1336 lines
301 KiB
HTML
1336 lines
301 KiB
HTML
<!-- HTML header for doxygen 1.8.18-->
|
|
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "https://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
|
|
<html xmlns="http://www.w3.org/1999/xhtml">
|
|
<head>
|
|
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
|
|
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
|
|
<meta name="generator" content="Doxygen 1.9.3"/>
|
|
<meta name="viewport" content="width=device-width, initial-scale=1"/>
|
|
<title>OR-Tools: lp_solver.cc Source File</title>
|
|
<link href="tabs.css" rel="stylesheet" type="text/css"/>
|
|
<script type="text/javascript" src="jquery.js"></script>
|
|
<script type="text/javascript" src="dynsections.js"></script>
|
|
<link href="navtree.css" rel="stylesheet" type="text/css"/>
|
|
<script type="text/javascript" src="resize.js"></script>
|
|
<script type="text/javascript" src="navtreedata.js"></script>
|
|
<script type="text/javascript" src="navtree.js"></script>
|
|
<link href="search/search.css" rel="stylesheet" type="text/css"/>
|
|
<script type="text/javascript" src="search/searchdata.js"></script>
|
|
<script type="text/javascript" src="search/search.js"></script>
|
|
<link href="doxygen.css" rel="stylesheet" type="text/css" />
|
|
<link href="styleSheet.tmp.css" rel="stylesheet" type="text/css"/>
|
|
</head>
|
|
<body>
|
|
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
|
|
<div id="titlearea">
|
|
<table cellspacing="0" cellpadding="0">
|
|
<tbody>
|
|
<tr style="height: 56px;">
|
|
<td id="projectlogo"><img alt="Logo" src="orLogo.png"/></td>
|
|
<td id="projectalign" style="padding-left: 0.5em;">
|
|
<div id="projectname">OR-Tools
|
|
 <span id="projectnumber">9.3</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
</div>
|
|
<!-- end header part -->
|
|
<!-- Generated by Doxygen 1.9.3 -->
|
|
<script type="text/javascript">
|
|
/* @license magnet:?xt=urn:btih:d3d9a9a6595521f9666a5e94cc830dab83b65699&dn=expat.txt MIT */
|
|
var searchBox = new SearchBox("searchBox", "search",'Search','.html');
|
|
/* @license-end */
|
|
</script>
|
|
<script type="text/javascript" src="menudata.js"></script>
|
|
<script type="text/javascript" src="menu.js"></script>
|
|
<script type="text/javascript">
|
|
/* @license magnet:?xt=urn:btih:d3d9a9a6595521f9666a5e94cc830dab83b65699&dn=expat.txt MIT */
|
|
$(function() {
|
|
initMenu('',true,false,'search.php','Search');
|
|
$(document).ready(function() { init_search(); });
|
|
});
|
|
/* @license-end */
|
|
</script>
|
|
<div id="main-nav"></div>
|
|
</div><!-- top -->
|
|
<div id="side-nav" class="ui-resizable side-nav-resizable">
|
|
<div id="nav-tree">
|
|
<div id="nav-tree-contents">
|
|
<div id="nav-sync" class="sync"></div>
|
|
</div>
|
|
</div>
|
|
<div id="splitbar" style="-moz-user-select:none;"
|
|
class="ui-resizable-handle">
|
|
</div>
|
|
</div>
|
|
<script type="text/javascript">
|
|
/* @license magnet:?xt=urn:btih:d3d9a9a6595521f9666a5e94cc830dab83b65699&dn=expat.txt MIT */
|
|
$(document).ready(function(){initNavTree('lp__solver_8cc_source.html',''); initResizable(); });
|
|
/* @license-end */
|
|
</script>
|
|
<div id="doc-content">
|
|
<!-- window showing the filter options -->
|
|
<div id="MSearchSelectWindow"
|
|
onmouseover="return searchBox.OnSearchSelectShow()"
|
|
onmouseout="return searchBox.OnSearchSelectHide()"
|
|
onkeydown="return searchBox.OnSearchSelectKey(event)">
|
|
</div>
|
|
|
|
<!-- iframe showing the search results (closed by default) -->
|
|
<div id="MSearchResultsWindow">
|
|
<iframe src="javascript:void(0)" frameborder="0"
|
|
name="MSearchResults" id="MSearchResults">
|
|
</iframe>
|
|
</div>
|
|
|
|
<div class="header">
|
|
<div class="headertitle"><div class="title">lp_solver.cc</div></div>
|
|
</div><!--header-->
|
|
<div class="contents">
|
|
<a href="lp__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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<div class="line"><a id="l00005" name="l00005"></a><span class="lineno"> 5</span><span class="comment">//</span></div>
|
|
<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>
|
|
<div class="line"><a id="l00007" name="l00007"></a><span class="lineno"> 7</span><span class="comment">//</span></div>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<div class="line"><a id="l00012" name="l00012"></a><span class="lineno"> 12</span><span class="comment">// limitations under the License.</span></div>
|
|
<div class="line"><a id="l00013" name="l00013"></a><span class="lineno"> 13</span> </div>
|
|
<div class="line"><a id="l00014" name="l00014"></a><span class="lineno"> 14</span><span class="preprocessor">#include "<a class="code" href="lp__solver_8h.html">ortools/glop/lp_solver.h</a>"</span></div>
|
|
<div class="line"><a id="l00015" name="l00015"></a><span class="lineno"> 15</span> </div>
|
|
<div class="line"><a id="l00016" name="l00016"></a><span class="lineno"> 16</span><span class="preprocessor">#include <cmath></span></div>
|
|
<div class="line"><a id="l00017" name="l00017"></a><span class="lineno"> 17</span><span class="preprocessor">#include <stack></span></div>
|
|
<div class="line"><a id="l00018" name="l00018"></a><span class="lineno"> 18</span><span class="preprocessor">#include <vector></span></div>
|
|
<div class="line"><a id="l00019" name="l00019"></a><span class="lineno"> 19</span> </div>
|
|
<div class="line"><a id="l00020" name="l00020"></a><span class="lineno"> 20</span><span class="preprocessor">#include "absl/memory/memory.h"</span></div>
|
|
<div class="line"><a id="l00021" name="l00021"></a><span class="lineno"> 21</span><span class="preprocessor">#include "absl/strings/match.h"</span></div>
|
|
<div class="line"><a id="l00022" name="l00022"></a><span class="lineno"> 22</span><span class="preprocessor">#include "absl/strings/str_format.h"</span></div>
|
|
<div class="line"><a id="l00023" name="l00023"></a><span class="lineno"> 23</span><span class="preprocessor">#include "<a class="code" href="commandlineflags_8h.html">ortools/base/commandlineflags.h</a>"</span></div>
|
|
<div class="line"><a id="l00024" name="l00024"></a><span class="lineno"> 24</span><span class="preprocessor">#include "<a class="code" href="integral__types_8h.html">ortools/base/integral_types.h</a>"</span></div>
|
|
<div class="line"><a id="l00025" name="l00025"></a><span class="lineno"> 25</span><span class="preprocessor">#include "<a class="code" href="timer_8h.html">ortools/base/timer.h</a>"</span></div>
|
|
<div class="line"><a id="l00026" name="l00026"></a><span class="lineno"> 26</span><span class="preprocessor">#include "<a class="code" href="preprocessor_8h.html">ortools/glop/preprocessor.h</a>"</span></div>
|
|
<div class="line"><a id="l00027" name="l00027"></a><span class="lineno"> 27</span><span class="preprocessor">#include "<a class="code" href="status_8h.html">ortools/glop/status.h</a>"</span></div>
|
|
<div class="line"><a id="l00028" name="l00028"></a><span class="lineno"> 28</span><span class="preprocessor">#include "<a class="code" href="lp__types_8h.html">ortools/lp_data/lp_types.h</a>"</span></div>
|
|
<div class="line"><a id="l00029" name="l00029"></a><span class="lineno"> 29</span><span class="preprocessor">#include "<a class="code" href="lp__data_2lp__utils_8h.html">ortools/lp_data/lp_utils.h</a>"</span></div>
|
|
<div class="line"><a id="l00030" name="l00030"></a><span class="lineno"> 30</span><span class="preprocessor">#include "<a class="code" href="lp__data_2proto__utils_8h.html">ortools/lp_data/proto_utils.h</a>"</span></div>
|
|
<div class="line"><a id="l00031" name="l00031"></a><span class="lineno"> 31</span><span class="preprocessor">#include "<a class="code" href="fp__utils_8h.html">ortools/util/fp_utils.h</a>"</span></div>
|
|
<div class="line"><a id="l00032" name="l00032"></a><span class="lineno"> 32</span> </div>
|
|
<div class="line"><a id="l00033" name="l00033"></a><span class="lineno"> 33</span><span class="comment">// TODO(user): abstract this in some way to the port directory.</span></div>
|
|
<div class="line"><a id="l00034" name="l00034"></a><span class="lineno"> 34</span><span class="preprocessor">#ifndef __PORTABLE_PLATFORM__</span></div>
|
|
<div class="line"><a id="l00035" name="l00035"></a><span class="lineno"> 35</span><span class="preprocessor">#include "<a class="code" href="file__util_8h.html">ortools/util/file_util.h</a>"</span></div>
|
|
<div class="line"><a id="l00036" name="l00036"></a><span class="lineno"> 36</span><span class="preprocessor">#endif</span></div>
|
|
<div class="line"><a id="l00037" name="l00037"></a><span class="lineno"> 37</span> </div>
|
|
<div class="line"><a id="l00038" name="l00038"></a><span class="lineno"><a class="line" href="lp__solver_8cc.html#aa3003ab2d06a8ff3b490c100232fc05c"> 38</a></span><a class="code hl_function" href="lp__solver_8cc.html#aa3003ab2d06a8ff3b490c100232fc05c">ABSL_FLAG</a>(<span class="keywordtype">bool</span>, lp_dump_to_proto_file, <span class="keyword">false</span>,</div>
|
|
<div class="line"><a id="l00039" name="l00039"></a><span class="lineno"> 39</span> <span class="stringliteral">"Tells whether do dump the problem to a protobuf file."</span>);</div>
|
|
<div class="line"><a id="l00040" name="l00040"></a><span class="lineno"><a class="line" href="lp__solver_8cc.html#a3255b4eb70f1e20bab9f48f9d822d88a"> 40</a></span><a class="code hl_function" href="lp__solver_8cc.html#aa3003ab2d06a8ff3b490c100232fc05c">ABSL_FLAG</a>(<span class="keywordtype">bool</span>, lp_dump_compressed_file, <span class="keyword">true</span>,</div>
|
|
<div class="line"><a id="l00041" name="l00041"></a><span class="lineno"> 41</span> <span class="stringliteral">"Whether the proto dump file is compressed."</span>);</div>
|
|
<div class="line"><a id="l00042" name="l00042"></a><span class="lineno"><a class="line" href="lp__solver_8cc.html#a24e27c5235d5d6c4e7a2e377f98c3281"> 42</a></span><a class="code hl_function" href="lp__solver_8cc.html#aa3003ab2d06a8ff3b490c100232fc05c">ABSL_FLAG</a>(<span class="keywordtype">bool</span>, lp_dump_binary_file, <span class="keyword">false</span>,</div>
|
|
<div class="line"><a id="l00043" name="l00043"></a><span class="lineno"> 43</span> <span class="stringliteral">"Whether the proto dump file is binary."</span>);</div>
|
|
<div class="line"><a id="l00044" name="l00044"></a><span class="lineno"><a class="line" href="lp__solver_8cc.html#acaaf678d8a0ec2cbe6e933440b2b27f0"> 44</a></span><a class="code hl_function" href="lp__solver_8cc.html#aa3003ab2d06a8ff3b490c100232fc05c">ABSL_FLAG</a>(<span class="keywordtype">int</span>, lp_dump_file_number, -1,</div>
|
|
<div class="line"><a id="l00045" name="l00045"></a><span class="lineno"> 45</span> <span class="stringliteral">"Number for the dump file, in the form name-000048.pb. "</span></div>
|
|
<div class="line"><a id="l00046" name="l00046"></a><span class="lineno"> 46</span> <span class="stringliteral">"If < 0, the file is automatically numbered from the number of "</span></div>
|
|
<div class="line"><a id="l00047" name="l00047"></a><span class="lineno"> 47</span> <span class="stringliteral">"calls to LPSolver::Solve()."</span>);</div>
|
|
<div class="line"><a id="l00048" name="l00048"></a><span class="lineno"><a class="line" href="lp__solver_8cc.html#a5b18ae1b9058762bcf8aff02efe24092"> 48</a></span><a class="code hl_function" href="lp__solver_8cc.html#aa3003ab2d06a8ff3b490c100232fc05c">ABSL_FLAG</a>(std::string, lp_dump_dir, <span class="stringliteral">"/tmp"</span>,</div>
|
|
<div class="line"><a id="l00049" name="l00049"></a><span class="lineno"> 49</span> <span class="stringliteral">"Directory where dump files are written."</span>);</div>
|
|
<div class="line"><a id="l00050" name="l00050"></a><span class="lineno"><a class="line" href="lp__solver_8cc.html#ac3ba1f6d9971758c9a56b57694613cfb"> 50</a></span><a class="code hl_function" href="lp__solver_8cc.html#aa3003ab2d06a8ff3b490c100232fc05c">ABSL_FLAG</a>(std::string, lp_dump_file_basename, <span class="stringliteral">""</span>,</div>
|
|
<div class="line"><a id="l00051" name="l00051"></a><span class="lineno"> 51</span> <span class="stringliteral">"Base name for dump files. LinearProgram::name_ is used if "</span></div>
|
|
<div class="line"><a id="l00052" name="l00052"></a><span class="lineno"> 52</span> <span class="stringliteral">"lp_dump_file_basename is empty. If LinearProgram::name_ is "</span></div>
|
|
<div class="line"><a id="l00053" name="l00053"></a><span class="lineno"> 53</span> <span class="stringliteral">"empty, \"linear_program_dump_file\" is used."</span>);</div>
|
|
<div class="line"><a id="l00054" name="l00054"></a><span class="lineno"><a class="line" href="lp__solver_8cc.html#aaba1097e4772aca4778b8eff407d261c"> 54</a></span><a class="code hl_function" href="lp__solver_8cc.html#aa3003ab2d06a8ff3b490c100232fc05c">ABSL_FLAG</a>(std::string, glop_params, <span class="stringliteral">""</span>,</div>
|
|
<div class="line"><a id="l00055" name="l00055"></a><span class="lineno"> 55</span> <span class="stringliteral">"Override any user parameters with the value of this flag. This is "</span></div>
|
|
<div class="line"><a id="l00056" name="l00056"></a><span class="lineno"> 56</span> <span class="stringliteral">"interpreted as a GlopParameters proto in text format."</span>);</div>
|
|
<div class="line"><a id="l00057" name="l00057"></a><span class="lineno"> 57</span> </div>
|
|
<div class="line"><a id="l00058" name="l00058"></a><span class="lineno"> 58</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceoperations__research.html">operations_research</a> {</div>
|
|
<div class="line"><a id="l00059" name="l00059"></a><span class="lineno"> 59</span><span class="keyword">namespace </span>glop {</div>
|
|
<div class="line"><a id="l00060" name="l00060"></a><span class="lineno"> 60</span><span class="keyword">namespace </span>{</div>
|
|
<div class="line"><a id="l00061" name="l00061"></a><span class="lineno"> 61</span> </div>
|
|
<div class="line"><a id="l00062" name="l00062"></a><span class="lineno"> 62</span><span class="comment">// Writes a LinearProgram to a file if FLAGS_lp_dump_to_proto_file is true. The</span></div>
|
|
<div class="line"><a id="l00063" name="l00063"></a><span class="lineno"> 63</span><span class="comment">// integer num is appended to the base name of the file. When this function is</span></div>
|
|
<div class="line"><a id="l00064" name="l00064"></a><span class="lineno"> 64</span><span class="comment">// called from LPSolver::Solve(), num is usually the number of times Solve() was</span></div>
|
|
<div class="line"><a id="l00065" name="l00065"></a><span class="lineno"> 65</span><span class="comment">// called. For a LinearProgram whose name is "LinPro", and num = 48, the default</span></div>
|
|
