518</span> <span class="stringliteral">", "</span>, <a class="code hl_variable" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a>, <span class="stringliteral">" = "</span>, absl::StrFormat(<span class="stringliteral">"%.15E"</span>, objective));</div>
|
|
<div class="line"><a id="l03519" name="l03519"></a><span class="lineno"> 3519</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l03520" name="l03520"></a><span class="lineno"> 3520</span> }</div>
|
|
<div class="line"><a id="l03521" name="l03521"></a><span class="lineno"> 3521</span> <span class="keywordflow">case</span> Phase::OPTIMIZATION: {</div>
|
|
<div class="line"><a id="l03522" name="l03522"></a><span class="lineno"> 3522</span> <span class="keyword">const</span> int64_t iter = num_iterations_ - num_feasibility_iterations_;</div>
|
|
<div class="line"><a id="l03523" name="l03523"></a><span class="lineno"> 3523</span> <span class="comment">// Note that in the dual phase II, ComputeObjectiveValue() is also</span></div>
|
|
<div class="line"><a id="l03524" name="l03524"></a><span class="lineno"> 3524</span> <span class="comment">// computing the dual objective even if it uses the variable values.</span></div>
|
|
<div class="line"><a id="l03525" name="l03525"></a><span class="lineno"> 3525</span> <span class="comment">// This is because if we modify the bounds to make the problem</span></div>
|
|
<div class="line"><a id="l03526" name="l03526"></a><span class="lineno"> 3526</span> <span class="comment">// primal-feasible, we are at the optimal and hence the two objectives</span></div>
|
|
<div class="line"><a id="l03527" name="l03527"></a><span class="lineno"> 3527</span> <span class="comment">// are the same.</span></div>
|
|
<div class="line"><a id="l03528" name="l03528"></a><span class="lineno"> 3528</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> objective = ComputeInitialProblemObjectiveValue();</div>
|
|
<div class="line"><a id="l03529" name="l03529"></a><span class="lineno"> 3529</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, first_word, <span class="stringliteral">"optimization phase, iteration # "</span>, iter,</div>
|
|
<div class="line"><a id="l03530" name="l03530"></a><span class="lineno"> 3530</span> <span class="stringliteral">", objective = "</span>, absl::StrFormat(<span class="stringliteral">"%.15E"</span>, objective));</div>
|
|
<div class="line"><a id="l03531" name="l03531"></a><span class="lineno"> 3531</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l03532" name="l03532"></a><span class="lineno"> 3532</span> }</div>
|
|
<div class="line"><a id="l03533" name="l03533"></a><span class="lineno"> 3533</span> <span class="keywordflow">case</span> Phase::PUSH: {</div>
|
|
<div class="line"><a id="l03534" name="l03534"></a><span class="lineno"> 3534</span> <span class="keyword">const</span> int64_t iter = num_iterations_ - num_feasibility_iterations_ -</div>
|
|
<div class="line"><a id="l03535" name="l03535"></a><span class="lineno"> 3535</span> num_optimization_iterations_;</div>
|
|
<div class="line"><a id="l03536" name="l03536"></a><span class="lineno"> 3536</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, first_word, <span class="stringliteral">"push phase, iteration # "</span>, iter,</div>
|
|
<div class="line"><a id="l03537" name="l03537"></a><span class="lineno"> 3537</span> <span class="stringliteral">", remaining_variables_to_push = "</span>,</div>
|
|
<div class="line"><a id="l03538" name="l03538"></a><span class="lineno"> 3538</span> ComputeNumberOfSuperBasicVariables());</div>
|
|
<div class="line"><a id="l03539" name="l03539"></a><span class="lineno"> 3539</span> }</div>
|
|
<div class="line"><a id="l03540" name="l03540"></a><span class="lineno"> 3540</span> }</div>
|
|
<div class="line"><a id="l03541" name="l03541"></a><span class="lineno"> 3541</span>}</div>
|
|
<div class="line"><a id="l03542" name="l03542"></a><span class="lineno"> 3542</span> </div>
|
|
<div class="line"><a id="l03543" name="l03543"></a><span class="lineno"> 3543</span><span class="keywordtype">void</span> RevisedSimplex::DisplayErrors() {</div>
|
|
<div class="line"><a id="l03544" name="l03544"></a><span class="lineno"> 3544</span> <span class="keywordflow">if</span> (!logger_-><a class="code hl_function" href="classoperations__research_1_1_solver_logger.html#a9492cb97f5ec0ecbce0b5ef1b085738b">LoggingIsEnabled</a>()) <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a id="l03545" name="l03545"></a><span class="lineno"> 3545</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_,</div>
|
|
<div class="line"><a id="l03546" name="l03546"></a><span class="lineno"> 3546</span> <span class="stringliteral">"Current status: "</span>, <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a509c4e359e6f7041eddfac3f1c46a92f">GetProblemStatusString</a>(problem_status_));</div>
|
|
<div class="line"><a id="l03547" name="l03547"></a><span class="lineno"> 3547</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"Primal infeasibility (bounds) = "</span>,</div>
|
|
<div class="line"><a id="l03548" name="l03548"></a><span class="lineno"> 3548</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#a198b526739f420eb0959c87c54e036b3">ComputeMaximumPrimalInfeasibility</a>());</div>
|
|
<div class="line"><a id="l03549" name="l03549"></a><span class="lineno"> 3549</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"Primal residual |A.x - b| = "</span>,</div>
|
|
<div class="line"><a id="l03550" name="l03550"></a><span class="lineno"> 3550</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acc064869e181a9ad171a7b5044e9b454">ComputeMaximumPrimalResidual</a>());</div>
|
|
<div class="line"><a id="l03551" name="l03551"></a><span class="lineno"> 3551</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"Dual infeasibility (reduced costs) = "</span>,</div>
|
|
<div class="line"><a id="l03552" name="l03552"></a><span class="lineno"> 3552</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#adbccaf804edd4b0dd0a1241f94796211">ComputeMaximumDualInfeasibility</a>());</div>
|
|
<div class="line"><a id="l03553" name="l03553"></a><span class="lineno"> 3553</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(logger_, <span class="stringliteral">"Dual residual |c_B - y.B| = "</span>,</div>
|
|
<div class="line"><a id="l03554" name="l03554"></a><span class="lineno"> 3554</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#abe66b4ab180dc3214aeda5f430bab5ea">ComputeMaximumDualResidual</a>());</div>
|
|
<div class="line"><a id="l03555" name="l03555"></a><span class="lineno"> 3555</span>}</div>
|
|
<div class="line"><a id="l03556" name="l03556"></a><span class="lineno"> 3556</span> </div>
|
|
<div class="line"><a id="l03557" name="l03557"></a><span class="lineno"> 3557</span><span class="keyword">namespace </span>{</div>
|
|
<div class="line"><a id="l03558" name="l03558"></a><span class="lineno"> 3558</span> </div>
|
|
<div class="line"><a id="l03559" name="l03559"></a><span class="lineno"> 3559</span>std::string StringifyMonomialWithFlags(<span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="constraint__solver_2table_8cc.html#acb18315d548212835cd8ed4287e6c0b6">a</a>,</div>
|
|
<div class="line"><a id="l03560" name="l03560"></a><span class="lineno"> 3560</span> <span class="keyword">const</span> std::string& x) {</div>
|
|
<div class="line"><a id="l03561" name="l03561"></a><span class="lineno"> 3561</span> <span class="keywordflow">return</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a093fe5e10e710a17a68c2472f0a69f5e">StringifyMonomial</a>(</div>
|
|
<div class="line"><a id="l03562" name="l03562"></a><span class="lineno"> 3562</span> <a class="code hl_variable" href="constraint__solver_2table_8cc.html#acb18315d548212835cd8ed4287e6c0b6">a</a>, x, absl::GetFlag(FLAGS_simplex_display_numbers_as_fractions));</div>
|
|
<div class="line"><a id="l03563" name="l03563"></a><span class="lineno"> 3563</span>}</div>
|
|
<div class="line"><a id="l03564" name="l03564"></a><span class="lineno"> 3564</span> </div>
|
|
<div class="line"><a id="l03565" name="l03565"></a><span class="lineno"> 3565</span><span class="comment">// Returns a string representing the rational approximation of x or a decimal</span></div>
|
|
<div class="line"><a id="l03566" name="l03566"></a><span class="lineno"> 3566</span><span class="comment">// approximation of x according to</span></div>
|
|
<div class="line"><a id="l03567" name="l03567"></a><span class="lineno"> 3567</span><span class="comment">// absl::GetFlag(FLAGS_simplex_display_numbers_as_fractions).</span></div>
|
|
<div class="line"><a id="l03568" name="l03568"></a><span class="lineno"> 3568</span>std::string StringifyWithFlags(<span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> x) {</div>
|
|
<div class="line"><a id="l03569" name="l03569"></a><span class="lineno"> 3569</span> <span class="keywordflow">return</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(x,</div>
|
|
<div class="line"><a id="l03570" name="l03570"></a><span class="lineno"> 3570</span> absl::GetFlag(FLAGS_simplex_display_numbers_as_fractions));</div>
|
|
<div class="line"><a id="l03571" name="l03571"></a><span class="lineno"> 3571</span>}</div>
|
|
<div class="line"><a id="l03572" name="l03572"></a><span class="lineno"> 3572</span> </div>
|
|
<div class="line"><a id="l03573" name="l03573"></a><span class="lineno"> 3573</span>} <span class="comment">// namespace</span></div>
|
|
<div class="line"><a id="l03574" name="l03574"></a><span class="lineno"> 3574</span> </div>
|
|
<div class="line"><a id="l03575" name="l03575"></a><span class="lineno"> 3575</span>std::string RevisedSimplex::SimpleVariableInfo(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l03576" name="l03576"></a><span class="lineno"> 3576</span> std::string output;</div>
|
|
<div class="line"><a id="l03577" name="l03577"></a><span class="lineno"> 3577</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027">VariableType</a> variable_type = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l03578" name="l03578"></a><span class="lineno"> 3578</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358">VariableStatus</a> variable_status = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">GetStatusRow</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l03579" name="l03579"></a><span class="lineno"> 3579</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a3db14ab65240d00133a76abb5f4edf8c">GetVariableLowerBounds</a>();</div>
|
|
<div class="line"><a id="l03580" name="l03580"></a><span class="lineno"> 3580</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab93f3d12ceb27e391fb1785db7e56463">GetVariableUpperBounds</a>();</div>
|
|
<div class="line"><a id="l03581" name="l03581"></a><span class="lineno"> 3581</span> absl::StrAppendFormat(&output, <span class="stringliteral">"%d (%s) = %s, %s, %s, [%s,%s]"</span>, <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>.value(),</div>
|
|
<div class="line"><a id="l03582" name="l03582"></a><span class="lineno"> 3582</span> variable_name_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>],</div>
|
|
<div class="line"><a id="l03583" name="l03583"></a><span class="lineno"> 3583</span> StringifyWithFlags(variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)),</div>
|
|
<div class="line"><a id="l03584" name="l03584"></a><span class="lineno"> 3584</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#aee749790021783ccc83b2d6abe70c1c0">GetVariableStatusString</a>(variable_status),</div>
|
|
<div class="line"><a id="l03585" name="l03585"></a><span class="lineno"> 3585</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ae073fb72ea53b6d0f3d7f73cfd6c6ed9">GetVariableTypeString</a>(variable_type),</div>
|
|
<div class="line"><a id="l03586" name="l03586"></a><span class="lineno"> 3586</span> StringifyWithFlags(<a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]),</div>
|
|
<div class="line"><a id="l03587" name="l03587"></a><span class="lineno"> 3587</span> StringifyWithFlags(<a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
|
|
<div class="line"><a id="l03588" name="l03588"></a><span class="lineno"> 3588</span> <span class="keywordflow">return</span> output;</div>
|
|
<div class="line"><a id="l03589" name="l03589"></a><span class="lineno"> 3589</span>}</div>
|
|
<div class="line"><a id="l03590" name="l03590"></a><span class="lineno"> 3590</span> </div>
|
|
<div class="line"><a id="l03591" name="l03591"></a><span class="lineno"> 3591</span><span class="keywordtype">void</span> RevisedSimplex::DisplayInfoOnVariables()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l03592" name="l03592"></a><span class="lineno"> 3592</span> <span class="keywordflow">if</span> (<a class="code hl_define" href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a>(3)) {</div>
|
|
<div class="line"><a id="l03593" name="l03593"></a><span class="lineno"> 3593</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l03594" name="l03594"></a><span class="lineno"> 3594</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> variable_value = variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a id="l03595" name="l03595"></a><span class="lineno"> 3595</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> objective_coefficient = objective_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l03596" name="l03596"></a><span class="lineno"> 3596</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> objective_contribution =</div>
|
|
<div class="line"><a id="l03597" name="l03597"></a><span class="lineno"> 3597</span> objective_coefficient * variable_value;</div>
|
|
<div class="line"><a id="l03598" name="l03598"></a><span class="lineno"> 3598</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << SimpleVariableInfo(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) << <span class="stringliteral">". "</span> << variable_name_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] << <span class="stringliteral">" = "</span></div>
|
|
<div class="line"><a id="l03599" name="l03599"></a><span class="lineno"> 3599</span> << StringifyWithFlags(variable_value) << <span class="stringliteral">" * "</span></div>
|
|
<div class="line"><a id="l03600" name="l03600"></a><span class="lineno"> 3600</span> << StringifyWithFlags(objective_coefficient)</div>
|
|
<div class="line"><a id="l03601" name="l03601"></a><span class="lineno"> 3601</span> << <span class="stringliteral">"(obj) = "</span> << StringifyWithFlags(objective_contribution);</div>
|
|
<div class="line"><a id="l03602" name="l03602"></a><span class="lineno"> 3602</span> }</div>
|
|
<div class="line"><a id="l03603" name="l03603"></a><span class="lineno"> 3603</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << <span class="stringliteral">"------"</span>;</div>
|
|
<div class="line"><a id="l03604" name="l03604"></a><span class="lineno"> 3604</span> }</div>
|
|
<div class="line"><a id="l03605" name="l03605"></a><span class="lineno"> 3605</span>}</div>
|
|
<div class="line"><a id="l03606" name="l03606"></a><span class="lineno"> 3606</span> </div>
|
|
<div class="line"><a id="l03607" name="l03607"></a><span class="lineno"> 3607</span><span class="keywordtype">void</span> RevisedSimplex::DisplayVariableBounds() {</div>
|
|
<div class="line"><a id="l03608" name="l03608"></a><span class="lineno"> 3608</span> <span class="keywordflow">if</span> (<a class="code hl_define" href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a>(3)) {</div>
|
|
<div class="line"><a id="l03609" name="l03609"></a><span class="lineno"> 3609</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a3fe3250e630f7fc5b37f2340ab79c566">VariableTypeRow</a>& variable_type = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>();</div>
|
|
<div class="line"><a id="l03610" name="l03610"></a><span class="lineno"> 3610</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a3db14ab65240d00133a76abb5f4edf8c">GetVariableLowerBounds</a>();</div>
|
|
<div class="line"><a id="l03611" name="l03611"></a><span class="lineno"> 3611</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a> = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab93f3d12ceb27e391fb1785db7e56463">GetVariableUpperBounds</a>();</div>
|
|
<div class="line"><a id="l03612" name="l03612"></a><span class="lineno"> 3612</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l03613" name="l03613"></a><span class="lineno"> 3613</span> <span class="keywordflow">switch</span> (variable_type[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a id="l03614" name="l03614"></a><span class="lineno"> 3614</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a2882f30bbca588e5d0e88be217ce75c1">VariableType::UNCONSTRAINED</a>:</div>
|
|
<div class="line"><a id="l03615" name="l03615"></a><span class="lineno"> 3615</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l03616" name="l03616"></a><span class="lineno"> 3616</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a9972b9c8a6068625d6cf1f789f3fd872">VariableType::LOWER_BOUNDED</a>:</div>
|
|
<div class="line"><a id="l03617" name="l03617"></a><span class="lineno"> 3617</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << variable_name_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]</div>
|
|
<div class="line"><a id="l03618" name="l03618"></a><span class="lineno"> 3618</span> << <span class="stringliteral">" >= "</span> << StringifyWithFlags(<a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) << <span class="stringliteral">";"</span>;</div>
|
|
<div class="line"><a id="l03619" name="l03619"></a><span class="lineno"> 3619</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l03620" name="l03620"></a><span class="lineno"> 3620</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027ae7243c883ff6508ee41b3b1339a7e8f1">VariableType::UPPER_BOUNDED</a>:</div>
|
|
<div class="line"><a id="l03621" name="l03621"></a><span class="lineno"> 3621</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << variable_name_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]</div>
|
|
<div class="line"><a id="l03622" name="l03622"></a><span class="lineno"> 3622</span> << <span class="stringliteral">" <= "</span> << StringifyWithFlags(<a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) << <span class="stringliteral">";"</span>;</div>
|
|
<div class="line"><a id="l03623" name="l03623"></a><span class="lineno"> 3623</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l03624" name="l03624"></a><span class="lineno"> 3624</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a62e32b9a6efb029208f576ee123b459f">VariableType::UPPER_AND_LOWER_BOUNDED</a>:</div>
|
|
<div class="line"><a id="l03625" name="l03625"></a><span class="lineno"> 3625</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << StringifyWithFlags(<a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>])</div>
|
|
<div class="line"><a id="l03626" name="l03626"></a><span class="lineno"> 3626</span> << <span class="stringliteral">" <= "</span> << variable_name_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]</div>
|
|
<div class="line"><a id="l03627" name="l03627"></a><span class="lineno"> 3627</span> << <span class="stringliteral">" <= "</span> << StringifyWithFlags(<a class="code hl_variable" href="sat_2lp__utils_8cc.html#a88215c8581662c40eec0fb8621c44af3">upper_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) << <span class="stringliteral">";"</span>;</div>
|
|
<div class="line"><a id="l03628" name="l03628"></a><span class="lineno"> 3628</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l03629" name="l03629"></a><span class="lineno"> 3629</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027aaa56837dd3f2917e1e13f3173b596103">VariableType::FIXED_VARIABLE</a>:</div>
