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<div class="headertitle"><div class="title">integral_solver.cc</div></div>
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<a href="integral__solver_8cc.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a 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="integral__solver_8h.html">ortools/bop/integral_solver.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 <math.h></span></div>
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<div class="line"><a id="l00017" name="l00017"></a><span class="lineno"> 17</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 <limits></span></div>
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<div class="line"><a id="l00020" name="l00020"></a><span class="lineno"> 20</span><span class="preprocessor">#include <vector></span></div>
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<div class="line"><a id="l00021" name="l00021"></a><span class="lineno"> 21</span> </div>
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<div class="line"><a id="l00022" name="l00022"></a><span class="lineno"> 22</span><span class="preprocessor">#include "<a class="code" href="bop__solver_8h.html">ortools/bop/bop_solver.h</a>"</span></div>
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<div class="line"><a id="l00023" name="l00023"></a><span class="lineno"> 23</span><span class="preprocessor">#include "<a class="code" href="lp__decomposer_8h.html">ortools/lp_data/lp_decomposer.h</a>"</span></div>
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<div class="line"><a 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="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="l00026" name="l00026"></a><span class="lineno"> 26</span><span class="keyword">namespace </span>bop {</div>
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<div class="line"><a id="l00027" name="l00027"></a><span class="lineno"> 27</span> </div>
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<div class="line"><a id="l00028" name="l00028"></a><span class="lineno"> 28</span>using ::operations_research::glop::ColIndex;</div>
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<div class="line"><a id="l00029" name="l00029"></a><span class="lineno"> 29</span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">using ::operations_research::glop::DenseRow</a>;</div>
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<div class="line"><a id="l00030" name="l00030"></a><span class="lineno"> 30</span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">using ::operations_research::glop::Fractional</a>;</div>
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<div class="line"><a id="l00031" name="l00031"></a><span class="lineno"> 31</span><a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">using ::operations_research::glop::kInfinity</a>;</div>
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<div class="line"><a id="l00032" name="l00032"></a><span class="lineno"> 32</span>using ::operations_research::glop::LinearProgram;</div>
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<div class="line"><a id="l00033" name="l00033"></a><span class="lineno"> 33</span>using ::operations_research::glop::LPDecomposer;</div>
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<div class="line"><a id="l00034" name="l00034"></a><span class="lineno"> 34</span>using ::operations_research::glop::RowIndex;</div>
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<div class="line"><a id="l00035" name="l00035"></a><span class="lineno"> 35</span>using ::operations_research::glop::SparseColumn;</div>
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<div class="line"><a id="l00036" name="l00036"></a><span class="lineno"> 36</span>using ::operations_research::glop::SparseMatrix;</div>
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<div class="line"><a id="l00037" name="l00037"></a><span class="lineno"> 37</span>using ::operations_research::sat::LinearBooleanConstraint;</div>
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<div class="line"><a id="l00038" name="l00038"></a><span class="lineno"> 38</span>using ::operations_research::sat::LinearBooleanProblem;</div>
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<div class="line"><a id="l00039" name="l00039"></a><span class="lineno"> 39</span>using ::operations_research::sat::LinearObjective;</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"> 41</span><span class="keyword">namespace </span>{</div>
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<div class="line"><a id="l00042" name="l00042"></a><span class="lineno"> 42</span><span class="comment">// TODO(user): Use an existing one or move it to util.</span></div>
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<div class="line"><a id="l00043" name="l00043"></a><span class="lineno"> 43</span><span class="keywordtype">bool</span> <a class="code hl_function" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(<a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> x) {</div>
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<div class="line"><a id="l00044" name="l00044"></a><span class="lineno"> 44</span> <span class="keyword">const</span> <span class="keywordtype">double</span> kTolerance = 1e-10;</div>
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<div class="line"><a id="l00045" name="l00045"></a><span class="lineno"> 45</span> <span class="keywordflow">return</span> std::abs(x - round(x)) <= kTolerance;</div>
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<div class="line"><a id="l00046" name="l00046"></a><span class="lineno"> 46</span>}</div>
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<div class="line"><a id="l00047" name="l00047"></a><span class="lineno"> 47</span> </div>
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<div class="line"><a id="l00048" name="l00048"></a><span class="lineno"> 48</span><span class="comment">// Returns true when all the variables of the problem are Boolean, and all the</span></div>
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<div class="line"><a id="l00049" name="l00049"></a><span class="lineno"> 49</span><span class="comment">// constraints have integer coefficients.</span></div>
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<div class="line"><a id="l00050" name="l00050"></a><span class="lineno"> 50</span><span class="comment">// TODO(user): Move to SAT util.</span></div>
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<div class="line"><a id="l00051" name="l00051"></a><span class="lineno"> 51</span><span class="keywordtype">bool</span> ProblemIsBooleanAndHasOnlyIntegralConstraints(</div>
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<div class="line"><a id="l00052" name="l00052"></a><span class="lineno"> 52</span> <span class="keyword">const</span> LinearProgram& linear_problem) {</div>
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<div class="line"><a id="l00053" name="l00053"></a><span class="lineno"> 53</span> <span class="keyword">const</span> glop::SparseMatrix& matrix = linear_problem.GetSparseMatrix();</div>
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<div class="line"><a id="l00054" name="l00054"></a><span class="lineno"> 54</span> </div>
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<div class="line"><a id="l00055" name="l00055"></a><span class="lineno"> 55</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> < linear_problem.num_variables(); ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00056" name="l00056"></a><span class="lineno"> 56</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> = linear_problem.variable_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00057" name="l00057"></a><span class="lineno"> 57</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> = linear_problem.variable_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00058" name="l00058"></a><span class="lineno"> 58</span> </div>
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<div class="line"><a id="l00059" name="l00059"></a><span class="lineno"> 59</span> <span class="keywordflow">if</span> (lower_bound <= -1.0 || upper_bound >= 2.0) {</div>
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<div class="line"><a id="l00060" name="l00060"></a><span class="lineno"> 60</span> <span class="comment">// Integral variable.</span></div>
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<div class="line"><a id="l00061" name="l00061"></a><span class="lineno"> 61</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00062" name="l00062"></a><span class="lineno"> 62</span> }</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="keywordflow">for</span> (<span class="keyword">const</span> SparseColumn::Entry e : matrix.column(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
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<div class="line"><a id="l00065" name="l00065"></a><span class="lineno"> 65</span> <span class="keywordflow">if</span> (!<a class="code hl_function" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(e.coefficient())) {</div>
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<div class="line"><a id="l00066" name="l00066"></a><span class="lineno"> 66</span> <span class="comment">// Floating coefficient.</span></div>
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<div class="line"><a id="l00067" name="l00067"></a><span class="lineno"> 67</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00068" name="l00068"></a><span class="lineno"> 68</span> }</div>
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<div class="line"><a id="l00069" name="l00069"></a><span class="lineno"> 69</span> }</div>
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<div class="line"><a id="l00070" name="l00070"></a><span class="lineno"> 70</span> }</div>
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<div class="line"><a id="l00071" name="l00071"></a><span class="lineno"> 71</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00072" name="l00072"></a><span class="lineno"> 72</span>}</div>
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<div class="line"><a id="l00073" name="l00073"></a><span class="lineno"> 73</span> </div>
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<div class="line"><a id="l00074" name="l00074"></a><span class="lineno"> 74</span><span class="comment">// Builds a LinearBooleanProblem based on a LinearProgram with all the variables</span></div>
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<div class="line"><a id="l00075" name="l00075"></a><span class="lineno"> 75</span><span class="comment">// being booleans and all the constraints having only integral coefficients.</span></div>
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<div class="line"><a id="l00076" name="l00076"></a><span class="lineno"> 76</span><span class="comment">// TODO(user): Move to SAT util.</span></div>
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<div class="line"><a id="l00077" name="l00077"></a><span class="lineno"> 77</span><span class="keywordtype">void</span> BuildBooleanProblemWithIntegralConstraints(</div>
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<div class="line"><a id="l00078" name="l00078"></a><span class="lineno"> 78</span> <span class="keyword">const</span> LinearProgram& linear_problem, <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& initial_solution,</div>
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<div class="line"><a id="l00079" name="l00079"></a><span class="lineno"> 79</span> LinearBooleanProblem* boolean_problem,</div>
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<div class="line"><a id="l00080" name="l00080"></a><span class="lineno"> 80</span> std::vector<bool>* boolean_initial_solution) {</div>
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<div class="line"><a id="l00081" name="l00081"></a><span class="lineno"> 81</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(boolean_problem != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00082" name="l00082"></a><span class="lineno"> 82</span> boolean_problem->Clear();</div>
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<div class="line"><a id="l00083" name="l00083"></a><span class="lineno"> 83</span> </div>
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<div class="line"><a id="l00084" name="l00084"></a><span class="lineno"> 84</span> <span class="keyword">const</span> glop::SparseMatrix& matrix = linear_problem.GetSparseMatrix();</div>
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<div class="line"><a id="l00085" name="l00085"></a><span class="lineno"> 85</span> <span class="comment">// Create Boolean variables.</span></div>
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<div class="line"><a id="l00086" name="l00086"></a><span class="lineno"> 86</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> < matrix.num_cols(); ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00087" name="l00087"></a><span class="lineno"> 87</span> boolean_problem->add_var_names(linear_problem.GetVariableName(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>));</div>
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<div class="line"><a id="l00088" name="l00088"></a><span class="lineno"> 88</span> }</div>
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<div class="line"><a id="l00089" name="l00089"></a><span class="lineno"> 89</span> boolean_problem->set_num_variables(matrix.num_cols().value());</div>
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<div class="line"><a id="l00090" name="l00090"></a><span class="lineno"> 90</span> boolean_problem->set_name(linear_problem.name());</div>
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<div class="line"><a id="l00091" name="l00091"></a><span class="lineno"> 91</span> </div>
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<div class="line"><a id="l00092" name="l00092"></a><span class="lineno"> 92</span> <span class="comment">// Create constraints.</span></div>
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<div class="line"><a id="l00093" name="l00093"></a><span class="lineno"> 93</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < matrix.num_rows(); ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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<div class="line"><a id="l00094" name="l00094"></a><span class="lineno"> 94</span> LinearBooleanConstraint* <span class="keyword">const</span> constraint =</div>
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<div class="line"><a id="l00095" name="l00095"></a><span class="lineno"> 95</span> boolean_problem->add_constraints();</div>
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<div class="line"><a id="l00096" name="l00096"></a><span class="lineno"> 96</span> constraint->set_name(linear_problem.GetConstraintName(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>));</div>
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<div class="line"><a id="l00097" name="l00097"></a><span class="lineno"> 97</span> <span class="keywordflow">if</span> (linear_problem.constraint_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</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="l00098" name="l00098"></a><span class="lineno"> 98</span> constraint->set_lower_bound(</div>
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<div class="line"><a id="l00099" name="l00099"></a><span class="lineno"> 99</span> linear_problem.constraint_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
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<div class="line"><a id="l00100" name="l00100"></a><span class="lineno"> 100</span> }</div>
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<div class="line"><a id="l00101" name="l00101"></a><span class="lineno"> 101</span> <span class="keywordflow">if</span> (linear_problem.constraint_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</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="l00102" name="l00102"></a><span class="lineno"> 102</span> constraint->set_upper_bound(</div>
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<div class="line"><a id="l00103" name="l00103"></a><span class="lineno"> 103</span> linear_problem.constraint_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
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<div class="line"><a id="l00104" name="l00104"></a><span class="lineno"> 104</span> }</div>
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<div class="line"><a id="l00105" name="l00105"></a><span class="lineno"> 105</span> }</div>
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<div class="line"><a id="l00106" name="l00106"></a><span class="lineno"> 106</span> </div>
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<div class="line"><a id="l00107" name="l00107"></a><span class="lineno"> 107</span> <span class="comment">// Store the constraint coefficients.</span></div>
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<div class="line"><a id="l00108" name="l00108"></a><span class="lineno"> 108</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> < matrix.num_cols(); ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00109" name="l00109"></a><span class="lineno"> 109</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> SparseColumn::Entry e : matrix.column(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
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<div class="line"><a id="l00110" name="l00110"></a><span class="lineno"> 110</span> LinearBooleanConstraint* <span class="keyword">const</span> constraint =</div>
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<div class="line"><a id="l00111" name="l00111"></a><span class="lineno"> 111</span> boolean_problem->mutable_constraints(e.row().value());</div>
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<div class="line"><a id="l00112" name="l00112"></a><span class="lineno"> 112</span> constraint->add_literals(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>.value() + 1);</div>
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<div class="line"><a id="l00113" name="l00113"></a><span class="lineno"> 113</span> constraint->add_coefficients(e.coefficient());</div>
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<div class="line"><a id="l00114" name="l00114"></a><span class="lineno"> 114</span> }</div>
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<div class="line"><a id="l00115" name="l00115"></a><span class="lineno"> 115</span> }</div>
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<div class="line"><a id="l00116" name="l00116"></a><span class="lineno"> 116</span> </div>
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<div class="line"><a id="l00117" name="l00117"></a><span class="lineno"> 117</span> <span class="comment">// Add the unit constraints to fix the variables since the variable bounds</span></div>
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<div class="line"><a id="l00118" name="l00118"></a><span class="lineno"> 118</span> <span class="comment">// are always [0, 1] in a BooleanLinearProblem.</span></div>
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<div class="line"><a id="l00119" name="l00119"></a><span class="lineno"> 119</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> < matrix.num_cols(); ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00120" name="l00120"></a><span class="lineno"> 120</span> <span class="comment">// TODO(user): double check the rounding, and add unit test for this.</span></div>
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<div class="line"><a id="l00121" name="l00121"></a><span class="lineno"> 121</span> <span class="keyword">const</span> <span class="keywordtype">int</span> lb = std::round(linear_problem.variable_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
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<div class="line"><a id="l00122" name="l00122"></a><span class="lineno"> 122</span> <span class="keyword">const</span> <span class="keywordtype">int</span> ub = std::round(linear_problem.variable_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
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<div class="line"><a id="l00123" name="l00123"></a><span class="lineno"> 123</span> <span class="keywordflow">if</span> (lb == ub) {</div>
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<div class="line"><a id="l00124" name="l00124"></a><span class="lineno"> 124</span> LinearBooleanConstraint* <a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a> = boolean_problem->add_constraints();</div>
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<div class="line"><a id="l00125" name="l00125"></a><span class="lineno"> 125</span> <a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->set_lower_bound(ub);</div>
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<div class="line"><a id="l00126" name="l00126"></a><span class="lineno"> 126</span> <a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->set_upper_bound(ub);</div>
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<div class="line"><a id="l00127" name="l00127"></a><span class="lineno"> 127</span> <a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->add_literals(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>.value() + 1);</div>
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<div class="line"><a id="l00128" name="l00128"></a><span class="lineno"> 128</span> <a class="code hl_variable" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->add_coefficients(1.0);</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"> 130</span> }</div>
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<div class="line"><a id="l00131" name="l00131"></a><span class="lineno"> 131</span> </div>
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<div class="line"><a id="l00132" name="l00132"></a><span class="lineno"> 132</span> <span class="comment">// Create the minimization objective.</span></div>
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<div class="line"><a id="l00133" name="l00133"></a><span class="lineno"> 133</span> std::vector<double> <a class="code hl_variable" href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a>;</div>
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<div class="line"><a id="l00134" name="l00134"></a><span class="lineno"> 134</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> < linear_problem.num_variables(); ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00135" name="l00135"></a><span class="lineno"> 135</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> = linear_problem.objective_coefficients()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00136" name="l00136"></a><span class="lineno"> 136</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a> != 0.0) <a class="code hl_variable" href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a>.push_back(<a class="code hl_variable" href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a>);</div>
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<div class="line"><a id="l00137" name="l00137"></a><span class="lineno"> 137</span> }</div>
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<div class="line"><a id="l00138" name="l00138"></a><span class="lineno"> 138</span> <span class="keywordtype">double</span> scaling_factor = 0.0;</div>
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<div class="line"><a id="l00139" name="l00139"></a><span class="lineno"> 139</span> <span class="keywordtype">double</span> relative_error = 0.0;</div>
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<div class="line"><a id="l00140" name="l00140"></a><span class="lineno"> 140</span> <a class="code hl_function" href="namespaceoperations__research.html#aae3359f1c2367d44e5cf9be5d5abc89f">GetBestScalingOfDoublesToInt64</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a>,</div>
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<div class="line"><a id="l00141" name="l00141"></a><span class="lineno"> 141</span> <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::numeric_limits<int64_t>::max</a>(),</div>
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<div class="line"><a id="l00142" name="l00142"></a><span class="lineno"> 142</span> &scaling_factor, &relative_error);</div>
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<div class="line"><a id="l00143" name="l00143"></a><span class="lineno"> 143</span> <span class="keyword">const</span> int64_t gcd = <a class="code hl_function" href="namespaceoperations__research.html#aae2e6ed909e0cd5f240b885800f55c87">ComputeGcdOfRoundedDoubles</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a>, scaling_factor);</div>
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<div class="line"><a id="l00144" name="l00144"></a><span class="lineno"> 144</span> LinearObjective* <span class="keyword">const</span> objective = boolean_problem->mutable_objective();</div>
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<div class="line"><a id="l00145" name="l00145"></a><span class="lineno"> 145</span> objective->set_offset(linear_problem.objective_offset() * scaling_factor /</div>
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<div class="line"><a id="l00146" name="l00146"></a><span class="lineno"> 146</span> gcd);</div>
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<div class="line"><a id="l00147" name="l00147"></a><span class="lineno"> 147</span> </div>
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<div class="line"><a id="l00148" name="l00148"></a><span class="lineno"> 148</span> <span class="comment">// Note that here we set the scaling factor for the inverse operation of</span></div>
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<div class="line"><a id="l00149" name="l00149"></a><span class="lineno"> 149</span> <span class="comment">// getting the "true" objective value from the scaled one. Hence the inverse.</span></div>
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<div class="line"><a id="l00150" name="l00150"></a><span class="lineno"> 150</span> objective->set_scaling_factor(1.0 / scaling_factor * gcd);</div>
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<div class="line"><a id="l00151" name="l00151"></a><span class="lineno"> 151</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> < linear_problem.num_variables(); ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00152" name="l00152"></a><span class="lineno"> 152</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> = linear_problem.objective_coefficients()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00153" name="l00153"></a><span class="lineno"> 153</span> <span class="keyword">const</span> int64_t <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> =</div>
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<div class="line"><a id="l00154" name="l00154"></a><span class="lineno"> 154</span> <span class="keyword">static_cast<</span>int64_t<span class="keyword">></span>(round(<a class="code hl_variable" href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a> * scaling_factor)) / gcd;</div>
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<div class="line"><a id="l00155" name="l00155"></a><span class="lineno"> 155</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> != 0) {</div>
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<div class="line"><a id="l00156" name="l00156"></a><span class="lineno"> 156</span> objective->add_literals(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>.value() + 1);</div>
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<div class="line"><a id="l00157" name="l00157"></a><span class="lineno"> 157</span> objective->add_coefficients(<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>);</div>
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<div class="line"><a id="l00158" name="l00158"></a><span class="lineno"> 158</span> }</div>
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<div class="line"><a id="l00159" name="l00159"></a><span class="lineno"> 159</span> }</div>
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<div class="line"><a id="l00160" name="l00160"></a><span class="lineno"> 160</span> </div>
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<div class="line"><a id="l00161" name="l00161"></a><span class="lineno"> 161</span> <span class="comment">// If the problem was a maximization one, we need to modify the objective.</span></div>
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<div class="line"><a id="l00162" name="l00162"></a><span class="lineno"> 162</span> <span class="keywordflow">if</span> (linear_problem.IsMaximizationProblem()) {</div>
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<div class="line"><a id="l00163" name="l00163"></a><span class="lineno"> 163</span> <a class="code hl_function" href="namespaceoperations__research_1_1sat.html#aaf57d784624873d840a2589efa6ff1a1">sat::ChangeOptimizationDirection</a>(boolean_problem);</div>
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<div class="line"><a id="l00164" name="l00164"></a><span class="lineno"> 164</span> }</div>
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<div class="line"><a id="l00165" name="l00165"></a><span class="lineno"> 165</span> </div>
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<div class="line"><a id="l00166" name="l00166"></a><span class="lineno"> 166</span> <span class="comment">// Fill the Boolean initial solution.</span></div>
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<div class="line"><a id="l00167" name="l00167"></a><span class="lineno"> 167</span> <span class="keywordflow">if</span> (!initial_solution.empty()) {</div>