<div class="line"><a id="l00066" name="l00066"></a><span class="lineno"> 66</span><span class="comment">// output file will be /tmp/LinPro-000048.pb.gz.</span></div>
|
|
<div class="line"><a id="l00067" name="l00067"></a><span class="lineno"> 67</span><span class="comment">//</span></div>
|
|
<div class="line"><a id="l00068" name="l00068"></a><span class="lineno"> 68</span><span class="comment">// Warning: is a no-op on portable platforms (android, ios, etc).</span></div>
|
|
<div class="line"><a id="l00069" name="l00069"></a><span class="lineno"> 69</span><span class="keywordtype">void</span> DumpLinearProgramIfRequiredByFlags(<span class="keyword">const</span> LinearProgram& linear_program,</div>
|
|
<div class="line"><a id="l00070" name="l00070"></a><span class="lineno"> 70</span> <span class="keywordtype">int</span> num) {</div>
|
|
<div class="line"><a id="l00071" name="l00071"></a><span class="lineno"> 71</span> <span class="keywordflow">if</span> (!absl::GetFlag(FLAGS_lp_dump_to_proto_file)) <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a id="l00072" name="l00072"></a><span class="lineno"> 72</span><span class="preprocessor">#ifdef __PORTABLE_PLATFORM__</span></div>
|
|
<div class="line"><a id="l00073" name="l00073"></a><span class="lineno"> 73</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">"DumpLinearProgramIfRequiredByFlags(linear_program, num) "</span></div>
|
|
<div class="line"><a id="l00074" name="l00074"></a><span class="lineno"> 74</span> <span class="stringliteral">"requested for linear_program.name()='"</span></div>
|
|
<div class="line"><a id="l00075" name="l00075"></a><span class="lineno"> 75</span> << linear_program.name() << <span class="stringliteral">"', num="</span> << num</div>
|
|
<div class="line"><a id="l00076" name="l00076"></a><span class="lineno"> 76</span> << <span class="stringliteral">" but is not implemented for this platform."</span>;</div>
|
|
<div class="line"><a id="l00077" name="l00077"></a><span class="lineno"> 77</span><span class="preprocessor">#else</span></div>
|
|
<div class="line"><a id="l00078" name="l00078"></a><span class="lineno"> 78</span> std::string filename = absl::GetFlag(FLAGS_lp_dump_file_basename);</div>
|
|
<div class="line"><a id="l00079" name="l00079"></a><span class="lineno"> 79</span> <span class="keywordflow">if</span> (filename.empty()) {</div>
|
|
<div class="line"><a id="l00080" name="l00080"></a><span class="lineno"> 80</span> <span class="keywordflow">if</span> (linear_program.name().empty()) {</div>
|
|
<div class="line"><a id="l00081" name="l00081"></a><span class="lineno"> 81</span> filename = <span class="stringliteral">"linear_program_dump"</span>;</div>
|
|
<div class="line"><a id="l00082" name="l00082"></a><span class="lineno"> 82</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00083" name="l00083"></a><span class="lineno"> 83</span> filename = linear_program.name();</div>
|
|
<div class="line"><a id="l00084" name="l00084"></a><span class="lineno"> 84</span> }</div>
|
|
<div class="line"><a id="l00085" name="l00085"></a><span class="lineno"> 85</span> }</div>
|
|
<div class="line"><a id="l00086" name="l00086"></a><span class="lineno"> 86</span> <span class="keyword">const</span> <span class="keywordtype">int</span> file_num = absl::GetFlag(FLAGS_lp_dump_file_number) >= 0</div>
|
|
<div class="line"><a id="l00087" name="l00087"></a><span class="lineno"> 87</span> ? absl::GetFlag(FLAGS_lp_dump_file_number)</div>
|
|
<div class="line"><a id="l00088" name="l00088"></a><span class="lineno"> 88</span> : num;</div>
|
|
<div class="line"><a id="l00089" name="l00089"></a><span class="lineno"> 89</span> absl::StrAppendFormat(&filename, <span class="stringliteral">"-%06d.pb"</span>, file_num);</div>
|
|
<div class="line"><a id="l00090" name="l00090"></a><span class="lineno"> 90</span> <span class="keyword">const</span> std::string filespec =</div>
|
|
<div class="line"><a id="l00091" name="l00091"></a><span class="lineno"> 91</span> absl::StrCat(absl::GetFlag(FLAGS_lp_dump_dir), <span class="stringliteral">"/"</span>, filename);</div>
|
|
<div class="line"><a id="l00092" name="l00092"></a><span class="lineno"> 92</span> MPModelProto <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>;</div>
|
|
<div class="line"><a id="l00093" name="l00093"></a><span class="lineno"> 93</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8750840afdd5774223821fd504df04c5">LinearProgramToMPModelProto</a>(linear_program, &<a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>);</div>
|
|
<div class="line"><a id="l00094" name="l00094"></a><span class="lineno"> 94</span> <span class="keyword">const</span> <a class="code hl_enumeration" href="namespaceoperations__research.html#aaf9694f57960ede8c406e3bd923bcd72">ProtoWriteFormat</a> write_format = absl::GetFlag(FLAGS_lp_dump_binary_file)</div>
|
|
<div class="line"><a id="l00095" name="l00095"></a><span class="lineno"> 95</span> ? <a class="code hl_enumvalue" href="namespaceoperations__research.html#aaf9694f57960ede8c406e3bd923bcd72aa0af2ac06be96f6784af5295aab62c76">ProtoWriteFormat::kProtoBinary</a></div>
|
|
<div class="line"><a id="l00096" name="l00096"></a><span class="lineno"> 96</span> : <a class="code hl_enumvalue" href="namespaceoperations__research.html#aaf9694f57960ede8c406e3bd923bcd72adfcd8e748f506324dff6a9d5e7aea00b">ProtoWriteFormat::kProtoText</a>;</div>
|
|
<div class="line"><a id="l00097" name="l00097"></a><span class="lineno"> 97</span> <span class="keywordflow">if</span> (!<a class="code hl_function" href="namespaceoperations__research.html#a57741d0280e266642d7d146d0d0beedb">WriteProtoToFile</a>(filespec, <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>, write_format,</div>
|
|
<div class="line"><a id="l00098" name="l00098"></a><span class="lineno"> 98</span> absl::GetFlag(FLAGS_lp_dump_compressed_file))) {</div>
|
|
<div class="line"><a id="l00099" name="l00099"></a><span class="lineno"> 99</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(DFATAL) << <span class="stringliteral">"Could not write "</span> << filespec;</div>
|
|
<div class="line"><a id="l00100" name="l00100"></a><span class="lineno"> 100</span> }</div>
|
|
<div class="line"><a id="l00101" name="l00101"></a><span class="lineno"> 101</span><span class="preprocessor">#endif</span></div>
|
|
<div class="line"><a id="l00102" name="l00102"></a><span class="lineno"> 102</span>}</div>
|
|
<div class="line"><a id="l00103" name="l00103"></a><span class="lineno"> 103</span> </div>
|
|
<div class="line"><a id="l00104" name="l00104"></a><span class="lineno"> 104</span>} <span class="comment">// anonymous namespace</span></div>
|
|
<div class="line"><a id="l00105" name="l00105"></a><span class="lineno"> 105</span> </div>
|
|
<div class="line"><a id="l00106" name="l00106"></a><span class="lineno"> 106</span><span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a id="l00107" name="l00107"></a><span class="lineno"> 107</span><span class="comment">// LPSolver</span></div>
|
|
<div class="line"><a id="l00108" name="l00108"></a><span class="lineno"> 108</span><span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a id="l00109" name="l00109"></a><span class="lineno"> 109</span> </div>
|
|
<div class="line"><a id="l00110" name="l00110"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a1a5c13133724d1d457de6c3c7ce9df85"> 110</a></span><a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a1a5c13133724d1d457de6c3c7ce9df85">LPSolver::LPSolver</a>() : num_solves_(0) {}</div>
|
|
<div class="line"><a id="l00111" name="l00111"></a><span class="lineno"> 111</span> </div>
|
|
<div class="line"><a id="l00112" name="l00112"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_l_p_solver.html#ae7202d055b6b172a8a1da4f5b136f9ea"> 112</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#ae7202d055b6b172a8a1da4f5b136f9ea">LPSolver::SetParameters</a>(<span class="keyword">const</span> GlopParameters& <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>) {</div>
|
|
<div class="line"><a id="l00113" name="l00113"></a><span class="lineno"> 113</span> parameters_ = <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>;</div>
|
|
<div class="line"><a id="l00114" name="l00114"></a><span class="lineno"> 114</span><span class="preprocessor">#ifndef __PORTABLE_PLATFORM__</span></div>
|
|
<div class="line"><a id="l00115" name="l00115"></a><span class="lineno"> 115</span> <span class="keywordflow">if</span> (!absl::GetFlag(FLAGS_glop_params).empty()) {</div>
|
|
<div class="line"><a id="l00116" name="l00116"></a><span class="lineno"> 116</span> GlopParameters flag_params;</div>
|
|
<div class="line"><a id="l00117" name="l00117"></a><span class="lineno"> 117</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(google::protobuf::TextFormat::ParseFromString(</div>
|
|
<div class="line"><a id="l00118" name="l00118"></a><span class="lineno"> 118</span> absl::GetFlag(FLAGS_glop_params), &flag_params));</div>
|
|
<div class="line"><a id="l00119" name="l00119"></a><span class="lineno"> 119</span> parameters_.MergeFrom(flag_params);</div>
|
|
<div class="line"><a id="l00120" name="l00120"></a><span class="lineno"> 120</span> }</div>
|
|
<div class="line"><a id="l00121" name="l00121"></a><span class="lineno"> 121</span><span class="preprocessor">#endif</span></div>
|
|
<div class="line"><a id="l00122" name="l00122"></a><span class="lineno"> 122</span>}</div>
|
|
<div class="line"><a id="l00123" name="l00123"></a><span class="lineno"> 123</span> </div>
|
|
<div class="line"><a id="l00124" name="l00124"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a01f64f8af66c6c5a66d3b4ebc868cab6"> 124</a></span><span class="keyword">const</span> GlopParameters& <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a01f64f8af66c6c5a66d3b4ebc868cab6">LPSolver::GetParameters</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> parameters_; }</div>
|
|
<div class="line"><a id="l00125" name="l00125"></a><span class="lineno"> 125</span> </div>
|
|
<div class="line"><a id="l00126" name="l00126"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a71b04920d660067fdb3d2f4eaa5c7dc0"> 126</a></span>GlopParameters* <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a71b04920d660067fdb3d2f4eaa5c7dc0">LPSolver::GetMutableParameters</a>() { <span class="keywordflow">return</span> &parameters_; }</div>
|
|
<div class="line"><a id="l00127" name="l00127"></a><span class="lineno"> 127</span> </div>
|
|
<div class="line"><a id="l00128" name="l00128"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a061b60ddc2f9fced9216694b1366599e"> 128</a></span><a class="code hl_class" href="classoperations__research_1_1_solver_logger.html">SolverLogger</a>& <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a061b60ddc2f9fced9216694b1366599e">LPSolver::GetSolverLogger</a>() { <span class="keywordflow">return</span> logger_; }</div>
|
|
<div class="line"><a id="l00129" name="l00129"></a><span class="lineno"> 129</span> </div>
|
|
<div class="line"><a id="l00130" name="l00130"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_l_p_solver.html#ad0677fd7b636de2bffe3cffca65dcd20"> 130</a></span><a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493">ProblemStatus</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#ad0677fd7b636de2bffe3cffca65dcd20">LPSolver::Solve</a>(<span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& lp) {</div>
|
|
<div class="line"><a id="l00131" name="l00131"></a><span class="lineno"> 131</span> std::unique_ptr<TimeLimit> <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a> =</div>
|
|
<div class="line"><a id="l00132" name="l00132"></a><span class="lineno"> 132</span> <a class="code hl_function" href="classoperations__research_1_1_time_limit.html#a0ea9620e492bd75ea7e2fcded8f1de8b">TimeLimit::FromParameters</a>(parameters_);</div>
|
|
<div class="line"><a id="l00133" name="l00133"></a><span class="lineno"> 133</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#ae3f158ad37c1fe375d465875fb8130f2">SolveWithTimeLimit</a>(lp, <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>.get());</div>
|
|
<div class="line"><a id="l00134" name="l00134"></a><span class="lineno"> 134</span>}</div>
|
|
<div class="line"><a id="l00135" name="l00135"></a><span class="lineno"> 135</span> </div>
|
|
<div class="line"><a id="l00136" name="l00136"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_l_p_solver.html#ae3f158ad37c1fe375d465875fb8130f2"> 136</a></span><a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493">ProblemStatus</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#ae3f158ad37c1fe375d465875fb8130f2">LPSolver::SolveWithTimeLimit</a>(<span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& lp,</div>
|
|
<div class="line"><a id="l00137" name="l00137"></a><span class="lineno"> 137</span> <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="l00138" name="l00138"></a><span class="lineno"> 138</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a> == <span class="keyword">nullptr</span>) {</div>
|
|
<div class="line"><a id="l00139" name="l00139"></a><span class="lineno"> 139</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(DFATAL) << <span class="stringliteral">"SolveWithTimeLimit() called with a nullptr time_limit."</span>;</div>
|
|
<div class="line"><a id="l00140" name="l00140"></a><span class="lineno"> 140</span> <span class="keywordflow">return</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a88ec4386a3c49b50819358a579fb9adb">ProblemStatus::ABNORMAL</a>;</div>
|
|
<div class="line"><a id="l00141" name="l00141"></a><span class="lineno"> 141</span> }</div>
|
|
<div class="line"><a id="l00142" name="l00142"></a><span class="lineno"> 142</span> ++num_solves_;</div>
|
|
<div class="line"><a id="l00143" name="l00143"></a><span class="lineno"> 143</span> num_revised_simplex_iterations_ = 0;</div>
|
|
<div class="line"><a id="l00144" name="l00144"></a><span class="lineno"> 144</span> DumpLinearProgramIfRequiredByFlags(lp, num_solves_);</div>
|
|
<div class="line"><a id="l00145" name="l00145"></a><span class="lineno"> 145</span> </div>
|
|
<div class="line"><a id="l00146" name="l00146"></a><span class="lineno"> 146</span> <span class="comment">// Display a warning if running in non-opt, unless we're inside a unit test.</span></div>
|
|
<div class="line"><a id="l00147" name="l00147"></a><span class="lineno"> 147</span> <a class="code hl_define" href="base_2logging_8h.html#a30c3e3c313489ab5e42bb12fcfcc5968">DLOG</a>(<a class="code hl_variable" href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a>)</div>
|
|
<div class="line"><a id="l00148" name="l00148"></a><span class="lineno"> 148</span> << <span class="stringliteral">"\n******************************************************************"</span></div>
|
|
<div class="line"><a id="l00149" name="l00149"></a><span class="lineno"> 149</span> <span class="stringliteral">"\n* WARNING: Glop will be very slow because it will use DCHECKs *"</span></div>