|
|
<div class="line"><a id="l03630" name="l03630"></a><span class="lineno"> 3630</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << variable_name_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] << <span class="stringliteral">" = "</span></div>
|
|
<div class="line"><a id="l03631" name="l03631"></a><span class="lineno"> 3631</span> << StringifyWithFlags(<a class="code hl_variable" href="sat_2lp__utils_8cc.html#a561d7bf12fc7674b3fe0ad2ba2e175a0">lower_bounds</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) << <span class="stringliteral">";"</span>;</div>
|
|
<div class="line"><a id="l03632" name="l03632"></a><span class="lineno"> 3632</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l03633" name="l03633"></a><span class="lineno"> 3633</span> <span class="keywordflow">default</span>: <span class="comment">// This should never happen.</span></div>
|
|
<div class="line"><a id="l03634" name="l03634"></a><span class="lineno"> 3634</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(DFATAL) << <span class="stringliteral">"Column "</span> << <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> << <span class="stringliteral">" has no meaningful status."</span>;</div>
|
|
<div class="line"><a id="l03635" name="l03635"></a><span class="lineno"> 3635</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l03636" name="l03636"></a><span class="lineno"> 3636</span> }</div>
|
|
<div class="line"><a id="l03637" name="l03637"></a><span class="lineno"> 3637</span> }</div>
|
|
<div class="line"><a id="l03638" name="l03638"></a><span class="lineno"> 3638</span> }</div>
|
|
<div class="line"><a id="l03639" name="l03639"></a><span class="lineno"> 3639</span>}</div>
|
|
<div class="line"><a id="l03640" name="l03640"></a><span class="lineno"> 3640</span> </div>
|
|
<div class="line"><a id="l03641" name="l03641"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a99f583df870121b972c61d2315ecaa4d"> 3641</a></span><a class="code hl_class" href="classabsl_1_1_strong_vector.html">absl::StrongVector<RowIndex, SparseRow></a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a99f583df870121b972c61d2315ecaa4d">RevisedSimplex::ComputeDictionary</a>(</div>
|
|
<div class="line"><a id="l03642" name="l03642"></a><span class="lineno"> 3642</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>* column_scales) {</div>
|
|
<div class="line"><a id="l03643" name="l03643"></a><span class="lineno"> 3643</span> <a class="code hl_class" href="classabsl_1_1_strong_vector.html">absl::StrongVector<RowIndex, SparseRow></a> dictionary(num_rows_.value());</div>
|
|
<div class="line"><a id="l03644" name="l03644"></a><span class="lineno"> 3644</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l03645" name="l03645"></a><span class="lineno"> 3645</span> ComputeDirection(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a id="l03646" name="l03646"></a><span class="lineno"> 3646</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span> e : direction_) {</div>
|
|
<div class="line"><a id="l03647" name="l03647"></a><span class="lineno"> 3647</span> <span class="keywordflow">if</span> (column_scales == <span class="keyword">nullptr</span>) {</div>
|
|
<div class="line"><a id="l03648" name="l03648"></a><span class="lineno"> 3648</span> dictionary[e.row()].SetCoefficient(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, e.coefficient());</div>
|
|
<div class="line"><a id="l03649" name="l03649"></a><span class="lineno"> 3649</span> <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l03650" name="l03650"></a><span class="lineno"> 3650</span> }</div>
|
|
<div class="line"><a id="l03651" name="l03651"></a><span class="lineno"> 3651</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> numerator =</div>
|
|
<div class="line"><a id="l03652" name="l03652"></a><span class="lineno"> 3652</span> <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < column_scales-><a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>() ? (*column_scales)[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] : 1.0;</div>
|
|
<div class="line"><a id="l03653" name="l03653"></a><span class="lineno"> 3653</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> denominator = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ae15a49e0cab69203efca232f0b32866d">GetBasis</a>(e.row()) < column_scales-><a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>()</div>
|
|
<div class="line"><a id="l03654" name="l03654"></a><span class="lineno"> 3654</span> ? (*column_scales)[<a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ae15a49e0cab69203efca232f0b32866d">GetBasis</a>(e.row())]</div>
|
|
<div class="line"><a id="l03655" name="l03655"></a><span class="lineno"> 3655</span> : 1.0;</div>
|
|
<div class="line"><a id="l03656" name="l03656"></a><span class="lineno"> 3656</span> dictionary[e.row()].SetCoefficient(</div>
|
|
<div class="line"><a id="l03657" name="l03657"></a><span class="lineno"> 3657</span> <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, direction_[e.row()] * (numerator / denominator));</div>
|
|
<div class="line"><a id="l03658" name="l03658"></a><span class="lineno"> 3658</span> }</div>
|
|
<div class="line"><a id="l03659" name="l03659"></a><span class="lineno"> 3659</span> }</div>
|
|
<div class="line"><a id="l03660" name="l03660"></a><span class="lineno"> 3660</span> <span class="keywordflow">return</span> dictionary;</div>
|
|
<div class="line"><a id="l03661" name="l03661"></a><span class="lineno"> 3661</span>}</div>
|
|
<div class="line"><a id="l03662" name="l03662"></a><span class="lineno"> 3662</span> </div>
|
|
<div class="line"><a id="l03663" name="l03663"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac02fd9d24b56c3a6574d38e571c6a4ff"> 3663</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac02fd9d24b56c3a6574d38e571c6a4ff">RevisedSimplex::ComputeBasicVariablesForState</a>(</div>
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|
<div class="line"><a id="l03664" name="l03664"></a><span class="lineno"> 3664</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& linear_program, <span class="keyword">const</span> <a class="code hl_struct" href="structoperations__research_1_1glop_1_1_basis_state.html">BasisState</a>& state) {</div>
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|
<div class="line"><a id="l03665" name="l03665"></a><span class="lineno"> 3665</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac4d90743acfe39707571f84f096a58d7">LoadStateForNextSolve</a>(state);</div>
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|
<div class="line"><a id="l03666" name="l03666"></a><span class="lineno"> 3666</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_status.html">Status</a> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = Initialize(linear_program);</div>
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|
<div class="line"><a id="l03667" name="l03667"></a><span class="lineno"> 3667</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>.ok()) {</div>
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|
<div class="line"><a id="l03668" name="l03668"></a><span class="lineno"> 3668</span> variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#acb1363c79bda24cb95a41b5550be61f6">RecomputeBasicVariableValues</a>();</div>
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|
<div class="line"><a id="l03669" name="l03669"></a><span class="lineno"> 3669</span> solution_objective_value_ = ComputeInitialProblemObjectiveValue();</div>
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|
<div class="line"><a id="l03670" name="l03670"></a><span class="lineno"> 3670</span> }</div>
|
|
<div class="line"><a id="l03671" name="l03671"></a><span class="lineno"> 3671</span>}</div>
|
|
<div class="line"><a id="l03672" name="l03672"></a><span class="lineno"> 3672</span> </div>
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|
<div class="line"><a id="l03673" name="l03673"></a><span class="lineno"> 3673</span><span class="keywordtype">void</span> RevisedSimplex::DisplayRevisedSimplexDebugInfo() {</div>
|
|
<div class="line"><a id="l03674" name="l03674"></a><span class="lineno"> 3674</span> <span class="keywordflow">if</span> (<a class="code hl_define" href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a>(3)) {</div>
|
|
<div class="line"><a id="l03675" name="l03675"></a><span class="lineno"> 3675</span> <span class="comment">// This function has a complexity in O(num_non_zeros_in_matrix).</span></div>
|
|
<div class="line"><a id="l03676" name="l03676"></a><span class="lineno"> 3676</span> DisplayInfoOnVariables();</div>
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|
<div class="line"><a id="l03677" name="l03677"></a><span class="lineno"> 3677</span> </div>
|
|
<div class="line"><a id="l03678" name="l03678"></a><span class="lineno"> 3678</span> std::string output = <span class="stringliteral">"z = "</span> + StringifyWithFlags(ComputeObjectiveValue());</div>
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|
<div class="line"><a id="l03679" name="l03679"></a><span class="lineno"> 3679</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& reduced_costs = reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
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|
<div class="line"><a id="l03680" name="l03680"></a><span class="lineno"> 3680</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a8e726c118c4449d9d3c5761e2853661a">GetNotBasicBitRow</a>()) {</div>
|
|
<div class="line"><a id="l03681" name="l03681"></a><span class="lineno"> 3681</span> absl::StrAppend(&output, StringifyMonomialWithFlags(reduced_costs[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>],</div>
|
|
<div class="line"><a id="l03682" name="l03682"></a><span class="lineno"> 3682</span> variable_name_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
|
|
<div class="line"><a id="l03683" name="l03683"></a><span class="lineno"> 3683</span> }</div>
|
|
<div class="line"><a id="l03684" name="l03684"></a><span class="lineno"> 3684</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << output << <span class="stringliteral">";"</span>;</div>
|
|
<div class="line"><a id="l03685" name="l03685"></a><span class="lineno"> 3685</span> </div>
|
|
<div class="line"><a id="l03686" name="l03686"></a><span class="lineno"> 3686</span> <span class="keyword">const</span> RevisedSimplexDictionary dictionary(<span class="keyword">nullptr</span>, <span class="keyword">this</span>);</div>
|
|
<div class="line"><a id="l03687" name="l03687"></a><span class="lineno"> 3687</span> RowIndex r(0);</div>
|
|
<div class="line"><a id="l03688" name="l03688"></a><span class="lineno"> 3688</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> SparseRow& <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> : dictionary) {</div>
|
|
<div class="line"><a id="l03689" name="l03689"></a><span class="lineno"> 3689</span> output.clear();</div>
|
|
<div class="line"><a id="l03690" name="l03690"></a><span class="lineno"> 3690</span> ColIndex basic_col = basis_[r];</div>
|
|
<div class="line"><a id="l03691" name="l03691"></a><span class="lineno"> 3691</span> absl::StrAppend(&output, variable_name_[basic_col], <span class="stringliteral">" = "</span>,</div>
|
|
<div class="line"><a id="l03692" name="l03692"></a><span class="lineno"> 3692</span> StringifyWithFlags(variable_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(basic_col)));</div>
|
|
<div class="line"><a id="l03693" name="l03693"></a><span class="lineno"> 3693</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> SparseRowEntry e : <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l03694" name="l03694"></a><span class="lineno"> 3694</span> <span class="keywordflow">if</span> (e.col() != basic_col) {</div>
|
|
<div class="line"><a id="l03695" name="l03695"></a><span class="lineno"> 3695</span> absl::StrAppend(&output,</div>
|
|
<div class="line"><a id="l03696" name="l03696"></a><span class="lineno"> 3696</span> StringifyMonomialWithFlags(e.coefficient(),</div>
|
|
<div class="line"><a id="l03697" name="l03697"></a><span class="lineno"> 3697</span> variable_name_[e.col()]));</div>
|
|
<div class="line"><a id="l03698" name="l03698"></a><span class="lineno"> 3698</span> }</div>
|
|
<div class="line"><a id="l03699" name="l03699"></a><span class="lineno"> 3699</span> }</div>
|
|
<div class="line"><a id="l03700" name="l03700"></a><span class="lineno"> 3700</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << output << <span class="stringliteral">";"</span>;</div>
|
|
<div class="line"><a id="l03701" name="l03701"></a><span class="lineno"> 3701</span> }</div>
|
|
<div class="line"><a id="l03702" name="l03702"></a><span class="lineno"> 3702</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << <span class="stringliteral">"------"</span>;</div>
|
|
<div class="line"><a id="l03703" name="l03703"></a><span class="lineno"> 3703</span> DisplayVariableBounds();</div>
|
|
<div class="line"><a id="l03704" name="l03704"></a><span class="lineno"> 3704</span> ++r;</div>
|
|
<div class="line"><a id="l03705" name="l03705"></a><span class="lineno"> 3705</span> }</div>
|
|
<div class="line"><a id="l03706" name="l03706"></a><span class="lineno"> 3706</span>}</div>
|
|
<div class="line"><a id="l03707" name="l03707"></a><span class="lineno"> 3707</span> </div>
|
|
<div class="line"><a id="l03708" name="l03708"></a><span class="lineno"> 3708</span><span class="keywordtype">void</span> RevisedSimplex::DisplayProblem()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l03709" name="l03709"></a><span class="lineno"> 3709</span> <span class="comment">// This function has a complexity in O(num_rows * num_cols *</span></div>
|
|
<div class="line"><a id="l03710" name="l03710"></a><span class="lineno"> 3710</span> <span class="comment">// num_non_zeros_in_row).</span></div>
|
|
<div class="line"><a id="l03711" name="l03711"></a><span class="lineno"> 3711</span> <span class="keywordflow">if</span> (<a class="code hl_define" href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a>(3)) {</div>
|
|
<div class="line"><a id="l03712" name="l03712"></a><span class="lineno"> 3712</span> DisplayInfoOnVariables();</div>
|
|
<div class="line"><a id="l03713" name="l03713"></a><span class="lineno"> 3713</span> std::string output = <span class="stringliteral">"min: "</span>;</div>
|
|
<div class="line"><a id="l03714" name="l03714"></a><span class="lineno"> 3714</span> <span class="keywordtype">bool</span> has_objective = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l03715" name="l03715"></a><span class="lineno"> 3715</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l03716" name="l03716"></a><span class="lineno"> 3716</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a> = objective_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l03717" name="l03717"></a><span class="lineno"> 3717</span> has_objective |= (<a class="code hl_variable" href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a> != 0.0);</div>
|
|
<div class="line"><a id="l03718" name="l03718"></a><span class="lineno"> 3718</span> absl::StrAppend(&output,</div>
|
|
<div class="line"><a id="l03719" name="l03719"></a><span class="lineno"> 3719</span> StringifyMonomialWithFlags(<a class="code hl_variable" href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a>, variable_name_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
|
|
<div class="line"><a id="l03720" name="l03720"></a><span class="lineno"> 3720</span> }</div>
|
|
<div class="line"><a id="l03721" name="l03721"></a><span class="lineno"> 3721</span> <span class="keywordflow">if</span> (!has_objective) {</div>
|
|
<div class="line"><a id="l03722" name="l03722"></a><span class="lineno"> 3722</span> absl::StrAppend(&output, <span class="stringliteral">" 0"</span>);</div>
|
|
<div class="line"><a id="l03723" name="l03723"></a><span class="lineno"> 3723</span> }</div>
|
|
<div class="line"><a id="l03724" name="l03724"></a><span class="lineno"> 3724</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << output << <span class="stringliteral">";"</span>;</div>
|
|
<div class="line"><a id="l03725" name="l03725"></a><span class="lineno"> 3725</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l03726" name="l03726"></a><span class="lineno"> 3726</span> output = <span class="stringliteral">""</span>;</div>
|
|
<div class="line"><a id="l03727" name="l03727"></a><span class="lineno"> 3727</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l03728" name="l03728"></a><span class="lineno"> 3728</span> absl::StrAppend(&output,</div>
|
|
<div class="line"><a id="l03729" name="l03729"></a><span class="lineno"> 3729</span> StringifyMonomialWithFlags(</div>
|
|
<div class="line"><a id="l03730" name="l03730"></a><span class="lineno"> 3730</span> compact_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59">column</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>).<a class="code hl_function" href="classoperations__research_1_1glop_1_1_column_view.html#a289cdc9f094583c1ddd6bdc8cb8b8b96">LookUpCoefficient</a>(<a class="code hl_variable" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>),</div>
|
|
<div class="line"><a id="l03731" name="l03731"></a><span class="lineno"> 3731</span> variable_name_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
|
|
<div class="line"><a id="l03732" name="l03732"></a><span class="lineno"> 3732</span> }</div>
|
|
<div class="line"><a id="l03733" name="l03733"></a><span class="lineno"> 3733</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << output << <span class="stringliteral">" = 0;"</span>;</div>
|
|
<div class="line"><a id="l03734" name="l03734"></a><span class="lineno"> 3734</span> }</div>
|
|
<div class="line"><a id="l03735" name="l03735"></a><span class="lineno"> 3735</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << <span class="stringliteral">"------"</span>;</div>
|
|
<div class="line"><a id="l03736" name="l03736"></a><span class="lineno"> 3736</span> }</div>
|
|
<div class="line"><a id="l03737" name="l03737"></a><span class="lineno"> 3737</span>}</div>
|
|
<div class="line"><a id="l03738" name="l03738"></a><span class="lineno"> 3738</span> </div>
|
|
<div class="line"><a id="l03739" name="l03739"></a><span class="lineno"> 3739</span><span class="keywordtype">void</span> RevisedSimplex::AdvanceDeterministicTime(TimeLimit* <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>) {</div>
|
|
<div class="line"><a id="l03740" name="l03740"></a><span class="lineno"> 3740</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a> != <span class="keyword">nullptr</span>);</div>
|
|
<div class="line"><a id="l03741" name="l03741"></a><span class="lineno"> 3741</span> <span class="keyword">const</span> <span class="keywordtype">double</span> current_deterministic_time = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_revised_simplex.html#aeccc8138b268e621d96d105e0ddd474a">DeterministicTime</a>();</div>
|
|
<div class="line"><a id="l03742" name="l03742"></a><span class="lineno"> 3742</span> <span class="keyword">const</span> <span class="keywordtype">double</span> deterministic_time_delta =</div>
|
|
<div class="line"><a id="l03743" name="l03743"></a><span class="lineno"> 3743</span> current_deterministic_time - last_deterministic_time_update_;</div>
|
|
<div class="line"><a id="l03744" name="l03744"></a><span class="lineno"> 3744</span> <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>->AdvanceDeterministicTime(deterministic_time_delta);</div>