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<div class="line"><a id="l00168" name="l00168"></a><span class="lineno"> 168</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(boolean_initial_solution != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00169" name="l00169"></a><span class="lineno"> 169</span> <a class="code hl_define" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(boolean_problem->num_variables(), initial_solution.size());</div>
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<div class="line"><a id="l00170" name="l00170"></a><span class="lineno"> 170</span> boolean_initial_solution->assign(boolean_problem->num_variables(), <span class="keyword">false</span>);</div>
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<div class="line"><a id="l00171" name="l00171"></a><span class="lineno"> 171</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < initial_solution.size(); ++i) {</div>
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<div class="line"><a id="l00172" name="l00172"></a><span class="lineno"> 172</span> (*boolean_initial_solution)[i] = (initial_solution[ColIndex(i)] != 0);</div>
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<div class="line"><a id="l00173" name="l00173"></a><span class="lineno"> 173</span> }</div>
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<div class="line"><a id="l00174" name="l00174"></a><span class="lineno"> 174</span> }</div>
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<div class="line"><a id="l00175" name="l00175"></a><span class="lineno"> 175</span>}</div>
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<div class="line"><a id="l00176" name="l00176"></a><span class="lineno"> 176</span> </div>
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<div class="line"><a id="l00177" name="l00177"></a><span class="lineno"> 177</span><span class="comment">//------------------------------------------------------------------------------</span></div>
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<div class="line"><a id="l00178" name="l00178"></a><span class="lineno"> 178</span><span class="comment">// IntegralVariable</span></div>
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<div class="line"><a id="l00179" name="l00179"></a><span class="lineno"> 179</span><span class="comment">//------------------------------------------------------------------------------</span></div>
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<div class="line"><a id="l00180" name="l00180"></a><span class="lineno"> 180</span><span class="comment">// Model an integral variable using Boolean variables.</span></div>
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<div class="line"><a id="l00181" name="l00181"></a><span class="lineno"> 181</span><span class="comment">// TODO(user): Enable discrete representation by value, i.e. use three Boolean</span></div>
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<div class="line"><a id="l00182" name="l00182"></a><span class="lineno"> 182</span><span class="comment">// variables when only possible values are 10, 12, 32.</span></div>
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<div class="line"><a id="l00183" name="l00183"></a><span class="lineno"> 183</span><span class="comment">// In the same way, when only two consecutive values are possible</span></div>
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<div class="line"><a id="l00184" name="l00184"></a><span class="lineno"> 184</span><span class="comment">// use only one Boolean variable with an offset.</span></div>
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<div class="line"><a id="l00185" name="l00185"></a><span class="lineno"> 185</span><span class="keyword">class </span>IntegralVariable {</div>
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<div class="line"><a id="l00186" name="l00186"></a><span class="lineno"> 186</span> <span class="keyword">public</span>:</div>
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<div class="line"><a id="l00187" name="l00187"></a><span class="lineno"> 187</span> IntegralVariable();</div>
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<div class="line"><a id="l00188" name="l00188"></a><span class="lineno"> 188</span> </div>
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<div class="line"><a id="l00189" name="l00189"></a><span class="lineno"> 189</span> <span class="comment">// Creates the minimal number of Boolean variables to represent an integral</span></div>
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<div class="line"><a id="l00190" name="l00190"></a><span class="lineno"> 190</span> <span class="comment">// variable with range [lower_bound, upper_bound]. start_var_index corresponds</span></div>
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<div class="line"><a id="l00191" name="l00191"></a><span class="lineno"> 191</span> <span class="comment">// to the next available Boolean variable index. If three Boolean variables</span></div>
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<div class="line"><a id="l00192" name="l00192"></a><span class="lineno"> 192</span> <span class="comment">// are needed to model the integral variable, the used variables will have</span></div>
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<div class="line"><a id="l00193" name="l00193"></a><span class="lineno"> 193</span> <span class="comment">// indices start_var_index, start_var_index +1, and start_var_index +2.</span></div>
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<div class="line"><a id="l00194" name="l00194"></a><span class="lineno"> 194</span> <span class="keywordtype">void</span> BuildFromRange(<span class="keywordtype">int</span> start_var_index, <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>,</div>
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<div class="line"><a id="l00195" name="l00195"></a><span class="lineno"> 195</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>);</div>
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<div class="line"><a id="l00196" name="l00196"></a><span class="lineno"> 196</span> </div>
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<div class="line"><a id="l00197" name="l00197"></a><span class="lineno"> 197</span> <span class="keywordtype">void</span> Clear();</div>
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<div class="line"><a id="l00198" name="l00198"></a><span class="lineno"> 198</span> <span class="keywordtype">void</span> set_offset(int64_t offset) { <a class="code hl_variable" href="interval_8cc.html#adeaf787e3a80bbf698cb9e26264474e0">offset_</a> = offset; }</div>
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<div class="line"><a id="l00199" name="l00199"></a><span class="lineno"> 199</span> <span class="keywordtype">void</span> set_weight(VariableIndex <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>, int64_t <a class="code hl_variable" href="pack_8cc.html#a4255f714cea26cdd64f6a0ee72d34a8c">weight</a>);</div>
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<div class="line"><a id="l00200" name="l00200"></a><span class="lineno"> 200</span> </div>
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<div class="line"><a id="l00201" name="l00201"></a><span class="lineno"> 201</span> <span class="keywordtype">int</span> GetNumberOfBooleanVariables()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> bits_.size(); }</div>
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<div class="line"><a id="l00202" name="l00202"></a><span class="lineno"> 202</span> </div>
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<div class="line"><a id="l00203" name="l00203"></a><span class="lineno"> 203</span> <span class="keyword">const</span> std::vector<VariableIndex>& bits()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> bits_; }</div>
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<div class="line"><a id="l00204" name="l00204"></a><span class="lineno"> 204</span> <span class="keyword">const</span> std::vector<int64_t>& weights()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> weights_; }</div>
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<div class="line"><a id="l00205" name="l00205"></a><span class="lineno"> 205</span> int64_t offset()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> <a class="code hl_variable" href="interval_8cc.html#adeaf787e3a80bbf698cb9e26264474e0">offset_</a>; }</div>
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<div class="line"><a id="l00206" name="l00206"></a><span class="lineno"> 206</span> </div>
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<div class="line"><a id="l00207" name="l00207"></a><span class="lineno"> 207</span> <span class="comment">// Returns the value of the integral variable based on the Boolean conversion</span></div>
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<div class="line"><a id="l00208" name="l00208"></a><span class="lineno"> 208</span> <span class="comment">// and the Boolean solution to the problem.</span></div>
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<div class="line"><a id="l00209" name="l00209"></a><span class="lineno"> 209</span> int64_t GetSolutionValue(<span class="keyword">const</span> BopSolution& solution) <span class="keyword">const</span>;</div>
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<div class="line"><a id="l00210" name="l00210"></a><span class="lineno"> 210</span> </div>
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<div class="line"><a id="l00211" name="l00211"></a><span class="lineno"> 211</span> <span class="comment">// Returns the values of the Boolean variables based on the Boolean conversion</span></div>
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<div class="line"><a id="l00212" name="l00212"></a><span class="lineno"> 212</span> <span class="comment">// and the integral value of this variable. This only works for variables that</span></div>
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<div class="line"><a id="l00213" name="l00213"></a><span class="lineno"> 213</span> <span class="comment">// were constructed using BuildFromRange() (for which can_be_reversed_ is</span></div>
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<div class="line"><a id="l00214" name="l00214"></a><span class="lineno"> 214</span> <span class="comment">// true).</span></div>
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<div class="line"><a id="l00215" name="l00215"></a><span class="lineno"> 215</span> std::vector<bool> GetBooleanSolutionValues(int64_t integral_value) <span class="keyword">const</span>;</div>
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<div class="line"><a id="l00216" name="l00216"></a><span class="lineno"> 216</span> </div>
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<div class="line"><a id="l00217" name="l00217"></a><span class="lineno"> 217</span> std::string DebugString() <span class="keyword">const</span>;</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="keyword">private</span>:</div>
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<div class="line"><a id="l00220" name="l00220"></a><span class="lineno"> 220</span> <span class="comment">// The value of the integral variable is expressed as</span></div>
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<div class="line"><a id="l00221" name="l00221"></a><span class="lineno"> 221</span> <span class="comment">// sum_i(weights[i] * Value(bits[i])) + offset.</span></div>
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<div class="line"><a id="l00222" name="l00222"></a><span class="lineno"> 222</span> <span class="comment">// Note that weights can be negative to represent negative values.</span></div>
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<div class="line"><a id="l00223" name="l00223"></a><span class="lineno"> 223</span> std::vector<VariableIndex> bits_;</div>
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<div class="line"><a id="l00224" name="l00224"></a><span class="lineno"> 224</span> std::vector<int64_t> weights_;</div>
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<div class="line"><a id="l00225" name="l00225"></a><span class="lineno"> 225</span> int64_t <a class="code hl_variable" href="interval_8cc.html#adeaf787e3a80bbf698cb9e26264474e0">offset_</a>;</div>
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<div class="line"><a id="l00226" name="l00226"></a><span class="lineno"> 226</span> <span class="comment">// True if the values of the boolean variables representing this integral</span></div>
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<div class="line"><a id="l00227" name="l00227"></a><span class="lineno"> 227</span> <span class="comment">// variable can be deduced from the integral variable's value. Namely, this is</span></div>
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<div class="line"><a id="l00228" name="l00228"></a><span class="lineno"> 228</span> <span class="comment">// true for variables built using BuildFromRange() but usually false for</span></div>
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<div class="line"><a id="l00229" name="l00229"></a><span class="lineno"> 229</span> <span class="comment">// variables built using set_weight().</span></div>
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<div class="line"><a id="l00230" name="l00230"></a><span class="lineno"> 230</span> <span class="keywordtype">bool</span> can_be_reversed_;</div>
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<div class="line"><a id="l00231" name="l00231"></a><span class="lineno"> 231</span>};</div>
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<div class="line"><a id="l00232" name="l00232"></a><span class="lineno"> 232</span> </div>
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<div class="line"><a id="l00233" name="l00233"></a><span class="lineno"> 233</span>IntegralVariable::IntegralVariable()</div>
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<div class="line"><a id="l00234" name="l00234"></a><span class="lineno"> 234</span> : bits_(), weights_(), <a class="code hl_variable" href="interval_8cc.html#adeaf787e3a80bbf698cb9e26264474e0">offset_</a>(0), can_be_reversed_(true) {}</div>
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<div class="line"><a id="l00235" name="l00235"></a><span class="lineno"> 235</span> </div>
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<div class="line"><a id="l00236" name="l00236"></a><span class="lineno"> 236</span><span class="keywordtype">void</span> IntegralVariable::BuildFromRange(<span class="keywordtype">int</span> start_var_index,</div>
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<div class="line"><a id="l00237" name="l00237"></a><span class="lineno"> 237</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>,</div>
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<div class="line"><a id="l00238" name="l00238"></a><span class="lineno"> 238</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>) {</div>
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<div class="line"><a id="l00239" name="l00239"></a><span class="lineno"> 239</span> Clear();</div>
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<div class="line"><a id="l00240" name="l00240"></a><span class="lineno"> 240</span> </div>
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<div class="line"><a id="l00241" name="l00241"></a><span class="lineno"> 241</span> <span class="comment">// Integral variable. Split the variable into the minimum number of bits</span></div>
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<div class="line"><a id="l00242" name="l00242"></a><span class="lineno"> 242</span> <span class="comment">// required to model the upper bound.</span></div>
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<div class="line"><a id="l00243" name="l00243"></a><span class="lineno"> 243</span> <a class="code hl_define" href="base_2logging_8h.html#ab25e01a2942b821d66371fc68d53f2eb">CHECK_NE</a>(-<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>, <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>);</div>
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<div class="line"><a id="l00244" name="l00244"></a><span class="lineno"> 244</span> <a class="code hl_define" href="base_2logging_8h.html#ab25e01a2942b821d66371fc68d53f2eb">CHECK_NE</a>(<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</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="keyword">const</span> int64_t integral_lower_bound = <span class="keyword">static_cast<</span>int64_t<span class="keyword">></span>(ceil(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>));</div>
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<div class="line"><a id="l00247" name="l00247"></a><span class="lineno"> 247</span> <span class="keyword">const</span> int64_t integral_upper_bound = <span class="keyword">static_cast<</span>int64_t<span class="keyword">></span>(floor(<a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>));</div>
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<div class="line"><a id="l00248" name="l00248"></a><span class="lineno"> 248</span> <a class="code hl_variable" href="interval_8cc.html#adeaf787e3a80bbf698cb9e26264474e0">offset_</a> = integral_lower_bound;</div>
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<div class="line"><a id="l00249" name="l00249"></a><span class="lineno"> 249</span> <span class="keyword">const</span> int64_t <a class="code hl_variable" href="resource_8cc.html#af12056bc2a8e3ec563f0940d87abbd2e">delta</a> = integral_upper_bound - integral_lower_bound;</div>
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<div class="line"><a id="l00250" name="l00250"></a><span class="lineno"> 250</span> <span class="keyword">const</span> <span class="keywordtype">int</span> num_used_bits = <a class="code hl_function" href="namespaceoperations__research.html#afa6ef9aef70f95b9d5bcee2c10937bc8">MostSignificantBitPosition64</a>(<a class="code hl_variable" href="resource_8cc.html#af12056bc2a8e3ec563f0940d87abbd2e">delta</a>) + 1;</div>
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<div class="line"><a id="l00251" name="l00251"></a><span class="lineno"> 251</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < num_used_bits; ++i) {</div>
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<div class="line"><a id="l00252" name="l00252"></a><span class="lineno"> 252</span> bits_.push_back(VariableIndex(start_var_index + i));</div>
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<div class="line"><a id="l00253" name="l00253"></a><span class="lineno"> 253</span> weights_.push_back(1ULL << i);</div>
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<div class="line"><a id="l00254" name="l00254"></a><span class="lineno"> 254</span> }</div>
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<div class="line"><a id="l00255" name="l00255"></a><span class="lineno"> 255</span>}</div>
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<div class="line"><a id="l00256" name="l00256"></a><span class="lineno"> 256</span> </div>
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<div class="line"><a id="l00257" name="l00257"></a><span class="lineno"> 257</span><span class="keywordtype">void</span> IntegralVariable::Clear() {</div>
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<div class="line"><a id="l00258" name="l00258"></a><span class="lineno"> 258</span> bits_.clear();</div>
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<div class="line"><a id="l00259" name="l00259"></a><span class="lineno"> 259</span> weights_.clear();</div>
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<div class="line"><a id="l00260" name="l00260"></a><span class="lineno"> 260</span> <a class="code hl_variable" href="interval_8cc.html#adeaf787e3a80bbf698cb9e26264474e0">offset_</a> = 0;</div>
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<div class="line"><a id="l00261" name="l00261"></a><span class="lineno"> 261</span> can_be_reversed_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00262" name="l00262"></a><span class="lineno"> 262</span>}</div>
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<div class="line"><a id="l00263" name="l00263"></a><span class="lineno"> 263</span> </div>
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<div class="line"><a id="l00264" name="l00264"></a><span class="lineno"> 264</span><span class="keywordtype">void</span> IntegralVariable::set_weight(VariableIndex <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>, int64_t <a class="code hl_variable" href="pack_8cc.html#a4255f714cea26cdd64f6a0ee72d34a8c">weight</a>) {</div>
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<div class="line"><a id="l00265" name="l00265"></a><span class="lineno"> 265</span> bits_.push_back(<a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>);</div>
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<div class="line"><a id="l00266" name="l00266"></a><span class="lineno"> 266</span> weights_.push_back(<a class="code hl_variable" href="pack_8cc.html#a4255f714cea26cdd64f6a0ee72d34a8c">weight</a>);</div>
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<div class="line"><a id="l00267" name="l00267"></a><span class="lineno"> 267</span> can_be_reversed_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00268" name="l00268"></a><span class="lineno"> 268</span>}</div>
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<div class="line"><a id="l00269" name="l00269"></a><span class="lineno"> 269</span> </div>
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<div class="line"><a id="l00270" name="l00270"></a><span class="lineno"> 270</span>int64_t IntegralVariable::GetSolutionValue(<span class="keyword">const</span> BopSolution& solution)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00271" name="l00271"></a><span class="lineno"> 271</span> int64_t <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> = <a class="code hl_variable" href="interval_8cc.html#adeaf787e3a80bbf698cb9e26264474e0">offset_</a>;</div>
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<div class="line"><a id="l00272" name="l00272"></a><span class="lineno"> 272</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < bits_.size(); ++i) {</div>
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<div class="line"><a id="l00273" name="l00273"></a><span class="lineno"> 273</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> += weights_[i] * solution.Value(bits_[i]);</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> <span class="keywordflow">return</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>;</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> </div>
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<div class="line"><a id="l00278" name="l00278"></a><span class="lineno"> 278</span>std::vector<bool> IntegralVariable::GetBooleanSolutionValues(</div>
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<div class="line"><a id="l00279" name="l00279"></a><span class="lineno"> 279</span> int64_t integral_value)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00280" name="l00280"></a><span class="lineno"> 280</span> <span class="keywordflow">if</span> (can_be_reversed_) {</div>
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<div class="line"><a id="l00281" name="l00281"></a><span class="lineno"> 281</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(std::is_sorted(weights_.begin(), weights_.end()));</div>
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<div class="line"><a id="l00282" name="l00282"></a><span class="lineno"> 282</span> std::vector<bool> boolean_values(weights_.size(), <span class="keyword">false</span>);</div>
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<div class="line"><a id="l00283" name="l00283"></a><span class="lineno"> 283</span> int64_t remaining_value = integral_value - <a class="code hl_variable" href="interval_8cc.html#adeaf787e3a80bbf698cb9e26264474e0">offset_</a>;</div>
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<div class="line"><a id="l00284" name="l00284"></a><span class="lineno"> 284</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = weights_.size() - 1; i >= 0; --i) {</div>
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<div class="line"><a id="l00285" name="l00285"></a><span class="lineno"> 285</span> <span class="keywordflow">if</span> (remaining_value >= weights_[i]) {</div>
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<div class="line"><a id="l00286" name="l00286"></a><span class="lineno"> 286</span> boolean_values[i] = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00287" name="l00287"></a><span class="lineno"> 287</span> remaining_value -= weights_[i];</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> }</div>
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<div class="line"><a id="l00290" name="l00290"></a><span class="lineno"> 290</span> <a class="code hl_define" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(0, remaining_value)</div>
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<div class="line"><a id="l00291" name="l00291"></a><span class="lineno"> 291</span> << <span class="stringliteral">"Couldn't map integral value to boolean variables."</span>;</div>
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<div class="line"><a id="l00292" name="l00292"></a><span class="lineno"> 292</span> <span class="keywordflow">return</span> boolean_values;</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="keywordflow">return</span> std::vector<bool>();</div>
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<div class="line"><a id="l00295" name="l00295"></a><span class="lineno"> 295</span>}</div>
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<div class="line"><a id="l00296" name="l00296"></a><span class="lineno"> 296</span> </div>
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<div class="line"><a id="l00297" name="l00297"></a><span class="lineno"> 297</span>std::string IntegralVariable::DebugString()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00298" name="l00298"></a><span class="lineno"> 298</span> std::string str;</div>
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<div class="line"><a id="l00299" name="l00299"></a><span class="lineno"> 299</span> <a class="code hl_define" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(bits_.size(), weights_.size());</div>
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<div class="line"><a id="l00300" name="l00300"></a><span class="lineno"> 300</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < bits_.size(); ++i) {</div>
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<div class="line"><a id="l00301" name="l00301"></a><span class="lineno"> 301</span> str += absl::StrFormat(<span class="stringliteral">"%d [%d] "</span>, weights_[i], bits_[i].<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>());</div>
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<div class="line"><a id="l00302" name="l00302"></a><span class="lineno"> 302</span> }</div>
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<div class="line"><a id="l00303" name="l00303"></a><span class="lineno"> 303</span> str += absl::StrFormat(<span class="stringliteral">" Offset: %d"</span>, <a class="code hl_variable" href="interval_8cc.html#adeaf787e3a80bbf698cb9e26264474e0">offset_</a>);</div>
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<div class="line"><a id="l00304" name="l00304"></a><span class="lineno"> 304</span> <span class="keywordflow">return</span> str;</div>
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<div class="line"><a id="l00305" name="l00305"></a><span class="lineno"> 305</span>}</div>
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<div class="line"><a id="l00306" name="l00306"></a><span class="lineno"> 306</span> </div>
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<div class="line"><a id="l00307" name="l00307"></a><span class="lineno"> 307</span><span class="comment">//------------------------------------------------------------------------------</span></div>
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<div class="line"><a id="l00308" name="l00308"></a><span class="lineno"> 308</span><span class="comment">// IntegralProblemConverter</span></div>
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<div class="line"><a id="l00309" name="l00309"></a><span class="lineno"> 309</span><span class="comment">//------------------------------------------------------------------------------</span></div>
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<div class="line"><a id="l00310" name="l00310"></a><span class="lineno"> 310</span><span class="comment">// This class is used to convert a LinearProblem containing integral variables</span></div>
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<div class="line"><a id="l00311" name="l00311"></a><span class="lineno"> 311</span><span class="comment">// into a LinearBooleanProblem that Bop can consume.</span></div>
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<div class="line"><a id="l00312" name="l00312"></a><span class="lineno"> 312</span><span class="comment">// The converter tries to reuse existing Boolean variables as much as possible,</span></div>
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<div class="line"><a id="l00313" name="l00313"></a><span class="lineno"> 313</span><span class="comment">// but there are no guarantees to model all integral variables using the total</span></div>
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<div class="line"><a id="l00314" name="l00314"></a><span class="lineno"> 314</span><span class="comment">// minimal number of Boolean variables.</span></div>