|
|
<div class="line"><a id="l00150" name="l00150"></a><span class="lineno"> 150</span> <span class="stringliteral">"\n* to verify the results and the precision of the solver. *"</span></div>
|
|
<div class="line"><a id="l00151" name="l00151"></a><span class="lineno"> 151</span> <span class="stringliteral">"\n* You can gain at least an order of magnitude speedup by *"</span></div>
|
|
<div class="line"><a id="l00152" name="l00152"></a><span class="lineno"> 152</span> <span class="stringliteral">"\n* compiling with optimizations enabled and by defining NDEBUG. *"</span></div>
|
|
<div class="line"><a id="l00153" name="l00153"></a><span class="lineno"> 153</span> <span class="stringliteral">"\n******************************************************************"</span>;</div>
|
|
<div class="line"><a id="l00154" name="l00154"></a><span class="lineno"> 154</span> </div>
|
|
<div class="line"><a id="l00155" name="l00155"></a><span class="lineno"> 155</span> <span class="comment">// Setup the logger.</span></div>
|
|
<div class="line"><a id="l00156" name="l00156"></a><span class="lineno"> 156</span> logger_.<a class="code hl_function" href="classoperations__research_1_1_solver_logger.html#ad4238e7273d93a1d0a2272d46660c254">EnableLogging</a>(parameters_.log_search_progress());</div>
|
|
<div class="line"><a id="l00157" name="l00157"></a><span class="lineno"> 157</span> logger_.<a class="code hl_function" href="classoperations__research_1_1_solver_logger.html#a035277f8488770078b1171cae4636b8e">SetLogToStdOut</a>(parameters_.log_to_stdout());</div>
|
|
<div class="line"><a id="l00158" name="l00158"></a><span class="lineno"> 158</span> <span class="keywordflow">if</span> (!parameters_.log_search_progress() && <a class="code hl_define" href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a>(1)) {</div>
|
|
<div class="line"><a id="l00159" name="l00159"></a><span class="lineno"> 159</span> logger_.<a class="code hl_function" href="classoperations__research_1_1_solver_logger.html#ad4238e7273d93a1d0a2272d46660c254">EnableLogging</a>(<span class="keyword">true</span>);</div>
|
|
<div class="line"><a id="l00160" name="l00160"></a><span class="lineno"> 160</span> logger_.<a class="code hl_function" href="classoperations__research_1_1_solver_logger.html#a035277f8488770078b1171cae4636b8e">SetLogToStdOut</a>(<span class="keyword">false</span>);</div>
|
|
<div class="line"><a id="l00161" name="l00161"></a><span class="lineno"> 161</span> }</div>
|
|
<div class="line"><a id="l00162" name="l00162"></a><span class="lineno"> 162</span> </div>
|
|
<div class="line"><a id="l00163" name="l00163"></a><span class="lineno"> 163</span> <span class="comment">// Log some initial info about the input model.</span></div>
|
|
<div class="line"><a id="l00164" name="l00164"></a><span class="lineno"> 164</span> <span class="keywordflow">if</span> (logger_.<a class="code hl_function" href="classoperations__research_1_1_solver_logger.html#a9492cb97f5ec0ecbce0b5ef1b085738b">LoggingIsEnabled</a>()) {</div>
|
|
<div class="line"><a id="l00165" name="l00165"></a><span class="lineno"> 165</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">""</span>);</div>
|
|
<div class="line"><a id="l00166" name="l00166"></a><span class="lineno"> 166</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"Initial problem: "</span>, lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adcc58612f6a1dc35ff3ffdb34188f299">GetDimensionString</a>());</div>
|
|
<div class="line"><a id="l00167" name="l00167"></a><span class="lineno"> 167</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"Objective stats: "</span>, lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a009204d0a4a7bb8252d86dd53733cacc">GetObjectiveStatsString</a>());</div>
|
|
<div class="line"><a id="l00168" name="l00168"></a><span class="lineno"> 168</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"Bounds stats: "</span>, lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5270e516462b2a59aecc4f6854c789d1">GetBoundsStatsString</a>());</div>
|
|
<div class="line"><a id="l00169" name="l00169"></a><span class="lineno"> 169</span> }</div>
|
|
<div class="line"><a id="l00170" name="l00170"></a><span class="lineno"> 170</span> </div>
|
|
<div class="line"><a id="l00171" name="l00171"></a><span class="lineno"> 171</span> <span class="comment">// Check some preconditions.</span></div>
|
|
<div class="line"><a id="l00172" name="l00172"></a><span class="lineno"> 172</span> <span class="keywordflow">if</span> (!lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5e016d204d43b2cc4a2773c25462968a">IsCleanedUp</a>()) {</div>
|
|
<div class="line"><a id="l00173" name="l00173"></a><span class="lineno"> 173</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(DFATAL) << <span class="stringliteral">"The columns of the given linear program should be ordered "</span></div>
|
|
<div class="line"><a id="l00174" name="l00174"></a><span class="lineno"> 174</span> << <span class="stringliteral">"by row and contain no zero coefficients. Call CleanUp() "</span></div>
|
|
<div class="line"><a id="l00175" name="l00175"></a><span class="lineno"> 175</span> << <span class="stringliteral">"on it before calling Solve()."</span>;</div>
|
|
<div class="line"><a id="l00176" name="l00176"></a><span class="lineno"> 176</span> ResizeSolution(lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(), lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
|
|
<div class="line"><a id="l00177" name="l00177"></a><span class="lineno"> 177</span> <span class="keywordflow">return</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493add8d8537e1472a5e432749c5abf45c82">ProblemStatus::INVALID_PROBLEM</a>;</div>
|
|
<div class="line"><a id="l00178" name="l00178"></a><span class="lineno"> 178</span> }</div>
|
|
<div class="line"><a id="l00179" name="l00179"></a><span class="lineno"> 179</span> </div>
|
|
<div class="line"><a id="l00180" name="l00180"></a><span class="lineno"> 180</span> <span class="comment">// TODO(user): Unfortunately we are not really helpful with the error message</span></div>
|
|
<div class="line"><a id="l00181" name="l00181"></a><span class="lineno"> 181</span> <span class="comment">// here. We could do a better job. However most client should talk to glop via</span></div>
|
|
<div class="line"><a id="l00182" name="l00182"></a><span class="lineno"> 182</span> <span class="comment">// an input protocol buffer which should have better validation messages.</span></div>
|
|
<div class="line"><a id="l00183" name="l00183"></a><span class="lineno"> 183</span> <span class="keywordflow">if</span> (!lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5b51c8b6b7bbabe44dbe8ec42a8ea2f4">IsValid</a>(parameters_.max_valid_magnitude())) {</div>
|
|
<div class="line"><a id="l00184" name="l00184"></a><span class="lineno"> 184</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_,</div>
|
|
<div class="line"><a id="l00185" name="l00185"></a><span class="lineno"> 185</span> <span class="stringliteral">"The given linear program is invalid. It contains NaNs, "</span></div>
|
|
<div class="line"><a id="l00186" name="l00186"></a><span class="lineno"> 186</span> <span class="stringliteral">"coefficients too large or invalid bounds specification."</span>);</div>
|
|
<div class="line"><a id="l00187" name="l00187"></a><span class="lineno"> 187</span> ResizeSolution(lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(), lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
|
|
<div class="line"><a id="l00188" name="l00188"></a><span class="lineno"> 188</span> <span class="keywordflow">return</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493add8d8537e1472a5e432749c5abf45c82">ProblemStatus::INVALID_PROBLEM</a>;</div>
|
|
<div class="line"><a id="l00189" name="l00189"></a><span class="lineno"> 189</span> }</div>
|
|
<div class="line"><a id="l00190" name="l00190"></a><span class="lineno"> 190</span> </div>
|
|
<div class="line"><a id="l00191" name="l00191"></a><span class="lineno"> 191</span> <span class="comment">// Make an internal copy of the problem for the preprocessing.</span></div>
|
|
<div class="line"><a id="l00192" name="l00192"></a><span class="lineno"> 192</span> current_linear_program_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a2b3db5dc0b5e97f2790bbe1d633abc61">PopulateFromLinearProgram</a>(lp);</div>
|
|
<div class="line"><a id="l00193" name="l00193"></a><span class="lineno"> 193</span> </div>
|
|
<div class="line"><a id="l00194" name="l00194"></a><span class="lineno"> 194</span> <span class="comment">// Preprocess.</span></div>
|
|
<div class="line"><a id="l00195" name="l00195"></a><span class="lineno"> 195</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_main_lp_preprocessor.html">MainLpPreprocessor</a> <a class="code hl_variable" href="primal__dual__hybrid__gradient_8cc.html#a1339b97193af37ff85bd41146dba5290">preprocessor</a>(&parameters_);</div>
|
|
<div class="line"><a id="l00196" name="l00196"></a><span class="lineno"> 196</span> <a class="code hl_variable" href="primal__dual__hybrid__gradient_8cc.html#a1339b97193af37ff85bd41146dba5290">preprocessor</a>.SetLogger(&logger_);</div>
|
|
<div class="line"><a id="l00197" name="l00197"></a><span class="lineno"> 197</span> <a class="code hl_variable" href="primal__dual__hybrid__gradient_8cc.html#a1339b97193af37ff85bd41146dba5290">preprocessor</a>.SetTimeLimit(<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>);</div>
|
|
<div class="line"><a id="l00198" name="l00198"></a><span class="lineno"> 198</span> </div>
|
|
<div class="line"><a id="l00199" name="l00199"></a><span class="lineno"> 199</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> postsolve_is_needed = <a class="code hl_variable" href="primal__dual__hybrid__gradient_8cc.html#a1339b97193af37ff85bd41146dba5290">preprocessor</a>.Run(&current_linear_program_);</div>
|
|
<div class="line"><a id="l00200" name="l00200"></a><span class="lineno"> 200</span> </div>
|
|
<div class="line"><a id="l00201" name="l00201"></a><span class="lineno"> 201</span> <span class="keywordflow">if</span> (logger_.<a class="code hl_function" href="classoperations__research_1_1_solver_logger.html#a9492cb97f5ec0ecbce0b5ef1b085738b">LoggingIsEnabled</a>()) {</div>
|
|
<div class="line"><a id="l00202" name="l00202"></a><span class="lineno"> 202</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">""</span>);</div>
|
|
<div class="line"><a id="l00203" name="l00203"></a><span class="lineno"> 203</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"Presolved problem: "</span>,</div>
|
|
<div class="line"><a id="l00204" name="l00204"></a><span class="lineno"> 204</span> current_linear_program_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adcc58612f6a1dc35ff3ffdb34188f299">GetDimensionString</a>());</div>
|
|
<div class="line"><a id="l00205" name="l00205"></a><span class="lineno"> 205</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"Objective stats: "</span>,</div>
|
|
<div class="line"><a id="l00206" name="l00206"></a><span class="lineno"> 206</span> current_linear_program_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a009204d0a4a7bb8252d86dd53733cacc">GetObjectiveStatsString</a>());</div>
|
|
<div class="line"><a id="l00207" name="l00207"></a><span class="lineno"> 207</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"Bounds stats: "</span>,</div>
|
|
<div class="line"><a id="l00208" name="l00208"></a><span class="lineno"> 208</span> current_linear_program_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5270e516462b2a59aecc4f6854c789d1">GetBoundsStatsString</a>());</div>
|
|
<div class="line"><a id="l00209" name="l00209"></a><span class="lineno"> 209</span> }</div>
|
|
<div class="line"><a id="l00210" name="l00210"></a><span class="lineno"> 210</span> </div>
|
|
<div class="line"><a id="l00211" name="l00211"></a><span class="lineno"> 211</span> <span class="comment">// At this point, we need to initialize a ProblemSolution with the correct</span></div>
|
|
<div class="line"><a id="l00212" name="l00212"></a><span class="lineno"> 212</span> <span class="comment">// size and status.</span></div>
|
|
<div class="line"><a id="l00213" name="l00213"></a><span class="lineno"> 213</span> <a class="code hl_struct" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a> solution(current_linear_program_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(),</div>
|
|
<div class="line"><a id="l00214" name="l00214"></a><span class="lineno"> 214</span> current_linear_program_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
|
|
<div class="line"><a id="l00215" name="l00215"></a><span class="lineno"> 215</span> solution.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_problem_solution.html#a15eb0790f4f62ad63676f55e4ba7d2bb">status</a> = <a class="code hl_variable" href="primal__dual__hybrid__gradient_8cc.html#a1339b97193af37ff85bd41146dba5290">preprocessor</a>.status();</div>
|
|
<div class="line"><a id="l00216" name="l00216"></a><span class="lineno"> 216</span> </div>
|
|
<div class="line"><a id="l00217" name="l00217"></a><span class="lineno"> 217</span> <span class="comment">// Do not launch the solver if the time limit was already reached. This might</span></div>
|
|
<div class="line"><a id="l00218" name="l00218"></a><span class="lineno"> 218</span> <span class="comment">// mean that the pre-processors were not all run, and current_linear_program_</span></div>
|
|
<div class="line"><a id="l00219" name="l00219"></a><span class="lineno"> 219</span> <span class="comment">// might not be in a completely safe state.</span></div>
|
|
<div class="line"><a id="l00220" name="l00220"></a><span class="lineno"> 220</span> <span class="keywordflow">if</span> (!<a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>->LimitReached()) {</div>
|
|
<div class="line"><a id="l00221" name="l00221"></a><span class="lineno"> 221</span> RunRevisedSimplexIfNeeded(&solution, <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>);</div>
|
|
<div class="line"><a id="l00222" name="l00222"></a><span class="lineno"> 222</span> }</div>
|
|
<div class="line"><a id="l00223" name="l00223"></a><span class="lineno"> 223</span> <span class="keywordflow">if</span> (postsolve_is_needed) <a class="code hl_variable" href="primal__dual__hybrid__gradient_8cc.html#a1339b97193af37ff85bd41146dba5290">preprocessor</a>.DestructiveRecoverSolution(&solution);</div>
|
|
<div class="line"><a id="l00224" name="l00224"></a><span class="lineno"> 224</span> <span class="keyword">const</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493">ProblemStatus</a> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#ab602b3b0fbd3d46d7ed5aefa466b2122">LoadAndVerifySolution</a>(lp, solution);</div>