|
|
<div class="line"><a id="l03745" name="l03745"></a><span class="lineno"> 3745</span> last_deterministic_time_update_ = current_deterministic_time;</div>
|
|
<div class="line"><a id="l03746" name="l03746"></a><span class="lineno"> 3746</span>}</div>
|
|
<div class="line"><a id="l03747" name="l03747"></a><span class="lineno"> 3747</span> </div>
|
|
<div class="line"><a id="l03748" name="l03748"></a><span class="lineno"> 3748</span><span class="preprocessor">#undef DCHECK_COL_BOUNDS</span></div>
|
|
<div class="line"><a id="l03749" name="l03749"></a><span class="lineno"> 3749</span><span class="preprocessor">#undef DCHECK_ROW_BOUNDS</span></div>
|
|
<div class="line"><a id="l03750" name="l03750"></a><span class="lineno"> 3750</span> </div>
|
|
<div class="line"><a id="l03751" name="l03751"></a><span class="lineno"> 3751</span>} <span class="comment">// namespace glop</span></div>
|
|
<div class="line"><a id="l03752" name="l03752"></a><span class="lineno"> 3752</span>} <span class="comment">// namespace operations_research</span></div>
|
|
<div class="ttc" id="aalldiff__cst_8cc_html_a26e6db9bcc64b584051ecc28171ed11f"><div class="ttname"><a href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">max</a></div><div class="ttdeci">int64_t max</div><div class="ttdef"><b>Definition:</b> <a href="alldiff__cst_8cc_source.html#l00140">alldiff_cst.cc:140</a></div></div>
|
|
<div class="ttc" id="aalldiff__cst_8cc_html_ad10edae0a852d72fb76afb1c77735045"><div class="ttname"><a href="alldiff__cst_8cc.html#ad10edae0a852d72fb76afb1c77735045">min</a></div><div class="ttdeci">int64_t min</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"><div class="ttname"><a href="base_2logging_8h.html">logging.h</a></div></div>
|
|
<div class="ttc" id="abase_2logging_8h_html_a3e1cfef60e774a81f30eaddf26a3a274"><div class="ttname"><a href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a></div><div class="ttdeci">#define CHECK(condition)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00495">base/logging.h:495</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_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#l00893">base/logging.h:893</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_a46e69120fbd3b36e6960e096d23b66f0"><div class="ttname"><a href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a></div><div class="ttdeci">#define DCHECK_NE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00892">base/logging.h:892</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_aae2dc65d9ea248d54bf39daa986dd295"><div class="ttname"><a href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a></div><div class="ttdeci">#define DCHECK_GE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00895">base/logging.h:895</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ab4f56aa24c4c9cddc47a6abd2d747f9a"><div class="ttname"><a href="base_2logging_8h.html#ab4f56aa24c4c9cddc47a6abd2d747f9a">DCHECK_GT</a></div><div class="ttdeci">#define DCHECK_GT(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00896">base/logging.h:896</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ab62f5ed8f2d48e29802be0cbbcd1359a"><div class="ttname"><a href="base_2logging_8h.html#ab62f5ed8f2d48e29802be0cbbcd1359a">DCHECK_LT</a></div><div class="ttdeci">#define DCHECK_LT(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00894">base/logging.h:894</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_accad43a85d781d53381cd53a9894b6ae"><div class="ttname"><a href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a></div><div class="ttdeci">#define LOG(severity)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00420">base/logging.h:420</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ae17f8119c108cf3070bad3449c7e0006"><div class="ttname"><a href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a></div><div class="ttdeci">#define DCHECK(condition)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00890">base/logging.h:890</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ae89df3243bbb8341130c7b3f44145ea0"><div class="ttname"><a href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a></div><div class="ttdeci">#define DCHECK_EQ(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00891">base/logging.h:891</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_afcaa7cadd41741bb855c2ada1d2ef927"><div class="ttname"><a href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a></div><div class="ttdeci">#define VLOG(verboselevel)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00984">base/logging.h:984</a></div></div>
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<div class="ttc" id="aclassabsl_1_1_strong_vector_html"><div class="ttname"><a href="classabsl_1_1_strong_vector.html">absl::StrongVector</a></div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00076">strong_vector.h:76</a></div></div>
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<div class="ttc" id="aclassabsl_1_1_strong_vector_html_a644718bb2fb240de962dc3c9a1fdf0dc"><div class="ttname"><a href="classabsl_1_1_strong_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc">absl::StrongVector::empty</a></div><div class="ttdeci">bool empty() const</div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00156">strong_vector.h:156</a></div></div>
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<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>
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<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>
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<div class="ttc" id="aclassoperations__research_1_1_bitset64_html_aa454a4099ee887726b8f5b4a8ed1a81d"><div class="ttname"><a href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">operations_research::Bitset64::IsSet</a></div><div class="ttdeci">bool IsSet(IndexType i) const</div><div class="ttdef"><b>Definition:</b> <a href="bitset_8h_source.html#l00485">bitset.h:485</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_solver_logger_html_a035277f8488770078b1171cae4636b8e"><div class="ttname"><a href="classoperations__research_1_1_solver_logger.html#a035277f8488770078b1171cae4636b8e">operations_research::SolverLogger::SetLogToStdOut</a></div><div class="ttdeci">void SetLogToStdOut(bool enable)</div><div class="ttdef"><b>Definition:</b> <a href="util_2logging_8h_source.html#l00045">util/logging.h:45</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_solver_logger_html_a9492cb97f5ec0ecbce0b5ef1b085738b"><div class="ttname"><a href="classoperations__research_1_1_solver_logger.html#a9492cb97f5ec0ecbce0b5ef1b085738b">operations_research::SolverLogger::LoggingIsEnabled</a></div><div class="ttdeci">bool LoggingIsEnabled() const</div><div class="ttdef"><b>Definition:</b> <a href="util_2logging_8h_source.html#l00042">util/logging.h:42</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_solver_logger_html_ad4238e7273d93a1d0a2272d46660c254"><div class="ttname"><a href="classoperations__research_1_1_solver_logger.html#ad4238e7273d93a1d0a2272d46660c254">operations_research::SolverLogger::EnableLogging</a></div><div class="ttdeci">void EnableLogging(bool enable)</div><div class="ttdef"><b>Definition:</b> <a href="util_2logging_8h_source.html#l00039">util/logging.h:39</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_stats_group_html_af9bc435481ae9e6e60d66a65d5394a7f"><div class="ttname"><a href="classoperations__research_1_1_stats_group.html#af9bc435481ae9e6e60d66a65d5394a7f">operations_research::StatsGroup::StatString</a></div><div class="ttdeci">std::string StatString() const</div><div class="ttdef"><b>Definition:</b> <a href="stats_8cc_source.html#l00071">stats.cc:71</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_time_limit_html"><div class="ttname"><a href="classoperations__research_1_1_time_limit.html">operations_research::TimeLimit</a></div><div class="ttdoc">A simple class to enforce both an elapsed time limit and a deterministic time limit in the same threa...</div><div class="ttdef"><b>Definition:</b> <a href="time__limit_8h_source.html#l00106">time_limit.h:106</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html">operations_research::glop::BasisFactorization</a></div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8h_source.html#l00151">basis_representation.h:151</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_a2ac7d8b80f20a8442138b0673aa0158c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#a2ac7d8b80f20a8442138b0673aa0158c">operations_research::glop::BasisFactorization::ComputeInfinityNormConditionNumberUpperBound</a></div><div class="ttdeci">Fractional ComputeInfinityNormConditionNumberUpperBound() const</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00596">basis_representation.cc:596</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_a39b7e347f32f4024a988cb93f5e81a2d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#a39b7e347f32f4024a988cb93f5e81a2d">operations_research::glop::BasisFactorization::Refactorize</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status Refactorize()</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00224">basis_representation.cc:224</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_a5a3deeb8998f541c08d96dc079591a54"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#a5a3deeb8998f541c08d96dc079591a54">operations_research::glop::BasisFactorization::GetColumnPermutation</a></div><div class="ttdeci">const ColumnPermutation & GetColumnPermutation() const</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8h_source.html#l00168">basis_representation.h:168</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_a697f638cbd5a2dab2977b24e550bd7f9"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#a697f638cbd5a2dab2977b24e550bd7f9">operations_research::glop::BasisFactorization::Initialize</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status Initialize()</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00206">basis_representation.cc:206</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_a6e2a232672ee1580b9144f558662a77c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">operations_research::glop::BasisFactorization::IsRefactorized</a></div><div class="ttdeci">bool IsRefactorized() const</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00222">basis_representation.cc:222</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_a87e6110ce2612a27f85e9036afef1599"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#a87e6110ce2612a27f85e9036afef1599">operations_research::glop::BasisFactorization::Update</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status Update(ColIndex entering_col, RowIndex leaving_variable_row, const ScatteredColumn &direction)</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00299">basis_representation.cc:299</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_aa71d36872f416feaa853788a7a7a7ef8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#aa71d36872f416feaa853788a7a7a7ef8">operations_research::glop::BasisFactorization::Clear</a></div><div class="ttdeci">void Clear()</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00193">basis_representation.cc:193</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_aac85dc71bb2e4980043fd2da3b8ee8cf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#aac85dc71bb2e4980043fd2da3b8ee8cf">operations_research::glop::BasisFactorization::ComputeInitialBasis</a></div><div class="ttdeci">RowToColMapping ComputeInitialBasis(const std::vector< ColIndex > &candidates)</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00213">basis_representation.cc:213</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_ab9de0c21968ffad6320a44a010e33e07"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#ab9de0c21968ffad6320a44a010e33e07">operations_research::glop::BasisFactorization::RightSolveForProblemColumn</a></div><div class="ttdeci">void RightSolveForProblemColumn(ColIndex col, ScatteredColumn *d) const</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00463">basis_representation.cc:463</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_ad91a397910de30b87b9fb45298fa5c58"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#ad91a397910de30b87b9fb45298fa5c58">operations_research::glop::BasisFactorization::SetColumnPermutationToIdentity</a></div><div class="ttdeci">void SetColumnPermutationToIdentity()</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8h_source.html#l00176">basis_representation.h:176</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_ae7202d055b6b172a8a1da4f5b136f9ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#ae7202d055b6b172a8a1da4f5b136f9ea">operations_research::glop::BasisFactorization::SetParameters</a></div><div class="ttdeci">void SetParameters(const GlopParameters &parameters)</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8h_source.html#l00158">basis_representation.h:158</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_aeaeb43840844cc69a88dc924b282b4c7"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#aeaeb43840844cc69a88dc924b282b4c7">operations_research::glop::BasisFactorization::RightSolve</a></div><div class="ttdeci">void RightSolve(ScatteredColumn *d) const</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00353">basis_representation.cc:353</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_aeccc8138b268e621d96d105e0ddd474a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#aeccc8138b268e621d96d105e0ddd474a">operations_research::glop::BasisFactorization::DeterministicTime</a></div><div class="ttdeci">double DeterministicTime() const</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00604">basis_representation.cc:604</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_aedf255db8741ebb2011757ff37dfc02e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#aedf255db8741ebb2011757ff37dfc02e">operations_research::glop::BasisFactorization::ForceRefactorization</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status ForceRefactorization()</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00229">basis_representation.cc:229</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_af9bc435481ae9e6e60d66a65d5394a7f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#af9bc435481ae9e6e60d66a65d5394a7f">operations_research::glop::BasisFactorization::StatString</a></div><div class="ttdeci">std::string StatString() const</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8h_source.html#l00287">basis_representation.h:287</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_column_view_html_a289cdc9f094583c1ddd6bdc8cb8b8b96"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_view.html#a289cdc9f094583c1ddd6bdc8cb8b8b96">operations_research::glop::ColumnView::LookUpCoefficient</a></div><div class="ttdeci">Fractional LookUpCoefficient(RowIndex index) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse__column_8h_source.html#l00100">sparse_column.h:100</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_column_view_html_a8e12342fc420701fbffd97025421575a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_view.html#a8e12342fc420701fbffd97025421575a">operations_research::glop::ColumnView::IsEmpty</a></div><div class="ttdeci">bool IsEmpty() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse__column_8h_source.html#l00114">sparse_column.h:114</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_column_view_html_aaef7fc778a29bb3bb3040c0423937f6e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_view.html#aaef7fc778a29bb3bb3040c0423937f6e">operations_research::glop::ColumnView::EntryCoefficient</a></div><div class="ttdeci">Fractional EntryCoefficient(EntryIndex i) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse__column_8h_source.html#l00083">sparse_column.h:83</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_column_view_html_ae7c152aafe19515204c65dadcdc876d6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_view.html#ae7c152aafe19515204c65dadcdc876d6">operations_research::glop::ColumnView::GetFirstCoefficient</a></div><div class="ttdeci">Fractional GetFirstCoefficient() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse__column_8h_source.html#l00086">sparse_column.h:86</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_column_view_html_aedc46de5199e203b77de2eae2e4c100d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_view.html#aedc46de5199e203b77de2eae2e4c100d">operations_research::glop::ColumnView::EntryRow</a></div><div class="ttdeci">RowIndex EntryRow(EntryIndex i) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse__column_8h_source.html#l00089">sparse_column.h:89</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_column_view_html_af69d9b7065a8f31604a8134be4307749"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_view.html#af69d9b7065a8f31604a8134be4307749">operations_research::glop::ColumnView::num_entries</a></div><div class="ttdeci">EntryIndex num_entries() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse__column_8h_source.html#l00082">sparse_column.h:82</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_a28058c5e9ff6638ea1ea210b49a4e7bc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a28058c5e9ff6638ea1ea210b49a4e7bc">operations_research::glop::CompactSparseMatrix::ColumnCopyToDenseColumn</a></div><div class="ttdeci">void ColumnCopyToDenseColumn(ColIndex col, DenseColumn *dense_column) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00423">sparse.h:423</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_a41741829541d089f1c4d34f190884813"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">operations_research::glop::CompactSparseMatrix::num_cols</a></div><div class="ttdeci">ColIndex num_cols() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00350">sparse.h:350</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_a6e49e4127a33039fcccc6e50380faefa"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a6e49e4127a33039fcccc6e50380faefa">operations_research::glop::CompactSparseMatrix::ColumnAddMultipleToSparseScatteredColumn</a></div><div class="ttdeci">void ColumnAddMultipleToSparseScatteredColumn(ColIndex col, Fractional multiplier, ScatteredColumn *column) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00410">sparse.h:410</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_a960110e64357a3e69162ebf1f71959dd"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">operations_research::glop::CompactSparseMatrix::num_rows</a></div><div class="ttdeci">RowIndex num_rows() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00349">sparse.h:349</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_ab66e13ab146acabbfaf99ce9f75bf1d2"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#ab66e13ab146acabbfaf99ce9f75bf1d2">operations_research::glop::CompactSparseMatrix::PopulateFromTranspose</a></div><div class="ttdeci">void PopulateFromTranspose(const CompactSparseMatrix &input)</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00483">sparse.cc:483</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_abdd940ad64b555052b33e763b80aea26"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#abdd940ad64b555052b33e763b80aea26">operations_research::glop::CompactSparseMatrix::ColumnScalarProduct</a></div><div class="ttdeci">Fractional ColumnScalarProduct(ColIndex col, const DenseRow &vector) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00387">sparse.h:387</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_ad7bb17ca34c329db6585464d1ef1012b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#ad7bb17ca34c329db6585464d1ef1012b">operations_research::glop::CompactSparseMatrix::PopulateFromSparseMatrixAndAddSlacks</a></div><div class="ttdeci">void PopulateFromSparseMatrixAndAddSlacks(const SparseMatrix &input)</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00456">sparse.cc:456</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_aea0e9a84b41c95c874f171cae97cf31b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#aea0e9a84b41c95c874f171cae97cf31b">operations_research::glop::CompactSparseMatrix::ColumnAddMultipleToDenseColumn</a></div><div class="ttdeci">void ColumnAddMultipleToDenseColumn(ColIndex col, Fractional multiplier, DenseColumn *dense_column) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00398">sparse.h:398</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_aed842e8403e5fc09b23ead11e415d32e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#aed842e8403e5fc09b23ead11e415d32e">operations_research::glop::CompactSparseMatrix::PopulateFromMatrixView</a></div><div class="ttdeci">void PopulateFromMatrixView(const MatrixView &input)</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00437">sparse.cc:437</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_af69d9b7065a8f31604a8134be4307749"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#af69d9b7065a8f31604a8134be4307749">operations_research::glop::CompactSparseMatrix::num_entries</a></div><div class="ttdeci">EntryIndex num_entries() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00345">sparse.h:345</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_afbe7c81d6b4066bf7874299a0f7c0d59"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59">operations_research::glop::CompactSparseMatrix::column</a></div><div class="ttdeci">ColumnView column(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00369">sparse.h:369</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dual_edge_norms_html_a07ecfa8dabb00a7f680dc64efe1127d1"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#a07ecfa8dabb00a7f680dc64efe1127d1">operations_research::glop::DualEdgeNorms::UpdateBeforeBasisPivot</a></div><div class="ttdeci">void UpdateBeforeBasisPivot(ColIndex entering_col, RowIndex leaving_row, const ScatteredColumn &direction, const ScatteredRow &unit_row_left_inverse)</div><div class="ttdef"><b>Definition:</b> <a href="dual__edge__norms_8cc_source.html#l00046">dual_edge_norms.cc:46</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dual_edge_norms_html_a0c2c64e7a26487661db464cb20d4ddfe"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#a0c2c64e7a26487661db464cb20d4ddfe">operations_research::glop::DualEdgeNorms::UpdateDataOnBasisPermutation</a></div><div class="ttdeci">void UpdateDataOnBasisPermutation(const ColumnPermutation &col_perm)</div><div class="ttdef"><b>Definition:</b> <a href="dual__edge__norms_8cc_source.html#l00040">dual_edge_norms.cc:40</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dual_edge_norms_html_a1f1a686f26843ecfeb36e71f7626c330"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#a1f1a686f26843ecfeb36e71f7626c330">operations_research::glop::DualEdgeNorms::GetEdgeSquaredNorms</a></div><div class="ttdeci">const DenseColumn & GetEdgeSquaredNorms()</div><div class="ttdef"><b>Definition:</b> <a href="dual__edge__norms_8cc_source.html#l00035">dual_edge_norms.cc:35</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dual_edge_norms_html_aa1eaa31ee29b8635d194762c1eb80962"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#aa1eaa31ee29b8635d194762c1eb80962">operations_research::glop::DualEdgeNorms::ResizeOnNewRows</a></div><div class="ttdeci">void ResizeOnNewRows(RowIndex new_size)</div><div class="ttdef"><b>Definition:</b> <a href="dual__edge__norms_8cc_source.html#l00031">dual_edge_norms.cc:31</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dual_edge_norms_html_aa71d36872f416feaa853788a7a7a7ef8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#aa71d36872f416feaa853788a7a7a7ef8">operations_research::glop::DualEdgeNorms::Clear</a></div><div class="ttdeci">void Clear()</div><div class="ttdef"><b>Definition:</b> <a href="dual__edge__norms_8cc_source.html#l00029">dual_edge_norms.cc:29</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dual_edge_norms_html_ae7202d055b6b172a8a1da4f5b136f9ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#ae7202d055b6b172a8a1da4f5b136f9ea">operations_research::glop::DualEdgeNorms::SetParameters</a></div><div class="ttdeci">void SetParameters(const GlopParameters &parameters)</div><div class="ttdef"><b>Definition:</b> <a href="dual__edge__norms_8h_source.html#l00088">dual_edge_norms.h:88</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dual_edge_norms_html_af507437729fd1e93677772e748ca1cfc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#af507437729fd1e93677772e748ca1cfc">operations_research::glop::DualEdgeNorms::NeedsBasisRefactorization</a></div><div class="ttdeci">bool NeedsBasisRefactorization() const</div><div class="ttdef"><b>Definition:</b> <a href="dual__edge__norms_8cc_source.html#l00025">dual_edge_norms.cc:25</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dual_edge_norms_html_af9bc435481ae9e6e60d66a65d5394a7f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#af9bc435481ae9e6e60d66a65d5394a7f">operations_research::glop::DualEdgeNorms::StatString</a></div><div class="ttdeci">std::string StatString() const</div><div class="ttdef"><b>Definition:</b> <a href="dual__edge__norms_8h_source.html#l00093">dual_edge_norms.h:93</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dynamic_maximum_html_a0288e565c7950baedeafd9d866f27f79"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a0288e565c7950baedeafd9d866f27f79">operations_research::glop::DynamicMaximum::AddOrUpdate</a></div><div class="ttdeci">void AddOrUpdate(Index position, Fractional value)</div><div class="ttdef"><b>Definition:</b> <a href="pricing_8h_source.html#l00185">pricing.h:185</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dynamic_maximum_html_a06262520df93f238136b5f3fa7dd41ab"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a06262520df93f238136b5f3fa7dd41ab">operations_research::glop::DynamicMaximum::Remove</a></div><div class="ttdeci">void Remove(Index position)</div><div class="ttdef"><b>Definition:</b> <a href="pricing_8h_source.html#l00164">pricing.h:164</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dynamic_maximum_html_a18ec8750a372cc4b685f043056912566"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a18ec8750a372cc4b685f043056912566">operations_research::glop::DynamicMaximum::StartDenseUpdates</a></div><div class="ttdeci">void StartDenseUpdates()</div><div class="ttdef"><b>Definition:</b> <a href="pricing_8h_source.html#l00169">pricing.h:169</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dynamic_maximum_html_a342bfaf1266d12b6202742bb5262f5d1"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a342bfaf1266d12b6202742bb5262f5d1">operations_research::glop::DynamicMaximum::DenseAddOrUpdate</a></div><div class="ttdeci">void DenseAddOrUpdate(Index position, Fractional value)</div><div class="ttdef"><b>Definition:</b> <a href="pricing_8h_source.html#l00176">pricing.h:176</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dynamic_maximum_html_a647917658f096ec35e9a14eaf4e1a7e3"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a647917658f096ec35e9a14eaf4e1a7e3">operations_research::glop::DynamicMaximum::Size</a></div><div class="ttdeci">Index Size() const</div><div class="ttdef"><b>Definition:</b> <a href="pricing_8h_source.html#l00090">pricing.h:90</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dynamic_maximum_html_a783736d86811c9bc5a68dd8ff1890192"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a783736d86811c9bc5a68dd8ff1890192">operations_research::glop::DynamicMaximum::ClearAndResize</a></div><div class="ttdeci">void ClearAndResize(Index n)</div><div class="ttdef"><b>Definition:</b> <a href="pricing_8h_source.html#l00156">pricing.h:156</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dynamic_maximum_html_ae9e909718fc3aa8d0c968ef9a35f495b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#ae9e909718fc3aa8d0c968ef9a35f495b">operations_research::glop::DynamicMaximum::GetMaximum</a></div><div class="ttdeci">Index GetMaximum()</div><div class="ttdef"><b>Definition:</b> <a href="pricing_8h_source.html#l00204">pricing.h:204</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dynamic_maximum_html_af9bc435481ae9e6e60d66a65d5394a7f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#af9bc435481ae9e6e60d66a65d5394a7f">operations_research::glop::DynamicMaximum::StatString</a></div><div class="ttdeci">std::string StatString() const</div><div class="ttdef"><b>Definition:</b> <a href="pricing_8h_source.html#l00093">pricing.h:93</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_entering_variable_html_aa271bff260917fd62d0d7509b7118ad6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_entering_variable.html#aa271bff260917fd62d0d7509b7118ad6">operations_research::glop::EnteringVariable::DualPhaseIChooseEnteringColumn</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status DualPhaseIChooseEnteringColumn(bool nothing_to_recompute, const UpdateRow &update_row, Fractional cost_variation, ColIndex *entering_col)</div><div class="ttdef"><b>Definition:</b> <a href="entering__variable_8cc_source.html#l00230">entering_variable.cc:230</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_entering_variable_html_ae7202d055b6b172a8a1da4f5b136f9ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_entering_variable.html#ae7202d055b6b172a8a1da4f5b136f9ea">operations_research::glop::EnteringVariable::SetParameters</a></div><div class="ttdeci">void SetParameters(const GlopParameters &parameters)</div><div class="ttdef"><b>Definition:</b> <a href="entering__variable_8cc_source.html#l00346">entering_variable.cc:346</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_entering_variable_html_aeccc8138b268e621d96d105e0ddd474a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_entering_variable.html#aeccc8138b268e621d96d105e0ddd474a">operations_research::glop::EnteringVariable::DeterministicTime</a></div><div class="ttdeci">double DeterministicTime() const</div><div class="ttdef"><b>Definition:</b> <a href="entering__variable_8h_source.html#l00077">entering_variable.h:77</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_entering_variable_html_af9bc435481ae9e6e60d66a65d5394a7f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_entering_variable.html#af9bc435481ae9e6e60d66a65d5394a7f">operations_research::glop::EnteringVariable::StatString</a></div><div class="ttdeci">std::string StatString() const</div><div class="ttdef"><b>Definition:</b> <a href="entering__variable_8h_source.html#l00072">entering_variable.h:72</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_entering_variable_html_afaf135d40c257d0f1a49aa8e795c9b03"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_entering_variable.html#afaf135d40c257d0f1a49aa8e795c9b03">operations_research::glop::EnteringVariable::DualChooseEnteringColumn</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status DualChooseEnteringColumn(bool nothing_to_recompute, const UpdateRow &update_row, Fractional cost_variation, std::vector< ColIndex > *bound_flip_candidates, ColIndex *entering_col)</div><div class="ttdef"><b>Definition:</b> <a href="entering__variable_8cc_source.html#l00033">entering_variable.cc:33</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html">operations_research::glop::LinearProgram</a></div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00055">lp_data.h:55</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a5e016d204d43b2cc4a2773c25462968a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a5e016d204d43b2cc4a2773c25462968a">operations_research::glop::LinearProgram::IsCleanedUp</a></div><div class="ttdeci">bool IsCleanedUp() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00354">lp_data.cc:354</a></div></div>
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<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#l00171">lp_data.h:171</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_lu_factorization_html_aa71d36872f416feaa853788a7a7a7ef8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_lu_factorization.html#aa71d36872f416feaa853788a7a7a7ef8">operations_research::glop::LuFactorization::Clear</a></div><div class="ttdeci">void Clear()</div><div class="ttdef"><b>Definition:</b> <a href="lu__factorization_8cc_source.html#l00031">lu_factorization.cc:31</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_lu_factorization_html_ace58a4f9d6a147c3455ff8dc029537c4"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_lu_factorization.html#ace58a4f9d6a147c3455ff8dc029537c4">operations_research::glop::LuFactorization::ComputeFactorization</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status ComputeFactorization(const CompactSparseMatrixView &compact_matrix)</div><div class="ttdef"><b>Definition:</b> <a href="lu__factorization_8cc_source.html#l00044">lu_factorization.cc:44</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_permutation_html_a644718bb2fb240de962dc3c9a1fdf0dc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_permutation.html#a644718bb2fb240de962dc3c9a1fdf0dc">operations_research::glop::Permutation::empty</a></div><div class="ttdeci">bool empty() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2permutation_8h_source.html#l00051">lp_data/permutation.h:51</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_aa71d36872f416feaa853788a7a7a7ef8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#aa71d36872f416feaa853788a7a7a7ef8">operations_research::glop::PrimalEdgeNorms::Clear</a></div><div class="ttdeci">void Clear()</div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8cc_source.html#l00037">primal_edge_norms.cc:37</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_ac770d9d78b0dda3be3bacb43038170e0"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#ac770d9d78b0dda3be3bacb43038170e0">operations_research::glop::PrimalEdgeNorms::UpdateBeforeBasisPivot</a></div><div class="ttdeci">void UpdateBeforeBasisPivot(ColIndex entering_col, ColIndex leaving_col, RowIndex leaving_row, const ScatteredColumn &direction, UpdateRow *update_row)</div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8cc_source.html#l00100">primal_edge_norms.cc:100</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_ad3a8fd026015306e23a8ed6889b48f18"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#ad3a8fd026015306e23a8ed6889b48f18">operations_research::glop::PrimalEdgeNorms::SetPricingRule</a></div><div class="ttdeci">void SetPricingRule(GlopParameters::PricingRule rule)</div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8h_source.html#l00121">primal_edge_norms.h:121</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_ad3e807537a555d44d5e4a0da13f3768b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#ad3e807537a555d44d5e4a0da13f3768b">operations_research::glop::PrimalEdgeNorms::TestEnteringEdgeNormPrecision</a></div><div class="ttdeci">void TestEnteringEdgeNormPrecision(ColIndex entering_col, const ScatteredColumn &direction)</div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8cc_source.html#l00075">primal_edge_norms.cc:75</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_ae7202d055b6b172a8a1da4f5b136f9ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#ae7202d055b6b172a8a1da4f5b136f9ea">operations_research::glop::PrimalEdgeNorms::SetParameters</a></div><div class="ttdeci">void SetParameters(const GlopParameters &parameters)</div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8h_source.html#l00116">primal_edge_norms.h:116</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_aeccc8138b268e621d96d105e0ddd474a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#aeccc8138b268e621d96d105e0ddd474a">operations_research::glop::PrimalEdgeNorms::DeterministicTime</a></div><div class="ttdeci">double DeterministicTime() const</div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8h_source.html#l00135">primal_edge_norms.h:135</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_af507437729fd1e93677772e748ca1cfc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#af507437729fd1e93677772e748ca1cfc">operations_research::glop::PrimalEdgeNorms::NeedsBasisRefactorization</a></div><div class="ttdeci">bool NeedsBasisRefactorization() const</div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8cc_source.html#l00044">primal_edge_norms.cc:44</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_af9bc435481ae9e6e60d66a65d5394a7f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#af9bc435481ae9e6e60d66a65d5394a7f">operations_research::glop::PrimalEdgeNorms::StatString</a></div><div class="ttdeci">std::string StatString() const</div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8h_source.html#l00132">primal_edge_norms.h:132</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_prices_html_a08cd653dbdbc9cfded34931c7ebaf9d8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_prices.html#a08cd653dbdbc9cfded34931c7ebaf9d8">operations_research::glop::PrimalPrices::ForceRecomputation</a></div><div class="ttdeci">void ForceRecomputation()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00320">reduced_costs.h:320</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_prices_html_a74fea3dc78cd1ea3532f9959c4abfceb"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_prices.html#a74fea3dc78cd1ea3532f9959c4abfceb">operations_research::glop::PrimalPrices::SetAndDebugCheckThatColumnIsDualFeasible</a></div><div class="ttdeci">void SetAndDebugCheckThatColumnIsDualFeasible(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00546">reduced_costs.cc:546</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_prices_html_a807603acb92a43313d5d7d5d4210e33a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_prices.html#a807603acb92a43313d5d7d5d4210e33a">operations_research::glop::PrimalPrices::UpdateBeforeBasisPivot</a></div><div class="ttdeci">void UpdateBeforeBasisPivot(ColIndex entering_col, UpdateRow *update_row)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00522">reduced_costs.cc:522</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_prices_html_af4e081e5eec4e1d0a50f20753640b9c7"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_prices.html#af4e081e5eec4e1d0a50f20753640b9c7">operations_research::glop::PrimalPrices::RecomputePriceAt</a></div><div class="ttdeci">void RecomputePriceAt(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00534">reduced_costs.cc:534</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_prices_html_afcbf91eb87421ba5ddeaf193febe3453"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_prices.html#afcbf91eb87421ba5ddeaf193febe3453">operations_research::glop::PrimalPrices::GetBestEnteringColumn</a></div><div class="ttdeci">ColIndex GetBestEnteringColumn()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00555">reduced_costs.cc:555</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a30f0ce948222e17e5992ebd66493316e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a30f0ce948222e17e5992ebd66493316e">operations_research::glop::ReducedCosts::PerturbCosts</a></div><div class="ttdeci">void PerturbCosts()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00224">reduced_costs.cc:224</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a385e5d3d11acfdf7a24318aaba18589c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c">operations_research::glop::ReducedCosts::ResetForNewObjective</a></div><div