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<div class="line"><a id="l00315" name="l00315"></a><span class="lineno"> 315</span><span class="comment">// Consider for instance the constraint "x - 2 * y = 0".</span></div>
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<div class="line"><a id="l00316" name="l00316"></a><span class="lineno"> 316</span><span class="comment">// Depending on the declaration order, two different outcomes are possible:</span></div>
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<div class="line"><a id="l00317" name="l00317"></a><span class="lineno"> 317</span><span class="comment">// - When x is considered first, the converter will generate new variables</span></div>
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<div class="line"><a id="l00318" name="l00318"></a><span class="lineno"> 318</span><span class="comment">// for both x and y as we only consider integral weights, i.e. y = x / 2.</span></div>
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<div class="line"><a id="l00319" name="l00319"></a><span class="lineno"> 319</span><span class="comment">// - When y is considered first, the converter will reuse Boolean variables</span></div>
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<div class="line"><a id="l00320" name="l00320"></a><span class="lineno"> 320</span><span class="comment">// from y to model x as x = 2 * y (integral weight).</span></div>
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<div class="line"><a id="l00321" name="l00321"></a><span class="lineno"> 321</span><span class="comment">//</span></div>
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<div class="line"><a id="l00322" name="l00322"></a><span class="lineno"> 322</span><span class="comment">// Note that the converter only deals with integral variables, i.e. no</span></div>
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<div class="line"><a id="l00323" name="l00323"></a><span class="lineno"> 323</span><span class="comment">// continuous variables.</span></div>
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<div class="line"><a id="l00324" name="l00324"></a><span class="lineno"> 324</span><span class="keyword">class </span>IntegralProblemConverter {</div>
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<div class="line"><a id="l00325" name="l00325"></a><span class="lineno"> 325</span> <span class="keyword">public</span>:</div>
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<div class="line"><a id="l00326" name="l00326"></a><span class="lineno"> 326</span> IntegralProblemConverter();</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> <span class="comment">// Converts the LinearProgram into a LinearBooleanProblem. If an initial</span></div>
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<div class="line"><a id="l00329" name="l00329"></a><span class="lineno"> 329</span> <span class="comment">// solution is given (i.e. if its size is not zero), converts it into a</span></div>
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<div class="line"><a id="l00330" name="l00330"></a><span class="lineno"> 330</span> <span class="comment">// Boolean solution.</span></div>
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<div class="line"><a id="l00331" name="l00331"></a><span class="lineno"> 331</span> <span class="comment">// Returns false when the conversion fails.</span></div>
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<div class="line"><a id="l00332" name="l00332"></a><span class="lineno"> 332</span> <span class="keywordtype">bool</span> ConvertToBooleanProblem(<span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a id="l00333" name="l00333"></a><span class="lineno"> 333</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& initial_solution,</div>
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<div class="line"><a id="l00334" name="l00334"></a><span class="lineno"> 334</span> LinearBooleanProblem* boolean_problem,</div>
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<div class="line"><a id="l00335" name="l00335"></a><span class="lineno"> 335</span> std::vector<bool>* boolean_initial_solution);</div>
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<div class="line"><a id="l00336" name="l00336"></a><span class="lineno"> 336</span> </div>
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<div class="line"><a id="l00337" name="l00337"></a><span class="lineno"> 337</span> <span class="comment">// Returns the value of a variable of the original problem based on the</span></div>
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<div class="line"><a id="l00338" name="l00338"></a><span class="lineno"> 338</span> <span class="comment">// Boolean conversion and the Boolean solution to the problem.</span></div>
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<div class="line"><a id="l00339" name="l00339"></a><span class="lineno"> 339</span> int64_t GetSolutionValue(ColIndex global_col,</div>
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<div class="line"><a id="l00340" name="l00340"></a><span class="lineno"> 340</span> <span class="keyword">const</span> BopSolution& solution) <span class="keyword">const</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="keyword">private</span>:</div>
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<div class="line"><a id="l00343" name="l00343"></a><span class="lineno"> 343</span> <span class="comment">// Returns true when the linear_problem_ can be converted into a Boolean</span></div>
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<div class="line"><a id="l00344" name="l00344"></a><span class="lineno"> 344</span> <span class="comment">// problem. Note that floating weights and continuous variables are not</span></div>
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<div class="line"><a id="l00345" name="l00345"></a><span class="lineno"> 345</span> <span class="comment">// supported.</span></div>
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<div class="line"><a id="l00346" name="l00346"></a><span class="lineno"> 346</span> <span class="keywordtype">bool</span> CheckProblem(<span class="keyword">const</span> LinearProgram& linear_problem) <span class="keyword">const</span>;</div>
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<div class="line"><a id="l00347" name="l00347"></a><span class="lineno"> 347</span> </div>
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<div class="line"><a id="l00348" name="l00348"></a><span class="lineno"> 348</span> <span class="comment">// Initializes the type of each variable of the linear_problem_.</span></div>
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<div class="line"><a id="l00349" name="l00349"></a><span class="lineno"> 349</span> <span class="keywordtype">void</span> InitVariableTypes(<span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a id="l00350" name="l00350"></a><span class="lineno"> 350</span> LinearBooleanProblem* boolean_problem);</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> <span class="comment">// Converts all variables of the problem.</span></div>
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<div class="line"><a id="l00353" name="l00353"></a><span class="lineno"> 353</span> <span class="keywordtype">void</span> ConvertAllVariables(<span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a id="l00354" name="l00354"></a><span class="lineno"> 354</span> LinearBooleanProblem* boolean_problem);</div>
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<div class="line"><a id="l00355" name="l00355"></a><span class="lineno"> 355</span> </div>
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<div class="line"><a id="l00356" name="l00356"></a><span class="lineno"> 356</span> <span class="comment">// Adds all variables constraints, i.e. lower and upper bounds of variables.</span></div>
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<div class="line"><a id="l00357" name="l00357"></a><span class="lineno"> 357</span> <span class="keywordtype">void</span> AddVariableConstraints(<span class="keyword">const</span> LinearProgram& linear_problem,</div>
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|
<div class="line"><a id="l00358" name="l00358"></a><span class="lineno"> 358</span> LinearBooleanProblem* boolean_problem);</div>
|
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<div class="line"><a id="l00359" name="l00359"></a><span class="lineno"> 359</span> </div>
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<div class="line"><a id="l00360" name="l00360"></a><span class="lineno"> 360</span> <span class="comment">// Converts all constraints from LinearProgram to LinearBooleanProblem.</span></div>
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|
<div class="line"><a id="l00361" name="l00361"></a><span class="lineno"> 361</span> <span class="keywordtype">void</span> ConvertAllConstraints(<span class="keyword">const</span> LinearProgram& linear_problem,</div>
|
|
<div class="line"><a id="l00362" name="l00362"></a><span class="lineno"> 362</span> LinearBooleanProblem* boolean_problem);</div>
|
|
<div class="line"><a id="l00363" name="l00363"></a><span class="lineno"> 363</span> </div>
|
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<div class="line"><a id="l00364" name="l00364"></a><span class="lineno"> 364</span> <span class="comment">// Converts the objective from LinearProgram to LinearBooleanProblem.</span></div>
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<div class="line"><a id="l00365" name="l00365"></a><span class="lineno"> 365</span> <span class="keywordtype">void</span> ConvertObjective(<span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a id="l00366" name="l00366"></a><span class="lineno"> 366</span> LinearBooleanProblem* boolean_problem);</div>
|
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<div class="line"><a id="l00367" name="l00367"></a><span class="lineno"> 367</span> </div>
|
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<div class="line"><a id="l00368" name="l00368"></a><span class="lineno"> 368</span> <span class="comment">// Converts the integral variable represented by col in the linear_problem_</span></div>
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|
<div class="line"><a id="l00369" name="l00369"></a><span class="lineno"> 369</span> <span class="comment">// into an IntegralVariable using existing Boolean variables.</span></div>
|
|
<div class="line"><a id="l00370" name="l00370"></a><span class="lineno"> 370</span> <span class="comment">// Returns false when existing Boolean variables are not enough to model</span></div>
|
|
<div class="line"><a id="l00371" name="l00371"></a><span class="lineno"> 371</span> <span class="comment">// the integral variable.</span></div>
|
|
<div class="line"><a id="l00372" name="l00372"></a><span class="lineno"> 372</span> <span class="keywordtype">bool</span> ConvertUsingExistingBooleans(<span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a id="l00373" name="l00373"></a><span class="lineno"> 373</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
|
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<div class="line"><a id="l00374" name="l00374"></a><span class="lineno"> 374</span> IntegralVariable* integral_var);</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> <span class="comment">// Creates the integral_var using the given linear_problem_ constraint.</span></div>
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<div class="line"><a id="l00377" name="l00377"></a><span class="lineno"> 377</span> <span class="comment">// The constraint is an equality constraint and contains only one integral</span></div>
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<div class="line"><a id="l00378" name="l00378"></a><span class="lineno"> 378</span> <span class="comment">// variable (already the case in the model or thanks to previous</span></div>
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<div class="line"><a id="l00379" name="l00379"></a><span class="lineno"> 379</span> <span class="comment">// booleanization of other integral variables), i.e.</span></div>
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|
<div class="line"><a id="l00380" name="l00380"></a><span class="lineno"> 380</span> <span class="comment">// bound <= w * integral_var + sum(w_i * b_i) <= bound</span></div>
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<div class="line"><a id="l00381" name="l00381"></a><span class="lineno"> 381</span> <span class="comment">// The remaining integral variable can then be expressed:</span></div>
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<div class="line"><a id="l00382" name="l00382"></a><span class="lineno"> 382</span> <span class="comment">// integral_var == (bound + sum(-w_i * b_i)) / w</span></div>
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<div class="line"><a id="l00383" name="l00383"></a><span class="lineno"> 383</span> <span class="comment">// Note that all divisions by w have to be integral as Bop only deals with</span></div>
|
|
<div class="line"><a id="l00384" name="l00384"></a><span class="lineno"> 384</span> <span class="comment">// integral coefficients.</span></div>
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<div class="line"><a id="l00385" name="l00385"></a><span class="lineno"> 385</span> <span class="keywordtype">bool</span> CreateVariableUsingConstraint(<span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a id="l00386" name="l00386"></a><span class="lineno"> 386</span> RowIndex constraint,</div>
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<div class="line"><a id="l00387" name="l00387"></a><span class="lineno"> 387</span> IntegralVariable* integral_var);</div>
|
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<div class="line"><a id="l00388" name="l00388"></a><span class="lineno"> 388</span> </div>
|
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<div class="line"><a id="l00389" name="l00389"></a><span class="lineno"> 389</span> <span class="comment">// Adds weighted integral variable represented by col to the current dense</span></div>
|
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<div class="line"><a id="l00390" name="l00390"></a><span class="lineno"> 390</span> <span class="comment">// constraint.</span></div>
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<div class="line"><a id="l00391" name="l00391"></a><span class="lineno"> 391</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> AddWeightedIntegralVariable(</div>
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<div class="line"><a id="l00392" name="l00392"></a><span class="lineno"> 392</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> <a class="code hl_variable" href="pack_8cc.html#a4255f714cea26cdd64f6a0ee72d34a8c">weight</a>,</div>
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<div class="line"><a id="l00393" name="l00393"></a><span class="lineno"> 393</span> <a class="code hl_class" href="classabsl_1_1_strong_vector.html">absl::StrongVector<VariableIndex, Fractional></a>* dense_weights);</div>
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<div class="line"><a id="l00394" name="l00394"></a><span class="lineno"> 394</span> </div>
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<div class="line"><a id="l00395" name="l00395"></a><span class="lineno"> 395</span> <span class="comment">// Scales weights and adds all non-zero scaled weights and literals to t.</span></div>
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<div class="line"><a id="l00396" name="l00396"></a><span class="lineno"> 396</span> <span class="comment">// t is a constraint or the objective.</span></div>
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<div class="line"><a id="l00397" name="l00397"></a><span class="lineno"> 397</span> <span class="comment">// Returns the bound error due to the scaling.</span></div>
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<div class="line"><a id="l00398" name="l00398"></a><span class="lineno"> 398</span> <span class="comment">// The weight is scaled using:</span></div>
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<div class="line"><a id="l00399" name="l00399"></a><span class="lineno"> 399</span> <span class="comment">// static_cast<int64_t>(round(weight * scaling_factor)) / gcd;</span></div>
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<div class="line"><a id="l00400" name="l00400"></a><span class="lineno"> 400</span> <span class="keyword">template</span> <<span class="keyword">class</span> T></div>
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<div class="line"><a id="l00401" name="l00401"></a><span class="lineno"> 401</span> <span class="keywordtype">double</span> ScaleAndSparsifyWeights(</div>
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<div class="line"><a id="l00402" name="l00402"></a><span class="lineno"> 402</span> <span class="keywordtype">double</span> scaling_factor, int64_t gcd,</div>
|
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<div class="line"><a id="l00403" name="l00403"></a><span class="lineno"> 403</span> <span class="keyword">const</span> <a class="code hl_class" href="classabsl_1_1_strong_vector.html">absl::StrongVector<VariableIndex, Fractional></a>& dense_weights, T* t);</div>
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<div class="line"><a id="l00404" name="l00404"></a><span class="lineno"> 404</span> </div>
|
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<div class="line"><a id="l00405" name="l00405"></a><span class="lineno"> 405</span> <span class="comment">// Returns true when at least one element is non-zero.</span></div>
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<div class="line"><a id="l00406" name="l00406"></a><span class="lineno"> 406</span> <span class="keywordtype">bool</span> HasNonZeroWeights(</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_class" href="classabsl_1_1_strong_vector.html">absl::StrongVector<VariableIndex, Fractional></a>& dense_weights) <span class="keyword">const</span>;</div>
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<div class="line"><a id="l00408" name="l00408"></a><span class="lineno"> 408</span> </div>
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<div class="line"><a id="l00409" name="l00409"></a><span class="lineno"> 409</span> <span class="keywordtype">bool</span> problem_is_boolean_and_has_only_integral_constraints_;</div>
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<div class="line"><a id="l00410" name="l00410"></a><span class="lineno"> 410</span> </div>
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<div class="line"><a id="l00411" name="l00411"></a><span class="lineno"> 411</span> <span class="comment">// global_to_boolean_[i] represents the Boolean variable index in Bop; when</span></div>
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<div class="line"><a id="l00412" name="l00412"></a><span class="lineno"> 412</span> <span class="comment">// negative -global_to_boolean_[i] - 1 represents the index of the</span></div>
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<div class="line"><a id="l00413" name="l00413"></a><span class="lineno"> 413</span> <span class="comment">// integral variable in integral_variables_.</span></div>
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<div class="line"><a id="l00414" name="l00414"></a><span class="lineno"> 414</span> <a class="code hl_class" href="classabsl_1_1_strong_vector.html">absl::StrongVector</a><<span class="comment">/*global_col*/</span> glop::ColIndex, <span class="comment">/*boolean_col*/</span> <span class="keywordtype">int</span>></div>
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<div class="line"><a id="l00415" name="l00415"></a><span class="lineno"> 415</span> global_to_boolean_;</div>
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<div class="line"><a id="l00416" name="l00416"></a><span class="lineno"> 416</span> std::vector<IntegralVariable> integral_variables_;</div>
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<div class="line"><a id="l00417" name="l00417"></a><span class="lineno"> 417</span> std::vector<ColIndex> integral_indices_;</div>
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<div class="line"><a id="l00418" name="l00418"></a><span class="lineno"> 418</span> <span class="keywordtype">int</span> num_boolean_variables_;</div>
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<div class="line"><a id="l00419" name="l00419"></a><span class="lineno"> 419</span> </div>
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<div class="line"><a id="l00420" name="l00420"></a><span class="lineno"> 420</span> <span class="keyword">enum</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027">VariableType</a> { BOOLEAN, INTEGRAL, INTEGRAL_EXPRESSED_AS_BOOLEAN };</div>
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<div class="line"><a id="l00421" name="l00421"></a><span class="lineno"> 421</span> <a class="code hl_class" href="classabsl_1_1_strong_vector.html">absl::StrongVector<glop::ColIndex, VariableType></a> variable_types_;</div>
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<div class="line"><a id="l00422" name="l00422"></a><span class="lineno"> 422</span>};</div>
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<div class="line"><a id="l00423" name="l00423"></a><span class="lineno"> 423</span> </div>
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<div class="line"><a id="l00424" name="l00424"></a><span class="lineno"> 424</span>IntegralProblemConverter::IntegralProblemConverter()</div>
|
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<div class="line"><a id="l00425" name="l00425"></a><span class="lineno"> 425</span> : global_to_boolean_(),</div>
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<div class="line"><a id="l00426" name="l00426"></a><span class="lineno"> 426</span> integral_variables_(),</div>
|
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<div class="line"><a id="l00427" name="l00427"></a><span class="lineno"> 427</span> integral_indices_(),</div>
|
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<div class="line"><a id="l00428" name="l00428"></a><span class="lineno"> 428</span> num_boolean_variables_(0),</div>
|
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<div class="line"><a id="l00429" name="l00429"></a><span class="lineno"> 429</span> variable_types_() {}</div>
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<div class="line"><a id="l00430" name="l00430"></a><span class="lineno"> 430</span> </div>
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<div class="line"><a id="l00431" name="l00431"></a><span class="lineno"> 431</span><span class="keywordtype">bool</span> IntegralProblemConverter::ConvertToBooleanProblem(</div>
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<div class="line"><a id="l00432" name="l00432"></a><span class="lineno"> 432</span> <span class="keyword">const</span> LinearProgram& linear_problem, <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& initial_solution,</div>
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<div class="line"><a id="l00433" name="l00433"></a><span class="lineno"> 433</span> LinearBooleanProblem* boolean_problem,</div>
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<div class="line"><a id="l00434" name="l00434"></a><span class="lineno"> 434</span> std::vector<bool>* boolean_initial_solution) {</div>
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<div class="line"><a id="l00435" name="l00435"></a><span class="lineno"> 435</span> <span class="keywordtype">bool</span> use_initial_solution = (initial_solution.size() > 0);</div>
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<div class="line"><a id="l00436" name="l00436"></a><span class="lineno"> 436</span> <span class="keywordflow">if</span> (use_initial_solution) {</div>
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<div class="line"><a id="l00437" name="l00437"></a><span class="lineno"> 437</span> <a class="code hl_define" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(initial_solution.size(), linear_problem.num_variables())</div>
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<div class="line"><a id="l00438" name="l00438"></a><span class="lineno"> 438</span> << <span class="stringliteral">"The initial solution should have the same number of variables as "</span></div>
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<div class="line"><a id="l00439" name="l00439"></a><span class="lineno"> 439</span> <span class="stringliteral">"the LinearProgram."</span>;</div>
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<div class="line"><a id="l00440" name="l00440"></a><span class="lineno"> 440</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(boolean_initial_solution != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00441" name="l00441"></a><span class="lineno"> 441</span> }</div>
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<div class="line"><a id="l00442" name="l00442"></a><span class="lineno"> 442</span> <span class="keywordflow">if</span> (!CheckProblem(linear_problem)) {</div>
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<div class="line"><a id="l00443" name="l00443"></a><span class="lineno"> 443</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<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> </div>
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<div class="line"><a id="l00446" name="l00446"></a><span class="lineno"> 446</span> problem_is_boolean_and_has_only_integral_constraints_ =</div>
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<div class="line"><a id="l00447" name="l00447"></a><span class="lineno"> 447</span> ProblemIsBooleanAndHasOnlyIntegralConstraints(linear_problem);</div>
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<div class="line"><a id="l00448" name="l00448"></a><span class="lineno"> 448</span> <span class="keywordflow">if</span> (problem_is_boolean_and_has_only_integral_constraints_) {</div>
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<div class="line"><a id="l00449" name="l00449"></a><span class="lineno"> 449</span> BuildBooleanProblemWithIntegralConstraints(linear_problem, initial_solution,</div>
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<div class="line"><a id="l00450" name="l00450"></a><span class="lineno"> 450</span> boolean_problem,</div>
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<div class="line"><a id="l00451" name="l00451"></a><span class="lineno"> 451</span> boolean_initial_solution);</div>
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<div class="line"><a id="l00452" name="l00452"></a><span class="lineno"> 452</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00453" name="l00453"></a><span class="lineno"> 453</span> }</div>
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<div class="line"><a id="l00454" name="l00454"></a><span class="lineno"> 454</span> </div>
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<div class="line"><a id="l00455" name="l00455"></a><span class="lineno"> 455</span> InitVariableTypes(linear_problem, boolean_problem);</div>
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<div class="line"><a id="l00456" name="l00456"></a><span class="lineno"> 456</span> ConvertAllVariables(linear_problem, boolean_problem);</div>
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<div class="line"><a id="l00457" name="l00457"></a><span class="lineno"> 457</span> boolean_problem->set_num_variables(num_boolean_variables_);</div>
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<div class="line"><a id="l00458" name="l00458"></a><span class="lineno"> 458</span> boolean_problem->set_name(linear_problem.name());</div>
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<div class="line"><a id="l00459" name="l00459"></a><span class="lineno"> 459</span> </div>
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<div class="line"><a id="l00460" name="l00460"></a><span class="lineno"> 460</span> AddVariableConstraints(linear_problem, boolean_problem);</div>
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<div class="line"><a id="l00461" name="l00461"></a><span class="lineno"> 461</span> ConvertAllConstraints(linear_problem, boolean_problem);</div>
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<div class="line"><a id="l00462" name="l00462"></a><span class="lineno"> 462</span> ConvertObjective(linear_problem, boolean_problem);</div>
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<div class="line"><a id="l00463" name="l00463"></a><span class="lineno"> 463</span> </div>
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<div class="line"><a id="l00464" name="l00464"></a><span class="lineno"> 464</span> <span class="comment">// A BooleanLinearProblem is always in the minimization form.</span></div>
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<div class="line"><a id="l00465" name="l00465"></a><span class="lineno"> 465</span> <span class="keywordflow">if</span> (linear_problem.IsMaximizationProblem()) {</div>
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<div class="line"><a id="l00466" name="l00466"></a><span class="lineno"> 466</span> <a class="code hl_function" href="namespaceoperations__research_1_1sat.html#aaf57d784624873d840a2589efa6ff1a1">sat::ChangeOptimizationDirection</a>(boolean_problem);</div>
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<div class="line"><a id="l00467" name="l00467"></a><span class="lineno"> 467</span> }</div>
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<div class="line"><a id="l00468" name="l00468"></a><span class="lineno"> 468</span> </div>