|
|
<div class="line"><a id="l00225" name="l00225"></a><span class="lineno"> 225</span> <span class="comment">// LOG some statistics that can be parsed by our benchmark script.</span></div>
|
|
<div class="line"><a id="l00226" name="l00226"></a><span class="lineno"> 226</span> <span class="keywordflow">if</span> (logger_.<a class="code hl_function" href="classoperations__research_1_1_solver_logger.html#a9492cb97f5ec0ecbce0b5ef1b085738b">LoggingIsEnabled</a>()) {</div>
|
|
<div class="line"><a id="l00227" name="l00227"></a><span class="lineno"> 227</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"status: "</span>, <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a509c4e359e6f7041eddfac3f1c46a92f">GetProblemStatusString</a>(<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>));</div>
|
|
<div class="line"><a id="l00228" name="l00228"></a><span class="lineno"> 228</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"objective: "</span>, <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a96c1f660991b5007ca24564f69cd27b8">GetObjectiveValue</a>());</div>
|
|
<div class="line"><a id="l00229" name="l00229"></a><span class="lineno"> 229</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"iterations: "</span>, <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#af4b325af2d4c849c39bd4a02f32f9cae">GetNumberOfSimplexIterations</a>());</div>
|
|
<div class="line"><a id="l00230" name="l00230"></a><span class="lineno"> 230</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"time: "</span>, <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>->GetElapsedTime());</div>
|
|
<div class="line"><a id="l00231" name="l00231"></a><span class="lineno"> 231</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"deterministic_time: "</span>,</div>
|
|
<div class="line"><a id="l00232" name="l00232"></a><span class="lineno"> 232</span> <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>->GetElapsedDeterministicTime());</div>
|
|
<div class="line"><a id="l00233" name="l00233"></a><span class="lineno"> 233</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">""</span>);</div>
|
|
<div class="line"><a id="l00234" name="l00234"></a><span class="lineno"> 234</span> }</div>
|
|
<div class="line"><a id="l00235" name="l00235"></a><span class="lineno"> 235</span> </div>
|
|
<div class="line"><a id="l00236" name="l00236"></a><span class="lineno"> 236</span> <span class="keywordflow">return</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>;</div>
|
|
<div class="line"><a id="l00237" name="l00237"></a><span class="lineno"> 237</span>}</div>
|
|
<div class="line"><a id="l00238" name="l00238"></a><span class="lineno"> 238</span> </div>
|
|
<div class="line"><a id="l00239" name="l00239"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_l_p_solver.html#aa71d36872f416feaa853788a7a7a7ef8"> 239</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#aa71d36872f416feaa853788a7a7a7ef8">LPSolver::Clear</a>() {</div>
|
|
<div class="line"><a id="l00240" name="l00240"></a><span class="lineno"> 240</span> ResizeSolution(RowIndex(0), ColIndex(0));</div>
|
|
<div class="line"><a id="l00241" name="l00241"></a><span class="lineno"> 241</span> revised_simplex_.reset(<span class="keyword">nullptr</span>);</div>
|
|
<div class="line"><a id="l00242" name="l00242"></a><span class="lineno"> 242</span>}</div>
|
|
<div class="line"><a id="l00243" name="l00243"></a><span class="lineno"> 243</span> </div>
|
|
<div class="line"><a id="l00244" name="l00244"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a2b709dbbb97458a4e417e9af9d57f0de"> 244</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a2b709dbbb97458a4e417e9af9d57f0de">LPSolver::SetInitialBasis</a>(</div>
|
|
<div class="line"><a id="l00245" name="l00245"></a><span class="lineno"> 245</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">VariableStatusRow</a>& variable_statuses,</div>
|
|
<div class="line"><a id="l00246" name="l00246"></a><span class="lineno"> 246</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">ConstraintStatusColumn</a>& constraint_statuses) {</div>
|
|
<div class="line"><a id="l00247" name="l00247"></a><span class="lineno"> 247</span> <span class="comment">// Create the associated basis state.</span></div>
|
|
<div class="line"><a id="l00248" name="l00248"></a><span class="lineno"> 248</span> <a class="code hl_struct" href="structoperations__research_1_1glop_1_1_basis_state.html">BasisState</a> state;</div>
|
|
<div class="line"><a id="l00249" name="l00249"></a><span class="lineno"> 249</span> state.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f">statuses</a> = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a587e99631d7ffd6bbf51d9fa472e7a57">variable_statuses</a>;</div>
|
|
<div class="line"><a id="l00250" name="l00250"></a><span class="lineno"> 250</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bc">ConstraintStatus</a> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> : <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a89f0453d28020b22404863dbe8edc61d">constraint_statuses</a>) {</div>
|
|
<div class="line"><a id="l00251" name="l00251"></a><span class="lineno"> 251</span> <span class="comment">// Note the change of upper/lower bound between the status of a constraint</span></div>
|
|
<div class="line"><a id="l00252" name="l00252"></a><span class="lineno"> 252</span> <span class="comment">// and the status of its associated slack variable.</span></div>
|
|
<div class="line"><a id="l00253" name="l00253"></a><span class="lineno"> 253</span> <span class="keywordflow">switch</span> (<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>) {</div>
|
|
<div class="line"><a id="l00254" name="l00254"></a><span class="lineno"> 254</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca88c189a42c87aa49d667fc8ab76bc323">ConstraintStatus::FREE</a>:</div>
|
|
<div class="line"><a id="l00255" name="l00255"></a><span class="lineno"> 255</span> state.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f">statuses</a>.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>);</div>
|
|
<div class="line"><a id="l00256" name="l00256"></a><span class="lineno"> 256</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00257" name="l00257"></a><span class="lineno"> 257</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a>:</div>
|
|
<div class="line"><a id="l00258" name="l00258"></a><span class="lineno"> 258</span> state.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f">statuses</a>.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>);</div>
|
|
<div class="line"><a id="l00259" name="l00259"></a><span class="lineno"> 259</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00260" name="l00260"></a><span class="lineno"> 260</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a>:</div>
|
|
<div class="line"><a id="l00261" name="l00261"></a><span class="lineno"> 261</span> state.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f">statuses</a>.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>);</div>
|
|
<div class="line"><a id="l00262" name="l00262"></a><span class="lineno"> 262</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00263" name="l00263"></a><span class="lineno"> 263</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bcae91836db656214f9797e10c15928e501">ConstraintStatus::FIXED_VALUE</a>:</div>
|
|
<div class="line"><a id="l00264" name="l00264"></a><span class="lineno"> 264</span> state.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f">statuses</a>.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a>);</div>
|
|
<div class="line"><a id="l00265" name="l00265"></a><span class="lineno"> 265</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00266" name="l00266"></a><span class="lineno"> 266</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bcae4ac03f6c9f00665644e868dd1fb9f1e">ConstraintStatus::BASIC</a>:</div>
|
|
<div class="line"><a id="l00267" name="l00267"></a><span class="lineno"> 267</span> state.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f">statuses</a>.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>);</div>
|
|
<div class="line"><a id="l00268" name="l00268"></a><span class="lineno"> 268</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00269" name="l00269"></a><span class="lineno"> 269</span> }</div>
|
|
<div class="line"><a id="l00270" name="l00270"></a><span class="lineno"> 270</span> }</div>
|
|
<div class="line"><a id="l00271" name="l00271"></a><span class="lineno"> 271</span> <span class="keywordflow">if</span> (revised_simplex_ == <span class="keyword">nullptr</span>) {</div>
|
|
<div class="line"><a id="l00272" name="l00272"></a><span class="lineno"> 272</span> revised_simplex_ = absl::make_unique<RevisedSimplex>();</div>
|
|
<div class="line"><a id="l00273" name="l00273"></a><span class="lineno"> 273</span> revised_simplex_->SetLogger(&logger_);</div>
|
|
<div class="line"><a id="l00274" name="l00274"></a><span class="lineno"> 274</span> }</div>
|
|
<div class="line"><a id="l00275" name="l00275"></a><span class="lineno"> 275</span> revised_simplex_->LoadStateForNextSolve(state);</div>
|
|
<div class="line"><a id="l00276" name="l00276"></a><span class="lineno"> 276</span> <span class="keywordflow">if</span> (parameters_.use_preprocessing()) {</div>
|
|
<div class="line"><a id="l00277" name="l00277"></a><span class="lineno"> 277</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">"In GLOP, SetInitialBasis() was called but the parameter "</span></div>
|
|
<div class="line"><a id="l00278" name="l00278"></a><span class="lineno"> 278</span> <span class="stringliteral">"use_preprocessing is true, this will likely not result in "</span></div>
|
|
<div class="line"><a id="l00279" name="l00279"></a><span class="lineno"> 279</span> <span class="stringliteral">"what you want."</span>;</div>
|
|
<div class="line"><a id="l00280" name="l00280"></a><span class="lineno"> 280</span> }</div>
|
|
<div class="line"><a id="l00281" name="l00281"></a><span class="lineno"> 281</span>}</div>
|
|
<div class="line"><a id="l00282" name="l00282"></a><span class="lineno"> 282</span> </div>
|
|
<div class="line"><a id="l00283" name="l00283"></a><span class="lineno"> 283</span><span class="keyword">namespace </span>{</div>
|
|
<div class="line"><a id="l00284" name="l00284"></a><span class="lineno"> 284</span><span class="comment">// Computes the "real" problem objective from the one without offset nor</span></div>
|
|
<div class="line"><a id="l00285" name="l00285"></a><span class="lineno"> 285</span><span class="comment">// scaling.</span></div>
|
|
<div class="line"><a id="l00286" name="l00286"></a><span class="lineno"> 286</span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ProblemObjectiveValue(<span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& lp, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) {</div>
|
|
<div class="line"><a id="l00287" name="l00287"></a><span class="lineno"> 287</span> <span class="keywordflow">return</span> lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">objective_scaling_factor</a>() * (<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> + lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">objective_offset</a>());</div>
|
|
<div class="line"><a id="l00288" name="l00288"></a><span class="lineno"> 288</span>}</div>
|
|
<div class="line"><a id="l00289" name="l00289"></a><span class="lineno"> 289</span> </div>
|
|
<div class="line"><a id="l00290" name="l00290"></a><span class="lineno"> 290</span><span class="comment">// Returns the allowed error magnitude for something that should evaluate to</span></div>
|
|
<div class="line"><a id="l00291" name="l00291"></a><span class="lineno"> 291</span><span class="comment">// value under the given tolerance.</span></div>
|
|
<div class="line"><a id="l00292" name="l00292"></a><span class="lineno"> 292</span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> AllowedError(<a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance, <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>) {</div>
|
|
<div class="line"><a id="l00293" name="l00293"></a><span class="lineno"> 293</span> <span class="keywordflow">return</span> tolerance * <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(1.0, std::abs(<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>));</div>
|
|
<div class="line"><a id="l00294" name="l00294"></a><span class="lineno"> 294</span>}</div>
|
|
<div class="line"><a id="l00295" name="l00295"></a><span class="lineno"> 295</span>} <span class="comment">// namespace</span></div>
|
|
<div class="line"><a id="l00296" name="l00296"></a><span class="lineno"> 296</span> </div>
|
|
<div class="line"><a id="l00297" name="l00297"></a><span class="lineno"> 297</span><span class="comment">// TODO(user): Try to also check the precision of an INFEASIBLE or UNBOUNDED</span></div>
|
|
<div class="line"><a id="l00298" name="l00298"></a><span class="lineno"> 298</span><span class="comment">// return status.</span></div>
|
|
<div class="line"><a id="l00299" name="l00299"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_l_p_solver.html#ab602b3b0fbd3d46d7ed5aefa466b2122"> 299</a></span><a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493">ProblemStatus</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#ab602b3b0fbd3d46d7ed5aefa466b2122">LPSolver::LoadAndVerifySolution</a>(<span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& lp,</div>
|
|
<div class="line"><a id="l00300" name="l00300"></a><span class="lineno"> 300</span> <span class="keyword">const</span> <a class="code hl_struct" href="structoperations__research_1_1glop_1_1_problem_solution.html">ProblemSolution</a>& solution) {</div>
|
|
<div class="line"><a id="l00301" name="l00301"></a><span class="lineno"> 301</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">""</span>);</div>
|
|
<div class="line"><a id="l00302" name="l00302"></a><span class="lineno"> 302</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"Final unscaled solution:"</span>);</div>
|
|
<div class="line"><a id="l00303" name="l00303"></a><span class="lineno"> 303</span> </div>
|
|
<div class="line"><a id="l00304" name="l00304"></a><span class="lineno"> 304</span> <span class="keywordflow">if</span> (!IsProblemSolutionConsistent(lp, solution)) {</div>
|
|
<div class="line"><a id="l00305" name="l00305"></a><span class="lineno"> 305</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"Inconsistency detected in the solution."</span>);</div>
|
|
<div class="line"><a id="l00306" name="l00306"></a><span class="lineno"> 306</span> ResizeSolution(lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(), lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
|
|