class="ttdeci">void ResetForNewObjective()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00202">reduced_costs.cc:202</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a4c84d90865988c9b4cf5e793be311bbf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4c84d90865988c9b4cf5e793be311bbf">operations_research::glop::ReducedCosts::TestEnteringReducedCostPrecision</a></div><div class="ttdeci">Fractional TestEnteringReducedCostPrecision(ColIndex entering_col, const ScatteredColumn &direction)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00056">reduced_costs.cc:56</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a4d2715d1aa0805cc72a6fdd909b575a2"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">operations_research::glop::ReducedCosts::MakeReducedCostsPrecise</a></div><div class="ttdeci">void MakeReducedCostsPrecise()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00216">reduced_costs.cc:216</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a5b05974f9610779eea6c8594ed42405c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5b05974f9610779eea6c8594ed42405c">operations_research::glop::ReducedCosts::AreReducedCostsRecomputed</a></div><div class="ttdeci">bool AreReducedCostsRecomputed()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00111">reduced_costs.h:111</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a5fa2e9840a56151a1bd964cb485d4fad"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5fa2e9840a56151a1bd964cb485d4fad">operations_research::glop::ReducedCosts::AreReducedCostsPrecise</a></div><div class="ttdeci">bool AreReducedCostsPrecise()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00107">reduced_costs.h:107</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a64f77679a598b14d2c5b6455921fb07b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b">operations_research::glop::ReducedCosts::IsValidPrimalEnteringCandidate</a></div><div class="ttdeci">bool IsValidPrimalEnteringCandidate(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00488">reduced_costs.cc:488</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a6601cb283594a187e1a513598f3a9b3d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a6601cb283594a187e1a513598f3a9b3d">operations_research::glop::ReducedCosts::SetNonBasicVariableCostToZero</a></div><div class="ttdeci">void SetNonBasicVariableCostToZero(ColIndex col, Fractional *current_cost)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00190">reduced_costs.cc:190</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a6dd88bcd4c2eef9d67f0496c9bf7e236"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a6dd88bcd4c2eef9d67f0496c9bf7e236">operations_research::glop::ReducedCosts::HasCostShift</a></div><div class="ttdeci">bool HasCostShift() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00141">reduced_costs.h:141</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a7020dbf208be9d5773aa72da00522a65"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a7020dbf208be9d5773aa72da00522a65">operations_research::glop::ReducedCosts::ComputeMaximumDualInfeasibilityOnNonBoxedVariables</a></div><div class="ttdeci">Fractional ComputeMaximumDualInfeasibilityOnNonBoxedVariables()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00129">reduced_costs.cc:129</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a748f3c689d4d77942316d8be3f105d33"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a748f3c689d4d77942316d8be3f105d33">operations_research::glop::ReducedCosts::StepIsDualDegenerate</a></div><div class="ttdeci">bool StepIsDualDegenerate(bool increasing_rc_is_needed, ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00294">reduced_costs.cc:294</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a8c6b06588c4c7831a7be2ad14be46772"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a8c6b06588c4c7831a7be2ad14be46772">operations_research::glop::ReducedCosts::ComputeSumOfDualInfeasibilities</a></div><div class="ttdeci">Fractional ComputeSumOfDualInfeasibilities()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00151">reduced_costs.cc:151</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a95434616ab4c32fad60527c49fb7cfe5"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a95434616ab4c32fad60527c49fb7cfe5">operations_research::glop::ReducedCosts::GetFullReducedCosts</a></div><div class="ttdeci">const DenseRow & GetFullReducedCosts()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00311">reduced_costs.cc:311</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a9a45fa5802a8fec70bec2fc6f9258056"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9a45fa5802a8fec70bec2fc6f9258056">operations_research::glop::ReducedCosts::UpdateBeforeBasisPivot</a></div><div class="ttdeci">void UpdateBeforeBasisPivot(ColIndex entering_col, RowIndex leaving_row, const ScatteredColumn &direction, UpdateRow *update_row)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00170">reduced_costs.cc:170</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a9f7d17ed171863f104fbb2a450f89251"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">operations_research::glop::ReducedCosts::GetReducedCosts</a></div><div class="ttdeci">const DenseRow & GetReducedCosts()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00319">reduced_costs.cc:319</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_aa6a9551b792028d16dc7123c80f429d1"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa6a9551b792028d16dc7123c80f429d1">operations_research::glop::ReducedCosts::GetDualFeasibilityTolerance</a></div><div class="ttdeci">Fractional GetDualFeasibilityTolerance() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00177">reduced_costs.h:177</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_aafa77a9d37843a7c27694231735465bc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#aafa77a9d37843a7c27694231735465bc">operations_research::glop::ReducedCosts::GetDualValues</a></div><div class="ttdeci">const DenseColumn & GetDualValues()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00330">reduced_costs.cc:330</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_ab621f81a664a0dc316f158e526dd17d6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">operations_research::glop::ReducedCosts::ClearAndRemoveCostShifts</a></div><div class="ttdeci">void ClearAndRemoveCostShifts()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00301">reduced_costs.cc:301</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_abe66b4ab180dc3214aeda5f430bab5ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#abe66b4ab180dc3214aeda5f430bab5ea">operations_research::glop::ReducedCosts::ComputeMaximumDualResidual</a></div><div class="ttdeci">Fractional ComputeMaximumDualResidual()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00094">reduced_costs.cc:94</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_ac51f5d5ea0bb75f2f55e836527c43f58"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#ac51f5d5ea0bb75f2f55e836527c43f58">operations_research::glop::ReducedCosts::UpdateDataOnBasisPermutation</a></div><div class="ttdeci">void UpdateDataOnBasisPermutation()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00210">reduced_costs.cc:210</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_ad505e9a2cef08b82d01e13dbd031e2b4"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#ad505e9a2cef08b82d01e13dbd031e2b4">operations_research::glop::ReducedCosts::ShiftCostIfNeeded</a></div><div class="ttdeci">void ShiftCostIfNeeded(bool increasing_rc_is_needed, ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00275">reduced_costs.cc:275</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_adbccaf804edd4b0dd0a1241f94796211"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#adbccaf804edd4b0dd0a1241f94796211">operations_research::glop::ReducedCosts::ComputeMaximumDualInfeasibility</a></div><div class="ttdeci">Fractional ComputeMaximumDualInfeasibility()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00109">reduced_costs.cc:109</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_ae7202d055b6b172a8a1da4f5b136f9ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#ae7202d055b6b172a8a1da4f5b136f9ea">operations_research::glop::ReducedCosts::SetParameters</a></div><div class="ttdeci">void SetParameters(const GlopParameters &parameters)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00198">reduced_costs.cc:198</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_aeccc8138b268e621d96d105e0ddd474a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#aeccc8138b268e621d96d105e0ddd474a">operations_research::glop::ReducedCosts::DeterministicTime</a></div><div class="ttdeci">double DeterministicTime() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00188">reduced_costs.h:188</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_af507437729fd1e93677772e748ca1cfc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#af507437729fd1e93677772e748ca1cfc">operations_research::glop::ReducedCosts::NeedsBasisRefactorization</a></div><div class="ttdeci">bool NeedsBasisRefactorization() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00052">reduced_costs.cc:52</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_af9bc435481ae9e6e60d66a65d5394a7f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#af9bc435481ae9e6e60d66a65d5394a7f">operations_research::glop::ReducedCosts::StatString</a></div><div class="ttdeci">std::string StatString() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00174">reduced_costs.h:174</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a0e35521f3d40e263173626ecc8c21b06"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a0e35521f3d40e263173626ecc8c21b06">operations_research::glop::RevisedSimplex::GetDualRayRowCombination</a></div><div class="ttdeci">const DenseRow & GetDualRayRowCombination() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00663">revised_simplex.cc:663</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a201108c6e8d9fb5104697bdd0a8bd085"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a201108c6e8d9fb5104697bdd0a8bd085">operations_research::glop::RevisedSimplex::GetVariableValue</a></div><div class="ttdeci">Fractional GetVariableValue(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00613">revised_simplex.cc:613</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a2638e7353203c8cb214228147a5e504a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a2638e7353203c8cb214228147a5e504a">operations_research::glop::RevisedSimplex::SetIntegralityScale</a></div><div class="ttdeci">void SetIntegralityScale(ColIndex col, Fractional scale)</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l02520">revised_simplex.cc:2520</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a26689abee13abb7fc0d0cf99c1c7809b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a26689abee13abb7fc0d0cf99c1c7809b">operations_research::glop::RevisedSimplex::GetReducedCosts</a></div><div class="ttdeci">const DenseRow & GetReducedCosts() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00621">revised_simplex.cc:621</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a3854b494976761a458a17523bb4fe5cf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3854b494976761a458a17523bb4fe5cf">operations_research::glop::RevisedSimplex::GetPrimalRay</a></div><div class="ttdeci">const DenseRow & GetPrimalRay() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00654">revised_simplex.cc:654</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a3f6696618f5f850c805b361aa0c8bd7e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3f6696618f5f850c805b361aa0c8bd7e">operations_research::glop::RevisedSimplex::GetConstraintActivity</a></div><div class="ttdeci">Fractional GetConstraintActivity(RowIndex row) const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00635">revised_simplex.cc:635</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a4802169fde637478bebd1b420eec8ff8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a4802169fde637478bebd1b420eec8ff8">operations_research::glop::RevisedSimplex::GetVariableStatus</a></div><div class="ttdeci">VariableStatus GetVariableStatus(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00629">revised_simplex.cc:629</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a52c80b8028f6d54f8b2c02da3aac7510"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a52c80b8028f6d54f8b2c02da3aac7510">operations_research::glop::RevisedSimplex::GetReducedCost</a></div><div class="ttdeci">Fractional GetReducedCost(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00617">revised_simplex.cc:617</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a66da73868da92948f57a83e261066ca6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a66da73868da92948f57a83e261066ca6">operations_research::glop::RevisedSimplex::GetDualRay</a></div><div class="ttdeci">const DenseColumn & GetDualRay() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00658">revised_simplex.cc:658</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a866a68af5afd0355fb348f7a59eeff9e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a866a68af5afd0355fb348f7a59eeff9e">operations_research::glop::RevisedSimplex::Solve</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status Solve(const LinearProgram &lp, TimeLimit *time_limit)</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00134">revised_simplex.cc:134</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a938b612b6f9885a417fda1bf886f4b39"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a938b612b6f9885a417fda1bf886f4b39">operations_research::glop::RevisedSimplex::GetProblemStatus</a></div><div class="ttdeci">ProblemStatus GetProblemStatus() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00597">revised_simplex.cc:597</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a96c1f660991b5007ca24564f69cd27b8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a96c1f660991b5007ca24564f69cd27b8">operations_research::glop::RevisedSimplex::GetObjectiveValue</a></div><div class="ttdeci">Fractional GetObjectiveValue() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00601">revised_simplex.cc:601</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a99f583df870121b972c61d2315ecaa4d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a99f583df870121b972c61d2315ecaa4d">operations_research::glop::RevisedSimplex::ComputeDictionary</a></div><div class="ttdeci">RowMajorSparseMatrix ComputeDictionary(const DenseRow *column_scales)</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l03641">revised_simplex.cc:3641</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_aa4c5e551e5a00ff4ae97d8467184221b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#aa4c5e551e5a00ff4ae97d8467184221b">operations_research::glop::RevisedSimplex::GetDualValue</a></div><div class="ttdeci">Fractional GetDualValue(RowIndex row) const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00625">revised_simplex.cc:625</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_aa637d435b14a562f8203eb808add5399"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#aa637d435b14a562f8203eb808add5399">operations_research::glop::RevisedSimplex::NotifyThatMatrixIsUnchangedForNextSolve</a></div><div class="ttdeci">void NotifyThatMatrixIsUnchangedForNextSolve()</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00130">revised_simplex.cc:130</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ab5f355543caf37fcad85bac358d01dbf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ab5f355543caf37fcad85bac358d01dbf">operations_research::glop::RevisedSimplex::RevisedSimplex</a></div><div class="ttdeci">RevisedSimplex()</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00081">revised_simplex.cc:81</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ab6869b717e4b416c3ff7507534a56a4d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ab6869b717e4b416c3ff7507534a56a4d">operations_research::glop::RevisedSimplex::SetStartingVariableValuesForNextSolve</a></div><div class="ttdeci">void SetStartingVariableValuesForNextSolve(const DenseRow &values)</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00125">revised_simplex.cc:125</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ac0064327c37c56b93e86a91a1d64fd96"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac0064327c37c56b93e86a91a1d64fd96">operations_research::glop::RevisedSimplex::GetConstraintStatus</a></div><div class="ttdeci">ConstraintStatus GetConstraintStatus(RowIndex row) const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00641">revised_simplex.cc:641</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ac02fd9d24b56c3a6574d38e571c6a4ff"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac02fd9d24b56c3a6574d38e571c6a4ff">operations_research::glop::RevisedSimplex::ComputeBasicVariablesForState</a></div><div class="ttdeci">void ComputeBasicVariablesForState(const LinearProgram &linear_program, const BasisState &state)</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l03663">revised_simplex.cc:3663</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ac226833fbf53fdb3fb7b6ef9d89a0e4c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac226833fbf53fdb3fb7b6ef9d89a0e4c">operations_research::glop::RevisedSimplex::GetProblemNumCols</a></div><div class="ttdeci">ColIndex GetProblemNumCols() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00611">revised_simplex.cc:611</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ac4d90743acfe39707571f84f096a58d7"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac4d90743acfe39707571f84f096a58d7">operations_research::glop::RevisedSimplex::LoadStateForNextSolve</a></div><div class="ttdeci">void LoadStateForNextSolve(const BasisState &state)</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00119">revised_simplex.cc:119</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ace91e968c3b7369698c7563ca1c9c6e8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ace91e968c3b7369698c7563ca1c9c6e8">operations_research::glop::RevisedSimplex::GetProblemNumRows</a></div><div class="ttdeci">RowIndex GetProblemNumRows() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00609">revised_simplex.cc:609</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ace96e115f468d752a2fcfeea901b0f8a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ace96e115f468d752a2fcfeea901b0f8a">operations_research::glop::RevisedSimplex::ClearStateForNextSolve</a></div><div class="ttdeci">void ClearStateForNextSolve()</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00113">revised_simplex.cc:113</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ad463af979d0c220bb473d4f8df2ec345"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ad463af979d0c220bb473d4f8df2ec345">operations_research::glop::RevisedSimplex::GetBasisFactorization</a></div><div class="ttdeci">const BasisFactorization & GetBasisFactorization() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00670">revised_simplex.cc:670</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ad8a718ceea92060a7f7118e2bccf4fbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ad8a718ceea92060a7f7118e2bccf4fbc">operations_research::glop::RevisedSimplex::GetNumberOfIterations</a></div><div class="ttdeci">int64_t GetNumberOfIterations() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00605">revised_simplex.cc:605</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_adfbae19f81ecf38f67643dc8b7dcec25"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#adfbae19f81ecf38f67643dc8b7dcec25">operations_research::glop::RevisedSimplex::GetState</a></div><div class="ttdeci">const BasisState & GetState() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00633">revised_simplex.cc:633</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ae15a49e0cab69203efca232f0b32866d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ae15a49e0cab69203efca232f0b32866d">operations_research::glop::RevisedSimplex::GetBasis</a></div><div class="ttdeci">ColIndex GetBasis(RowIndex row) const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00668">revised_simplex.cc:668</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ae7202d055b6b172a8a1da4f5b136f9ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ae7202d055b6b172a8a1da4f5b136f9ea">operations_research::glop::RevisedSimplex::SetParameters</a></div><div class="ttdeci">void SetParameters(const GlopParameters &parameters)</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l03474">revised_simplex.cc:3474</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_aeccc8138b268e621d96d105e0ddd474a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#aeccc8138b268e621d96d105e0ddd474a">operations_research::glop::RevisedSimplex::DeterministicTime</a></div><div class="ttdeci">double DeterministicTime() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00691">revised_simplex.cc:691</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_afab08c75dbc7618e656f7de9dff4c627"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#afab08c75dbc7618e656f7de9dff4c627">operations_research::glop::RevisedSimplex::StatString</a></div><div class="ttdeci">std::string StatString()</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l03438">revised_simplex.cc:3438</a></div></div>