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<div class="line"><a id="l00469" name="l00469"></a><span class="lineno"> 469</span> <span class="keywordflow">if</span> (use_initial_solution) {</div>
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<div class="line"><a id="l00470" name="l00470"></a><span class="lineno"> 470</span> boolean_initial_solution->assign(boolean_problem->num_variables(), <span class="keyword">false</span>);</div>
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<div class="line"><a id="l00471" name="l00471"></a><span class="lineno"> 471</span> <span class="keywordflow">for</span> (ColIndex global_col(0); global_col < global_to_boolean_.size();</div>
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<div class="line"><a id="l00472" name="l00472"></a><span class="lineno"> 472</span> ++global_col) {</div>
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<div class="line"><a id="l00473" name="l00473"></a><span class="lineno"> 473</span> <span class="keyword">const</span> <span class="keywordtype">int</span> <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = global_to_boolean_[global_col];</div>
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<div class="line"><a id="l00474" name="l00474"></a><span class="lineno"> 474</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> >= 0) {</div>
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<div class="line"><a id="l00475" name="l00475"></a><span class="lineno"> 475</span> (*boolean_initial_solution)[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = (initial_solution[global_col] != 0);</div>
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<div class="line"><a id="l00476" name="l00476"></a><span class="lineno"> 476</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00477" name="l00477"></a><span class="lineno"> 477</span> <span class="keyword">const</span> IntegralVariable& integral_variable =</div>
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<div class="line"><a id="l00478" name="l00478"></a><span class="lineno"> 478</span> integral_variables_[-<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> - 1];</div>
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<div class="line"><a id="l00479" name="l00479"></a><span class="lineno"> 479</span> <span class="keyword">const</span> std::vector<VariableIndex>& boolean_cols =</div>
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<div class="line"><a id="l00480" name="l00480"></a><span class="lineno"> 480</span> integral_variable.bits();</div>
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<div class="line"><a id="l00481" name="l00481"></a><span class="lineno"> 481</span> <span class="keyword">const</span> std::vector<bool>& boolean_values =</div>
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<div class="line"><a id="l00482" name="l00482"></a><span class="lineno"> 482</span> integral_variable.GetBooleanSolutionValues(</div>
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<div class="line"><a id="l00483" name="l00483"></a><span class="lineno"> 483</span> round(initial_solution[global_col]));</div>
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<div class="line"><a id="l00484" name="l00484"></a><span class="lineno"> 484</span> <span class="keywordflow">if</span> (!boolean_values.empty()) {</div>
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<div class="line"><a id="l00485" name="l00485"></a><span class="lineno"> 485</span> <a class="code hl_define" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(boolean_cols.size(), boolean_values.size());</div>
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<div class="line"><a id="l00486" name="l00486"></a><span class="lineno"> 486</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < boolean_values.size(); ++i) {</div>
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<div class="line"><a id="l00487" name="l00487"></a><span class="lineno"> 487</span> <span class="keyword">const</span> <span class="keywordtype">int</span> boolean_col = boolean_cols[i].value();</div>
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<div class="line"><a id="l00488" name="l00488"></a><span class="lineno"> 488</span> (*boolean_initial_solution)[boolean_col] = boolean_values[i];</div>
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<div class="line"><a id="l00489" name="l00489"></a><span class="lineno"> 489</span> }</div>
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<div class="line"><a id="l00490" name="l00490"></a><span class="lineno"> 490</span> }</div>
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<div class="line"><a id="l00491" name="l00491"></a><span class="lineno"> 491</span> }</div>
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<div class="line"><a id="l00492" name="l00492"></a><span class="lineno"> 492</span> }</div>
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<div class="line"><a id="l00493" name="l00493"></a><span class="lineno"> 493</span> }</div>
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<div class="line"><a id="l00494" name="l00494"></a><span class="lineno"> 494</span> </div>
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<div class="line"><a id="l00495" name="l00495"></a><span class="lineno"> 495</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00496" name="l00496"></a><span class="lineno"> 496</span>}</div>
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<div class="line"><a id="l00497" name="l00497"></a><span class="lineno"> 497</span> </div>
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<div class="line"><a id="l00498" name="l00498"></a><span class="lineno"> 498</span>int64_t IntegralProblemConverter::GetSolutionValue(</div>
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<div class="line"><a id="l00499" name="l00499"></a><span class="lineno"> 499</span> ColIndex global_col, <span class="keyword">const</span> BopSolution& solution)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00500" name="l00500"></a><span class="lineno"> 500</span> <span class="keywordflow">if</span> (problem_is_boolean_and_has_only_integral_constraints_) {</div>
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<div class="line"><a id="l00501" name="l00501"></a><span class="lineno"> 501</span> <span class="keywordflow">return</span> solution.Value(VariableIndex(global_col.value()));</div>
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<div class="line"><a id="l00502" name="l00502"></a><span class="lineno"> 502</span> }</div>
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<div class="line"><a id="l00503" name="l00503"></a><span class="lineno"> 503</span> </div>
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<div class="line"><a id="l00504" name="l00504"></a><span class="lineno"> 504</span> <span class="keyword">const</span> <span class="keywordtype">int</span> pos = global_to_boolean_[global_col];</div>
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<div class="line"><a id="l00505" name="l00505"></a><span class="lineno"> 505</span> <span class="keywordflow">return</span> pos >= 0 ? solution.Value(VariableIndex(pos))</div>
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<div class="line"><a id="l00506" name="l00506"></a><span class="lineno"> 506</span> : integral_variables_[-pos - 1].GetSolutionValue(solution);</div>
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<div class="line"><a id="l00507" name="l00507"></a><span class="lineno"> 507</span>}</div>
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<div class="line"><a id="l00508" name="l00508"></a><span class="lineno"> 508</span> </div>
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<div class="line"><a id="l00509" name="l00509"></a><span class="lineno"> 509</span><span class="keywordtype">bool</span> IntegralProblemConverter::CheckProblem(</div>
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<div class="line"><a id="l00510" name="l00510"></a><span class="lineno"> 510</span> <span class="keyword">const</span> LinearProgram& linear_problem)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00511" name="l00511"></a><span class="lineno"> 511</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> < linear_problem.num_variables(); ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00512" name="l00512"></a><span class="lineno"> 512</span> <span class="keywordflow">if</span> (!linear_problem.IsVariableInteger(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
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<div class="line"><a id="l00513" name="l00513"></a><span class="lineno"> 513</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code hl_variable" href="log__severity_8h.html#ac9bcbe19995a8140cd4ec61773cd6e67">ERROR</a>) << <span class="stringliteral">"Variable "</span> << linear_problem.GetVariableName(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)</div>
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<div class="line"><a id="l00514" name="l00514"></a><span class="lineno"> 514</span> << <span class="stringliteral">" is continuous. This is not supported by BOP."</span>;</div>
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<div class="line"><a id="l00515" name="l00515"></a><span class="lineno"> 515</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00516" name="l00516"></a><span class="lineno"> 516</span> }</div>
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<div class="line"><a id="l00517" name="l00517"></a><span class="lineno"> 517</span> <span class="keywordflow">if</span> (linear_problem.variable_lower_bounds()[<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="l00518" name="l00518"></a><span class="lineno"> 518</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code hl_variable" href="log__severity_8h.html#ac9bcbe19995a8140cd4ec61773cd6e67">ERROR</a>) << <span class="stringliteral">"Variable "</span> << linear_problem.GetVariableName(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)</div>
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<div class="line"><a id="l00519" name="l00519"></a><span class="lineno"> 519</span> << <span class="stringliteral">" has no lower bound. This is not supported by BOP."</span>;</div>
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<div class="line"><a id="l00520" name="l00520"></a><span class="lineno"> 520</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00521" name="l00521"></a><span class="lineno"> 521</span> }</div>
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<div class="line"><a id="l00522" name="l00522"></a><span class="lineno"> 522</span> <span class="keywordflow">if</span> (linear_problem.variable_upper_bounds()[<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="l00523" name="l00523"></a><span class="lineno"> 523</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code hl_variable" href="log__severity_8h.html#ac9bcbe19995a8140cd4ec61773cd6e67">ERROR</a>) << <span class="stringliteral">"Variable "</span> << linear_problem.GetVariableName(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)</div>
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<div class="line"><a id="l00524" name="l00524"></a><span class="lineno"> 524</span> << <span class="stringliteral">" has no upper bound. This is not supported by BOP."</span>;</div>
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<div class="line"><a id="l00525" name="l00525"></a><span class="lineno"> 525</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00526" name="l00526"></a><span class="lineno"> 526</span> }</div>
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<div class="line"><a id="l00527" name="l00527"></a><span class="lineno"> 527</span> }</div>
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<div class="line"><a id="l00528" name="l00528"></a><span class="lineno"> 528</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00529" name="l00529"></a><span class="lineno"> 529</span>}</div>
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<div class="line"><a id="l00530" name="l00530"></a><span class="lineno"> 530</span> </div>
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<div class="line"><a id="l00531" name="l00531"></a><span class="lineno"> 531</span><span class="keywordtype">void</span> IntegralProblemConverter::InitVariableTypes(</div>
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<div class="line"><a id="l00532" name="l00532"></a><span class="lineno"> 532</span> <span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a id="l00533" name="l00533"></a><span class="lineno"> 533</span> LinearBooleanProblem* boolean_problem) {</div>
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<div class="line"><a id="l00534" name="l00534"></a><span class="lineno"> 534</span> global_to_boolean_.assign(linear_problem.num_variables().value(), 0);</div>
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<div class="line"><a id="l00535" name="l00535"></a><span class="lineno"> 535</span> variable_types_.assign(linear_problem.num_variables().value(), INTEGRAL);</div>
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<div class="line"><a id="l00536" name="l00536"></a><span class="lineno"> 536</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> < linear_problem.num_variables(); ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00537" name="l00537"></a><span class="lineno"> 537</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> = linear_problem.variable_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00538" name="l00538"></a><span class="lineno"> 538</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> = linear_problem.variable_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00539" name="l00539"></a><span class="lineno"> 539</span> </div>
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<div class="line"><a id="l00540" name="l00540"></a><span class="lineno"> 540</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> > -1.0 && <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> < 2.0) {</div>
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<div class="line"><a id="l00541" name="l00541"></a><span class="lineno"> 541</span> <span class="comment">// Boolean variable.</span></div>
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<div class="line"><a id="l00542" name="l00542"></a><span class="lineno"> 542</span> variable_types_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = BOOLEAN;</div>
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<div class="line"><a id="l00543" name="l00543"></a><span class="lineno"> 543</span> global_to_boolean_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = num_boolean_variables_;</div>
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<div class="line"><a id="l00544" name="l00544"></a><span class="lineno"> 544</span> ++num_boolean_variables_;</div>
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<div class="line"><a id="l00545" name="l00545"></a><span class="lineno"> 545</span> boolean_problem->add_var_names(linear_problem.GetVariableName(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>));</div>
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<div class="line"><a id="l00546" name="l00546"></a><span class="lineno"> 546</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00547" name="l00547"></a><span class="lineno"> 547</span> <span class="comment">// Integral variable.</span></div>
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<div class="line"><a id="l00548" name="l00548"></a><span class="lineno"> 548</span> variable_types_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = INTEGRAL;</div>
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<div class="line"><a id="l00549" name="l00549"></a><span class="lineno"> 549</span> integral_indices_.push_back(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00550" name="l00550"></a><span class="lineno"> 550</span> }</div>
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<div class="line"><a id="l00551" name="l00551"></a><span class="lineno"> 551</span> }</div>
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<div class="line"><a id="l00552" name="l00552"></a><span class="lineno"> 552</span>}</div>
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<div class="line"><a id="l00553" name="l00553"></a><span class="lineno"> 553</span> </div>
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<div class="line"><a id="l00554" name="l00554"></a><span class="lineno"> 554</span><span class="keywordtype">void</span> IntegralProblemConverter::ConvertAllVariables(</div>
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<div class="line"><a id="l00555" name="l00555"></a><span class="lineno"> 555</span> <span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a id="l00556" name="l00556"></a><span class="lineno"> 556</span> LinearBooleanProblem* boolean_problem) {</div>
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<div class="line"><a id="l00557" name="l00557"></a><span class="lineno"> 557</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : integral_indices_) {</div>
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<div class="line"><a id="l00558" name="l00558"></a><span class="lineno"> 558</span> <a class="code hl_define" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(INTEGRAL, variable_types_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
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<div class="line"><a id="l00559" name="l00559"></a><span class="lineno"> 559</span> IntegralVariable integral_var;</div>
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<div class="line"><a id="l00560" name="l00560"></a><span class="lineno"> 560</span> <span class="keywordflow">if</span> (!ConvertUsingExistingBooleans(linear_problem, <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, &integral_var)) {</div>
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<div class="line"><a id="l00561" name="l00561"></a><span class="lineno"> 561</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> =</div>
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<div class="line"><a id="l00562" name="l00562"></a><span class="lineno"> 562</span> linear_problem.variable_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00563" name="l00563"></a><span class="lineno"> 563</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> =</div>
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<div class="line"><a id="l00564" name="l00564"></a><span class="lineno"> 564</span> linear_problem.variable_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00565" name="l00565"></a><span class="lineno"> 565</span> integral_var.BuildFromRange(num_boolean_variables_, <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>,</div>
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<div class="line"><a id="l00566" name="l00566"></a><span class="lineno"> 566</span> <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
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<div class="line"><a id="l00567" name="l00567"></a><span class="lineno"> 567</span> num_boolean_variables_ += integral_var.GetNumberOfBooleanVariables();</div>
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<div class="line"><a id="l00568" name="l00568"></a><span class="lineno"> 568</span> <span class="keyword">const</span> std::string var_name = linear_problem.GetVariableName(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00569" name="l00569"></a><span class="lineno"> 569</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < integral_var.bits().size(); ++i) {</div>
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<div class="line"><a id="l00570" name="l00570"></a><span class="lineno"> 570</span> boolean_problem->add_var_names(var_name + absl::StrFormat(<span class="stringliteral">"_%d"</span>, i));</div>
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<div class="line"><a id="l00571" name="l00571"></a><span class="lineno"> 571</span> }</div>
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<div class="line"><a id="l00572" name="l00572"></a><span class="lineno"> 572</span> }</div>
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<div class="line"><a id="l00573" name="l00573"></a><span class="lineno"> 573</span> integral_variables_.push_back(integral_var);</div>
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<div class="line"><a id="l00574" name="l00574"></a><span class="lineno"> 574</span> global_to_boolean_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = -integral_variables_.size();</div>
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<div class="line"><a id="l00575" name="l00575"></a><span class="lineno"> 575</span> variable_types_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = INTEGRAL_EXPRESSED_AS_BOOLEAN;</div>
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<div class="line"><a id="l00576" name="l00576"></a><span class="lineno"> 576</span> }</div>
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<div class="line"><a id="l00577" name="l00577"></a><span class="lineno"> 577</span>}</div>
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<div class="line"><a id="l00578" name="l00578"></a><span class="lineno"> 578</span> </div>
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<div class="line"><a id="l00579" name="l00579"></a><span class="lineno"> 579</span><span class="keywordtype">void</span> IntegralProblemConverter::ConvertAllConstraints(</div>
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<div class="line"><a id="l00580" name="l00580"></a><span class="lineno"> 580</span> <span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a id="l00581" name="l00581"></a><span class="lineno"> 581</span> LinearBooleanProblem* boolean_problem) {</div>
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<div class="line"><a id="l00582" name="l00582"></a><span class="lineno"> 582</span> <span class="comment">// TODO(user): This is the way it's done in glop/proto_utils.cc but having</span></div>
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<div class="line"><a id="l00583" name="l00583"></a><span class="lineno"> 583</span> <span class="comment">// to transpose looks unnecessary costly.</span></div>
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<div class="line"><a id="l00584" name="l00584"></a><span class="lineno"> 584</span> glop::SparseMatrix transpose;</div>
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<div class="line"><a id="l00585" name="l00585"></a><span class="lineno"> 585</span> transpose.PopulateFromTranspose(linear_problem.GetSparseMatrix());</div>
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<div class="line"><a id="l00586" name="l00586"></a><span class="lineno"> 586</span> </div>
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<div class="line"><a id="l00587" name="l00587"></a><span class="lineno"> 587</span> <span class="keywordtype">double</span> max_relative_error = 0.0;</div>
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<div class="line"><a id="l00588" name="l00588"></a><span class="lineno"> 588</span> <span class="keywordtype">double</span> max_bound_error = 0.0;</div>
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<div class="line"><a id="l00589" name="l00589"></a><span class="lineno"> 589</span> <span class="keywordtype">double</span> <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a24a6b02429aaf5b933eac21ba118ee3a">max_scaling_factor</a> = 0.0;</div>
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<div class="line"><a id="l00590" name="l00590"></a><span class="lineno"> 590</span> <span class="keywordtype">double</span> relative_error = 0.0;</div>
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<div class="line"><a id="l00591" name="l00591"></a><span class="lineno"> 591</span> <span class="keywordtype">double</span> scaling_factor = 0.0;</div>
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<div class="line"><a id="l00592" name="l00592"></a><span class="lineno"> 592</span> std::vector<double> <a class="code hl_variable" href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a>;</div>
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<div class="line"><a id="l00593" name="l00593"></a><span class="lineno"> 593</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < linear_problem.num_constraints(); ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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<div class="line"><a id="l00594" name="l00594"></a><span class="lineno"> 594</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> offset = 0.0;</div>
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<div class="line"><a id="l00595" name="l00595"></a><span class="lineno"> 595</span> <a class="code hl_class" href="classabsl_1_1_strong_vector.html">absl::StrongVector<VariableIndex, Fractional></a> dense_weights(</div>
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<div class="line"><a id="l00596" name="l00596"></a><span class="lineno"> 596</span> num_boolean_variables_, 0.0);</div>
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<div class="line"><a id="l00597" name="l00597"></a><span class="lineno"> 597</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> SparseColumn::Entry e : transpose.column(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>))) {</div>
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<div class="line"><a id="l00598" name="l00598"></a><span class="lineno"> 598</span> <span class="comment">// Cast in ColIndex due to the transpose.</span></div>
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<div class="line"><a id="l00599" name="l00599"></a><span class="lineno"> 599</span> offset += AddWeightedIntegralVariable(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(e.row()),</div>
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<div class="line"><a id="l00600" name="l00600"></a><span class="lineno"> 600</span> e.coefficient(), &dense_weights);</div>
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<div class="line"><a id="l00601" name="l00601"></a><span class="lineno"> 601</span> }</div>
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<div class="line"><a id="l00602" name="l00602"></a><span class="lineno"> 602</span> <span class="keywordflow">if</span> (!HasNonZeroWeights(dense_weights)) {</div>
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<div class="line"><a id="l00603" name="l00603"></a><span class="lineno"> 603</span> <span class="keywordflow">continue</span>;</div>
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<div class="line"><a id="l00604" name="l00604"></a><span class="lineno"> 604</span> }</div>
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<div class="line"><a id="l00605" name="l00605"></a><span class="lineno"> 605</span> </div>
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<div class="line"><a id="l00606" name="l00606"></a><span class="lineno"> 606</span> <span class="comment">// Compute the scaling for non-integral weights.</span></div>
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<div class="line"><a id="l00607" name="l00607"></a><span class="lineno"> 607</span> <a class="code hl_variable" href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a>.clear();</div>
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<div class="line"><a id="l00608" name="l00608"></a><span class="lineno"> 608</span> <span class="keywordflow">for</span> (VariableIndex <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>(0); <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a> < num_boolean_variables_; ++<a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>) {</div>
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<div class="line"><a id="l00609" name="l00609"></a><span class="lineno"> 609</span> <span class="keywordflow">if</span> (dense_weights[<a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>] != 0.0) {</div>
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<div class="line"><a id="l00610" name="l00610"></a><span class="lineno"> 610</span> <a class="code hl_variable" href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a>.push_back(dense_weights[<a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>]);</div>
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<div class="line"><a id="l00611" name="l00611"></a><span class="lineno"> 611</span> }</div>
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<div class="line"><a id="l00612" name="l00612"></a><span class="lineno"> 612</span> }</div>
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<div class="line"><a id="l00613" name="l00613"></a><span class="lineno"> 613</span> <a class="code hl_function" href="namespaceoperations__research.html#aae3359f1c2367d44e5cf9be5d5abc89f">GetBestScalingOfDoublesToInt64</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a>,</div>
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<div class="line"><a id="l00614" name="l00614"></a><span class="lineno"> 614</span> <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::numeric_limits<int64_t>::max</a>(),</div>
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<div class="line"><a id="l00615" name="l00615"></a><span class="lineno"> 615</span> &scaling_factor, &relative_error);</div>
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<div class="line"><a id="l00616" name="l00616"></a><span class="lineno"> 616</span> <span class="keyword">const</span> int64_t gcd =</div>
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<div class="line"><a id="l00617" name="l00617"></a><span class="lineno"> 617</span> <a class="code hl_function" href="namespaceoperations__research.html#aae2e6ed909e0cd5f240b885800f55c87">ComputeGcdOfRoundedDoubles</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a>, scaling_factor);</div>