<div class="line"><a id="l00307" name="l00307"></a><span class="lineno"> 307</span> <span class="keywordflow">return</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a88ec4386a3c49b50819358a579fb9adb">ProblemStatus::ABNORMAL</a>;</div>
|
|
<div class="line"><a id="l00308" name="l00308"></a><span class="lineno"> 308</span> }</div>
|
|
<div class="line"><a id="l00309" name="l00309"></a><span class="lineno"> 309</span> </div>
|
|
<div class="line"><a id="l00310" name="l00310"></a><span class="lineno"> 310</span> <span class="comment">// Load the solution.</span></div>
|
|
<div class="line"><a id="l00311" name="l00311"></a><span class="lineno"> 311</span> primal_values_ = solution.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>;</div>
|
|
<div class="line"><a id="l00312" name="l00312"></a><span class="lineno"> 312</span> dual_values_ = solution.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>;</div>
|
|
<div class="line"><a id="l00313" name="l00313"></a><span class="lineno"> 313</span> variable_statuses_ = solution.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>;</div>
|
|
<div class="line"><a id="l00314" name="l00314"></a><span class="lineno"> 314</span> constraint_statuses_ = solution.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>;</div>
|
|
<div class="line"><a id="l00315" name="l00315"></a><span class="lineno"> 315</span> </div>
|
|
<div class="line"><a id="l00316" name="l00316"></a><span class="lineno"> 316</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493">ProblemStatus</a> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = solution.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_problem_solution.html#a15eb0790f4f62ad63676f55e4ba7d2bb">status</a>;</div>
|
|
<div class="line"><a id="l00317" name="l00317"></a><span class="lineno"> 317</span> </div>
|
|
<div class="line"><a id="l00318" name="l00318"></a><span class="lineno"> 318</span> <span class="comment">// Objective before eventually moving the primal/dual values inside their</span></div>
|
|
<div class="line"><a id="l00319" name="l00319"></a><span class="lineno"> 319</span> <span class="comment">// bounds.</span></div>
|
|
<div class="line"><a id="l00320" name="l00320"></a><span class="lineno"> 320</span> ComputeReducedCosts(lp);</div>
|
|
<div class="line"><a id="l00321" name="l00321"></a><span class="lineno"> 321</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> primal_objective_value = ComputeObjective(lp);</div>
|
|
<div class="line"><a id="l00322" name="l00322"></a><span class="lineno"> 322</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dual_objective_value = ComputeDualObjective(lp);</div>
|
|
<div class="line"><a id="l00323" name="l00323"></a><span class="lineno"> 323</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"Primal objective (before moving primal/dual values) = "</span>,</div>
|
|
<div class="line"><a id="l00324" name="l00324"></a><span class="lineno"> 324</span> absl::StrFormat(</div>
|
|
<div class="line"><a id="l00325" name="l00325"></a><span class="lineno"> 325</span> <span class="stringliteral">"%.15E"</span>, ProblemObjectiveValue(lp, primal_objective_value)));</div>
|
|
<div class="line"><a id="l00326" name="l00326"></a><span class="lineno"> 326</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"Dual objective (before moving primal/dual values) = "</span>,</div>
|
|
<div class="line"><a id="l00327" name="l00327"></a><span class="lineno"> 327</span> absl::StrFormat(<span class="stringliteral">"%.15E"</span>,</div>
|
|
<div class="line"><a id="l00328" name="l00328"></a><span class="lineno"> 328</span> ProblemObjectiveValue(lp, dual_objective_value)));</div>
|
|
<div class="line"><a id="l00329" name="l00329"></a><span class="lineno"> 329</span> </div>
|
|
<div class="line"><a id="l00330" name="l00330"></a><span class="lineno"> 330</span> <span class="comment">// Eventually move the primal/dual values inside their bounds.</span></div>
|
|
<div class="line"><a id="l00331" name="l00331"></a><span class="lineno"> 331</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::OPTIMAL</a> &&</div>
|
|
<div class="line"><a id="l00332" name="l00332"></a><span class="lineno"> 332</span> parameters_.provide_strong_optimal_guarantee()) {</div>
|
|
<div class="line"><a id="l00333" name="l00333"></a><span class="lineno"> 333</span> MovePrimalValuesWithinBounds(lp);</div>
|
|
<div class="line"><a id="l00334" name="l00334"></a><span class="lineno"> 334</span> MoveDualValuesWithinBounds(lp);</div>
|
|
<div class="line"><a id="l00335" name="l00335"></a><span class="lineno"> 335</span> }</div>
|
|
<div class="line"><a id="l00336" name="l00336"></a><span class="lineno"> 336</span> </div>
|
|
<div class="line"><a id="l00337" name="l00337"></a><span class="lineno"> 337</span> <span class="comment">// The reported objective to the user.</span></div>
|
|
<div class="line"><a id="l00338" name="l00338"></a><span class="lineno"> 338</span> problem_objective_value_ = ProblemObjectiveValue(lp, ComputeObjective(lp));</div>
|
|
<div class="line"><a id="l00339" name="l00339"></a><span class="lineno"> 339</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"Primal objective (after moving primal/dual values) = "</span>,</div>
|
|
<div class="line"><a id="l00340" name="l00340"></a><span class="lineno"> 340</span> absl::StrFormat(<span class="stringliteral">"%.15E"</span>, problem_objective_value_));</div>
|
|
<div class="line"><a id="l00341" name="l00341"></a><span class="lineno"> 341</span> </div>
|
|
<div class="line"><a id="l00342" name="l00342"></a><span class="lineno"> 342</span> ComputeReducedCosts(lp);</div>
|
|
<div class="line"><a id="l00343" name="l00343"></a><span class="lineno"> 343</span> ComputeConstraintActivities(lp);</div>
|
|
<div class="line"><a id="l00344" name="l00344"></a><span class="lineno"> 344</span> </div>
|
|
<div class="line"><a id="l00345" name="l00345"></a><span class="lineno"> 345</span> <span class="comment">// These will be set to true if the associated "infeasibility" is too large.</span></div>
|
|
<div class="line"><a id="l00346" name="l00346"></a><span class="lineno"> 346</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l00347" name="l00347"></a><span class="lineno"> 347</span> <span class="comment">// The tolerance used is the parameter solution_feasibility_tolerance. To be</span></div>
|
|
<div class="line"><a id="l00348" name="l00348"></a><span class="lineno"> 348</span> <span class="comment">// somewhat independent of the original problem scaling, the thresholds used</span></div>
|
|
<div class="line"><a id="l00349" name="l00349"></a><span class="lineno"> 349</span> <span class="comment">// depend of the quantity involved and of its coordinates:</span></div>
|
|
<div class="line"><a id="l00350" name="l00350"></a><span class="lineno"> 350</span> <span class="comment">// - tolerance * max(1.0, abs(cost[col])) when a reduced cost is infeasible.</span></div>
|
|
<div class="line"><a id="l00351" name="l00351"></a><span class="lineno"> 351</span> <span class="comment">// - tolerance * max(1.0, abs(bound)) when a bound is crossed.</span></div>
|
|
<div class="line"><a id="l00352" name="l00352"></a><span class="lineno"> 352</span> <span class="comment">// - tolerance for an infeasible dual value (because the limit is always 0.0).</span></div>
|
|
<div class="line"><a id="l00353" name="l00353"></a><span class="lineno"> 353</span> <span class="keywordtype">bool</span> rhs_perturbation_is_too_large = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00354" name="l00354"></a><span class="lineno"> 354</span> <span class="keywordtype">bool</span> cost_perturbation_is_too_large = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00355" name="l00355"></a><span class="lineno"> 355</span> <span class="keywordtype">bool</span> primal_infeasibility_is_too_large = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00356" name="l00356"></a><span class="lineno"> 356</span> <span class="keywordtype">bool</span> dual_infeasibility_is_too_large = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00357" name="l00357"></a><span class="lineno"> 357</span> <span class="keywordtype">bool</span> primal_residual_is_too_large = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00358" name="l00358"></a><span class="lineno"> 358</span> <span class="keywordtype">bool</span> dual_residual_is_too_large = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00359" name="l00359"></a><span class="lineno"> 359</span> </div>
|
|
<div class="line"><a id="l00360" name="l00360"></a><span class="lineno"> 360</span> <span class="comment">// Computes all the infeasiblities and update the Booleans above.</span></div>
|
|
<div class="line"><a id="l00361" name="l00361"></a><span class="lineno"> 361</span> ComputeMaxRhsPerturbationToEnforceOptimality(lp,</div>
|
|
<div class="line"><a id="l00362" name="l00362"></a><span class="lineno"> 362</span> &rhs_perturbation_is_too_large);</div>
|
|
<div class="line"><a id="l00363" name="l00363"></a><span class="lineno"> 363</span> ComputeMaxCostPerturbationToEnforceOptimality(</div>
|
|
<div class="line"><a id="l00364" name="l00364"></a><span class="lineno"> 364</span> lp, &cost_perturbation_is_too_large);</div>
|
|
<div class="line"><a id="l00365" name="l00365"></a><span class="lineno"> 365</span> <span class="keyword">const</span> <span class="keywordtype">double</span> primal_infeasibility =</div>
|
|
<div class="line"><a id="l00366" name="l00366"></a><span class="lineno"> 366</span> ComputePrimalValueInfeasibility(lp, &primal_infeasibility_is_too_large);</div>
|
|
<div class="line"><a id="l00367" name="l00367"></a><span class="lineno"> 367</span> <span class="keyword">const</span> <span class="keywordtype">double</span> dual_infeasibility =</div>
|
|
<div class="line"><a id="l00368" name="l00368"></a><span class="lineno"> 368</span> ComputeDualValueInfeasibility(lp, &dual_infeasibility_is_too_large);</div>
|
|
<div class="line"><a id="l00369" name="l00369"></a><span class="lineno"> 369</span> <span class="keyword">const</span> <span class="keywordtype">double</span> primal_residual =</div>
|
|
<div class="line"><a id="l00370" name="l00370"></a><span class="lineno"> 370</span> ComputeActivityInfeasibility(lp, &primal_residual_is_too_large);</div>
|
|
<div class="line"><a id="l00371" name="l00371"></a><span class="lineno"> 371</span> <span class="keyword">const</span> <span class="keywordtype">double</span> dual_residual =</div>
|
|
<div class="line"><a id="l00372" name="l00372"></a><span class="lineno"> 372</span> ComputeReducedCostInfeasibility(lp, &dual_residual_is_too_large);</div>
|
|
<div class="line"><a id="l00373" name="l00373"></a><span class="lineno"> 373</span> </div>
|
|
<div class="line"><a id="l00374" name="l00374"></a><span class="lineno"> 374</span> <span class="comment">// TODO(user): the name is not really consistent since in practice those are</span></div>
|
|
<div class="line"><a id="l00375" name="l00375"></a><span class="lineno"> 375</span> <span class="comment">// the "residual" since the primal/dual infeasibility are zero when</span></div>
|
|
<div class="line"><a id="l00376" name="l00376"></a><span class="lineno"> 376</span> <span class="comment">// parameters_.provide_strong_optimal_guarantee() is true.</span></div>
|
|
<div class="line"><a id="l00377" name="l00377"></a><span class="lineno"> 377</span> max_absolute_primal_infeasibility_ =</div>
|
|
<div class="line"><a id="l00378" name="l00378"></a><span class="lineno"> 378</span> <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(primal_infeasibility, primal_residual);</div>
|
|
<div class="line"><a id="l00379" name="l00379"></a><span class="lineno"> 379</span> max_absolute_dual_infeasibility_ =</div>
|
|
<div class="line"><a id="l00380" name="l00380"></a><span class="lineno"> 380</span> <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(dual_infeasibility, dual_residual);</div>
|
|
<div class="line"><a id="l00381" name="l00381"></a><span class="lineno"> 381</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"Max. primal infeasibility = "</span>,</div>
|
|
<div class="line"><a id="l00382" name="l00382"></a><span class="lineno"> 382</span> max_absolute_primal_infeasibility_);</div>
|
|
<div class="line"><a id="l00383" name="l00383"></a><span class="lineno"> 383</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_,</div>
|
|
<div class="line"><a id="l00384" name="l00384"></a><span class="lineno"> 384</span> <span class="stringliteral">"Max. dual infeasibility = "</span>, max_absolute_dual_infeasibility_);</div>
|
|
<div class="line"><a id="l00385" name="l00385"></a><span class="lineno"> 385</span> </div>
|
|
<div class="line"><a id="l00386" name="l00386"></a><span class="lineno"> 386</span> <span class="comment">// Now that all the relevant quantities are computed, we check the precision</span></div>
|
|
<div class="line"><a id="l00387" name="l00387"></a><span class="lineno"> 387</span> <span class="comment">// and optimality of the result. See Chvatal pp. 61-62. If any of the tests</span></div>
|
|
<div class="line"><a id="l00388" name="l00388"></a><span class="lineno"> 388</span> <span class="comment">// fail, we return the IMPRECISE status.</span></div>
|
|
<div class="line"><a id="l00389" name="l00389"></a><span class="lineno"> 389</span> <span class="keyword">const</span> <span class="keywordtype">double</span> objective_error_ub = ComputeMaxExpectedObjectiveError(lp);</div>
|
|
<div class="line"><a id="l00390" name="l00390"></a><span class="lineno"> 390</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"Objective error <= "</span>, objective_error_ub);</div>
|
|
<div class="line"><a id="l00391" name="l00391"></a><span class="lineno"> 391</span> </div>
|
|
<div class="line"><a id="l00392" name="l00392"></a><span class="lineno"> 392</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::OPTIMAL</a> &&</div>
|
|
<div class="line"><a id="l00393" name="l00393"></a><span class="lineno"> 393</span> parameters_.provide_strong_optimal_guarantee()) {</div>
|
|
<div class="line"><a id="l00394" name="l00394"></a><span class="lineno"> 394</span> <span class="comment">// If the primal/dual values were moved to the bounds, then the primal/dual</span></div>
|
|
<div class="line"><a id="l00395" name="l00395"></a><span class="lineno"> 395</span> <span class="comment">// infeasibilities should be exactly zero (but not the residuals).</span></div>
|
|
<div class="line"><a id="l00396" name="l00396"></a><span class="lineno"> 396</span> <span class="keywordflow">if</span> (primal_infeasibility != 0.0 || dual_infeasibility != 0.0) {</div>
|
|
<div class="line"><a id="l00397" name="l00397"></a><span class="lineno"> 397</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">"Primal/dual values have been moved to their bounds. "</span></div>
|
|