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<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="lp__data_2sparse__vector_8h_source.html#l00091">lp_data/sparse_vector.h:91</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_status_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_status.html">operations_research::glop::Status</a></div><div class="ttdef"><b>Definition:</b> <a href="status_8h_source.html#l00026">status.h:26</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_status_html_a03cb7eaa663dc83af68bc28a596d09e6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_status.html#a03cb7eaa663dc83af68bc28a596d09e6">operations_research::glop::Status::ok</a></div><div class="ttdeci">bool ok() const</div><div class="ttdef"><b>Definition:</b> <a href="status_8h_source.html#l00061">status.h:61</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_status_html_a071b1d04197c0ac6e7a4d0ec0b91ff43"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">operations_research::glop::Status::OK</a></div><div class="ttdeci">static const Status OK()</div><div class="ttdef"><b>Definition:</b> <a href="status_8h_source.html#l00056">status.h:56</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_status_html_a59e56af19e754a6aa26a612ebf91d05fafa2ff9c081445bfbfbda10bc41b76a87"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_status.html#a59e56af19e754a6aa26a612ebf91d05fafa2ff9c081445bfbfbda10bc41b76a87">operations_research::glop::Status::ERROR_LU</a></div><div class="ttdeci">@ ERROR_LU</div><div class="ttdef"><b>Definition:</b> <a href="status_8h_source.html#l00034">status.h:34</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">operations_research::glop::StrictITIVector< ColIndex, Fractional ></a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a3de922485ca2c30f3e07d959dd97cdd0"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">operations_research::glop::StrictITIVector::AssignToZero</a></div><div class="ttdeci">void AssignToZero(IntType size)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00294">lp_types.h:294</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a64b6b04f3a519d2c61d49daaa88bf06e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">operations_research::glop::StrictITIVector::resize</a></div><div class="ttdeci">void resize(IntType size)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00273">lp_types.h:273</a></div></div>
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<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#l00280">lp_types.h:280</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_a0c3551dfd558be8edc0bd8d565cfca30"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#a0c3551dfd558be8edc0bd8d565cfca30">operations_research::glop::UpdateRow::GetUnitRowLeftInverse</a></div><div class="ttdeci">const ScatteredRow & GetUnitRowLeftInverse() const</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8cc_source.html#l00045">update_row.cc:45</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_a6738a5378c87406ab9a12ac673356065"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#a6738a5378c87406ab9a12ac673356065">operations_research::glop::UpdateRow::ComputeUnitRowLeftInverse</a></div><div class="ttdeci">void ComputeUnitRowLeftInverse(RowIndex leaving_row)</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8cc_source.html#l00057">update_row.cc:57</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_a7b39f45e976b642dac5b652e0a455e8f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#a7b39f45e976b642dac5b652e0a455e8f">operations_research::glop::UpdateRow::RecomputeFullUpdateRow</a></div><div class="ttdeci">void RecomputeFullUpdateRow(RowIndex leaving_row)</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8cc_source.html#l00241">update_row.cc:241</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_a8f5b4a3f1e1cc16aab87a97096059225"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#a8f5b4a3f1e1cc16aab87a97096059225">operations_research::glop::UpdateRow::IsComputed</a></div><div class="ttdeci">const bool IsComputed() const</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8h_source.html#l00064">update_row.h:64</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_ab9adfea0e765ab447b8ce7730a6cd812"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#ab9adfea0e765ab447b8ce7730a6cd812">operations_research::glop::UpdateRow::Invalidate</a></div><div class="ttdeci">void Invalidate()</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8cc_source.html#l00040">update_row.cc:40</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_abd6d81960f38fe1a69a153b03e60d47e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#abd6d81960f38fe1a69a153b03e60d47e">operations_research::glop::UpdateRow::GetCoefficient</a></div><div class="ttdeci">const Fractional GetCoefficient(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8h_source.html#l00070">update_row.h:70</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_ac9f13d2561598d3a04b409dd7b4e1f0c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#ac9f13d2561598d3a04b409dd7b4e1f0c">operations_research::glop::UpdateRow::ComputeUpdateRow</a></div><div class="ttdeci">void ComputeUpdateRow(RowIndex leaving_row)</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8cc_source.html#l00071">update_row.cc:71</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_ae7202d055b6b172a8a1da4f5b136f9ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#ae7202d055b6b172a8a1da4f5b136f9ea">operations_research::glop::UpdateRow::SetParameters</a></div><div class="ttdeci">void SetParameters(const GlopParameters &parameters)</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8cc_source.html#l00171">update_row.cc:171</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_aeccc8138b268e621d96d105e0ddd474a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#aeccc8138b268e621d96d105e0ddd474a">operations_research::glop::UpdateRow::DeterministicTime</a></div><div class="ttdeci">double DeterministicTime() const</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8h_source.html#l00093">update_row.h:93</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_af8e957f1c8389089554ded7bd2b7b45f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#af8e957f1c8389089554ded7bd2b7b45f">operations_research::glop::UpdateRow::GetNonZeroPositions</a></div><div class="ttdeci">const ColIndexVector & GetNonZeroPositions() const</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8cc_source.html#l00167">update_row.cc:167</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_af9bc435481ae9e6e60d66a65d5394a7f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#af9bc435481ae9e6e60d66a65d5394a7f">operations_research::glop::UpdateRow::StatString</a></div><div class="ttdeci">std::string StatString() const</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8h_source.html#l00082">update_row.h:82</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_a0dd6aa4dbd67b1f7e715b2d6f64341b7"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#a0dd6aa4dbd67b1f7e715b2d6f64341b7">operations_research::glop::VariableValues::Set</a></div><div class="ttdeci">void Set(ColIndex col, Fractional value)</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8h_source.html#l00127">variable_values.h:127</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_a102a587506447ec5cba544b93a1877e0"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#a102a587506447ec5cba544b93a1877e0">operations_research::glop::VariableValues::SetNonBasicVariableValueFromStatus</a></div><div class="ttdeci">void SetNonBasicVariableValueFromStatus(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00038">variable_values.cc:38</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_a198b526739f420eb0959c87c54e036b3"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#a198b526739f420eb0959c87c54e036b3">operations_research::glop::VariableValues::ComputeMaximumPrimalInfeasibility</a></div><div class="ttdeci">Fractional ComputeMaximumPrimalInfeasibility() const</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00128">variable_values.cc:128</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_a2a25774dd025309a32b77d56a4586379"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#a2a25774dd025309a32b77d56a4586379">operations_research::glop::VariableValues::ComputeSumOfPrimalInfeasibilities</a></div><div class="ttdeci">Fractional ComputeSumOfPrimalInfeasibilities() const</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00140">variable_values.cc:140</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_a37d6b382d73531413bce6b5d63e624e9"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#a37d6b382d73531413bce6b5d63e624e9">operations_research::glop::VariableValues::UpdateGivenNonBasicVariables</a></div><div class="ttdeci">void UpdateGivenNonBasicVariables(const std::vector< ColIndex > &cols_to_update, bool update_basic_variables)</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00175">variable_values.cc:175</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_a4ba3036005f4c90784c46bf01fa87159"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#a4ba3036005f4c90784c46bf01fa87159">operations_research::glop::VariableValues::ResetAllNonBasicVariableValues</a></div><div class="ttdeci">void ResetAllNonBasicVariableValues(const DenseRow &free_initial_values)</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00070">variable_values.cc:70</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_a624179d887d379119802066cad4c29e8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#a624179d887d379119802066cad4c29e8">operations_research::glop::VariableValues::UpdateDualPrices</a></div><div class="ttdeci">void UpdateDualPrices(const std::vector< RowIndex > &row)</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00244">variable_values.cc:244</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_a9808cfe964d67616b5775b0ab113b7aa"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#a9808cfe964d67616b5775b0ab113b7aa">operations_research::glop::VariableValues::UpdateOnPivoting</a></div><div class="ttdeci">void UpdateOnPivoting(const ScatteredColumn &direction, ColIndex entering_col, Fractional step)</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00152">variable_values.cc:152</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_abb890abf1492b21ed7c136143541dd5a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">operations_research::glop::VariableValues::Get</a></div><div class="ttdeci">const Fractional Get(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8h_source.html#l00053">variable_values.h:53</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_acb1363c79bda24cb95a41b5550be61f6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#acb1363c79bda24cb95a41b5550be61f6">operations_research::glop::VariableValues::RecomputeBasicVariableValues</a></div><div class="ttdeci">void RecomputeBasicVariableValues()</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00097">variable_values.cc:97</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_acc064869e181a9ad171a7b5044e9b454"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#acc064869e181a9ad171a7b5044e9b454">operations_research::glop::VariableValues::ComputeMaximumPrimalResidual</a></div><div class="ttdeci">Fractional ComputeMaximumPrimalResidual() const</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00116">variable_values.cc:116</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_acd27b30d01d0b9022796bf91abf40de0"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#acd27b30d01d0b9022796bf91abf40de0">operations_research::glop::VariableValues::RecomputeDualPrices</a></div><div class="ttdeci">void RecomputeDualPrices()</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00225">variable_values.cc:225</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_adb3b3b75495ee150a1fcc33e58656d22"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#adb3b3b75495ee150a1fcc33e58656d22">operations_research::glop::VariableValues::UpdatePrimalPhaseICosts</a></div><div class="ttdeci">bool UpdatePrimalPhaseICosts(const Rows &rows, DenseRow *objective)</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8h_source.html#l00169">variable_values.h:169</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_aee882a95d5be1bcf8d0e422f8e1bb8b9"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#aee882a95d5be1bcf8d0e422f8e1bb8b9">operations_research::glop::VariableValues::GetDenseRow</a></div><div class="ttdeci">const DenseRow & GetDenseRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8h_source.html#l00054">variable_values.h:54</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_af9bc435481ae9e6e60d66a65d5394a7f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#af9bc435481ae9e6e60d66a65d5394a7f">operations_research::glop::VariableValues::StatString</a></div><div class="ttdeci">std::string StatString() const</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8h_source.html#l00130">variable_values.h:130</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a28ad52f334e030f4eb45939756a4476c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">operations_research::glop::VariablesInfo::GetIsBasicBitRow</a></div><div class="ttdeci">const DenseBitRow & GetIsBasicBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00306">variables_info.cc:306</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a2cbc59ce42a916ecca03cf02ae95f4a1"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a2cbc59ce42a916ecca03cf02ae95f4a1">operations_research::glop::VariablesInfo::SnapFreeVariablesToBound</a></div><div class="ttdeci">int SnapFreeVariablesToBound(Fractional distance, const DenseRow &starting_values)</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00184">variables_info.cc:184</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a3db14ab65240d00133a76abb5f4edf8c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a3db14ab65240d00133a76abb5f4edf8c">operations_research::glop::VariablesInfo::GetVariableLowerBounds</a></div><div class="ttdeci">const DenseRow & GetVariableLowerBounds() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8h_source.html#l00127">variables_info.h:127</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a4b35d51cb0a80a84c5c8c4137aebc8be"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a4b35d51cb0a80a84c5c8c4137aebc8be">operations_research::glop::VariablesInfo::ChangeUnusedBasicVariablesToFree</a></div><div class="ttdeci">int ChangeUnusedBasicVariablesToFree(const RowToColMapping &basis)</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00163">variables_info.cc:163</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a505af340486fcf70ee83abb32e31a628"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a505af340486fcf70ee83abb32e31a628">operations_research::glop::VariablesInfo::GetNonBasicBoxedVariables</a></div><div class="ttdeci">const DenseBitRow & GetNonBasicBoxedVariables() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00312">variables_info.cc:312</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a611fb1da73c33e2716b380db980fa825"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a611fb1da73c33e2716b380db980fa825">operations_research::glop::VariablesInfo::GetBoundDifference</a></div><div class="ttdeci">Fractional GetBoundDifference(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8h_source.html#l00141">variables_info.h:141</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a6cc56ab5da3a82aa2793d18a37f422c4"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4">operations_research::glop::VariablesInfo::GetCanIncreaseBitRow</a></div><div class="ttdeci">const DenseBitRow & GetCanIncreaseBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00294">variables_info.cc:294</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a71d4734d51e7037c043b68a74bd7857f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f">operations_research::glop::VariablesInfo::GetCanDecreaseBitRow</a></div><div class="ttdeci">const DenseBitRow & GetCanDecreaseBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00298">variables_info.cc:298</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a78146b251b30383686ec55362254cc3b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">operations_research::glop::VariablesInfo::GetTypeRow</a></div><div class="ttdeci">const VariableTypeRow & GetTypeRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00286">variables_info.cc:286</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a7a1a02496fca5057c918fb1f16a5c898"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a7a1a02496fca5057c918fb1f16a5c898">operations_research::glop::VariablesInfo::EndDualPhaseI</a></div><div class="ttdeci">void EndDualPhaseI(Fractional dual_feasibility_tolerance, const DenseRow &reduced_costs)</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00436">variables_info.cc:436</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a7aec5aa12d972d66a67d267aa9dd1b97"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a7aec5aa12d972d66a67d267aa9dd1b97">operations_research::glop::VariablesInfo::MakeBoxedVariableRelevant</a></div><div class="ttdeci">void MakeBoxedVariableRelevant(bool value)</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00236">variables_info.cc:236</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a84dcc462db65072ec3a28b87bb3cd3ad"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a84dcc462db65072ec3a28b87bb3cd3ad">operations_research::glop::VariablesInfo::UpdateToNonBasicStatus</a></div><div class="ttdeci">void UpdateToNonBasicStatus(ColIndex col, VariableStatus