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<div class="line"><a id="l00618" name="l00618"></a><span class="lineno"> 618</span> max_relative_error = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(relative_error, max_relative_error);</div>
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<div class="line"><a id="l00619" name="l00619"></a><span class="lineno"> 619</span> <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a24a6b02429aaf5b933eac21ba118ee3a">max_scaling_factor</a> = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(scaling_factor / gcd, <a class="code hl_variable" href="sat_2lp__utils_8cc.html#a24a6b02429aaf5b933eac21ba118ee3a">max_scaling_factor</a>);</div>
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<div class="line"><a id="l00620" name="l00620"></a><span class="lineno"> 620</span> </div>
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<div class="line"><a id="l00621" name="l00621"></a><span class="lineno"> 621</span> LinearBooleanConstraint* constraint = boolean_problem->add_constraints();</div>
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<div class="line"><a id="l00622" name="l00622"></a><span class="lineno"> 622</span> constraint->set_name(linear_problem.GetConstraintName(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>));</div>
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<div class="line"><a id="l00623" name="l00623"></a><span class="lineno"> 623</span> <span class="keyword">const</span> <span class="keywordtype">double</span> bound_error =</div>
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<div class="line"><a id="l00624" name="l00624"></a><span class="lineno"> 624</span> ScaleAndSparsifyWeights(scaling_factor, gcd, dense_weights, constraint);</div>
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<div class="line"><a id="l00625" name="l00625"></a><span class="lineno"> 625</span> max_bound_error = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(max_bound_error, bound_error);</div>
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<div class="line"><a id="l00626" name="l00626"></a><span class="lineno"> 626</span> </div>
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<div class="line"><a id="l00627" name="l00627"></a><span class="lineno"> 627</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> =</div>
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<div class="line"><a id="l00628" name="l00628"></a><span class="lineno"> 628</span> linear_problem.constraint_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
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<div class="line"><a id="l00629" name="l00629"></a><span class="lineno"> 629</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</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="l00630" name="l00630"></a><span class="lineno"> 630</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> offset_lower_bound = <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> - offset;</div>
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<div class="line"><a id="l00631" name="l00631"></a><span class="lineno"> 631</span> <span class="keyword">const</span> <span class="keywordtype">double</span> offset_scaled_lower_bound =</div>
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<div class="line"><a id="l00632" name="l00632"></a><span class="lineno"> 632</span> round(offset_lower_bound * scaling_factor - bound_error);</div>
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<div class="line"><a id="l00633" name="l00633"></a><span class="lineno"> 633</span> <span class="keywordflow">if</span> (offset_scaled_lower_bound >=</div>
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<div class="line"><a id="l00634" name="l00634"></a><span class="lineno"> 634</span> <span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(<a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::numeric_limits<int64_t>::max</a>())) {</div>
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<div class="line"><a id="l00635" name="l00635"></a><span class="lineno"> 635</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">"A constraint is trivially unsatisfiable."</span>;</div>
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<div class="line"><a id="l00636" name="l00636"></a><span class="lineno"> 636</span> <span class="keywordflow">return</span>;</div>
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<div class="line"><a id="l00637" name="l00637"></a><span class="lineno"> 637</span> }</div>
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<div class="line"><a id="l00638" name="l00638"></a><span class="lineno"> 638</span> <span class="keywordflow">if</span> (offset_scaled_lower_bound ></div>
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<div class="line"><a id="l00639" name="l00639"></a><span class="lineno"> 639</span> -<span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(<a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::numeric_limits<int64_t>::max</a>())) {</div>
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<div class="line"><a id="l00640" name="l00640"></a><span class="lineno"> 640</span> <span class="comment">// Otherwise, the constraint is not needed.</span></div>
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<div class="line"><a id="l00641" name="l00641"></a><span class="lineno"> 641</span> constraint->set_lower_bound(</div>
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<div class="line"><a id="l00642" name="l00642"></a><span class="lineno"> 642</span> <span class="keyword">static_cast<</span>int64_t<span class="keyword">></span>(offset_scaled_lower_bound) / gcd);</div>
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<div class="line"><a id="l00643" name="l00643"></a><span class="lineno"> 643</span> }</div>
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<div class="line"><a id="l00644" name="l00644"></a><span class="lineno"> 644</span> }</div>
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<div class="line"><a id="l00645" name="l00645"></a><span class="lineno"> 645</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> =</div>
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<div class="line"><a id="l00646" name="l00646"></a><span class="lineno"> 646</span> linear_problem.constraint_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
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<div class="line"><a id="l00647" name="l00647"></a><span class="lineno"> 647</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</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="l00648" name="l00648"></a><span class="lineno"> 648</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> offset_upper_bound = <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> - offset;</div>
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<div class="line"><a id="l00649" name="l00649"></a><span class="lineno"> 649</span> <span class="keyword">const</span> <span class="keywordtype">double</span> offset_scaled_upper_bound =</div>
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<div class="line"><a id="l00650" name="l00650"></a><span class="lineno"> 650</span> round(offset_upper_bound * scaling_factor + bound_error);</div>
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<div class="line"><a id="l00651" name="l00651"></a><span class="lineno"> 651</span> <span class="keywordflow">if</span> (offset_scaled_upper_bound <=</div>
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<div class="line"><a id="l00652" name="l00652"></a><span class="lineno"> 652</span> -<span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(<a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::numeric_limits<int64_t>::max</a>())) {</div>
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<div class="line"><a id="l00653" name="l00653"></a><span class="lineno"> 653</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">"A constraint is trivially unsatisfiable."</span>;</div>
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<div class="line"><a id="l00654" name="l00654"></a><span class="lineno"> 654</span> <span class="keywordflow">return</span>;</div>
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<div class="line"><a id="l00655" name="l00655"></a><span class="lineno"> 655</span> }</div>
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<div class="line"><a id="l00656" name="l00656"></a><span class="lineno"> 656</span> <span class="keywordflow">if</span> (offset_scaled_upper_bound <</div>
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<div class="line"><a id="l00657" name="l00657"></a><span class="lineno"> 657</span> <span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(<a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::numeric_limits<int64_t>::max</a>())) {</div>
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<div class="line"><a id="l00658" name="l00658"></a><span class="lineno"> 658</span> <span class="comment">// Otherwise, the constraint is not needed.</span></div>
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<div class="line"><a id="l00659" name="l00659"></a><span class="lineno"> 659</span> constraint->set_upper_bound(</div>
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<div class="line"><a id="l00660" name="l00660"></a><span class="lineno"> 660</span> <span class="keyword">static_cast<</span>int64_t<span class="keyword">></span>(offset_scaled_upper_bound) / gcd);</div>
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|
<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"> 663</span> }</div>
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<div class="line"><a id="l00664" name="l00664"></a><span class="lineno"> 664</span>}</div>
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<div class="line"><a id="l00665" name="l00665"></a><span class="lineno"> 665</span> </div>
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<div class="line"><a id="l00666" name="l00666"></a><span class="lineno"> 666</span><span class="keywordtype">void</span> IntegralProblemConverter::ConvertObjective(</div>
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<div class="line"><a id="l00667" name="l00667"></a><span class="lineno"> 667</span> <span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a id="l00668" name="l00668"></a><span class="lineno"> 668</span> LinearBooleanProblem* boolean_problem) {</div>
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<div class="line"><a id="l00669" name="l00669"></a><span class="lineno"> 669</span> LinearObjective* objective = boolean_problem->mutable_objective();</div>
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<div class="line"><a id="l00670" name="l00670"></a><span class="lineno"> 670</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> offset = 0.0;</div>
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<div class="line"><a id="l00671" name="l00671"></a><span class="lineno"> 671</span> <a class="code hl_class" href="classabsl_1_1_strong_vector.html">absl::StrongVector<VariableIndex, Fractional></a> dense_weights(</div>
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<div class="line"><a id="l00672" name="l00672"></a><span class="lineno"> 672</span> num_boolean_variables_, 0.0);</div>
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|
<div class="line"><a id="l00673" name="l00673"></a><span class="lineno"> 673</span> <span class="comment">// Compute the objective weights for the binary variable model.</span></div>
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<div class="line"><a id="l00674" name="l00674"></a><span class="lineno"> 674</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> < linear_problem.num_variables(); ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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|
<div class="line"><a id="l00675" name="l00675"></a><span class="lineno"> 675</span> offset += AddWeightedIntegralVariable(</div>
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<div class="line"><a id="l00676" name="l00676"></a><span class="lineno"> 676</span> <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, linear_problem.objective_coefficients()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], &dense_weights);</div>
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|
<div class="line"><a id="l00677" name="l00677"></a><span class="lineno"> 677</span> }</div>
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|
<div class="line"><a id="l00678" name="l00678"></a><span class="lineno"> 678</span> </div>
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|
<div class="line"><a id="l00679" name="l00679"></a><span class="lineno"> 679</span> <span class="comment">// Compute the scaling for non-integral weights.</span></div>
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|
<div class="line"><a id="l00680" name="l00680"></a><span class="lineno"> 680</span> std::vector<double> <a class="code hl_variable" href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a>;</div>
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<div class="line"><a id="l00681" name="l00681"></a><span class="lineno"> 681</span> <span class="keywordflow">for</span> (VariableIndex <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>(0); <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a> < num_boolean_variables_; ++<a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>) {</div>
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|
<div class="line"><a id="l00682" name="l00682"></a><span class="lineno"> 682</span> <span class="keywordflow">if</span> (dense_weights[<a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>] != 0.0) {</div>
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|
<div class="line"><a id="l00683" name="l00683"></a><span class="lineno"> 683</span> <a class="code hl_variable" href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a>.push_back(dense_weights[<a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>]);</div>
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|
<div class="line"><a id="l00684" name="l00684"></a><span class="lineno"> 684</span> }</div>
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|
<div class="line"><a id="l00685" name="l00685"></a><span class="lineno"> 685</span> }</div>
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|
<div class="line"><a id="l00686" name="l00686"></a><span class="lineno"> 686</span> <span class="keywordtype">double</span> scaling_factor = 0.0;</div>
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|
<div class="line"><a id="l00687" name="l00687"></a><span class="lineno"> 687</span> <span class="keywordtype">double</span> max_relative_error = 0.0;</div>
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|
<div class="line"><a id="l00688" name="l00688"></a><span class="lineno"> 688</span> <span class="keywordtype">double</span> relative_error = 0.0;</div>
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|
<div class="line"><a id="l00689" name="l00689"></a><span class="lineno"> 689</span> <a class="code hl_function" href="namespaceoperations__research.html#aae3359f1c2367d44e5cf9be5d5abc89f">GetBestScalingOfDoublesToInt64</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a>,</div>
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|
<div class="line"><a id="l00690" name="l00690"></a><span class="lineno"> 690</span> <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::numeric_limits<int64_t>::max</a>(),</div>
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|
<div class="line"><a id="l00691" name="l00691"></a><span class="lineno"> 691</span> &scaling_factor, &relative_error);</div>
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|
<div class="line"><a id="l00692" name="l00692"></a><span class="lineno"> 692</span> <span class="keyword">const</span> int64_t gcd = <a class="code hl_function" href="namespaceoperations__research.html#aae2e6ed909e0cd5f240b885800f55c87">ComputeGcdOfRoundedDoubles</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a>, scaling_factor);</div>
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|
<div class="line"><a id="l00693" name="l00693"></a><span class="lineno"> 693</span> max_relative_error = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(relative_error, max_relative_error);</div>
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|
<div class="line"><a id="l00694" name="l00694"></a><span class="lineno"> 694</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"objective relative error: "</span> << relative_error;</div>
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|
<div class="line"><a id="l00695" name="l00695"></a><span class="lineno"> 695</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"objective scaling factor: "</span> << scaling_factor / gcd;</div>
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|
<div class="line"><a id="l00696" name="l00696"></a><span class="lineno"> 696</span> </div>
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<div class="line"><a id="l00697" name="l00697"></a><span class="lineno"> 697</span> ScaleAndSparsifyWeights(scaling_factor, gcd, dense_weights, objective);</div>
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|
<div class="line"><a id="l00698" name="l00698"></a><span class="lineno"> 698</span> </div>
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<div class="line"><a id="l00699" name="l00699"></a><span class="lineno"> 699</span> <span class="comment">// Note that here we set the scaling factor for the inverse operation of</span></div>
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|
<div class="line"><a id="l00700" name="l00700"></a><span class="lineno"> 700</span> <span class="comment">// getting the "true" objective value from the scaled one. Hence the inverse.</span></div>
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|
<div class="line"><a id="l00701" name="l00701"></a><span class="lineno"> 701</span> objective->set_scaling_factor(1.0 / scaling_factor * gcd);</div>
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<div class="line"><a id="l00702" name="l00702"></a><span class="lineno"> 702</span> objective->set_offset((linear_problem.objective_offset() + offset) *</div>
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|
<div class="line"><a id="l00703" name="l00703"></a><span class="lineno"> 703</span> scaling_factor / gcd);</div>
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|
<div class="line"><a id="l00704" name="l00704"></a><span class="lineno"> 704</span>}</div>
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|
<div class="line"><a id="l00705" name="l00705"></a><span class="lineno"> 705</span> </div>
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<div class="line"><a id="l00706" name="l00706"></a><span class="lineno"> 706</span><span class="keywordtype">void</span> IntegralProblemConverter::AddVariableConstraints(</div>
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<div class="line"><a id="l00707" name="l00707"></a><span class="lineno"> 707</span> <span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a id="l00708" name="l00708"></a><span class="lineno"> 708</span> LinearBooleanProblem* boolean_problem) {</div>
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<div class="line"><a id="l00709" name="l00709"></a><span class="lineno"> 709</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> < linear_problem.num_variables(); ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00710" name="l00710"></a><span class="lineno"> 710</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> = linear_problem.variable_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00711" name="l00711"></a><span class="lineno"> 711</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> = linear_problem.variable_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00712" name="l00712"></a><span class="lineno"> 712</span> <span class="keyword">const</span> <span class="keywordtype">int</span> pos = global_to_boolean_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00713" name="l00713"></a><span class="lineno"> 713</span> <span class="keywordflow">if</span> (pos >= 0) {</div>
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<div class="line"><a id="l00714" name="l00714"></a><span class="lineno"> 714</span> <span class="comment">// Boolean variable.</span></div>
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<div class="line"><a id="l00715" name="l00715"></a><span class="lineno"> 715</span> <a class="code hl_define" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(BOOLEAN, variable_types_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
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<div class="line"><a id="l00716" name="l00716"></a><span class="lineno"> 716</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> is_fixed = (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> > -1.0 && <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> < 1.0) ||</div>
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<div class="line"><a id="l00717" name="l00717"></a><span class="lineno"> 717</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> > 0.0 && <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> < 2.0);</div>
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<div class="line"><a id="l00718" name="l00718"></a><span class="lineno"> 718</span> <span class="keywordflow">if</span> (is_fixed) {</div>
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<div class="line"><a id="l00719" name="l00719"></a><span class="lineno"> 719</span> <span class="comment">// Set the variable.</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> <span class="keywordtype">int</span> fixed_value = <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> > -1.0 && <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> < 1.0 ? 0 : 1;</div>
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|
<div class="line"><a id="l00721" name="l00721"></a><span class="lineno"> 721</span> LinearBooleanConstraint* constraint =</div>
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<div class="line"><a id="l00722" name="l00722"></a><span class="lineno"> 722</span> boolean_problem->add_constraints();</div>
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|
<div class="line"><a id="l00723" name="l00723"></a><span class="lineno"> 723</span> constraint->set_lower_bound(fixed_value);</div>
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|
<div class="line"><a id="l00724" name="l00724"></a><span class="lineno"> 724</span> constraint->set_upper_bound(fixed_value);</div>
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|
<div class="line"><a id="l00725" name="l00725"></a><span class="lineno"> 725</span> constraint->add_literals(pos + 1);</div>
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|
<div class="line"><a id="l00726" name="l00726"></a><span class="lineno"> 726</span> constraint->add_coefficients(1);</div>
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<div class="line"><a id="l00727" name="l00727"></a><span class="lineno"> 727</span> }</div>
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<div class="line"><a id="l00728" name="l00728"></a><span class="lineno"> 728</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00729" name="l00729"></a><span class="lineno"> 729</span> <a class="code hl_define" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(INTEGRAL_EXPRESSED_AS_BOOLEAN, variable_types_[<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> <span class="comment">// Integral variable.</span></div>
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|
<div class="line"><a id="l00731" name="l00731"></a><span class="lineno"> 731</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> != -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> || <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</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="l00732" name="l00732"></a><span class="lineno"> 732</span> <span class="keyword">const</span> IntegralVariable& integral_var = integral_variables_[-pos - 1];</div>
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|
<div class="line"><a id="l00733" name="l00733"></a><span class="lineno"> 733</span> LinearBooleanConstraint* constraint =</div>
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|
<div class="line"><a id="l00734" name="l00734"></a><span class="lineno"> 734</span> boolean_problem->add_constraints();</div>
|
|
<div class="line"><a id="l00735" name="l00735"></a><span class="lineno"> 735</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < integral_var.bits().size(); ++i) {</div>
|
|
<div class="line"><a id="l00736" name="l00736"></a><span class="lineno"> 736</span> constraint->add_literals(integral_var.bits()[i].value() + 1);</div>
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|
<div class="line"><a id="l00737" name="l00737"></a><span class="lineno"> 737</span> constraint->add_coefficients(integral_var.weights()[i]);</div>
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|
<div class="line"><a id="l00738" name="l00738"></a><span class="lineno"> 738</span> }</div>
|
|
<div class="line"><a id="l00739" name="l00739"></a><span class="lineno"> 739</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> != -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a id="l00740" name="l00740"></a><span class="lineno"> 740</span> constraint->set_lower_bound(<span class="keyword">static_cast<</span>int64_t<span class="keyword">></span>(ceil(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>)) -</div>
|
|
<div class="line"><a id="l00741" name="l00741"></a><span class="lineno"> 741</span> integral_var.offset());</div>
|
|
<div class="line"><a id="l00742" name="l00742"></a><span class="lineno"> 742</span> }</div>
|
|
<div class="line"><a id="l00743" name="l00743"></a><span class="lineno"> 743</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> != <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a id="l00744" name="l00744"></a><span class="lineno"> 744</span> constraint->set_upper_bound(<span class="keyword">static_cast<</span>int64_t<span class="keyword">></span>(floor(<a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>)) -</div>
|
|
<div class="line"><a id="l00745" name="l00745"></a><span class="lineno"> 745</span> integral_var.offset());</div>
|
|
<div class="line"><a id="l00746" name="l00746"></a><span class="lineno"> 746</span> }</div>
|
|
<div class="line"><a id="l00747" name="l00747"></a><span class="lineno"> 747</span> }</div>
|
|
<div class="line"><a id="l00748" name="l00748"></a><span class="lineno"> 748</span> }</div>
|
|
<div class="line"><a id="l00749" name="l00749"></a><span class="lineno"> 749</span> }</div>
|
|
<div class="line"><a id="l00750" name="l00750"></a><span class="lineno"> 750</span>}</div>
|
|
<div class="line"><a id="l00751" name="l00751"></a><span class="lineno"> 751</span> </div>
|
|
<div class="line"><a id="l00752" name="l00752"></a><span class="lineno"> 752</span><span class="keywordtype">bool</span> IntegralProblemConverter::ConvertUsingExistingBooleans(</div>
|
|
<div class="line"><a id="l00753" name="l00753"></a><span class="lineno"> 753</span> <span class="keyword">const</span> LinearProgram& linear_problem, ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
|
|
<div class="line"><a id="l00754" name="l00754"></a><span class="lineno"> 754</span> IntegralVariable* integral_var) {</div>
|
|
<div class="line"><a id="l00755" name="l00755"></a><span class="lineno"> 755</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(<span class="keyword">nullptr</span> != integral_var);</div>
|
|
<div class="line"><a id="l00756" name="l00756"></a><span class="lineno"> 756</span> <a class="code hl_define" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(INTEGRAL, variable_types_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a id="l00757" name="l00757"></a><span class="lineno"> 757</span> </div>
|
|
<div class="line"><a id="l00758" name="l00758"></a><span class="lineno"> 758</span> <span class="keyword">const</span> SparseMatrix& matrix = linear_problem.GetSparseMatrix();</div>
|
|
<div class="line"><a id="l00759" name="l00759"></a><span class="lineno"> 759</span> <span class="keyword">const</span> SparseMatrix& transpose = linear_problem.GetTransposeSparseMatrix();</div>
|
|
<div class="line"><a id="l00760" name="l00760"></a><span class="lineno"> 760</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> SparseColumn::Entry var_entry : matrix.column(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a id="l00761" name="l00761"></a><span class="lineno"> 761</span> <span class="keyword">const</span> RowIndex constraint = var_entry.row();</div>
|
|
<div class="line"><a id="l00762" name="l00762"></a><span class="lineno"> 762</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lb = linear_problem.constraint_lower_bounds()[constraint];</div>
|
|
<div class="line"><a id="l00763" name="l00763"></a><span class="lineno"> 763</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ub = linear_problem.constraint_upper_bounds()[constraint];</div>
|
|
<div class="line"><a id="l00764" name="l00764"></a><span class="lineno"> 764</span> <span class="keywordflow">if</span> (lb != ub) {</div>
|
|
<div class="line"><a id="l00765" name="l00765"></a><span class="lineno"> 765</span> <span class="comment">// To replace an integral variable by a weighted sum of Boolean variables,</span></div>
|
|
<div class="line"><a id="l00766" name="l00766"></a><span class="lineno"> 766</span> <span class="comment">// the constraint has to be an equality.</span></div>
|
|
<div class="line"><a id="l00767" name="l00767"></a><span class="lineno"> 767</span> <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l00768" name="l00768"></a><span class="lineno"> 768</span> }</div>