<div class="line"><a id="l00398" name="l00398"></a><span class="lineno"> 398</span> << <span class="stringliteral">"Therefore the primal/dual infeasibilities should be "</span></div>
|
|
<div class="line"><a id="l00399" name="l00399"></a><span class="lineno"> 399</span> << <span class="stringliteral">"exactly zero (but not the residuals). If this message "</span></div>
|
|
<div class="line"><a id="l00400" name="l00400"></a><span class="lineno"> 400</span> << <span class="stringliteral">"appears, there is probably a bug in "</span></div>
|
|
<div class="line"><a id="l00401" name="l00401"></a><span class="lineno"> 401</span> << <span class="stringliteral">"MovePrimalValuesWithinBounds() or in "</span></div>
|
|
<div class="line"><a id="l00402" name="l00402"></a><span class="lineno"> 402</span> << <span class="stringliteral">"MoveDualValuesWithinBounds()."</span>;</div>
|
|
<div class="line"><a id="l00403" name="l00403"></a><span class="lineno"> 403</span> }</div>
|
|
<div class="line"><a id="l00404" name="l00404"></a><span class="lineno"> 404</span> <span class="keywordflow">if</span> (rhs_perturbation_is_too_large) {</div>
|
|
<div class="line"><a id="l00405" name="l00405"></a><span class="lineno"> 405</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"The needed rhs perturbation is too large !!"</span>);</div>
|
|
<div class="line"><a id="l00406" name="l00406"></a><span class="lineno"> 406</span> <span class="keywordflow">if</span> (parameters_.change_status_to_imprecise()) {</div>
|
|
<div class="line"><a id="l00407" name="l00407"></a><span class="lineno"> 407</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954">ProblemStatus::IMPRECISE</a>;</div>
|
|
<div class="line"><a id="l00408" name="l00408"></a><span class="lineno"> 408</span> }</div>
|
|
<div class="line"><a id="l00409" name="l00409"></a><span class="lineno"> 409</span> }</div>
|
|
<div class="line"><a id="l00410" name="l00410"></a><span class="lineno"> 410</span> <span class="keywordflow">if</span> (cost_perturbation_is_too_large) {</div>
|
|
<div class="line"><a id="l00411" name="l00411"></a><span class="lineno"> 411</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"The needed cost perturbation is too large !!"</span>);</div>
|
|
<div class="line"><a id="l00412" name="l00412"></a><span class="lineno"> 412</span> <span class="keywordflow">if</span> (parameters_.change_status_to_imprecise()) {</div>
|
|
<div class="line"><a id="l00413" name="l00413"></a><span class="lineno"> 413</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954">ProblemStatus::IMPRECISE</a>;</div>
|
|
<div class="line"><a id="l00414" name="l00414"></a><span class="lineno"> 414</span> }</div>
|
|
<div class="line"><a id="l00415" name="l00415"></a><span class="lineno"> 415</span> }</div>
|
|
<div class="line"><a id="l00416" name="l00416"></a><span class="lineno"> 416</span> }</div>
|
|
<div class="line"><a id="l00417" name="l00417"></a><span class="lineno"> 417</span> </div>
|
|
<div class="line"><a id="l00418" name="l00418"></a><span class="lineno"> 418</span> <span class="comment">// Note that we compare the values without offset nor scaling. We also need to</span></div>
|
|
<div class="line"><a id="l00419" name="l00419"></a><span class="lineno"> 419</span> <span class="comment">// compare them before we move the primal/dual values, otherwise we lose some</span></div>
|
|
<div class="line"><a id="l00420" name="l00420"></a><span class="lineno"> 420</span> <span class="comment">// precision since the values are modified independently of each other.</span></div>
|
|
<div class="line"><a id="l00421" name="l00421"></a><span class="lineno"> 421</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::OPTIMAL</a>) {</div>
|
|
<div class="line"><a id="l00422" name="l00422"></a><span class="lineno"> 422</span> <span class="keywordflow">if</span> (std::abs(primal_objective_value - dual_objective_value) ></div>
|
|
<div class="line"><a id="l00423" name="l00423"></a><span class="lineno"> 423</span> objective_error_ub) {</div>
|
|
<div class="line"><a id="l00424" name="l00424"></a><span class="lineno"> 424</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_,</div>
|
|
<div class="line"><a id="l00425" name="l00425"></a><span class="lineno"> 425</span> <span class="stringliteral">"The objective gap of the final solution is too large."</span>);</div>
|
|
<div class="line"><a id="l00426" name="l00426"></a><span class="lineno"> 426</span> <span class="keywordflow">if</span> (parameters_.change_status_to_imprecise()) {</div>
|
|
<div class="line"><a id="l00427" name="l00427"></a><span class="lineno"> 427</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954">ProblemStatus::IMPRECISE</a>;</div>
|
|
<div class="line"><a id="l00428" name="l00428"></a><span class="lineno"> 428</span> }</div>
|
|
<div class="line"><a id="l00429" name="l00429"></a><span class="lineno"> 429</span> }</div>
|
|
<div class="line"><a id="l00430" name="l00430"></a><span class="lineno"> 430</span> }</div>
|
|
<div class="line"><a id="l00431" name="l00431"></a><span class="lineno"> 431</span> <span class="keywordflow">if</span> ((<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::OPTIMAL</a> ||</div>
|
|
<div class="line"><a id="l00432" name="l00432"></a><span class="lineno"> 432</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a2dcc8f5d91cb2aa2065b8305bf2d5cbd">ProblemStatus::PRIMAL_FEASIBLE</a>) &&</div>
|
|
<div class="line"><a id="l00433" name="l00433"></a><span class="lineno"> 433</span> (primal_residual_is_too_large || primal_infeasibility_is_too_large)) {</div>
|
|
<div class="line"><a id="l00434" name="l00434"></a><span class="lineno"> 434</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_,</div>
|
|
<div class="line"><a id="l00435" name="l00435"></a><span class="lineno"> 435</span> <span class="stringliteral">"The primal infeasibility of the final solution is too large."</span>);</div>
|
|
<div class="line"><a id="l00436" name="l00436"></a><span class="lineno"> 436</span> <span class="keywordflow">if</span> (parameters_.change_status_to_imprecise()) {</div>
|
|
<div class="line"><a id="l00437" name="l00437"></a><span class="lineno"> 437</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954">ProblemStatus::IMPRECISE</a>;</div>
|
|
<div class="line"><a id="l00438" name="l00438"></a><span class="lineno"> 438</span> }</div>
|
|
<div class="line"><a id="l00439" name="l00439"></a><span class="lineno"> 439</span> }</div>
|
|
<div class="line"><a id="l00440" name="l00440"></a><span class="lineno"> 440</span> <span class="keywordflow">if</span> ((<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::OPTIMAL</a> ||</div>
|
|
<div class="line"><a id="l00441" name="l00441"></a><span class="lineno"> 441</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a57ad14e7a035f33c8ba6c0ea9ea23caa">ProblemStatus::DUAL_FEASIBLE</a>) &&</div>
|
|
<div class="line"><a id="l00442" name="l00442"></a><span class="lineno"> 442</span> (dual_residual_is_too_large || dual_infeasibility_is_too_large)) {</div>
|
|
<div class="line"><a id="l00443" name="l00443"></a><span class="lineno"> 443</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_,</div>
|
|
<div class="line"><a id="l00444" name="l00444"></a><span class="lineno"> 444</span> <span class="stringliteral">"The dual infeasibility of the final solution is too large."</span>);</div>
|
|
<div class="line"><a id="l00445" name="l00445"></a><span class="lineno"> 445</span> <span class="keywordflow">if</span> (parameters_.change_status_to_imprecise()) {</div>
|
|
<div class="line"><a id="l00446" name="l00446"></a><span class="lineno"> 446</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954">ProblemStatus::IMPRECISE</a>;</div>
|
|
<div class="line"><a id="l00447" name="l00447"></a><span class="lineno"> 447</span> }</div>
|
|
<div class="line"><a id="l00448" name="l00448"></a><span class="lineno"> 448</span> }</div>
|
|
<div class="line"><a id="l00449" name="l00449"></a><span class="lineno"> 449</span> </div>
|
|
<div class="line"><a id="l00450" name="l00450"></a><span class="lineno"> 450</span> may_have_multiple_solutions_ =</div>
|
|
<div class="line"><a id="l00451" name="l00451"></a><span class="lineno"> 451</span> (<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::OPTIMAL</a>) ? IsOptimalSolutionOnFacet(lp) : <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00452" name="l00452"></a><span class="lineno"> 452</span> <span class="keywordflow">return</span> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>;</div>
|
|
<div class="line"><a id="l00453" name="l00453"></a><span class="lineno"> 453</span>}</div>
|
|
<div class="line"><a id="l00454" name="l00454"></a><span class="lineno"> 454</span> </div>
|
|
<div class="line"><a id="l00455" name="l00455"></a><span class="lineno"> 455</span><span class="keywordtype">bool</span> LPSolver::IsOptimalSolutionOnFacet(<span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& lp) {</div>
|
|
<div class="line"><a id="l00456" name="l00456"></a><span class="lineno"> 456</span> <span class="comment">// Note(user): We use the following same two tolerances for the dual and</span></div>
|
|
<div class="line"><a id="l00457" name="l00457"></a><span class="lineno"> 457</span> <span class="comment">// primal values.</span></div>
|
|
<div class="line"><a id="l00458" name="l00458"></a><span class="lineno"> 458</span> <span class="comment">// TODO(user): investigate whether to use the tolerances defined in</span></div>
|
|
<div class="line"><a id="l00459" name="l00459"></a><span class="lineno"> 459</span> <span class="comment">// parameters.proto.</span></div>
|
|
<div class="line"><a id="l00460" name="l00460"></a><span class="lineno"> 460</span> <span class="keyword">const</span> <span class="keywordtype">double</span> kReducedCostTolerance = 1e-9;</div>
|
|
<div class="line"><a id="l00461" name="l00461"></a><span class="lineno"> 461</span> <span class="keyword">const</span> <span class="keywordtype">double</span> kBoundTolerance = 1e-7;</div>
|
|
<div class="line"><a id="l00462" name="l00462"></a><span class="lineno"> 462</span> <span class="keyword">const</span> ColIndex num_cols = lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a id="l00463" name="l00463"></a><span class="lineno"> 463</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l00464" name="l00464"></a><span class="lineno"> 464</span> <span class="keywordflow">if</span> (variable_statuses_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a>) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l00465" name="l00465"></a><span class="lineno"> 465</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> = lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adb3b261831be8afb947baceaba1c220b">variable_lower_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00466" name="l00466"></a><span class="lineno"> 466</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> = lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a74f1c824468608a9bb5fee6f10eca698">variable_upper_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00467" name="l00467"></a><span class="lineno"> 467</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> = primal_values_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00468" name="l00468"></a><span class="lineno"> 468</span> <span class="keywordflow">if</span> (<a class="code hl_function" href="namespaceoperations__research.html#a705ecff17f450f06856ceec064725b8d">AreWithinAbsoluteTolerance</a>(reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], 0.0,</div>
|
|
<div class="line"><a id="l00469" name="l00469"></a><span class="lineno"> 469</span> kReducedCostTolerance) &&</div>
|
|
<div class="line"><a id="l00470" name="l00470"></a><span class="lineno"> 470</span> (<a class="code hl_function" href="namespaceoperations__research.html#a705ecff17f450f06856ceec064725b8d">AreWithinAbsoluteTolerance</a>(<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>, <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>, kBoundTolerance) ||</div>
|
|
<div class="line"><a id="l00471" name="l00471"></a><span class="lineno"> 471</span> <a class="code hl_function" href="namespaceoperations__research.html#a705ecff17f450f06856ceec064725b8d">AreWithinAbsoluteTolerance</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>, kBoundTolerance))) {</div>
|
|
<div class="line"><a id="l00472" name="l00472"></a><span class="lineno"> 472</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l00473" name="l00473"></a><span class="lineno"> 473</span> }</div>
|
|
<div class="line"><a id="l00474" name="l00474"></a><span class="lineno"> 474</span> }</div>
|
|
<div class="line"><a id="l00475" name="l00475"></a><span class="lineno"> 475</span> <span class="keyword">const</span> RowIndex num_rows = lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
|
|
<div class="line"><a id="l00476" name="l00476"></a><span class="lineno"> 476</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> < num_rows; ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l00477" name="l00477"></a><span class="lineno"> 477</span> <span class="keywordflow">if</span> (constraint_statuses_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bcae91836db656214f9797e10c15928e501">ConstraintStatus::FIXED_VALUE</a>) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l00478" name="l00478"></a><span class="lineno"> 478</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> = lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5bb553b6a1b88f16c42b70697ac65473">constraint_lower_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l00479" name="l00479"></a><span class="lineno"> 479</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> = lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a9245b35ee316a27a561d5b041e588be5">constraint_upper_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l00480" name="l00480"></a><span class="lineno"> 480</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> activity = constraint_activities_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l00481" name="l00481"></a><span class="lineno"> 481</span> <span class="keywordflow">if</span> (<a class="code hl_function" href="namespaceoperations__research.html#a705ecff17f450f06856ceec064725b8d">AreWithinAbsoluteTolerance</a>(dual_values_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>], 0.0,</div>
|
|
<div class="line"><a id="l00482" name="l00482"></a><span class="lineno"> 482</span> kReducedCostTolerance) &&</div>
|
|
<div class="line"><a id="l00483" name="l00483"></a><span class="lineno"> 483</span> (<a class="code hl_function" href="namespaceoperations__research.html#a705ecff17f450f06856ceec064725b8d">AreWithinAbsoluteTolerance</a>(activity, <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>, kBoundTolerance) ||</div>
|
|