status)</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00267">variables_info.cc:267</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a8e726c118c4449d9d3c5761e2853661a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a8e726c118c4449d9d3c5761e2853661a">operations_research::glop::VariablesInfo::GetNotBasicBitRow</a></div><div class="ttdeci">const DenseBitRow & GetNotBasicBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00308">variables_info.cc:308</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_aa4f80506e3b396ad0b23dd73b779913d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#aa4f80506e3b396ad0b23dd73b779913d">operations_research::glop::VariablesInfo::InitializeToDefaultStatus</a></div><div class="ttdeci">void InitializeToDefaultStatus()</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00210">variables_info.cc:210</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_ab4494c9680fc5d769a6143f11f00423b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">operations_research::glop::VariablesInfo::GetStatusRow</a></div><div class="ttdeci">const VariableStatusRow & GetStatusRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00290">variables_info.cc:290</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_ab717dd0f604f9207435f9ab5336d1113"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#ab717dd0f604f9207435f9ab5336d1113">operations_research::glop::VariablesInfo::UpdateToBasicStatus</a></div><div class="ttdeci">void UpdateToBasicStatus(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00250">variables_info.cc:250</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_ab93f3d12ceb27e391fb1785db7e56463"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#ab93f3d12ceb27e391fb1785db7e56463">operations_research::glop::VariablesInfo::GetVariableUpperBounds</a></div><div class="ttdeci">const DenseRow & GetVariableUpperBounds() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8h_source.html#l00128">variables_info.h:128</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_ac4385751c629a96a6d1ef5ac70af45e1"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#ac4385751c629a96a6d1ef5ac70af45e1">operations_research::glop::VariablesInfo::GetIsRelevantBitRow</a></div><div class="ttdeci">const DenseBitRow & GetIsRelevantBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00302">variables_info.cc:302</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_ad401fcfc84cd01c7aff52c7226a071b9"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#ad401fcfc84cd01c7aff52c7226a071b9">operations_research::glop::VariablesInfo::InitializeFromBasisState</a></div><div class="ttdeci">void InitializeFromBasisState(ColIndex first_slack, ColIndex num_new_cols, const BasisState &state)</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00105">variables_info.cc:105</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_ae8cd58179f49029e9b55fc53c1461494"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#ae8cd58179f49029e9b55fc53c1461494">operations_research::glop::VariablesInfo::LoadBoundsAndReturnTrueIfUnchanged</a></div><div class="ttdeci">bool LoadBoundsAndReturnTrueIfUnchanged(const DenseRow &new_lower_bounds, const DenseRow &new_upper_bounds)</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00022">variables_info.cc:22</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_afa547fd7ed9d419d400f058eebd97d2f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#afa547fd7ed9d419d400f058eebd97d2f">operations_research::glop::VariablesInfo::TransformToDualPhaseIProblem</a></div><div class="ttdeci">void TransformToDualPhaseIProblem(Fractional dual_feasibility_tolerance, const DenseRow &reduced_costs)</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00385">variables_info.cc:385</a></div></div>
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<div class="ttc" id="aclassutil_1_1_integer_range_html"><div class="ttname"><a href="classutil_1_1_integer_range.html">util::IntegerRange</a></div><div class="ttdef"><b>Definition:</b> <a href="iterators_8h_source.html#l00146">iterators.h:146</a></div></div>
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<div class="ttc" id="acommandlineflags_8h_html"><div class="ttname"><a href="commandlineflags_8h.html">commandlineflags.h</a></div></div>
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<div class="ttc" id="aconstraint__solver_2table_8cc_html_acb18315d548212835cd8ed4287e6c0b6"><div class="ttname"><a href="constraint__solver_2table_8cc.html#acb18315d548212835cd8ed4287e6c0b6">a</a></div><div class="ttdeci">int64_t a</div><div class="ttdef"><b>Definition:</b> <a href="constraint__solver_2table_8cc_source.html#l00046">constraint_solver/table.cc:46</a></div></div>
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<div class="ttc" id="acp__model__fz__solver_8cc_html_a10a1eab179b472c030bdc2a2efef7219"><div class="ttname"><a href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a></div><div class="ttdeci">SatParameters parameters</div><div class="ttdef"><b>Definition:</b> <a href="cp__model__fz__solver_8cc_source.html#l00119">cp_model_fz_solver.cc:119</a></div></div>
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<div class="ttc" id="acp__model__solver_8cc_html_aec8af5c1be4e1b6d4330e1161028de21"><div class="ttname"><a href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a></div><div class="ttdeci">ModelSharedTimeLimit * time_limit</div><div class="ttdef"><b>Definition:</b> <a href="cp__model__solver_8cc_source.html#l02050">cp_model_solver.cc:2050</a></div></div>
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<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#l00813">default_search.cc:813</a></div></div>
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<div class="ttc" id="ademon__profiler_8cc_html_ac072af30c4ffbc834bb4c681f6ecb514"><div class="ttname"><a href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a></div><div class="ttdeci">int64_t value</div><div class="ttdef"><b>Definition:</b> <a href="demon__profiler_8cc_source.html#l00044">demon_profiler.cc:44</a></div></div>
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<div class="ttc" id="afp__utils_8h_html"><div class="ttname"><a href="fp__utils_8h.html">fp_utils.h</a></div></div>
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<div class="ttc" id="ag__gurobi_8cc_html_a2237393c7ae7ad7344c9885066d5ab6d"><div class="ttname"><a href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a></div><div class="ttdeci">absl::Status status</div><div class="ttdef"><b>Definition:</b> <a href="g__gurobi_8cc_source.html#l00035">g_gurobi.cc:35</a></div></div>
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<div class="ttc" id="agscip__solver_8cc_html_a1ba5ca0f61f2fa13bd23bf0f89004f35"><div class="ttname"><a href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a></div><div class="ttdeci">double upper_bound</div><div class="ttdef"><b>Definition:</b> <a href="gscip__solver_8cc_source.html#l00137">gscip_solver.cc:137</a></div></div>
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<div class="ttc" id="agscip__solver_8cc_html_a1e2f9a2352c1d9a6cada9544898fceec"><div class="ttname"><a href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a></div><div class="ttdeci">double lower_bound</div><div class="ttdef"><b>Definition:</b> <a href="gscip__solver_8cc_source.html#l00136">gscip_solver.cc:136</a></div></div>
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<div class="ttc" id="ainitial__basis_8h_html"><div class="ttname"><a href="initial__basis_8h.html">initial_basis.h</a></div></div>
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<div class="ttc" id="aintegral__types_8h_html"><div class="ttname"><a href="integral__types_8h.html">integral_types.h</a></div></div>
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<div class="ttc" id="alocal__search_8cc_html_a750b5d744c39a06bfb13e6eb010e35d0"><div class="ttname"><a href="local__search_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a></div><div class="ttdeci">int index</div><div class="ttdef"><b>Definition:</b> <a href="local__search_8cc_source.html#l02750">local_search.cc:2750</a></div></div>
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<div class="ttc" id="alog__severity_8h_html_a50e5762f38854b37ee3e2851bc1bb0e7"><div class="ttname"><a href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a></div><div class="ttdeci">const int WARNING</div><div class="ttdef"><b>Definition:</b> <a href="log__severity_8h_source.html#l00031">log_severity.h:31</a></div></div>
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<div class="ttc" id="alp__data_2lp__utils_8h_html"><div class="ttname"><a href="lp__data_2lp__utils_8h.html">lp_utils.h</a></div></div>
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<div class="ttc" id="alp__data_2permutation_8h_html"><div class="ttname"><a href="lp__data_2permutation_8h.html">permutation.h</a></div></div>
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<div class="ttc" id="alp__data_8h_html"><div class="ttname"><a href="lp__data_8h.html">lp_data.h</a></div></div>
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<div class="ttc" id="alp__print__utils_8h_html"><div class="ttname"><a href="lp__print__utils_8h.html">lp_print_utils.h</a></div></div>
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<div class="ttc" id="alp__types_8h_html"><div class="ttname"><a href="lp__types_8h.html">lp_types.h</a></div></div>
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<div class="ttc" id="amacros_8h_html_a7f536a3b33f9bed8f75734e035d30725"><div class="ttname"><a href="macros_8h.html#a7f536a3b33f9bed8f75734e035d30725">DEBUG_MODE</a></div><div class="ttdeci">const bool DEBUG_MODE</div><div class="ttdef"><b>Definition:</b> <a href="macros_8h_source.html#l00024">macros.h:24</a></div></div>
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<div class="ttc" id="amarkowitz_8cc_html_aa9d6c98fdf8d89b0e2321fda02adc82c"><div class="ttname"><a href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a></div><div class="ttdeci">ColIndex col</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00183">markowitz.cc:183</a></div></div>
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<div class="ttc" id="amatrix__utils_8h_html"><div class="ttname"><a href="matrix__utils_8h.html">matrix_utils.h</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a093fe5e10e710a17a68c2472f0a69f5e"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a093fe5e10e710a17a68c2472f0a69f5e">operations_research::glop::StringifyMonomial</a></div><div class="ttdeci">std::string StringifyMonomial(const Fractional a, const std::string &x, bool fraction)</div><div class="ttdef"><b>Definition:</b> <a href="lp__print__utils_8cc_source.html#l00054">lp_print_utils.cc:54</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a0f6bd47b8956b59589718bd40b1cf8bc"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bc">operations_research::glop::ConstraintStatus</a></div><div class="ttdeci">ConstraintStatus</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00231">lp_types.h:231</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a0f6bd47b8956b59589718bd40b1cf8bca14dc61f52267ea9b476f64c1d4d975b1"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca14dc61f52267ea9b476f64c1d4d975b1">operations_research::glop::ConstraintStatus::AT_UPPER_BOUND</a></div><div class="ttdeci">@ AT_UPPER_BOUND</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a0f6bd47b8956b59589718bd40b1cf8bca74c506bd3d744fb5c2862229c8f2b6ce"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca74c506bd3d744fb5c2862229c8f2b6ce">operations_research::glop::ConstraintStatus::AT_LOWER_BOUND</a></div><div class="ttdeci">@ AT_LOWER_BOUND</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a1dcd08b0f6c19cd4a302bb5a3a6ea06e"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a1dcd08b0f6c19cd4a302bb5a3a6ea06e">operations_research::glop::Square</a></div><div class="ttdeci">Fractional Square(Fractional f)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00036">lp_data/lp_utils.h:36</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a2ad7ea612bc859f5b637d5029fb875fb"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a2ad7ea612bc859f5b637d5029fb875fb">operations_research::glop::InfinityNorm</a></div><div class="ttdeci">Fractional InfinityNorm(const DenseColumn &v)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8cc_source.html#l00081">lp_data/lp_utils.cc:81</a></div></div>
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<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>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a36e54e6744a2e1a24f3844f6b5b56044"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">operations_research::glop::Stringify</a></div><div class="ttdeci">std::string Stringify(const Fractional x, bool fraction)</div><div class="ttdef"><b>Definition:</b> <a href="lp__print__utils_8cc_source.html#l00046">lp_print_utils.cc:46</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a3fe3250e630f7fc5b37f2340ab79c566"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a3fe3250e630f7fc5b37f2340ab79c566">operations_research::glop::VariableTypeRow</a></div><div class="ttdeci">StrictITIVector< ColIndex, VariableType > VariableTypeRow</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00321">lp_types.h:321</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a4452e21ffb34da40470f1e0791800027"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027">operations_research::glop::VariableType</a></div><div class="ttdeci">VariableType</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00175">lp_types.h:175</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a4452e21ffb34da40470f1e0791800027a2882f30bbca588e5d0e88be217ce75c1"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a2882f30bbca588e5d0e88be217ce75c1">operations_research::glop::VariableType::UNCONSTRAINED</a></div><div class="ttdeci">@ UNCONSTRAINED</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a4452e21ffb34da40470f1e0791800027a62e32b9a6efb029208f576ee123b459f"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a62e32b9a6efb029208f576ee123b459f">operations_research::glop::VariableType::UPPER_AND_LOWER_BOUNDED</a></div><div class="ttdeci">@ UPPER_AND_LOWER_BOUNDED</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a4452e21ffb34da40470f1e0791800027a9972b9c8a6068625d6cf1f789f3fd872"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a9972b9c8a6068625d6cf1f789f3fd872">operations_research::glop::VariableType::LOWER_BOUNDED</a></div><div class="ttdeci">@ LOWER_BOUNDED</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a4452e21ffb34da40470f1e0791800027aaa56837dd3f2917e1e13f3173b596103"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027aaa56837dd3f2917e1e13f3173b596103">operations_research::glop::VariableType::FIXED_VARIABLE</a></div><div class="ttdeci">@ FIXED_VARIABLE</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a4452e21ffb34da40470f1e0791800027ae7243c883ff6508ee41b3b1339a7e8f1"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027ae7243c883ff6508ee41b3b1339a7e8f1">operations_research::glop::VariableType::UPPER_BOUNDED</a></div><div class="ttdeci">@ UPPER_BOUNDED</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a46fb729c0be27d1b97db15e0ce9c6067"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a46fb729c0be27d1b97db15e0ce9c6067">operations_research::glop::PreciseScalarProduct</a></div><div class="ttdeci">Fractional PreciseScalarProduct(const DenseRowOrColumn &u, const DenseRowOrColumn2 &v)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00092">lp_data/lp_utils.h:92</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_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#l00303">lp_types.h:303</a></div></div>
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<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>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a62b2a1c80c429da3975f1d948f7c27df"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a62b2a1c80c429da3975f1d948f7c27df">operations_research::glop::ColToIntIndex</a></div><div class="ttdeci">Index ColToIntIndex(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00055">lp_types.h:55</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a6b1b56ad0cb77edbd314f2bec33b467a"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a6b1b56ad0cb77edbd314f2bec33b467a">operations_research::glop::ColumnPermutation</a></div><div class="ttdeci">Permutation< ColIndex > ColumnPermutation</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2permutation_8h_source.html#l00095">lp_data/permutation.h:95</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a6d0540e510c4225b196d87b16f2721a8"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a6d0540e510c4225b196d87b16f2721a8">operations_research::glop::VariableStatusRow</a></div><div class="ttdeci">StrictITIVector< ColIndex, VariableStatus > VariableStatusRow</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00324">lp_types.h:324</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a733947145e3e1631165b618b05c9ccb7"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">operations_research::glop::Fractional</a></div><div class="ttdeci">double Fractional</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00078">lp_types.h:78</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493">operations_research::glop::ProblemStatus</a></div><div class="ttdeci">ProblemStatus</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00102">lp_types.h:102</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954">operations_research::glop::ProblemStatus::IMPRECISE</a></div><div class="ttdeci">@ IMPRECISE</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493a1583be76ac58a4ac4c024f73b3d85811"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a1583be76ac58a4ac4c024f73b3d85811">operations_research::glop::ProblemStatus::DUAL_INFEASIBLE</a></div><div class="ttdeci">@ DUAL_INFEASIBLE</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493a2dcc8f5d91cb2aa2065b8305bf2d5cbd"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a2dcc8f5d91cb2aa2065b8305bf2d5cbd">operations_research::glop::ProblemStatus::PRIMAL_FEASIBLE</a></div><div class="ttdeci">@ PRIMAL_FEASIBLE</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493a57ad14e7a035f33c8ba6c0ea9ea23caa"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a57ad14e7a035f33c8ba6c0ea9ea23caa">operations_research::glop::ProblemStatus::DUAL_FEASIBLE</a></div><div class="ttdeci">@ DUAL_FEASIBLE</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493a7850fcfea005b86b2a3fa0d4293c5ee0"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a7850fcfea005b86b2a3fa0d4293c5ee0">operations_research::glop::ProblemStatus::PRIMAL_INFEASIBLE</a></div><div class="ttdeci">@ PRIMAL_INFEASIBLE</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493a8351cc0ea544c393b3e26fdf42520844"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a8351cc0ea544c393b3e26fdf42520844">operations_research::glop::ProblemStatus::PRIMAL_UNBOUNDED</a></div><div class="ttdeci">@ PRIMAL_UNBOUNDED</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493a88ec4386a3c49b50819358a579fb9adb"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a88ec4386a3c49b50819358a579fb9adb">operations_research::glop::ProblemStatus::ABNORMAL</a></div><div class="ttdeci">@ ABNORMAL</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493a8ada5da7749eac0d9fe1782ad9bab585"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a8ada5da7749eac0d9fe1782ad9bab585">operations_research::glop::ProblemStatus::DUAL_UNBOUNDED</a></div><div class="ttdeci">@ DUAL_UNBOUNDED</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293">operations_research::glop::ProblemStatus::OPTIMAL</a></div><div class="ttdeci">@ OPTIMAL</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493afaee4ca3c30ee18148ce3ada37466498"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493afaee4ca3c30ee18148ce3ada37466498">operations_research::glop::ProblemStatus::INIT</a></div><div class="ttdeci">@ INIT</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a8fbc9efd86a3cc862a9079d86ab8b524"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">operations_research::glop::RowToColIndex</a></div><div class="ttdeci">ColIndex RowToColIndex(RowIndex row)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00049">lp_types.h:49</a></div></div>