|
|
<div class="line"><a id="l00769" name="l00769"></a><span class="lineno"> 769</span> </div>
|
|
<div class="line"><a id="l00770" name="l00770"></a><span class="lineno"> 770</span> <span class="keywordflow">if</span> (transpose.column(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(constraint)).<a class="code hl_variable" href="preprocessor_8cc.html#a2babe18010525bbf13c2fa5a959971e4">num_entries</a>() <= 1) {</div>
|
|
<div class="line"><a id="l00771" name="l00771"></a><span class="lineno"> 771</span> <span class="comment">// Can't replace the integer variable by Boolean variables when there are</span></div>
|
|
<div class="line"><a id="l00772" name="l00772"></a><span class="lineno"> 772</span> <span class="comment">// no Boolean variables.</span></div>
|
|
<div class="line"><a id="l00773" name="l00773"></a><span class="lineno"> 773</span> <span class="comment">// TODO(user): We could actually simplify the problem when the variable</span></div>
|
|
<div class="line"><a id="l00774" name="l00774"></a><span class="lineno"> 774</span> <span class="comment">// is constant, but this should be done by the preprocessor,</span></div>
|
|
<div class="line"><a id="l00775" name="l00775"></a><span class="lineno"> 775</span> <span class="comment">// not here. Consider activating the MIP preprocessing.</span></div>
|
|
<div class="line"><a id="l00776" name="l00776"></a><span class="lineno"> 776</span> <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l00777" name="l00777"></a><span class="lineno"> 777</span> }</div>
|
|
<div class="line"><a id="l00778" name="l00778"></a><span class="lineno"> 778</span> </div>
|
|
<div class="line"><a id="l00779" name="l00779"></a><span class="lineno"> 779</span> <span class="keywordtype">bool</span> only_one_integral_variable = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l00780" name="l00780"></a><span class="lineno"> 780</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> SparseColumn::Entry constraint_entry :</div>
|
|
<div class="line"><a id="l00781" name="l00781"></a><span class="lineno"> 781</span> transpose.column(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(constraint))) {</div>
|
|
<div class="line"><a id="l00782" name="l00782"></a><span class="lineno"> 782</span> <span class="keyword">const</span> ColIndex var_index = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(constraint_entry.row());</div>
|
|
<div class="line"><a id="l00783" name="l00783"></a><span class="lineno"> 783</span> <span class="keywordflow">if</span> (var_index != <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> && variable_types_[var_index] == INTEGRAL) {</div>
|
|
<div class="line"><a id="l00784" name="l00784"></a><span class="lineno"> 784</span> only_one_integral_variable = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00785" name="l00785"></a><span class="lineno"> 785</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00786" name="l00786"></a><span class="lineno"> 786</span> }</div>
|
|
<div class="line"><a id="l00787" name="l00787"></a><span class="lineno"> 787</span> }</div>
|
|
<div class="line"><a id="l00788" name="l00788"></a><span class="lineno"> 788</span> <span class="keywordflow">if</span> (only_one_integral_variable &&</div>
|
|
<div class="line"><a id="l00789" name="l00789"></a><span class="lineno"> 789</span> CreateVariableUsingConstraint(linear_problem, constraint,</div>
|
|
<div class="line"><a id="l00790" name="l00790"></a><span class="lineno"> 790</span> integral_var)) {</div>
|
|
<div class="line"><a id="l00791" name="l00791"></a><span class="lineno"> 791</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l00792" name="l00792"></a><span class="lineno"> 792</span> }</div>
|
|
<div class="line"><a id="l00793" name="l00793"></a><span class="lineno"> 793</span> }</div>
|
|
<div class="line"><a id="l00794" name="l00794"></a><span class="lineno"> 794</span> </div>
|
|
<div class="line"><a id="l00795" name="l00795"></a><span class="lineno"> 795</span> integral_var->Clear();</div>
|
|
<div class="line"><a id="l00796" name="l00796"></a><span class="lineno"> 796</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00797" name="l00797"></a><span class="lineno"> 797</span>}</div>
|
|
<div class="line"><a id="l00798" name="l00798"></a><span class="lineno"> 798</span> </div>
|
|
<div class="line"><a id="l00799" name="l00799"></a><span class="lineno"> 799</span><span class="keywordtype">bool</span> IntegralProblemConverter::CreateVariableUsingConstraint(</div>
|
|
<div class="line"><a id="l00800" name="l00800"></a><span class="lineno"> 800</span> <span class="keyword">const</span> LinearProgram& linear_problem, RowIndex constraint,</div>
|
|
<div class="line"><a id="l00801" name="l00801"></a><span class="lineno"> 801</span> IntegralVariable* integral_var) {</div>
|
|
<div class="line"><a id="l00802" name="l00802"></a><span class="lineno"> 802</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(<span class="keyword">nullptr</span> != integral_var);</div>
|
|
<div class="line"><a id="l00803" name="l00803"></a><span class="lineno"> 803</span> integral_var->Clear();</div>
|
|
<div class="line"><a id="l00804" name="l00804"></a><span class="lineno"> 804</span> </div>
|
|
<div class="line"><a id="l00805" name="l00805"></a><span class="lineno"> 805</span> <span class="keyword">const</span> SparseMatrix& transpose = linear_problem.GetTransposeSparseMatrix();</div>
|
|
<div class="line"><a id="l00806" name="l00806"></a><span class="lineno"> 806</span> <a class="code hl_class" href="classabsl_1_1_strong_vector.html">absl::StrongVector<VariableIndex, Fractional></a> dense_weights(</div>
|
|
<div class="line"><a id="l00807" name="l00807"></a><span class="lineno"> 807</span> num_boolean_variables_, 0.0);</div>
|
|
<div class="line"><a id="l00808" name="l00808"></a><span class="lineno"> 808</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> scale = 1.0;</div>
|
|
<div class="line"><a id="l00809" name="l00809"></a><span class="lineno"> 809</span> int64_t variable_offset = 0;</div>
|
|
<div class="line"><a id="l00810" name="l00810"></a><span class="lineno"> 810</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> SparseColumn::Entry constraint_entry :</div>
|
|
<div class="line"><a id="l00811" name="l00811"></a><span class="lineno"> 811</span> transpose.column(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(constraint))) {</div>
|
|
<div class="line"><a id="l00812" name="l00812"></a><span class="lineno"> 812</span> <span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(constraint_entry.row());</div>
|
|
<div class="line"><a id="l00813" name="l00813"></a><span class="lineno"> 813</span> <span class="keywordflow">if</span> (variable_types_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == INTEGRAL) {</div>
|
|
<div class="line"><a id="l00814" name="l00814"></a><span class="lineno"> 814</span> scale = constraint_entry.coefficient();</div>
|
|
<div class="line"><a id="l00815" name="l00815"></a><span class="lineno"> 815</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (variable_types_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == BOOLEAN) {</div>
|
|
<div class="line"><a id="l00816" name="l00816"></a><span class="lineno"> 816</span> <span class="keyword">const</span> <span class="keywordtype">int</span> pos = global_to_boolean_[<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> <a class="code hl_define" href="base_2logging_8h.html#ae4db23f10f5d4aad6d735f5a74cd6f8c">CHECK_LE</a>(0, pos);</div>
|
|
<div class="line"><a id="l00818" name="l00818"></a><span class="lineno"> 818</span> dense_weights[VariableIndex(pos)] -= constraint_entry.coefficient();</div>
|
|
<div class="line"><a id="l00819" name="l00819"></a><span class="lineno"> 819</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00820" name="l00820"></a><span class="lineno"> 820</span> <a class="code hl_define" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(INTEGRAL_EXPRESSED_AS_BOOLEAN, variable_types_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a id="l00821" name="l00821"></a><span class="lineno"> 821</span> <span class="keyword">const</span> <span class="keywordtype">int</span> pos = global_to_boolean_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00822" name="l00822"></a><span class="lineno"> 822</span> <a class="code hl_define" href="base_2logging_8h.html#a7e03ec13560fa94a8fea569960d7efc6">CHECK_GT</a>(0, pos);</div>
|
|
<div class="line"><a id="l00823" name="l00823"></a><span class="lineno"> 823</span> <span class="keyword">const</span> IntegralVariable& local_integral_var =</div>
|
|
<div class="line"><a id="l00824" name="l00824"></a><span class="lineno"> 824</span> integral_variables_[-pos - 1];</div>
|
|
<div class="line"><a id="l00825" name="l00825"></a><span class="lineno"> 825</span> variable_offset -=</div>
|
|
<div class="line"><a id="l00826" name="l00826"></a><span class="lineno"> 826</span> constraint_entry.coefficient() * local_integral_var.offset();</div>
|
|
<div class="line"><a id="l00827" name="l00827"></a><span class="lineno"> 827</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < local_integral_var.bits().size(); ++i) {</div>
|
|
<div class="line"><a id="l00828" name="l00828"></a><span class="lineno"> 828</span> dense_weights[local_integral_var.bits()[i]] -=</div>
|
|
<div class="line"><a id="l00829" name="l00829"></a><span class="lineno"> 829</span> constraint_entry.coefficient() * local_integral_var.weights()[i];</div>
|
|
<div class="line"><a id="l00830" name="l00830"></a><span class="lineno"> 830</span> }</div>
|
|
<div class="line"><a id="l00831" name="l00831"></a><span class="lineno"> 831</span> }</div>
|
|
<div class="line"><a id="l00832" name="l00832"></a><span class="lineno"> 832</span> }</div>
|
|
<div class="line"><a id="l00833" name="l00833"></a><span class="lineno"> 833</span> </div>
|
|
<div class="line"><a id="l00834" name="l00834"></a><span class="lineno"> 834</span> <span class="comment">// Rescale using the weight of the integral variable.</span></div>
|
|
<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#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lb = linear_problem.constraint_lower_bounds()[constraint];</div>
|
|
<div class="line"><a id="l00836" name="l00836"></a><span class="lineno"> 836</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> offset = (lb + variable_offset) / scale;</div>
|
|
<div class="line"><a id="l00837" name="l00837"></a><span class="lineno"> 837</span> <span class="keywordflow">if</span> (!<a class="code hl_function" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(offset)) {</div>
|
|
<div class="line"><a id="l00838" name="l00838"></a><span class="lineno"> 838</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00839" name="l00839"></a><span class="lineno"> 839</span> }</div>
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|
<div class="line"><a id="l00840" name="l00840"></a><span class="lineno"> 840</span> integral_var->set_offset(<span class="keyword">static_cast<</span>int64_t<span class="keyword">></span>(offset));</div>
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<div class="line"><a id="l00841" name="l00841"></a><span class="lineno"> 841</span> </div>
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<div class="line"><a id="l00842" name="l00842"></a><span class="lineno"> 842</span> <span class="keywordflow">for</span> (VariableIndex <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>(0); <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a> < dense_weights.size(); ++<a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>) {</div>
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<div class="line"><a id="l00843" name="l00843"></a><span class="lineno"> 843</span> <span class="keywordflow">if</span> (dense_weights[<a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>] != 0.0) {</div>
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<div class="line"><a id="l00844" name="l00844"></a><span class="lineno"> 844</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="pack_8cc.html#a4255f714cea26cdd64f6a0ee72d34a8c">weight</a> = dense_weights[<a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>] / scale;</div>
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|
<div class="line"><a id="l00845" name="l00845"></a><span class="lineno"> 845</span> <span class="keywordflow">if</span> (!<a class="code hl_function" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(<a class="code hl_variable" href="pack_8cc.html#a4255f714cea26cdd64f6a0ee72d34a8c">weight</a>)) {</div>
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|
<div class="line"><a id="l00846" name="l00846"></a><span class="lineno"> 846</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00847" name="l00847"></a><span class="lineno"> 847</span> }</div>
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<div class="line"><a id="l00848" name="l00848"></a><span class="lineno"> 848</span> integral_var->set_weight(<a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>, <span class="keyword">static_cast<</span>int64_t<span class="keyword">></span>(<a class="code hl_variable" href="pack_8cc.html#a4255f714cea26cdd64f6a0ee72d34a8c">weight</a>));</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> }</div>
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<div class="line"><a id="l00851" name="l00851"></a><span class="lineno"> 851</span> </div>
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<div class="line"><a id="l00852" name="l00852"></a><span class="lineno"> 852</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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|
<div class="line"><a id="l00853" name="l00853"></a><span class="lineno"> 853</span>}</div>
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|
<div class="line"><a id="l00854" name="l00854"></a><span class="lineno"> 854</span> </div>
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<div class="line"><a id="l00855" name="l00855"></a><span class="lineno"> 855</span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> IntegralProblemConverter::AddWeightedIntegralVariable(</div>
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<div class="line"><a id="l00856" name="l00856"></a><span class="lineno"> 856</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> <a class="code hl_variable" href="pack_8cc.html#a4255f714cea26cdd64f6a0ee72d34a8c">weight</a>,</div>
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<div class="line"><a id="l00857" name="l00857"></a><span class="lineno"> 857</span> <a class="code hl_class" href="classabsl_1_1_strong_vector.html">absl::StrongVector<VariableIndex, Fractional></a>* dense_weights) {</div>
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<div class="line"><a id="l00858" name="l00858"></a><span class="lineno"> 858</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(<span class="keyword">nullptr</span> != dense_weights);</div>
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|
<div class="line"><a id="l00859" name="l00859"></a><span class="lineno"> 859</span> </div>
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<div class="line"><a id="l00860" name="l00860"></a><span class="lineno"> 860</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="pack_8cc.html#a4255f714cea26cdd64f6a0ee72d34a8c">weight</a> == 0.0) {</div>
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|
<div class="line"><a id="l00861" name="l00861"></a><span class="lineno"> 861</span> <span class="keywordflow">return</span> 0;</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> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> offset = 0;</div>
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|
<div class="line"><a id="l00865" name="l00865"></a><span class="lineno"> 865</span> <span class="keyword">const</span> <span class="keywordtype">int</span> pos = global_to_boolean_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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|
<div class="line"><a id="l00866" name="l00866"></a><span class="lineno"> 866</span> <span class="keywordflow">if</span> (pos >= 0) {</div>
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|
<div class="line"><a id="l00867" name="l00867"></a><span class="lineno"> 867</span> <span class="comment">// Boolean variable.</span></div>
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|
<div class="line"><a id="l00868" name="l00868"></a><span class="lineno"> 868</span> (*dense_weights)[VariableIndex(pos)] += <a class="code hl_variable" href="pack_8cc.html#a4255f714cea26cdd64f6a0ee72d34a8c">weight</a>;</div>
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|
<div class="line"><a id="l00869" name="l00869"></a><span class="lineno"> 869</span> } <span class="keywordflow">else</span> {</div>
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|
<div class="line"><a id="l00870" name="l00870"></a><span class="lineno"> 870</span> <span class="comment">// Integral variable.</span></div>
|
|
<div class="line"><a id="l00871" name="l00871"></a><span class="lineno"> 871</span> <span class="keyword">const</span> IntegralVariable& integral_var = integral_variables_[-pos - 1];</div>
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|
<div class="line"><a id="l00872" name="l00872"></a><span class="lineno"> 872</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < integral_var.bits().size(); ++i) {</div>
|
|
<div class="line"><a id="l00873" name="l00873"></a><span class="lineno"> 873</span> (*dense_weights)[integral_var.bits()[i]] +=</div>
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|
<div class="line"><a id="l00874" name="l00874"></a><span class="lineno"> 874</span> integral_var.weights()[i] * <a class="code hl_variable" href="pack_8cc.html#a4255f714cea26cdd64f6a0ee72d34a8c">weight</a>;</div>
|
|
<div class="line"><a id="l00875" name="l00875"></a><span class="lineno"> 875</span> }</div>
|
|
<div class="line"><a id="l00876" name="l00876"></a><span class="lineno"> 876</span> offset += <a class="code hl_variable" href="pack_8cc.html#a4255f714cea26cdd64f6a0ee72d34a8c">weight</a> * integral_var.offset();</div>
|
|
<div class="line"><a id="l00877" name="l00877"></a><span class="lineno"> 877</span> }</div>
|
|
<div class="line"><a id="l00878" name="l00878"></a><span class="lineno"> 878</span> <span class="keywordflow">return</span> offset;</div>
|
|
<div class="line"><a id="l00879" name="l00879"></a><span class="lineno"> 879</span>}</div>
|
|
<div class="line"><a id="l00880" name="l00880"></a><span class="lineno"> 880</span> </div>
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|
<div class="line"><a id="l00881" name="l00881"></a><span class="lineno"> 881</span><span class="keyword">template</span> <<span class="keyword">class</span> T></div>
|
|
<div class="line"><a id="l00882" name="l00882"></a><span class="lineno"> 882</span><span class="keywordtype">double</span> IntegralProblemConverter::ScaleAndSparsifyWeights(</div>
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|
<div class="line"><a id="l00883" name="l00883"></a><span class="lineno"> 883</span> <span class="keywordtype">double</span> scaling_factor, int64_t gcd,</div>
|
|
<div class="line"><a id="l00884" name="l00884"></a><span class="lineno"> 884</span> <span class="keyword">const</span> <a class="code hl_class" href="classabsl_1_1_strong_vector.html">absl::StrongVector<VariableIndex, Fractional></a>& dense_weights, T* t) {</div>
|
|
<div class="line"><a id="l00885" name="l00885"></a><span class="lineno"> 885</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(<span class="keyword">nullptr</span> != t);</div>
|
|
<div class="line"><a id="l00886" name="l00886"></a><span class="lineno"> 886</span> </div>
|
|
<div class="line"><a id="l00887" name="l00887"></a><span class="lineno"> 887</span> <span class="keywordtype">double</span> bound_error = 0.0;</div>
|
|
<div class="line"><a id="l00888" name="l00888"></a><span class="lineno"> 888</span> <span class="keywordflow">for</span> (VariableIndex <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>(0); <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a> < dense_weights.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a60304b65bf89363bcc3165d3cde67f86">size</a>(); ++<a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>) {</div>
|
|
<div class="line"><a id="l00889" name="l00889"></a><span class="lineno"> 889</span> <span class="keywordflow">if</span> (dense_weights[<a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>] != 0.0) {</div>
|
|
<div class="line"><a id="l00890" name="l00890"></a><span class="lineno"> 890</span> <span class="keyword">const</span> <span class="keywordtype">double</span> scaled_weight = dense_weights[<a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>] * scaling_factor;</div>
|
|
<div class="line"><a id="l00891" name="l00891"></a><span class="lineno"> 891</span> bound_error += fabs(round(scaled_weight) - scaled_weight);</div>
|
|
<div class="line"><a id="l00892" name="l00892"></a><span class="lineno"> 892</span> t->add_literals(<a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>.value() + 1);</div>
|
|
<div class="line"><a id="l00893" name="l00893"></a><span class="lineno"> 893</span> t->add_coefficients(<span class="keyword">static_cast<</span>int64_t<span class="keyword">></span>(round(scaled_weight)) / gcd);</div>
|
|
<div class="line"><a id="l00894" name="l00894"></a><span class="lineno"> 894</span> }</div>
|
|
<div class="line"><a id="l00895" name="l00895"></a><span class="lineno"> 895</span> }</div>
|
|
<div class="line"><a id="l00896" name="l00896"></a><span class="lineno"> 896</span> </div>
|
|
<div class="line"><a id="l00897" name="l00897"></a><span class="lineno"> 897</span> <span class="keywordflow">return</span> bound_error;</div>
|
|
<div class="line"><a id="l00898" name="l00898"></a><span class="lineno"> 898</span>}</div>
|
|
<div class="line"><a id="l00899" name="l00899"></a><span class="lineno"> 899</span><span class="keywordtype">bool</span> IntegralProblemConverter::HasNonZeroWeights(</div>
|
|
<div class="line"><a id="l00900" name="l00900"></a><span class="lineno"> 900</span> <span class="keyword">const</span> <a class="code hl_class" href="classabsl_1_1_strong_vector.html">absl::StrongVector<VariableIndex, Fractional></a>& dense_weights)<span class="keyword"> const </span>{</div>
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|
<div class="line"><a id="l00901" name="l00901"></a><span class="lineno"> 901</span> <span class="keywordflow">for</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="pack_8cc.html#a4255f714cea26cdd64f6a0ee72d34a8c">weight</a> : dense_weights) {</div>
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|
<div class="line"><a id="l00902" name="l00902"></a><span class="lineno"> 902</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="pack_8cc.html#a4255f714cea26cdd64f6a0ee72d34a8c">weight</a> != 0.0) {</div>
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|
<div class="line"><a id="l00903" name="l00903"></a><span class="lineno"> 903</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l00904" name="l00904"></a><span class="lineno"> 904</span> }</div>
|
|
<div class="line"><a id="l00905" name="l00905"></a><span class="lineno"> 905</span> }</div>
|
|
<div class="line"><a id="l00906" name="l00906"></a><span class="lineno"> 906</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00907" name="l00907"></a><span class="lineno"> 907</span>}</div>
|
|
<div class="line"><a id="l00908" name="l00908"></a><span class="lineno"> 908</span> </div>
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|
<div class="line"><a id="l00909" name="l00909"></a><span class="lineno"> 909</span><span class="keywordtype">bool</span> <a class="code hl_function" href="namespaceoperations__research_1_1fz.html#a459f0de7d4aaaba9ac406576a5677d8f">CheckSolution</a>(<span class="keyword">const</span> LinearProgram& linear_problem,</div>
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|
<div class="line"><a id="l00910" name="l00910"></a><span class="lineno"> 910</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">glop::DenseRow</a>& variable_values) {</div>
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|
<div class="line"><a id="l00911" name="l00911"></a><span class="lineno"> 911</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#ae5fa9e57c2d31b294195ed8a9e17bfac">glop::DenseColumn</a> constraint_values(linear_problem.num_constraints(), 0);</div>
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|
<div class="line"><a id="l00912" name="l00912"></a><span class="lineno"> 912</span> </div>
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|
<div class="line"><a id="l00913" name="l00913"></a><span class="lineno"> 913</span> <span class="keyword">const</span> SparseMatrix& matrix = linear_problem.GetSparseMatrix();</div>
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<div class="line"><a id="l00914" name="l00914"></a><span class="lineno"> 914</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> < linear_problem.num_variables(); ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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|
<div class="line"><a id="l00915" name="l00915"></a><span class="lineno"> 915</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> = linear_problem.variable_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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|
<div class="line"><a id="l00916" name="l00916"></a><span class="lineno"> 916</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> = linear_problem.variable_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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|
<div class="line"><a id="l00917" name="l00917"></a><span class="lineno"> 917</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>
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|
<div class="line"><a id="l00918" name="l00918"></a><span class="lineno"> 918</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> > <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> || <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> < <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) {</div>
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|
<div class="line"><a id="l00919" name="l00919"></a><span class="lineno"> 919</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code hl_variable" href="log__severity_8h.html#ac9bcbe19995a8140cd4ec61773cd6e67">ERROR</a>) << <span class="stringliteral">"Variable "</span> << <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> << <span class="stringliteral">" out of bound: "</span> << <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a></div>
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|
<div class="line"><a id="l00920" name="l00920"></a><span class="lineno"> 920</span> << <span class="stringliteral">" should be in "</span> << <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> << <span class="stringliteral">" .. "</span> << <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>;</div>
|
|
<div class="line"><a id="l00921" name="l00921"></a><span class="lineno"> 921</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00922" name="l00922"></a><span class="lineno"> 922</span> }</div>
|
|
<div class="line"><a id="l00923" name="l00923"></a><span class="lineno"> 923</span> </div>
|
|
<div class="line"><a id="l00924" name="l00924"></a><span class="lineno"> 924</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> SparseColumn::Entry entry : matrix.column(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a id="l00925" name="l00925"></a><span class="lineno"> 925</span> constraint_values[entry.row()] += entry.coefficient() * <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>;</div>
|
|
<div class="line"><a id="l00926" name="l00926"></a><span class="lineno"> 926</span> }</div>
|
|
<div class="line"><a id="l00927" name="l00927"></a><span class="lineno"> 927</span> }</div>
|
|
<div class="line"><a id="l00928" name="l00928"></a><span class="lineno"> 928</span> </div>
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<div class="line"><a id="l00929" name="l00929"></a><span class="lineno"> 929</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < linear_problem.num_constraints(); ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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<div class="line"><a id="l00930" name="l00930"></a><span class="lineno"> 930</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lb = linear_problem.constraint_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
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<div class="line"><a id="l00931" name="l00931"></a><span class="lineno"> 931</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ub = linear_problem.constraint_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
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<div class="line"><a id="l00932" name="l00932"></a><span class="lineno"> 932</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> = constraint_values[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
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<div class="line"><a id="l00933" name="l00933"></a><span class="lineno"> 933</span> <span class="keywordflow">if</span> (lb > <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> || ub < <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) {</div>
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<div class="line"><a id="l00934" name="l00934"></a><span class="lineno"> 934</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code hl_variable" href="log__severity_8h.html#ac9bcbe19995a8140cd4ec61773cd6e67">ERROR</a>) << <span class="stringliteral">"Constraint "</span> << <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> << <span class="stringliteral">" out of bound: "</span> << <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a></div>