<div class="line"><a id="l00484" name="l00484"></a><span class="lineno"> 484</span> <a class="code hl_function" href="namespaceoperations__research.html#a705ecff17f450f06856ceec064725b8d">AreWithinAbsoluteTolerance</a>(activity, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>, kBoundTolerance))) {</div>
|
|
<div class="line"><a id="l00485" name="l00485"></a><span class="lineno"> 485</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l00486" name="l00486"></a><span class="lineno"> 486</span> }</div>
|
|
<div class="line"><a id="l00487" name="l00487"></a><span class="lineno"> 487</span> }</div>
|
|
<div class="line"><a id="l00488" name="l00488"></a><span class="lineno"> 488</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00489" name="l00489"></a><span class="lineno"> 489</span>}</div>
|
|
<div class="line"><a id="l00490" name="l00490"></a><span class="lineno"> 490</span> </div>
|
|
<div class="line"><a id="l00491" name="l00491"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a96c1f660991b5007ca24564f69cd27b8"> 491</a></span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a96c1f660991b5007ca24564f69cd27b8">LPSolver::GetObjectiveValue</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00492" name="l00492"></a><span class="lineno"> 492</span> <span class="keywordflow">return</span> problem_objective_value_;</div>
|
|
<div class="line"><a id="l00493" name="l00493"></a><span class="lineno"> 493</span>}</div>
|
|
<div class="line"><a id="l00494" name="l00494"></a><span class="lineno"> 494</span> </div>
|
|
<div class="line"><a id="l00495" name="l00495"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a93c5d1b426be6c8173f4f0efbdcf2132"> 495</a></span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a93c5d1b426be6c8173f4f0efbdcf2132">LPSolver::GetMaximumPrimalInfeasibility</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00496" name="l00496"></a><span class="lineno"> 496</span> <span class="keywordflow">return</span> max_absolute_primal_infeasibility_;</div>
|
|
<div class="line"><a id="l00497" name="l00497"></a><span class="lineno"> 497</span>}</div>
|
|
<div class="line"><a id="l00498" name="l00498"></a><span class="lineno"> 498</span> </div>
|
|
<div class="line"><a id="l00499" name="l00499"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a7767c9dc7ffc1643260017dd5817d6d3"> 499</a></span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a7767c9dc7ffc1643260017dd5817d6d3">LPSolver::GetMaximumDualInfeasibility</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00500" name="l00500"></a><span class="lineno"> 500</span> <span class="keywordflow">return</span> max_absolute_dual_infeasibility_;</div>
|
|
<div class="line"><a id="l00501" name="l00501"></a><span class="lineno"> 501</span>}</div>
|
|
<div class="line"><a id="l00502" name="l00502"></a><span class="lineno"> 502</span> </div>
|
|
<div class="line"><a id="l00503" name="l00503"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a41d6e69ea587dda35dbe4b5f07dd6bd8"> 503</a></span><span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#a41d6e69ea587dda35dbe4b5f07dd6bd8">LPSolver::MayHaveMultipleOptimalSolutions</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00504" name="l00504"></a><span class="lineno"> 504</span> <span class="keywordflow">return</span> may_have_multiple_solutions_;</div>
|
|
<div class="line"><a id="l00505" name="l00505"></a><span class="lineno"> 505</span>}</div>
|
|
<div class="line"><a id="l00506" name="l00506"></a><span class="lineno"> 506</span> </div>
|
|
<div class="line"><a id="l00507" name="l00507"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_l_p_solver.html#af4b325af2d4c849c39bd4a02f32f9cae"> 507</a></span><span class="keywordtype">int</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#af4b325af2d4c849c39bd4a02f32f9cae">LPSolver::GetNumberOfSimplexIterations</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00508" name="l00508"></a><span class="lineno"> 508</span> <span class="keywordflow">return</span> num_revised_simplex_iterations_;</div>
|
|
<div class="line"><a id="l00509" name="l00509"></a><span class="lineno"> 509</span>}</div>
|
|
<div class="line"><a id="l00510" name="l00510"></a><span class="lineno"> 510</span> </div>
|
|
<div class="line"><a id="l00511" name="l00511"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_l_p_solver.html#aeccc8138b268e621d96d105e0ddd474a"> 511</a></span><span class="keywordtype">double</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_l_p_solver.html#aeccc8138b268e621d96d105e0ddd474a">LPSolver::DeterministicTime</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00512" name="l00512"></a><span class="lineno"> 512</span> <span class="keywordflow">return</span> revised_simplex_ == <span class="keyword">nullptr</span> ? 0.0</div>
|
|
<div class="line"><a id="l00513" name="l00513"></a><span class="lineno"> 513</span> : revised_simplex_->DeterministicTime();</div>
|
|
<div class="line"><a id="l00514" name="l00514"></a><span class="lineno"> 514</span>}</div>
|
|
<div class="line"><a id="l00515" name="l00515"></a><span class="lineno"> 515</span> </div>
|
|
<div class="line"><a id="l00516" name="l00516"></a><span class="lineno"> 516</span><span class="keywordtype">void</span> LPSolver::MovePrimalValuesWithinBounds(<span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& lp) {</div>
|
|
<div class="line"><a id="l00517" name="l00517"></a><span class="lineno"> 517</span> <span class="keyword">const</span> ColIndex num_cols = lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a id="l00518" name="l00518"></a><span class="lineno"> 518</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_cols, primal_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>());</div>
|
|
<div class="line"><a id="l00519" name="l00519"></a><span class="lineno"> 519</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> error = 0.0;</div>
|
|
<div class="line"><a id="l00520" name="l00520"></a><span class="lineno"> 520</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l00521" name="l00521"></a><span class="lineno"> 521</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> = lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adb3b261831be8afb947baceaba1c220b">variable_lower_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00522" name="l00522"></a><span class="lineno"> 522</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> = lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a74f1c824468608a9bb5fee6f10eca698">variable_upper_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00523" name="l00523"></a><span class="lineno"> 523</span> <a class="code hl_define" href="base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2">DCHECK_LE</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
|
|
<div class="line"><a id="l00524" name="l00524"></a><span class="lineno"> 524</span> </div>
|
|
<div class="line"><a id="l00525" name="l00525"></a><span class="lineno"> 525</span> error = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(error, primal_values_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
|
|
<div class="line"><a id="l00526" name="l00526"></a><span class="lineno"> 526</span> error = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(error, <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> - primal_values_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a id="l00527" name="l00527"></a><span class="lineno"> 527</span> primal_values_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code hl_variable" href="alldiff__cst_8cc.html#ad10edae0a852d72fb76afb1c77735045">std::min</a>(primal_values_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
|
|
<div class="line"><a id="l00528" name="l00528"></a><span class="lineno"> 528</span> primal_values_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(primal_values_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>);</div>
|
|
<div class="line"><a id="l00529" name="l00529"></a><span class="lineno"> 529</span> }</div>
|
|
<div class="line"><a id="l00530" name="l00530"></a><span class="lineno"> 530</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"Max. primal values move = "</span>, error);</div>
|
|
<div class="line"><a id="l00531" name="l00531"></a><span class="lineno"> 531</span>}</div>
|
|
<div class="line"><a id="l00532" name="l00532"></a><span class="lineno"> 532</span> </div>
|
|
<div class="line"><a id="l00533" name="l00533"></a><span class="lineno"> 533</span><span class="keywordtype">void</span> LPSolver::MoveDualValuesWithinBounds(<span class="keyword">const</span> LinearProgram& lp) {</div>
|
|
<div class="line"><a id="l00534" name="l00534"></a><span class="lineno"> 534</span> <span class="keyword">const</span> RowIndex num_rows = lp.num_constraints();</div>
|
|
<div class="line"><a id="l00535" name="l00535"></a><span class="lineno"> 535</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_rows, dual_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>());</div>
|
|
<div class="line"><a id="l00536" name="l00536"></a><span class="lineno"> 536</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> optimization_sign = lp.IsMaximizationProblem() ? -1.0 : 1.0;</div>
|
|
<div class="line"><a id="l00537" name="l00537"></a><span class="lineno"> 537</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> error = 0.0;</div>
|
|
<div class="line"><a id="l00538" name="l00538"></a><span class="lineno"> 538</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> < num_rows; ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l00539" name="l00539"></a><span class="lineno"> 539</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> = lp.constraint_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l00540" name="l00540"></a><span class="lineno"> 540</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> = lp.constraint_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l00541" name="l00541"></a><span class="lineno"> 541</span> </div>
|
|
<div class="line"><a id="l00542" name="l00542"></a><span class="lineno"> 542</span> <span class="comment">// For a minimization problem, we want a lower bound.</span></div>
|
|
<div class="line"><a id="l00543" name="l00543"></a><span class="lineno"> 543</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> minimization_dual_value = optimization_sign * dual_values_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l00544" name="l00544"></a><span class="lineno"> 544</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> && minimization_dual_value > 0.0) {</div>
|
|
<div class="line"><a id="l00545" name="l00545"></a><span class="lineno"> 545</span> error = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(error, minimization_dual_value);</div>
|
|
<div class="line"><a id="l00546" name="l00546"></a><span class="lineno"> 546</span> minimization_dual_value = 0.0;</div>
|
|
<div class="line"><a id="l00547" name="l00547"></a><span class="lineno"> 547</span> }</div>
|
|
<div class="line"><a id="l00548" name="l00548"></a><span class="lineno"> 548</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> && minimization_dual_value < 0.0) {</div>
|
|
<div class="line"><a id="l00549" name="l00549"></a><span class="lineno"> 549</span> error = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(error, -minimization_dual_value);</div>
|
|
<div class="line"><a id="l00550" name="l00550"></a><span class="lineno"> 550</span> minimization_dual_value = 0.0;</div>
|
|
<div class="line"><a id="l00551" name="l00551"></a><span class="lineno"> 551</span> }</div>
|
|
<div class="line"><a id="l00552" name="l00552"></a><span class="lineno"> 552</span> dual_values_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = optimization_sign * minimization_dual_value;</div>
|
|
<div class="line"><a id="l00553" name="l00553"></a><span class="lineno"> 553</span> }</div>
|
|
<div class="line"><a id="l00554" name="l00554"></a><span class="lineno"> 554</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"Max. dual values move = "</span>, error);</div>
|
|
<div class="line"><a id="l00555" name="l00555"></a><span class="lineno"> 555</span>}</div>
|
|
<div class="line"><a id="l00556" name="l00556"></a><span class="lineno"> 556</span> </div>
|
|
<div class="line"><a id="l00557" name="l00557"></a><span class="lineno"> 557</span><span class="keywordtype">void</span> LPSolver::ResizeSolution(RowIndex num_rows, ColIndex num_cols) {</div>
|
|
<div class="line"><a id="l00558" name="l00558"></a><span class="lineno"> 558</span> primal_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(num_cols, 0.0);</div>
|
|
<div class="line"><a id="l00559" name="l00559"></a><span class="lineno"> 559</span> reduced_costs_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(num_cols, 0.0);</div>
|
|
<div class="line"><a id="l00560" name="l00560"></a><span class="lineno"> 560</span> variable_statuses_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(num_cols, <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>);</div>
|
|
<div class="line"><a id="l00561" name="l00561"></a><span class="lineno"> 561</span> </div>
|
|
<div class="line"><a id="l00562" name="l00562"></a><span class="lineno"> 562</span> dual_values_.resize(num_rows, 0.0);</div>
|
|
<div class="line"><a id="l00563" name="l00563"></a><span class="lineno"> 563</span> constraint_activities_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(num_rows, 0.0);</div>
|
|
<div class="line"><a id="l00564" name="l00564"></a><span class="lineno"> 564</span> constraint_statuses_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(num_rows, <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca88c189a42c87aa49d667fc8ab76bc323">ConstraintStatus::FREE</a>);</div>
|
|
<div class="line"><a id="l00565" name="l00565"></a><span class="lineno"> 565</span>}</div>
|
|
<div class="line"><a id="l00566" name="l00566"></a><span class="lineno"> 566</span> </div>
|
|
<div class="line"><a id="l00567" name="l00567"></a><span class="lineno"> 567</span><span class="keywordtype">void</span> LPSolver::RunRevisedSimplexIfNeeded(ProblemSolution* solution,</div>
|
|
<div class="line"><a id="l00568" name="l00568"></a><span class="lineno"> 568</span> TimeLimit* <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>) {</div>
|
|
<div class="line"><a id="l00569" name="l00569"></a><span class="lineno"> 569</span> <span class="comment">// Note that the transpose matrix is no longer needed at this point.</span></div>
|
|
<div class="line"><a id="l00570" name="l00570"></a><span class="lineno"> 570</span> <span class="comment">// This helps reduce the peak memory usage of the solver.</span></div>
|
|
<div class="line"><a id="l00571" name="l00571"></a><span class="lineno"> 571</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l00572" name="l00572"></a><span class="lineno"> 572</span> <span class="comment">// TODO(user): actually, once the linear_program is loaded into the internal</span></div>