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<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#l00091">lp_types.h:91</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a9f2b788a9c67a4c71cb7e75b54aea27f"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a9f2b788a9c67a4c71cb7e75b54aea27f">operations_research::glop::AreFirstColumnsAndRowsExactlyEquals</a></div><div class="ttdeci">bool AreFirstColumnsAndRowsExactlyEquals(RowIndex num_rows, ColIndex num_cols, const SparseMatrix &matrix_a, const CompactSparseMatrix &matrix_b)</div><div class="ttdef"><b>Definition:</b> <a href="matrix__utils_8cc_source.html#l00191">matrix_utils.cc:191</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aaa803ce9366dca251925e0bdde517430"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaa803ce9366dca251925e0bdde517430">operations_research::glop::Transpose</a></div><div class="ttdeci">const DenseRow & Transpose(const DenseColumn &col)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00192">lp_data/lp_utils.h:192</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aaddc7ccf1acc75842c2129ee4590d358"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358">operations_research::glop::VariableStatus</a></div><div class="ttdeci">VariableStatus</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00197">lp_types.h:197</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1">operations_research::glop::VariableStatus::AT_UPPER_BOUND</a></div><div class="ttdeci">@ AT_UPPER_BOUND</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce">operations_research::glop::VariableStatus::AT_LOWER_BOUND</a></div><div class="ttdeci">@ AT_LOWER_BOUND</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aaddc7ccf1acc75842c2129ee4590d358a88c189a42c87aa49d667fc8ab76bc323"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a88c189a42c87aa49d667fc8ab76bc323">operations_research::glop::VariableStatus::FREE</a></div><div class="ttdeci">@ FREE</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e">operations_research::glop::VariableStatus::BASIC</a></div><div class="ttdeci">@ BASIC</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aaddc7ccf1acc75842c2129ee4590d358ae91836db656214f9797e10c15928e501"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae91836db656214f9797e10c15928e501">operations_research::glop::VariableStatus::FIXED_VALUE</a></div><div class="ttdeci">@ FIXED_VALUE</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aaf3efa52c50a245bf2fc964386a15d49"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaf3efa52c50a245bf2fc964386a15d49">operations_research::glop::DenseBitRow</a></div><div class="ttdeci">Bitset64< ColIndex > DenseBitRow</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00327">lp_types.h:327</a></div></div>
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<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>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ab7ff1f9383648fd132667b1e601229c9"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ab7ff1f9383648fd132667b1e601229c9">operations_research::glop::ChangeSign</a></div><div class="ttdeci">void ChangeSign(StrictITIVector< IndexType, Fractional > *data)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00300">lp_data/lp_utils.h:300</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_acbe923ffb6c6090d2488b1f4b9a7d6ae"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#acbe923ffb6c6090d2488b1f4b9a7d6ae">operations_research::glop::kDeterministicSeed</a></div><div class="ttdeci">constexpr const uint64_t kDeterministicSeed</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00079">revised_simplex.cc:79</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ad73165f71f932e8ccc240d4db5097803"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ad73165f71f932e8ccc240d4db5097803">operations_research::glop::RowToColMapping</a></div><div class="ttdeci">StrictITIVector< RowIndex, ColIndex > RowToColMapping</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00346">lp_types.h:346</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae073fb72ea53b6d0f3d7f73cfd6c6ed9"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae073fb72ea53b6d0f3d7f73cfd6c6ed9">operations_research::glop::GetVariableTypeString</a></div><div class="ttdeci">std::string GetVariableTypeString(VariableType variable_type)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8cc_source.html#l00052">lp_types.cc:52</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae436c0f61edb4f16608010c8bd75a1da"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae436c0f61edb4f16608010c8bd75a1da">operations_research::glop::ApplyColumnPermutationToRowIndexedVector</a></div><div class="ttdeci">void ApplyColumnPermutationToRowIndexedVector(const Permutation< ColIndex > &col_perm, RowIndexedVector *v)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2permutation_8h_source.html#l00116">lp_data/permutation.h:116</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae5fa9e57c2d31b294195ed8a9e17bfac"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae5fa9e57c2d31b294195ed8a9e17bfac">operations_research::glop::DenseColumn</a></div><div class="ttdeci">StrictITIVector< RowIndex, Fractional > DenseColumn</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00332">lp_types.h:332</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aec7177dd4fab33ada14a7689223fe89f"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aec7177dd4fab33ada14a7689223fe89f">operations_research::glop::DenseBooleanColumn</a></div><div class="ttdeci">StrictITIVector< RowIndex, bool > DenseBooleanColumn</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00335">lp_types.h:335</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aedb714d776d86539dbb9f42ae5d7d923"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aedb714d776d86539dbb9f42ae5d7d923">operations_research::glop::DeterministicTimeForFpOperations</a></div><div class="ttdeci">static double DeterministicTimeForFpOperations(int64_t n)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00383">lp_types.h:383</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aee749790021783ccc83b2d6abe70c1c0"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aee749790021783ccc83b2d6abe70c1c0">operations_research::glop::GetVariableStatusString</a></div><div class="ttdeci">std::string GetVariableStatusString(VariableStatus status)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8cc_source.html#l00071">lp_types.cc:71</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_af9a790b7e8c5b0c6d55b336177378e78"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">operations_research::glop::kInfinity</a></div><div class="ttdeci">const double kInfinity</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00084">lp_types.h:84</a></div></div>
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<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>
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<div class="ttc" id="anamespaceoperations__research_1_1math__opt_html_a5de89a1f6e3f80a49a0d76136d8044e2"><div class="ttname"><a href="namespaceoperations__research_1_1math__opt.html#a5de89a1f6e3f80a49a0d76136d8044e2">operations_research::math_opt::swap</a></div><div class="ttdeci">void swap(IdMap< K, V > &a, IdMap< K, V > &b)</div><div class="ttdef"><b>Definition:</b> <a href="id__map_8h_source.html#l00262">id_map.h:262</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_html"><div class="ttname"><a href="namespaceoperations__research.html">operations_research</a></div><div class="ttdoc">Collection of objects used to extend the Constraint Solver library.</div><div class="ttdef"><b>Definition:</b> <a href="dense__doubly__linked__list_8h_source.html#l00021">dense_doubly_linked_list.h:21</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_html_ac3308533dde4fc559cab6f4f171d54c9"><div class="ttname"><a href="namespaceoperations__research.html#ac3308533dde4fc559cab6f4f171d54c9">operations_research::ScopedTimeDistributionUpdater</a></div><div class="ttdeci">DisabledScopedTimeDistributionUpdater ScopedTimeDistributionUpdater</div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00434">stats.h:434</a></div></div>
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<div class="ttc" id="anamespacestd_html"><div class="ttname"><a href="namespacestd.html">std</a></div><div class="ttdoc">STL namespace.</div></div>
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<div class="ttc" id="aparser_8yy_8cc_html_a33e91cd0cef6786e9e3a27ac67707207"><div class="ttname"><a href="parser_8yy_8cc.html#a33e91cd0cef6786e9e3a27ac67707207">if</a></div><div class="ttdeci">if(!yyg->yy_init)</div><div class="ttdef"><b>Definition:</b> <a href="parser_8yy_8cc_source.html#l00965">parser.yy.cc:965</a></div></div>
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<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>
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<div class="ttc" id="arevised__simplex_8cc_html_a773239be94b6b64ba8fa2367b86776be"><div class="ttname"><a href="revised__simplex_8cc.html#a773239be94b6b64ba8fa2367b86776be">coeff_magnitude</a></div><div class="ttdeci">Fractional coeff_magnitude</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l01982">revised_simplex.cc:1982</a></div></div>
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<div class="ttc" id="arevised__simplex_8cc_html_a8806083a7bf6a4ee4a4976c226b93788"><div class="ttname"><a href="revised__simplex_8cc.html#a8806083a7bf6a4ee4a4976c226b93788">DCHECK_ROW_BOUNDS</a></div><div class="ttdeci">#define DCHECK_ROW_BOUNDS(row)</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00073">revised_simplex.cc:73</a></div></div>
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<div class="ttc" id="arevised__simplex_8cc_html_acbeead810cb856b2daab5362d543d727"><div class="ttname"><a href="revised__simplex_8cc.html#acbeead810cb856b2daab5362d543d727">ABSL_FLAG</a></div><div class="ttdeci">ABSL_FLAG(bool, simplex_display_numbers_as_fractions, false, "Display numbers as fractions.")</div></div>
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<div class="ttc" id="arevised__simplex_8cc_html_ae985c429ef4bec190816ed836d6cf2c2"><div class="ttname"><a href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a></div><div class="ttdeci">Fractional target_bound</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l01983">revised_simplex.cc:1983</a></div></div>
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<div class="ttc" id="arevised__simplex_8cc_html_aea35f36ba98d5bbd8d033382f50c9e52"><div class="ttname"><a href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a></div><div class="ttdeci">RowIndex row</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l01980">revised_simplex.cc:1980</a></div></div>
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<div class="ttc" id="arevised__simplex_8cc_html_aedfbeda17580baf879eb030b681ccee1"><div class="ttname"><a href="revised__simplex_8cc.html#aedfbeda17580baf879eb030b681ccee1">DCHECK_COL_BOUNDS</a></div><div class="ttdeci">#define DCHECK_COL_BOUNDS(col)</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00066">revised_simplex.cc:66</a></div></div>
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<div class="ttc" id="arevised__simplex_8cc_html_af01c50e388647c921aa7d9c77f2b72b2"><div class="ttname"><a href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a></div><div class="ttdeci">Fractional ratio</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l01981">revised_simplex.cc:1981</a></div></div>
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<div class="ttc" id="arevised__simplex_8h_html"><div class="ttname"><a href="revised__simplex_8h.html">revised_simplex.h</a></div></div>
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<div class="ttc" id="arouting__flow_8cc_html_a75d7b5e4cab1e156cc7a2c5eba1e16f1"><div class="ttname"><a href="routing__flow_8cc.html#a75d7b5e4cab1e156cc7a2c5eba1e16f1">cost</a></div><div class="ttdeci">int64_t cost</div><div class="ttdef"><b>Definition:</b> <a href="routing__flow_8cc_source.html#l00152">routing_flow.cc:152</a></div></div>
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<div class="ttc" id="arouting__search_8cc_html_a79b8e036dca6911e3295a47d99f21f43"><div class="ttname"><a href="routing__search_8cc.html#a79b8e036dca6911e3295a47d99f21f43">distance</a></div><div class="ttdeci">double distance</div><div class="ttdef"><b>Definition:</b> <a href="routing__search_8cc_source.html#l03741">routing_search.cc:3741</a></div></div>
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<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#l00606">sat/lp_utils.cc:606</a></div></div>
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<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#l00607">sat/lp_utils.cc:607</a></div></div>
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<div class="ttc" id="asearch_8cc_html_a9c6d2505b571d11bc113813060f465a3"><div class="ttname"><a href="search_8cc.html#a9c6d2505b571d11bc113813060f465a3">objective_</a></div><div class="ttdeci">IntVar *const objective_</div><div class="ttdef"><b>Definition:</b> <a href="search_8cc_source.html#l03017">search.cc:3017</a></div></div>
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<div class="ttc" id="astats_8h_html_a3c3e6b102f0d91c523099325c98e1887"><div class="ttname"><a href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a></div><div class="ttdeci">#define IF_STATS_ENABLED(instructions)</div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00437">stats.h:437</a></div></div>
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<div class="ttc" id="astats_8h_html_a9995704aaaf45fc21e08c847551a8d04"><div class="ttname"><a href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a></div><div class="ttdeci">#define SCOPED_TIME_STAT(stats)</div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00438">stats.h:438</a></div></div>
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<div class="ttc" id="astatus_8h_html_a3efb1c6250c02a5b881f8b82f75f9822"><div class="ttname"><a href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a></div><div class="ttdeci">#define GLOP_RETURN_IF_ERROR(function_call)</div><div class="ttdef"><b>Definition:</b> <a href="status_8h_source.html#l00072">status.h:72</a></div></div>
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<div class="ttc" id="astatus_8h_html_ae9a90d3e61ffae636234f2c1283117d8"><div class="ttname"><a href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a></div><div class="ttdeci">#define GLOP_RETURN_ERROR_IF_NULL(arg)</div><div class="ttdef"><b>Definition:</b> <a href="status_8h_source.html#l00087">status.h:87</a></div></div>
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<div class="ttc" id="astrong__vector_8h_html"><div class="ttname"><a href="strong__vector_8h.html">strong_vector.h</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_basis_state_html"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_basis_state.html">operations_research::glop::BasisState</a></div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8h_source.html#l00035">variables_info.h:35</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_basis_state_html_a6cc6941be01d3c765280e09be0246c3f"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f">operations_research::glop::BasisState::statuses</a></div><div class="ttdeci">VariableStatusRow statuses</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8h_source.html#l00043">variables_info.h:43</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_basis_state_html_a8e12342fc420701fbffd97025421575a"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_basis_state.html#a8e12342fc420701fbffd97025421575a">operations_research::glop::BasisState::IsEmpty</a></div><div class="ttdeci">bool IsEmpty() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8h_source.html#l00046">variables_info.h:46</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_scattered_vector_html_a824e6b41b839a9f0ce98b10d3b84046d"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_scattered_vector.html#a824e6b41b839a9f0ce98b10d3b84046d">operations_research::glop::ScatteredVector::ClearSparseMask</a></div><div class="ttdeci">void ClearSparseMask()</div><div class="ttdef"><b>Definition:</b> <a href="scattered__vector_8h_source.html#l00131">scattered_vector.h:131</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_scattered_vector_html_aa01dd1032c527cbadf34ea39a02f799e"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_scattered_vector.html#aa01dd1032c527cbadf34ea39a02f799e">operations_research::glop::ScatteredVector::ClearNonZerosIfTooDense</a></div><div class="ttdeci">void ClearNonZerosIfTooDense(double ratio_for_using_dense_representation)</div><div class="ttdef"><b>Definition:</b> <a href="scattered__vector_8h_source.html#l00151">scattered_vector.h:151</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_scattered_vector_html_ac146d47daa294f7e6546c7569c9c881b"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_scattered_vector.html#ac146d47daa294f7e6546c7569c9c881b">operations_research::glop::ScatteredVector::non_zeros</a></div><div class="ttdeci">std::vector< Index > non_zeros</div><div class="ttdef"><b>Definition:</b> <a href="scattered__vector_8h_source.html#l00061">scattered_vector.h:61</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_scattered_vector_html_ae0473e18a367af671dc3f08063c80da4"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">operations_research::glop::ScatteredVector::values</a></div><div class="ttdeci">StrictITIVector< Index, Fractional > values</div><div class="ttdef"><b>Definition:</b> <a href="scattered__vector_8h_source.html#l00056">scattered_vector.h:56</a></div></div>
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<div class="ttc" id="autil_2logging_8h_html_a5f67b653dd99ddbe5e3367e3b4b7b532"><div class="ttname"><a href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a></div><div class="ttdeci">#define SOLVER_LOG(logger,...)</div><div class="ttdef"><b>Definition:</b> <a href="util_2logging_8h_source.html#l00069">util/logging.h:69</a></div></div>
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<div class="ttc" id="avariable__and__expressions_8cc_html_a2091cd7d80fdd31762020bce86138587"><div class="ttname"><a href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a></div><div class="ttdeci">const double coeff</div><div class="ttdef"><b>Definition:</b> <a href="variable__and__expressions_8cc_source.html#l00105">variable_and_expressions.cc:105</a></div></div>
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<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#l00044">vlog_is_on.h:44</a></div></div>
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