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<div class="line"><a id="l00935" name="l00935"></a><span class="lineno"> 935</span> << <span class="stringliteral">" should be in "</span> << lb << <span class="stringliteral">" .. "</span> << ub;</div>
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<div class="line"><a id="l00936" name="l00936"></a><span class="lineno"> 936</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00937" name="l00937"></a><span class="lineno"> 937</span> }</div>
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<div class="line"><a id="l00938" name="l00938"></a><span class="lineno"> 938</span> }</div>
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<div class="line"><a id="l00939" name="l00939"></a><span class="lineno"> 939</span> </div>
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<div class="line"><a id="l00940" name="l00940"></a><span class="lineno"> 940</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00941" name="l00941"></a><span class="lineno"> 941</span>}</div>
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<div class="line"><a id="l00942" name="l00942"></a><span class="lineno"> 942</span> </div>
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<div class="line"><a id="l00943" name="l00943"></a><span class="lineno"> 943</span><span class="comment">// Solves the given linear program and returns the solve status.</span></div>
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<div class="line"><a id="l00944" name="l00944"></a><span class="lineno"> 944</span><a class="code hl_enumeration" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915">BopSolveStatus</a> InternalSolve(<span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a id="l00945" name="l00945"></a><span class="lineno"> 945</span> <span class="keyword">const</span> BopParameters& <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>,</div>
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<div class="line"><a id="l00946" name="l00946"></a><span class="lineno"> 946</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& initial_solution,</div>
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<div class="line"><a id="l00947" name="l00947"></a><span class="lineno"> 947</span> TimeLimit* <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>* variable_values,</div>
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<div class="line"><a id="l00948" name="l00948"></a><span class="lineno"> 948</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* <a class="code hl_variable" href="trust__region_8cc.html#a69703b8569462134ad4e22ab0133e418">objective_value</a>,</div>
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<div class="line"><a id="l00949" name="l00949"></a><span class="lineno"> 949</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* best_bound) {</div>
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<div class="line"><a id="l00950" name="l00950"></a><span class="lineno"> 950</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(variable_values != <span class="keyword">nullptr</span>);</div>
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|
<div class="line"><a id="l00951" name="l00951"></a><span class="lineno"> 951</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(<a class="code hl_variable" href="trust__region_8cc.html#a69703b8569462134ad4e22ab0133e418">objective_value</a> != <span class="keyword">nullptr</span>);</div>
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|
<div class="line"><a id="l00952" name="l00952"></a><span class="lineno"> 952</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(best_bound != <span class="keyword">nullptr</span>);</div>
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|
<div class="line"><a id="l00953" name="l00953"></a><span class="lineno"> 953</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> use_initial_solution = (initial_solution.size() > 0);</div>
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|
<div class="line"><a id="l00954" name="l00954"></a><span class="lineno"> 954</span> <span class="keywordflow">if</span> (use_initial_solution) {</div>
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|
<div class="line"><a id="l00955" name="l00955"></a><span class="lineno"> 955</span> <a class="code hl_define" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(initial_solution.size(), linear_problem.num_variables());</div>
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|
<div class="line"><a id="l00956" name="l00956"></a><span class="lineno"> 956</span> }</div>
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|
<div class="line"><a id="l00957" name="l00957"></a><span class="lineno"> 957</span> </div>
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|
<div class="line"><a id="l00958" name="l00958"></a><span class="lineno"> 958</span> <span class="comment">// Those values will only make sense when a solution is found, however we</span></div>
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|
<div class="line"><a id="l00959" name="l00959"></a><span class="lineno"> 959</span> <span class="comment">// resize here such that one can access the values even if they don't mean</span></div>
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|
<div class="line"><a id="l00960" name="l00960"></a><span class="lineno"> 960</span> <span class="comment">// anything.</span></div>
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|
<div class="line"><a id="l00961" name="l00961"></a><span class="lineno"> 961</span> variable_values->resize(linear_problem.num_variables(), 0);</div>
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|
<div class="line"><a id="l00962" name="l00962"></a><span class="lineno"> 962</span> </div>
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|
<div class="line"><a id="l00963" name="l00963"></a><span class="lineno"> 963</span> LinearBooleanProblem boolean_problem;</div>
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|
<div class="line"><a id="l00964" name="l00964"></a><span class="lineno"> 964</span> std::vector<bool> boolean_initial_solution;</div>
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|
<div class="line"><a id="l00965" name="l00965"></a><span class="lineno"> 965</span> IntegralProblemConverter converter;</div>
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|
<div class="line"><a id="l00966" name="l00966"></a><span class="lineno"> 966</span> <span class="keywordflow">if</span> (!converter.ConvertToBooleanProblem(linear_problem, initial_solution,</div>
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|
<div class="line"><a id="l00967" name="l00967"></a><span class="lineno"> 967</span> &boolean_problem,</div>
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<div class="line"><a id="l00968" name="l00968"></a><span class="lineno"> 968</span> &boolean_initial_solution)) {</div>
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|
<div class="line"><a id="l00969" name="l00969"></a><span class="lineno"> 969</span> <span class="keywordflow">return</span> BopSolveStatus::INVALID_PROBLEM;</div>
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|
<div class="line"><a id="l00970" name="l00970"></a><span class="lineno"> 970</span> }</div>
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|
<div class="line"><a id="l00971" name="l00971"></a><span class="lineno"> 971</span> </div>
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<div class="line"><a id="l00972" name="l00972"></a><span class="lineno"> 972</span> BopSolver bop_solver(boolean_problem);</div>
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|
<div class="line"><a id="l00973" name="l00973"></a><span class="lineno"> 973</span> bop_solver.SetParameters(<a class="code hl_variable" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>);</div>
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|
<div class="line"><a id="l00974" name="l00974"></a><span class="lineno"> 974</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915">BopSolveStatus</a> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = BopSolveStatus::NO_SOLUTION_FOUND;</div>
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|
<div class="line"><a id="l00975" name="l00975"></a><span class="lineno"> 975</span> <span class="keywordflow">if</span> (use_initial_solution) {</div>
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|
<div class="line"><a id="l00976" name="l00976"></a><span class="lineno"> 976</span> BopSolution bop_solution(boolean_problem, <span class="stringliteral">"InitialSolution"</span>);</div>
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<div class="line"><a id="l00977" name="l00977"></a><span class="lineno"> 977</span> <a class="code hl_define" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(boolean_initial_solution.size(), boolean_problem.num_variables());</div>
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<div class="line"><a id="l00978" name="l00978"></a><span class="lineno"> 978</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < boolean_initial_solution.size(); ++i) {</div>
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|
<div class="line"><a id="l00979" name="l00979"></a><span class="lineno"> 979</span> bop_solution.SetValue(VariableIndex(i), boolean_initial_solution[i]);</div>
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|
<div class="line"><a id="l00980" name="l00980"></a><span class="lineno"> 980</span> }</div>
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|
<div class="line"><a id="l00981" name="l00981"></a><span class="lineno"> 981</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = bop_solver.SolveWithTimeLimit(bop_solution, <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="l00982" name="l00982"></a><span class="lineno"> 982</span> } <span class="keywordflow">else</span> {</div>
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|
<div class="line"><a id="l00983" name="l00983"></a><span class="lineno"> 983</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = bop_solver.SolveWithTimeLimit(<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="l00984" name="l00984"></a><span class="lineno"> 984</span> }</div>
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<div class="line"><a id="l00985" name="l00985"></a><span class="lineno"> 985</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == BopSolveStatus::OPTIMAL_SOLUTION_FOUND ||</div>
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|
<div class="line"><a id="l00986" name="l00986"></a><span class="lineno"> 986</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == BopSolveStatus::FEASIBLE_SOLUTION_FOUND) {</div>
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|
<div class="line"><a id="l00987" name="l00987"></a><span class="lineno"> 987</span> <span class="comment">// Compute objective value.</span></div>
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|
<div class="line"><a id="l00988" name="l00988"></a><span class="lineno"> 988</span> <span class="keyword">const</span> BopSolution& solution = bop_solver.best_solution();</div>
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<div class="line"><a id="l00989" name="l00989"></a><span class="lineno"> 989</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(solution.IsFeasible());</div>
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<div class="line"><a id="l00990" name="l00990"></a><span class="lineno"> 990</span> </div>
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<div class="line"><a id="l00991" name="l00991"></a><span class="lineno"> 991</span> *<a class="code hl_variable" href="trust__region_8cc.html#a69703b8569462134ad4e22ab0133e418">objective_value</a> = linear_problem.objective_offset();</div>
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<div class="line"><a id="l00992" name="l00992"></a><span class="lineno"> 992</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> < linear_problem.num_variables(); ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00993" name="l00993"></a><span class="lineno"> 993</span> <span class="keyword">const</span> int64_t <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> = converter.GetSolutionValue(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, solution);</div>
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<div class="line"><a id="l00994" name="l00994"></a><span class="lineno"> 994</span> (*variable_values)[<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>;</div>
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<div class="line"><a id="l00995" name="l00995"></a><span class="lineno"> 995</span> *<a class="code hl_variable" href="trust__region_8cc.html#a69703b8569462134ad4e22ab0133e418">objective_value</a> += <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> * linear_problem.objective_coefficients()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00996" name="l00996"></a><span class="lineno"> 996</span> }</div>
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<div class="line"><a id="l00997" name="l00997"></a><span class="lineno"> 997</span> </div>
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<div class="line"><a id="l00998" name="l00998"></a><span class="lineno"> 998</span> <a class="code hl_function" href="namespaceoperations__research_1_1fz.html#a459f0de7d4aaaba9ac406576a5677d8f">CheckSolution</a>(linear_problem, *variable_values);</div>
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<div class="line"><a id="l00999" name="l00999"></a><span class="lineno"> 999</span> </div>
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<div class="line"><a id="l01000" name="l01000"></a><span class="lineno"> 1000</span> <span class="comment">// TODO(user): Check that the scaled best bound from Bop is a valid one</span></div>
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<div class="line"><a id="l01001" name="l01001"></a><span class="lineno"> 1001</span> <span class="comment">// even after conversion. If yes, remove the optimality test.</span></div>
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<div class="line"><a id="l01002" name="l01002"></a><span class="lineno"> 1002</span> *best_bound = <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == BopSolveStatus::OPTIMAL_SOLUTION_FOUND</div>
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<div class="line"><a id="l01003" name="l01003"></a><span class="lineno"> 1003</span> ? *<a class="code hl_variable" href="trust__region_8cc.html#a69703b8569462134ad4e22ab0133e418">objective_value</a></div>
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<div class="line"><a id="l01004" name="l01004"></a><span class="lineno"> 1004</span> : bop_solver.GetScaledBestBound();</div>
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<div class="line"><a id="l01005" name="l01005"></a><span class="lineno"> 1005</span> }</div>
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<div class="line"><a id="l01006" name="l01006"></a><span class="lineno"> 1006</span> <span class="keywordflow">return</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>;</div>
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<div class="line"><a id="l01007" name="l01007"></a><span class="lineno"> 1007</span>}</div>
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<div class="line"><a id="l01008" name="l01008"></a><span class="lineno"> 1008</span> </div>
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<div class="line"><a id="l01009" name="l01009"></a><span class="lineno"> 1009</span><span class="keywordtype">void</span> RunOneBop(<span class="keyword">const</span> BopParameters& <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>, <span class="keywordtype">int</span> problem_index,</div>
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<div class="line"><a id="l01010" name="l01010"></a><span class="lineno"> 1010</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& initial_solution, TimeLimit* <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="l01011" name="l01011"></a><span class="lineno"> 1011</span> LPDecomposer* decomposer, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>* variable_values,</div>
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<div class="line"><a id="l01012" name="l01012"></a><span class="lineno"> 1012</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* <a class="code hl_variable" href="trust__region_8cc.html#a69703b8569462134ad4e22ab0133e418">objective_value</a>, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* best_bound,</div>
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|
<div class="line"><a id="l01013" name="l01013"></a><span class="lineno"> 1013</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915">BopSolveStatus</a>* <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>) {</div>
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|
<div class="line"><a id="l01014" name="l01014"></a><span class="lineno"> 1014</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(decomposer != <span class="keyword">nullptr</span>);</div>
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|
<div class="line"><a id="l01015" name="l01015"></a><span class="lineno"> 1015</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(variable_values != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l01016" name="l01016"></a><span class="lineno"> 1016</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(<a class="code hl_variable" href="trust__region_8cc.html#a69703b8569462134ad4e22ab0133e418">objective_value</a> != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l01017" name="l01017"></a><span class="lineno"> 1017</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(best_bound != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l01018" name="l01018"></a><span class="lineno"> 1018</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> != <span class="keyword">nullptr</span>);</div>
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<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> LinearProgram problem;</div>
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<div class="line"><a id="l01021" name="l01021"></a><span class="lineno"> 1021</span> decomposer->ExtractLocalProblem(problem_index, &problem);</div>
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<div class="line"><a id="l01022" name="l01022"></a><span class="lineno"> 1022</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a> local_initial_solution;</div>
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<div class="line"><a id="l01023" name="l01023"></a><span class="lineno"> 1023</span> <span class="keywordflow">if</span> (initial_solution.size() > 0) {</div>
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|
<div class="line"><a id="l01024" name="l01024"></a><span class="lineno"> 1024</span> local_initial_solution =</div>
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|
<div class="line"><a id="l01025" name="l01025"></a><span class="lineno"> 1025</span> decomposer->ExtractLocalAssignment(problem_index, initial_solution);</div>
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|
<div class="line"><a id="l01026" name="l01026"></a><span class="lineno"> 1026</span> }</div>
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<div class="line"><a id="l01027" name="l01027"></a><span class="lineno"> 1027</span> <span class="comment">// TODO(user): Investigate a better approximation of the time needed to</span></div>
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|
<div class="line"><a id="l01028" name="l01028"></a><span class="lineno"> 1028</span> <span class="comment">// solve the problem than just the number of variables.</span></div>
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|
<div class="line"><a id="l01029" name="l01029"></a><span class="lineno"> 1029</span> <span class="keyword">const</span> <span class="keywordtype">double</span> total_num_variables = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(</div>
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<div class="line"><a id="l01030" name="l01030"></a><span class="lineno"> 1030</span> 1.0, <span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(</div>
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<div class="line"><a id="l01031" name="l01031"></a><span class="lineno"> 1031</span> decomposer->original_problem().num_variables().value()));</div>
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|
<div class="line"><a id="l01032" name="l01032"></a><span class="lineno"> 1032</span> <span class="keyword">const</span> <span class="keywordtype">double</span> time_per_variable =</div>
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<div class="line"><a id="l01033" name="l01033"></a><span class="lineno"> 1033</span> <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>.max_time_in_seconds() / total_num_variables;</div>
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|
<div class="line"><a id="l01034" name="l01034"></a><span class="lineno"> 1034</span> <span class="keyword">const</span> <span class="keywordtype">double</span> deterministic_time_per_variable =</div>
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|
<div class="line"><a id="l01035" name="l01035"></a><span class="lineno"> 1035</span> <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>.max_deterministic_time() / total_num_variables;</div>
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|
<div class="line"><a id="l01036" name="l01036"></a><span class="lineno"> 1036</span> <span class="keyword">const</span> <span class="keywordtype">int</span> local_num_variables = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(1, problem.num_variables().value());</div>
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|
<div class="line"><a id="l01037" name="l01037"></a><span class="lineno"> 1037</span> </div>
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|
<div class="line"><a id="l01038" name="l01038"></a><span class="lineno"> 1038</span> NestedTimeLimit subproblem_time_limit(</div>
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|
<div class="line"><a id="l01039" name="l01039"></a><span class="lineno"> 1039</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="l01040" name="l01040"></a><span class="lineno"> 1040</span> <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(time_per_variable * local_num_variables,</div>
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|
<div class="line"><a id="l01041" name="l01041"></a><span class="lineno"> 1041</span> <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>.decomposed_problem_min_time_in_seconds()),</div>
|
|
<div class="line"><a id="l01042" name="l01042"></a><span class="lineno"> 1042</span> deterministic_time_per_variable * local_num_variables);</div>
|
|
<div class="line"><a id="l01043" name="l01043"></a><span class="lineno"> 1043</span> </div>
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|
<div class="line"><a id="l01044" name="l01044"></a><span class="lineno"> 1044</span> *<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = InternalSolve(problem, <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>, local_initial_solution,</div>
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|
<div class="line"><a id="l01045" name="l01045"></a><span class="lineno"> 1045</span> subproblem_time_limit.GetTimeLimit(), variable_values,</div>
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|
<div class="line"><a id="l01046" name="l01046"></a><span class="lineno"> 1046</span> <a class="code hl_variable" href="trust__region_8cc.html#a69703b8569462134ad4e22ab0133e418">objective_value</a>, best_bound);</div>
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|
<div class="line"><a id="l01047" name="l01047"></a><span class="lineno"> 1047</span>}</div>
|
|
<div class="line"><a id="l01048" name="l01048"></a><span class="lineno"> 1048</span>} <span class="comment">// anonymous namespace</span></div>
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|
<div class="line"><a id="l01049" name="l01049"></a><span class="lineno"> 1049</span> </div>
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|
<div class="line"><a id="l01050" name="l01050"></a><span class="lineno"><a class="line" href="classoperations__research_1_1bop_1_1_integral_solver.html#ae83e4603cd6512413738069fefdbae3b"> 1050</a></span>IntegralSolver::IntegralSolver()</div>
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|
<div class="line"><a id="l01051" name="l01051"></a><span class="lineno"> 1051</span> : parameters_(), variable_values_(), objective_value_(0.0) {}</div>
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|
<div class="line"><a id="l01052" name="l01052"></a><span class="lineno"> 1052</span> </div>
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|
<div class="line"><a id="l01053" name="l01053"></a><span class="lineno"> 1053</span><a class="code hl_enumeration" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915">BopSolveStatus</a> <a class="code hl_function" href="classoperations__research_1_1bop_1_1_integral_solver.html#a8ee454f92f2db3d69be5b79cc4aa0307">IntegralSolver::Solve</a>(<span class="keyword">const</span> LinearProgram& linear_problem) {</div>
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|
<div class="line"><a id="l01054" name="l01054"></a><span class="lineno"> 1054</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1bop_1_1_integral_solver.html#a8ee454f92f2db3d69be5b79cc4aa0307">Solve</a>(linear_problem, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>());</div>
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|
<div class="line"><a id="l01055" name="l01055"></a><span class="lineno"> 1055</span>}</div>
|
|
<div class="line"><a id="l01056" name="l01056"></a><span class="lineno"> 1056</span> </div>
|
|
<div class="line"><a id="l01057" name="l01057"></a><span class="lineno"> 1057</span><a class="code hl_enumeration" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915">BopSolveStatus</a> <a class="code hl_function" href="classoperations__research_1_1bop_1_1_integral_solver.html#a0a9fe49ecfb7cdb4918dae9972dd73bb">IntegralSolver::SolveWithTimeLimit</a>(</div>
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|
<div class="line"><a id="l01058" name="l01058"></a><span class="lineno"> 1058</span> <span class="keyword">const</span> LinearProgram& linear_problem, <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="l01059" name="l01059"></a><span class="lineno"> 1059</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1bop_1_1_integral_solver.html#a0a9fe49ecfb7cdb4918dae9972dd73bb">SolveWithTimeLimit</a>(linear_problem, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>(), <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>);</div>
|
|
<div class="line"><a id="l01060" name="l01060"></a><span class="lineno"> 1060</span>}</div>
|
|
<div class="line"><a id="l01061" name="l01061"></a><span class="lineno"> 1061</span> </div>
|
|
<div class="line"><a id="l01062" name="l01062"></a><span class="lineno"> 1062</span><a class="code hl_enumeration" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915">BopSolveStatus</a> <a class="code hl_function" href="classoperations__research_1_1bop_1_1_integral_solver.html#a8ee454f92f2db3d69be5b79cc4aa0307">IntegralSolver::Solve</a>(</div>
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|
<div class="line"><a id="l01063" name="l01063"></a><span class="lineno"> 1063</span> <span class="keyword">const</span> LinearProgram& linear_problem,</div>
|
|
<div class="line"><a id="l01064" name="l01064"></a><span class="lineno"> 1064</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& user_provided_initial_solution) {</div>
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|
<div class="line"><a id="l01065" name="l01065"></a><span class="lineno"> 1065</span> std::unique_ptr<TimeLimit> <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="l01066" name="l01066"></a><span class="lineno"> 1066</span> <a class="code hl_function" href="classoperations__research_1_1_time_limit.html#a0ea9620e492bd75ea7e2fcded8f1de8b">TimeLimit::FromParameters</a>(parameters_);</div>
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|
<div class="line"><a id="l01067" name="l01067"></a><span class="lineno"> 1067</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1bop_1_1_integral_solver.html#a0a9fe49ecfb7cdb4918dae9972dd73bb">SolveWithTimeLimit</a>(linear_problem, user_provided_initial_solution,</div>
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|
<div class="line"><a id="l01068" name="l01068"></a><span class="lineno"> 1068</span> <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>.get());</div>
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|
<div class="line"><a id="l01069" name="l01069"></a><span class="lineno"> 1069</span>}</div>
|
|
<div class="line"><a id="l01070" name="l01070"></a><span class="lineno"> 1070</span> </div>
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|
<div class="line"><a id="l01071" name="l01071"></a><span class="lineno"> 1071</span><a class="code hl_enumeration" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915">BopSolveStatus</a> <a class="code hl_function" href="classoperations__research_1_1bop_1_1_integral_solver.html#a0a9fe49ecfb7cdb4918dae9972dd73bb">IntegralSolver::SolveWithTimeLimit</a>(</div>
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|
<div class="line"><a id="l01072" name="l01072"></a><span class="lineno"> 1072</span> <span class="keyword">const</span> LinearProgram& linear_problem,</div>
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|
<div class="line"><a id="l01073" name="l01073"></a><span class="lineno"> 1073</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& user_provided_initial_solution, TimeLimit* <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>) {</div>
|
|
<div class="line"><a id="l01074" name="l01074"></a><span class="lineno"> 1074</span> <span class="comment">// We make a copy so that we can clear it if the presolve is active.</span></div>
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<div class="line"><a id="l01075" name="l01075"></a><span class="lineno"> 1075</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a> initial_solution = user_provided_initial_solution;</div>
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<div class="line"><a id="l01076" name="l01076"></a><span class="lineno"> 1076</span> <span class="keywordflow">if</span> (initial_solution.size() > 0) {</div>
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<div class="line"><a id="l01077" name="l01077"></a><span class="lineno"> 1077</span> <a class="code hl_define" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(initial_solution.size(), linear_problem.num_variables())</div>
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<div class="line"><a id="l01078" name="l01078"></a><span class="lineno"> 1078</span> << <span class="stringliteral">"The initial solution should have the same number of variables as "</span></div>
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<div class="line"><a id="l01079" name="l01079"></a><span class="lineno"> 1079</span> <span class="stringliteral">"the LinearProgram."</span>;</div>
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<div class="line"><a id="l01080" name="l01080"></a><span class="lineno"> 1080</span> }</div>
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|
<div class="line"><a id="l01081" name="l01081"></a><span class="lineno"> 1081</span> </div>
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<div class="line"><a id="l01082" name="l01082"></a><span class="lineno"> 1082</span> <span class="comment">// Some code path requires to copy the given linear_problem. When this</span></div>
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|
<div class="line"><a id="l01083" name="l01083"></a><span class="lineno"> 1083</span> <span class="comment">// happens, we will simply change the target of this pointer.</span></div>
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|
<div class="line"><a id="l01084" name="l01084"></a><span class="lineno"> 1084</span> LinearProgram <span class="keyword">const</span>* lp = &linear_problem;</div>
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<div class="line"><a id="l01085" name="l01085"></a><span class="lineno"> 1085</span> </div>
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<div class="line"><a id="l01086" name="l01086"></a><span class="lineno"> 1086</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915">BopSolveStatus</a> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>;</div>
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<div class="line"><a id="l01087" name="l01087"></a><span class="lineno"> 1087</span> <span class="keywordflow">if</span> (lp->num_variables() >= parameters_.decomposer_num_variables_threshold()) {</div>
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<div class="line"><a id="l01088" name="l01088"></a><span class="lineno"> 1088</span> LPDecomposer decomposer;</div>
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<div class="line"><a id="l01089" name="l01089"></a><span class="lineno"> 1089</span> decomposer.Decompose(lp);</div>
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<div class="line"><a id="l01090" name="l01090"></a><span class="lineno"> 1090</span> <span class="keyword">const</span> <span class="keywordtype">int</span> num_sub_problems = decomposer.GetNumberOfProblems();</div>
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<div class="line"><a id="l01091" name="l01091"></a><span class="lineno"> 1091</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Problem is decomposable into "</span> << num_sub_problems</div>
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<div class="line"><a id="l01092" name="l01092"></a><span class="lineno"> 1092</span> << <span class="stringliteral">" components!"</span>;</div>
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<div class="line"><a id="l01093" name="l01093"></a><span class="lineno"> 1093</span> <span class="keywordflow">if</span> (num_sub_problems > 1) {</div>
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<div class="line"><a id="l01094" name="l01094"></a><span class="lineno"> 1094</span> <span class="comment">// The problem can be decomposed. Solve each sub-problem and aggregate the</span></div>
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<div class="line"><a id="l01095" name="l01095"></a><span class="lineno"> 1095</span> <span class="comment">// result.</span></div>
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<div class="line"><a id="l01096" name="l01096"></a><span class="lineno"> 1096</span> std::vector<DenseRow> <a class="code hl_function" href="classoperations__research_1_1bop_1_1_integral_solver.html#aa4f96dad1eca955f236a998108268490">variable_values</a>(num_sub_problems);</div>
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<div class="line"><a id="l01097" name="l01097"></a><span class="lineno"> 1097</span> std::vector<Fractional> objective_values(num_sub_problems,</div>
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<div class="line"><a id="l01098" name="l01098"></a><span class="lineno"> 1098</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(0.0));</div>
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<div class="line"><a id="l01099" name="l01099"></a><span class="lineno"> 1099</span> std::vector<Fractional> best_bounds(num_sub_problems, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(0.0));</div>
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<div class="line"><a id="l01100" name="l01100"></a><span class="lineno"> 1100</span> std::vector<BopSolveStatus> statuses(num_sub_problems,</div>
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<div class="line"><a id="l01101" name="l01101"></a><span class="lineno"> 1101</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915add8d8537e1472a5e432749c5abf45c82">BopSolveStatus::INVALID_PROBLEM</a>);</div>
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<div class="line"><a id="l01102" name="l01102"></a><span class="lineno"> 1102</span> </div>
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<div class="line"><a id="l01103" name="l01103"></a><span class="lineno"> 1103</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < num_sub_problems; ++i) {</div>
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<div class="line"><a id="l01104" name="l01104"></a><span class="lineno"> 1104</span> RunOneBop(parameters_, i, initial_solution, <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>, &decomposer,</div>
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<div class="line"><a id="l01105" name="l01105"></a><span class="lineno"> 1105</span> &(<a class="code hl_function" href="classoperations__research_1_1bop_1_1_integral_solver.html#aa4f96dad1eca955f236a998108268490">variable_values</a>[i]), &(objective_values[i]),</div>
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<div class="line"><a id="l01106" name="l01106"></a><span class="lineno"> 1106</span> &(best_bounds[i]), &(statuses[i]));</div>
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<div class="line"><a id="l01107" name="l01107"></a><span class="lineno"> 1107</span> }</div>
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<div class="line"><a id="l01108" name="l01108"></a><span class="lineno"> 1108</span> </div>
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<div class="line"><a id="l01109" name="l01109"></a><span class="lineno"> 1109</span> <span class="comment">// Aggregate results.</span></div>
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<div class="line"><a id="l01110" name="l01110"></a><span class="lineno"> 1110</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915a4bd9906264b0d3d68d0a39c3536d9b66">BopSolveStatus::OPTIMAL_SOLUTION_FOUND</a>;</div>
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|
<div class="line"><a id="l01111" name="l01111"></a><span class="lineno"> 1111</span> objective_value_ = lp->objective_offset();</div>
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<div class="line"><a id="l01112" name="l01112"></a><span class="lineno"> 1112</span> best_bound_ = 0.0;</div>
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<div class="line"><a id="l01113" name="l01113"></a><span class="lineno"> 1113</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < num_sub_problems; ++i) {</div>
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<div class="line"><a id="l01114" name="l01114"></a><span class="lineno"> 1114</span> objective_value_ += objective_values[i];</div>
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<div class="line"><a id="l01115" name="l01115"></a><span class="lineno"> 1115</span> best_bound_ += best_bounds[i];</div>
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<div class="line"><a id="l01116" name="l01116"></a><span class="lineno"> 1116</span> <span class="keywordflow">if</span> (statuses[i] == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915a3fe2f6b2fc16582a30e00307f48d587b">BopSolveStatus::NO_SOLUTION_FOUND</a> ||</div>
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<div class="line"><a id="l01117" name="l01117"></a><span class="lineno"> 1117</span> statuses[i] == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915ac28ceda32c9534dc751298eca22f5da3">BopSolveStatus::INFEASIBLE_PROBLEM</a> ||</div>
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<div class="line"><a id="l01118" name="l01118"></a><span class="lineno"> 1118</span> statuses[i] == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915add8d8537e1472a5e432749c5abf45c82">BopSolveStatus::INVALID_PROBLEM</a>) {</div>
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<div class="line"><a id="l01119" name="l01119"></a><span class="lineno"> 1119</span> <span class="keywordflow">return</span> statuses[i];</div>
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<div class="line"><a id="l01120" name="l01120"></a><span class="lineno"> 1120</span> }</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> <span class="keywordflow">if</span> (statuses[i] == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915af1b7de0cef3266eb7fad94409a745570">BopSolveStatus::FEASIBLE_SOLUTION_FOUND</a>) {</div>
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<div class="line"><a id="l01123" name="l01123"></a><span class="lineno"> 1123</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915af1b7de0cef3266eb7fad94409a745570">BopSolveStatus::FEASIBLE_SOLUTION_FOUND</a>;</div>
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<div class="line"><a id="l01124" name="l01124"></a><span class="lineno"> 1124</span> }</div>
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<div class="line"><a id="l01125" name="l01125"></a><span class="lineno"> 1125</span> }</div>
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<div class="line"><a id="l01126" name="l01126"></a><span class="lineno"> 1126</span> variable_values_ = decomposer.AggregateAssignments(<a class="code hl_function" href="classoperations__research_1_1bop_1_1_integral_solver.html#aa4f96dad1eca955f236a998108268490">variable_values</a>);</div>
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<div class="line"><a id="l01127" name="l01127"></a><span class="lineno"> 1127</span> <a class="code hl_function" href="namespaceoperations__research_1_1fz.html#a459f0de7d4aaaba9ac406576a5677d8f">CheckSolution</a>(*lp, variable_values_);</div>
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<div class="line"><a id="l01128" name="l01128"></a><span class="lineno"> 1128</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l01129" name="l01129"></a><span class="lineno"> 1129</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> =</div>
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<div class="line"><a id="l01130" name="l01130"></a><span class="lineno"> 1130</span> InternalSolve(*lp, parameters_, initial_solution, <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="l01131" name="l01131"></a><span class="lineno"> 1131</span> &variable_values_, &objective_value_, &best_bound_);</div>
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<div class="line"><a id="l01132" name="l01132"></a><span class="lineno"> 1132</span> }</div>
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<div class="line"><a id="l01133" name="l01133"></a><span class="lineno"> 1133</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l01134" name="l01134"></a><span class="lineno"> 1134</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = InternalSolve(*lp, parameters_, initial_solution, <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="l01135" name="l01135"></a><span class="lineno"> 1135</span> &variable_values_, &objective_value_, &best_bound_);</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> </div>
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<div class="line"><a id="l01138" name="l01138"></a><span class="lineno"> 1138</span> <span class="keywordflow">return</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>;</div>
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<div class="line"><a id="l01139" name="l01139"></a><span class="lineno"> 1139</span>}</div>
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<div class="line"><a id="l01140" name="l01140"></a><span class="lineno"> 1140</span> </div>
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<div class="line"><a id="l01141" name="l01141"></a><span class="lineno"> 1141</span>} <span class="comment">// namespace bop</span></div>
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<div class="line"><a id="l01142" name="l01142"></a><span class="lineno"> 1142</span>} <span class="comment">// namespace operations_research</span></div>
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<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>
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<div class="ttc" id="abase_2logging_8h_html_a3e1cfef60e774a81f30eaddf26a3a274"><div class="ttname"><a href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a></div><div class="ttdeci">#define CHECK(condition)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00495">base/logging.h:495</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_a7c0ce053b28d53aa4eaf3eb7fb71663b"><div class="ttname"><a href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a></div><div class="ttdeci">#define CHECK_EQ(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00703">base/logging.h:703</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_a7e03ec13560fa94a8fea569960d7efc6"><div class="ttname"><a href="base_2logging_8h.html#a7e03ec13560fa94a8fea569960d7efc6">CHECK_GT</a></div><div class="ttdeci">#define CHECK_GT(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00708">base/logging.h:708</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ab25e01a2942b821d66371fc68d53f2eb"><div class="ttname"><a href="base_2logging_8h.html#ab25e01a2942b821d66371fc68d53f2eb">CHECK_NE</a></div><div class="ttdeci">#define CHECK_NE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00704">base/logging.h:704</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_ae4db23f10f5d4aad6d735f5a74cd6f8c"><div class="ttname"><a href="base_2logging_8h.html#ae4db23f10f5d4aad6d735f5a74cd6f8c">CHECK_LE</a></div><div class="ttdeci">#define CHECK_LE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00705">base/logging.h:705</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="abop__solver_8h_html"><div class="ttname"><a href="bop__solver_8h.html">bop_solver.h</a></div></div>
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<div class="ttc" id="aclassabsl_1_1_strong_vector_html"><div class="ttname"><a href="classabsl_1_1_strong_vector.html">absl::StrongVector</a></div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00076">strong_vector.h:76</a></div></div>
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<div class="ttc" id="aclassabsl_1_1_strong_vector_html_a60304b65bf89363bcc3165d3cde67f86"><div class="ttname"><a href="classabsl_1_1_strong_vector.html#a60304b65bf89363bcc3165d3cde67f86">absl::StrongVector::size</a></div><div class="ttdeci">size_type size() const</div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00147">strong_vector.h:147</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_time_limit_html"><div class="ttname"><a href="classoperations__research_1_1_time_limit.html">operations_research::TimeLimit</a></div><div class="ttdoc">A simple class to enforce both an elapsed time limit and a deterministic time limit in the same threa...</div><div class="ttdef"><b>Definition:</b> <a href="time__limit_8h_source.html#l00106">time_limit.h:106</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_time_limit_html_a0ea9620e492bd75ea7e2fcded8f1de8b"><div class="ttname"><a href="classoperations__research_1_1_time_limit.html#a0ea9620e492bd75ea7e2fcded8f1de8b">operations_research::TimeLimit::FromParameters</a></div><div class="ttdeci">static std::unique_ptr< TimeLimit > FromParameters(const Parameters &parameters)</div><div class="ttdoc">Creates a time limit object initialized from an object that provides methods max_time_in_seconds() an...</div><div class="ttdef"><b>Definition:</b> <a href="time__limit_8h_source.html#l00160">time_limit.h:160</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1bop_1_1_integral_solver_html_a0a9fe49ecfb7cdb4918dae9972dd73bb"><div class="ttname"><a href="classoperations__research_1_1bop_1_1_integral_solver.html#a0a9fe49ecfb7cdb4918dae9972dd73bb">operations_research::bop::IntegralSolver::SolveWithTimeLimit</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT BopSolveStatus SolveWithTimeLimit(const glop::LinearProgram &linear_problem, TimeLimit *time_limit)</div></div>
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<div class="ttc" id="aclassoperations__research_1_1bop_1_1_integral_solver_html_a8ee454f92f2db3d69be5b79cc4aa0307"><div class="ttname"><a href="classoperations__research_1_1bop_1_1_integral_solver.html#a8ee454f92f2db3d69be5b79cc4aa0307">operations_research::bop::IntegralSolver::Solve</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT BopSolveStatus Solve(const glop::LinearProgram &linear_problem)</div></div>
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<div class="ttc" id="aclassoperations__research_1_1bop_1_1_integral_solver_html_aa4f96dad1eca955f236a998108268490"><div class="ttname"><a href="classoperations__research_1_1bop_1_1_integral_solver.html#aa4f96dad1eca955f236a998108268490">operations_research::bop::IntegralSolver::variable_values</a></div><div class="ttdeci">const glop::DenseRow & variable_values() const</div><div class="ttdef"><b>Definition:</b> <a href="integral__solver_8h_source.html#l00065">integral_solver.h:65</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="ademon__profiler_8cc_html_a05da18ca9c7b657a4a6ea24e07c9b695"><div class="ttname"><a href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a></div><div class="ttdeci">const Constraint * ct</div><div class="ttdef"><b>Definition:</b> <a href="demon__profiler_8cc_source.html#l00043">demon_profiler.cc:43</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="aexpr__array_8cc_html_a472a99923cbe11ae7b5a5d157d9ad465"><div class="ttname"><a href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a></div><div class="ttdeci">IntVar * var</div><div class="ttdef"><b>Definition:</b> <a href="expr__array_8cc_source.html#l01874">expr_array.cc:1874</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="agscip__solver_8cc_html_aa59e74cc299dbf75fa6e2234dd0849a2"><div class="ttname"><a href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a></div><div class="ttdeci">absl::Span< const double > coefficients</div><div class="ttdef"><b>Definition:</b> <a href="gscip__solver_8cc_source.html#l00140">gscip_solver.cc:140</a></div></div>
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<div class="ttc" id="aintegral__solver_8h_html"><div class="ttname"><a href="integral__solver_8h.html">integral_solver.h</a></div></div>
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<div class="ttc" id="ainterval_8cc_html_adeaf787e3a80bbf698cb9e26264474e0"><div class="ttname"><a href="interval_8cc.html#adeaf787e3a80bbf698cb9e26264474e0">offset_</a></div><div class="ttdeci">const int64_t offset_</div><div class="ttdef"><b>Definition:</b> <a href="interval_8cc_source.html#l02108">interval.cc:2108</a></div></div>
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<div class="ttc" id="alog__severity_8h_html_a50e5762f38854b37ee3e2851bc1bb0e7"><div class="ttname"><a href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a></div><div class="ttdeci">const int WARNING</div><div class="ttdef"><b>Definition:</b> <a href="log__severity_8h_source.html#l00031">log_severity.h:31</a></div></div>
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<div class="ttc" id="alog__severity_8h_html_ac9bcbe19995a8140cd4ec61773cd6e67"><div class="ttname"><a href="log__severity_8h.html#ac9bcbe19995a8140cd4ec61773cd6e67">ERROR</a></div><div class="ttdeci">const int ERROR</div><div class="ttdef"><b>Definition:</b> <a href="log__severity_8h_source.html#l00032">log_severity.h:32</a></div></div>
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<div class="ttc" id="alp__decomposer_8h_html"><div class="ttname"><a href="lp__decomposer_8h.html">lp_decomposer.h</a></div></div>
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<div class="ttc" id="amarkowitz_8cc_html_aa9d6c98fdf8d89b0e2321fda02adc82c"><div class="ttname"><a href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a></div><div class="ttdeci">ColIndex col</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00183">markowitz.cc:183</a></div></div>
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<div class="ttc" id="amarkowitz_8cc_html_aea35f36ba98d5bbd8d033382f50c9e52"><div class="ttname"><a href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a></div><div class="ttdeci">RowIndex row</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00182">markowitz.cc:182</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1bop_html_a7fe1fd792b1c40c0b5dcc44728e5f915"><div class="ttname"><a href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915">operations_research::bop::BopSolveStatus</a></div><div class="ttdeci">BopSolveStatus</div><div class="ttdef"><b>Definition:</b> <a href="bop__types_8h_source.html#l00033">bop_types.h:33</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1bop_html_a7fe1fd792b1c40c0b5dcc44728e5f915a3fe2f6b2fc16582a30e00307f48d587b"><div class="ttname"><a href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915a3fe2f6b2fc16582a30e00307f48d587b">operations_research::bop::BopSolveStatus::NO_SOLUTION_FOUND</a></div><div class="ttdeci">@ NO_SOLUTION_FOUND</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1bop_html_a7fe1fd792b1c40c0b5dcc44728e5f915a4bd9906264b0d3d68d0a39c3536d9b66"><div class="ttname"><a href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915a4bd9906264b0d3d68d0a39c3536d9b66">operations_research::bop::BopSolveStatus::OPTIMAL_SOLUTION_FOUND</a></div><div class="ttdeci">@ OPTIMAL_SOLUTION_FOUND</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1bop_html_a7fe1fd792b1c40c0b5dcc44728e5f915ac28ceda32c9534dc751298eca22f5da3"><div class="ttname"><a href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915ac28ceda32c9534dc751298eca22f5da3">operations_research::bop::BopSolveStatus::INFEASIBLE_PROBLEM</a></div><div class="ttdeci">@ INFEASIBLE_PROBLEM</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1bop_html_a7fe1fd792b1c40c0b5dcc44728e5f915add8d8537e1472a5e432749c5abf45c82"><div class="ttname"><a href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915add8d8537e1472a5e432749c5abf45c82">operations_research::bop::BopSolveStatus::INVALID_PROBLEM</a></div><div class="ttdeci">@ INVALID_PROBLEM</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1bop_html_a7fe1fd792b1c40c0b5dcc44728e5f915af1b7de0cef3266eb7fad94409a745570"><div class="ttname"><a href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915af1b7de0cef3266eb7fad94409a745570">operations_research::bop::BopSolveStatus::FEASIBLE_SOLUTION_FOUND</a></div><div class="ttdeci">@ FEASIBLE_SOLUTION_FOUND</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1fz_html_a459f0de7d4aaaba9ac406576a5677d8f"><div class="ttname"><a href="namespaceoperations__research_1_1fz.html#a459f0de7d4aaaba9ac406576a5677d8f">operations_research::fz::CheckSolution</a></div><div class="ttdeci">bool CheckSolution(const Model &model, const std::function< int64_t(Variable *)> &evaluator, SolverLogger *logger)</div><div class="ttdef"><b>Definition:</b> <a href="checker_8cc_source.html#l01237">checker.cc:1237</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_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_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_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_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_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_1sat_html_aaf57d784624873d840a2589efa6ff1a1"><div class="ttname"><a href="namespaceoperations__research_1_1sat.html#aaf57d784624873d840a2589efa6ff1a1">operations_research::sat::ChangeOptimizationDirection</a></div><div class="ttdeci">void ChangeOptimizationDirection(LinearBooleanProblem *problem)</div><div class="ttdef"><b>Definition:</b> <a href="boolean__problem_8cc_source.html#l00221">boolean_problem.cc:221</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_a1181732aa2f4c08e28ea32b1c7c6f256"><div class="ttname"><a href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">operations_research::IsIntegerWithinTolerance</a></div><div class="ttdeci">bool IsIntegerWithinTolerance(FloatType x, FloatType tolerance)</div><div class="ttdef"><b>Definition:</b> <a href="fp__utils_8h_source.html#l00165">fp_utils.h:165</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_html_aae2e6ed909e0cd5f240b885800f55c87"><div class="ttname"><a href="namespaceoperations__research.html#aae2e6ed909e0cd5f240b885800f55c87">operations_research::ComputeGcdOfRoundedDoubles</a></div><div class="ttdeci">int64_t ComputeGcdOfRoundedDoubles(const std::vector< double > &x, double scaling_factor)</div><div class="ttdef"><b>Definition:</b> <a href="fp__utils_8cc_source.html#l00200">fp_utils.cc:200</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_html_aae3359f1c2367d44e5cf9be5d5abc89f"><div class="ttname"><a href="namespaceoperations__research.html#aae3359f1c2367d44e5cf9be5d5abc89f">operations_research::GetBestScalingOfDoublesToInt64</a></div><div class="ttdeci">double GetBestScalingOfDoublesToInt64(const std::vector< double > &input, const std::vector< double > &lb, const std::vector< double > &ub, int64_t max_absolute_sum)</div><div class="ttdef"><b>Definition:</b> <a href="fp__utils_8cc_source.html#l00179">fp_utils.cc:179</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_html_afa6ef9aef70f95b9d5bcee2c10937bc8"><div class="ttname"><a href="namespaceoperations__research.html#afa6ef9aef70f95b9d5bcee2c10937bc8">operations_research::MostSignificantBitPosition64</a></div><div class="ttdeci">int MostSignificantBitPosition64(uint64_t n)</div><div class="ttdef"><b>Definition:</b> <a href="bitset_8h_source.html#l00231">bitset.h:231</a></div></div>
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<div class="ttc" id="apack_8cc_html_a4255f714cea26cdd64f6a0ee72d34a8c"><div class="ttname"><a href="pack_8cc.html#a4255f714cea26cdd64f6a0ee72d34a8c">weight</a></div><div class="ttdeci">int64_t weight</div><div class="ttdef"><b>Definition:</b> <a href="pack_8cc_source.html#l00510">pack.cc:510</a></div></div>
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<div class="ttc" id="apreprocessor_8cc_html_a2babe18010525bbf13c2fa5a959971e4"><div class="ttname"><a href="preprocessor_8cc.html#a2babe18010525bbf13c2fa5a959971e4">num_entries</a></div><div class="ttdeci">EntryIndex num_entries</div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8cc_source.html#l01370">preprocessor.cc:1370</a></div></div>
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<div class="ttc" id="aresource_8cc_html_af12056bc2a8e3ec563f0940d87abbd2e"><div class="ttname"><a href="resource_8cc.html#af12056bc2a8e3ec563f0940d87abbd2e">delta</a></div><div class="ttdeci">int64_t delta</div><div class="ttdef"><b>Definition:</b> <a href="resource_8cc_source.html#l01694">resource.cc:1694</a></div></div>
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<div class="ttc" id="asat_2lp__utils_8cc_html_a24a6b02429aaf5b933eac21ba118ee3a"><div class="ttname"><a href="sat_2lp__utils_8cc.html#a24a6b02429aaf5b933eac21ba118ee3a">max_scaling_factor</a></div><div class="ttdeci">double max_scaling_factor</div><div class="ttdef"><b>Definition:</b> <a href="sat_2lp__utils_8cc_source.html#l00600">sat/lp_utils.cc:600</a></div></div>
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<div class="ttc" id="atrust__region_8cc_html_a69703b8569462134ad4e22ab0133e418"><div class="ttname"><a href="trust__region_8cc.html#a69703b8569462134ad4e22ab0133e418">objective_value</a></div><div class="ttdeci">double objective_value</div><div class="ttdef"><b>Definition:</b> <a href="trust__region_8cc_source.html#l00167">trust_region.cc:167</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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