|
|
<div class="line"><a id="l00573" name="l00573"></a><span class="lineno"> 573</span> <span class="comment">// glop memory, there is no point keeping it around. Add a more complex</span></div>
|
|
<div class="line"><a id="l00574" name="l00574"></a><span class="lineno"> 574</span> <span class="comment">// Load/Solve API to RevisedSimplex so we can completely reclaim its memory</span></div>
|
|
<div class="line"><a id="l00575" name="l00575"></a><span class="lineno"> 575</span> <span class="comment">// right away.</span></div>
|
|
<div class="line"><a id="l00576" name="l00576"></a><span class="lineno"> 576</span> current_linear_program_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a40b46f23f42f169a527de50e016c2096">ClearTransposeMatrix</a>();</div>
|
|
<div class="line"><a id="l00577" name="l00577"></a><span class="lineno"> 577</span> <span class="keywordflow">if</span> (solution->status != <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493afaee4ca3c30ee18148ce3ada37466498">ProblemStatus::INIT</a>) <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a id="l00578" name="l00578"></a><span class="lineno"> 578</span> <span class="keywordflow">if</span> (revised_simplex_ == <span class="keyword">nullptr</span>) {</div>
|
|
<div class="line"><a id="l00579" name="l00579"></a><span class="lineno"> 579</span> revised_simplex_ = absl::make_unique<RevisedSimplex>();</div>
|
|
<div class="line"><a id="l00580" name="l00580"></a><span class="lineno"> 580</span> revised_simplex_->SetLogger(&logger_);</div>
|
|
<div class="line"><a id="l00581" name="l00581"></a><span class="lineno"> 581</span> }</div>
|
|
<div class="line"><a id="l00582" name="l00582"></a><span class="lineno"> 582</span> revised_simplex_->SetParameters(parameters_);</div>
|
|
<div class="line"><a id="l00583" name="l00583"></a><span class="lineno"> 583</span> <span class="keywordflow">if</span> (revised_simplex_->Solve(current_linear_program_, <a class="code hl_variable" href="cp__model__solver_8cc.html#aec8af5c1be4e1b6d4330e1161028de21">time_limit</a>).ok()) {</div>
|
|
<div class="line"><a id="l00584" name="l00584"></a><span class="lineno"> 584</span> num_revised_simplex_iterations_ = revised_simplex_->GetNumberOfIterations();</div>
|
|
<div class="line"><a id="l00585" name="l00585"></a><span class="lineno"> 585</span> solution->status = revised_simplex_->GetProblemStatus();</div>
|
|
<div class="line"><a id="l00586" name="l00586"></a><span class="lineno"> 586</span> </div>
|
|
<div class="line"><a id="l00587" name="l00587"></a><span class="lineno"> 587</span> <span class="comment">// Make sure we do not copy the slacks added by revised_simplex_.</span></div>
|
|
<div class="line"><a id="l00588" name="l00588"></a><span class="lineno"> 588</span> <span class="keyword">const</span> ColIndex num_cols = solution->primal_values.size();</div>
|
|
<div class="line"><a id="l00589" name="l00589"></a><span class="lineno"> 589</span> <a class="code hl_define" href="base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2">DCHECK_LE</a>(num_cols, revised_simplex_->GetProblemNumCols());</div>
|
|
<div class="line"><a id="l00590" name="l00590"></a><span class="lineno"> 590</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l00591" name="l00591"></a><span class="lineno"> 591</span> solution->primal_values[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = revised_simplex_->GetVariableValue(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a id="l00592" name="l00592"></a><span class="lineno"> 592</span> solution->variable_statuses[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] =</div>
|
|
<div class="line"><a id="l00593" name="l00593"></a><span class="lineno"> 593</span> revised_simplex_->GetVariableStatus(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a id="l00594" name="l00594"></a><span class="lineno"> 594</span> }</div>
|
|
<div class="line"><a id="l00595" name="l00595"></a><span class="lineno"> 595</span> <span class="keyword">const</span> RowIndex num_rows = revised_simplex_->GetProblemNumRows();</div>
|
|
<div class="line"><a id="l00596" name="l00596"></a><span class="lineno"> 596</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(solution->dual_values.size(), num_rows);</div>
|
|
<div class="line"><a id="l00597" name="l00597"></a><span class="lineno"> 597</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> < num_rows; ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l00598" name="l00598"></a><span class="lineno"> 598</span> solution->dual_values[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = revised_simplex_->GetDualValue(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a id="l00599" name="l00599"></a><span class="lineno"> 599</span> solution->constraint_statuses[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] =</div>
|
|
<div class="line"><a id="l00600" name="l00600"></a><span class="lineno"> 600</span> revised_simplex_->GetConstraintStatus(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a id="l00601" name="l00601"></a><span class="lineno"> 601</span> }</div>
|
|
<div class="line"><a id="l00602" name="l00602"></a><span class="lineno"> 602</span> <span class="keywordflow">if</span> (!parameters_.use_preprocessing() && !parameters_.use_scaling()) {</div>
|
|
<div class="line"><a id="l00603" name="l00603"></a><span class="lineno"> 603</span> <span class="keywordflow">if</span> (solution->status == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a8351cc0ea544c393b3e26fdf42520844">ProblemStatus::PRIMAL_UNBOUNDED</a>) {</div>
|
|
<div class="line"><a id="l00604" name="l00604"></a><span class="lineno"> 604</span> primal_ray_ = revised_simplex_->GetPrimalRay();</div>
|
|
<div class="line"><a id="l00605" name="l00605"></a><span class="lineno"> 605</span> <span class="comment">// Make sure we do not copy the slacks added by revised_simplex_.</span></div>
|
|
<div class="line"><a id="l00606" name="l00606"></a><span class="lineno"> 606</span> primal_ray_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(num_cols);</div>
|
|
<div class="line"><a id="l00607" name="l00607"></a><span class="lineno"> 607</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (solution->status == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a8ada5da7749eac0d9fe1782ad9bab585">ProblemStatus::DUAL_UNBOUNDED</a>) {</div>
|
|
<div class="line"><a id="l00608" name="l00608"></a><span class="lineno"> 608</span> constraints_dual_ray_ = revised_simplex_->GetDualRay();</div>
|
|
<div class="line"><a id="l00609" name="l00609"></a><span class="lineno"> 609</span> variable_bounds_dual_ray_ =</div>
|
|
<div class="line"><a id="l00610" name="l00610"></a><span class="lineno"> 610</span> revised_simplex_->GetDualRayRowCombination();</div>
|
|
<div class="line"><a id="l00611" name="l00611"></a><span class="lineno"> 611</span> <span class="comment">// Make sure we do not copy the slacks added by revised_simplex_.</span></div>
|
|
<div class="line"><a id="l00612" name="l00612"></a><span class="lineno"> 612</span> variable_bounds_dual_ray_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(num_cols);</div>
|
|
<div class="line"><a id="l00613" name="l00613"></a><span class="lineno"> 613</span> <span class="comment">// Revised simplex's GetDualRay is always such that GetDualRay.rhs < 0,</span></div>
|
|
<div class="line"><a id="l00614" name="l00614"></a><span class="lineno"> 614</span> <span class="comment">// which is a cost improving direction for the dual if the primal is a</span></div>
|
|
<div class="line"><a id="l00615" name="l00615"></a><span class="lineno"> 615</span> <span class="comment">// maximization problem (i.e. when the dual is a minimization problem).</span></div>
|
|
<div class="line"><a id="l00616" name="l00616"></a><span class="lineno"> 616</span> <span class="comment">// Hence, we change the sign of constraints_dual_ray_ for min problems.</span></div>
|
|
<div class="line"><a id="l00617" name="l00617"></a><span class="lineno"> 617</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l00618" name="l00618"></a><span class="lineno"> 618</span> <span class="comment">// Revised simplex's GetDualRayRowCombination = A^T GetDualRay and</span></div>
|
|
<div class="line"><a id="l00619" name="l00619"></a><span class="lineno"> 619</span> <span class="comment">// we must have variable_bounds_dual_ray_ = - A^T constraints_dual_ray_.</span></div>
|
|
<div class="line"><a id="l00620" name="l00620"></a><span class="lineno"> 620</span> <span class="comment">// Then we need to change the sign of variable_bounds_dual_ray_, but for</span></div>
|
|
<div class="line"><a id="l00621" name="l00621"></a><span class="lineno"> 621</span> <span class="comment">// min problems this change is implicit because of the sign change of</span></div>
|
|
<div class="line"><a id="l00622" name="l00622"></a><span class="lineno"> 622</span> <span class="comment">// constraints_dual_ray_ described above.</span></div>
|
|
<div class="line"><a id="l00623" name="l00623"></a><span class="lineno"> 623</span> <span class="keywordflow">if</span> (current_linear_program_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#accdd045ec09206640c2338524da77d23">IsMaximizationProblem</a>()) {</div>
|
|
<div class="line"><a id="l00624" name="l00624"></a><span class="lineno"> 624</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ab7ff1f9383648fd132667b1e601229c9">ChangeSign</a>(&variable_bounds_dual_ray_);</div>
|
|
<div class="line"><a id="l00625" name="l00625"></a><span class="lineno"> 625</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00626" name="l00626"></a><span class="lineno"> 626</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ab7ff1f9383648fd132667b1e601229c9">ChangeSign</a>(&constraints_dual_ray_);</div>
|
|
<div class="line"><a id="l00627" name="l00627"></a><span class="lineno"> 627</span> }</div>
|
|
<div class="line"><a id="l00628" name="l00628"></a><span class="lineno"> 628</span> }</div>
|
|
<div class="line"><a id="l00629" name="l00629"></a><span class="lineno"> 629</span> }</div>
|
|
<div class="line"><a id="l00630" name="l00630"></a><span class="lineno"> 630</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00631" name="l00631"></a><span class="lineno"> 631</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"Error during the revised simplex algorithm."</span>);</div>
|
|
<div class="line"><a id="l00632" name="l00632"></a><span class="lineno"> 632</span> solution->status = <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a88ec4386a3c49b50819358a579fb9adb">ProblemStatus::ABNORMAL</a>;</div>
|
|
<div class="line"><a id="l00633" name="l00633"></a><span class="lineno"> 633</span> }</div>
|
|
<div class="line"><a id="l00634" name="l00634"></a><span class="lineno"> 634</span>}</div>
|
|
<div class="line"><a id="l00635" name="l00635"></a><span class="lineno"> 635</span> </div>
|
|
<div class="line"><a id="l00636" name="l00636"></a><span class="lineno"> 636</span><span class="keyword">namespace </span>{</div>
|
|
<div class="line"><a id="l00637" name="l00637"></a><span class="lineno"> 637</span> </div>
|
|
<div class="line"><a id="l00638" name="l00638"></a><span class="lineno"> 638</span><span class="keywordtype">void</span> LogVariableStatusError(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="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>,</div>
|
|
<div class="line"><a id="l00639" name="l00639"></a><span class="lineno"> 639</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358">VariableStatus</a> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lb,</div>
|
|
<div class="line"><a id="l00640" name="l00640"></a><span class="lineno"> 640</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ub) {</div>
|
|
<div class="line"><a id="l00641" name="l00641"></a><span class="lineno"> 641</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Variable "</span> << <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> << <span class="stringliteral">" status is "</span></div>
|
|
<div class="line"><a id="l00642" name="l00642"></a><span class="lineno"> 642</span> << <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#aee749790021783ccc83b2d6abe70c1c0">GetVariableStatusString</a>(<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>) << <span class="stringliteral">" but its value is "</span> << <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a></div>
|
|
<div class="line"><a id="l00643" name="l00643"></a><span class="lineno"> 643</span> << <span class="stringliteral">" and its bounds are ["</span> << lb << <span class="stringliteral">", "</span> << ub << <span class="stringliteral">"]."</span>;</div>
|
|
<div class="line"><a id="l00644" name="l00644"></a><span class="lineno"> 644</span>}</div>
|
|
<div class="line"><a id="l00645" name="l00645"></a><span class="lineno"> 645</span> </div>
|
|
<div class="line"><a id="l00646" name="l00646"></a><span class="lineno"> 646</span><span class="keywordtype">void</span> LogConstraintStatusError(RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bc">ConstraintStatus</a> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>,</div>
|
|
<div class="line"><a id="l00647" name="l00647"></a><span class="lineno"> 647</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lb, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ub) {</div>
|
|
<div class="line"><a id="l00648" name="l00648"></a><span class="lineno"> 648</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Constraint "</span> << <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> << <span class="stringliteral">" status is "</span></div>
|
|
<div class="line"><a id="l00649" name="l00649"></a><span class="lineno"> 649</span> << <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a652ba89cea606e3c3071a288e2d60bba">GetConstraintStatusString</a>(<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>) << <span class="stringliteral">" but its bounds are ["</span> << lb</div>
|
|
<div class="line"><a id="l00650" name="l00650"></a><span class="lineno"> 650</span> << <span class="stringliteral">", "</span> << ub << <span class="stringliteral">"]."</span>;</div>
|
|
<div class="line"><a id="l00651" name="l00651"></a><span class="lineno"> 651</span>}</div>
|
|
<div class="line"><a id="l00652" name="l00652"></a><span class="lineno"> 652</span> </div>
|
|
<div class="line"><a id="l00653" name="l00653"></a><span class="lineno"> 653</span>} <span class="comment">// namespace</span></div>
|
|
<div class="line"><a id="l00654" name="l00654"></a><span class="lineno"> 654</span> </div>
|
|
<div class="line"><a id="l00655" name="l00655"></a><span class="lineno"> 655</span><span class="keywordtype">bool</span> LPSolver::IsProblemSolutionConsistent(</div>
|
|
<div class="line"><a id="l00656" name="l00656"></a><span class="lineno"> 656</span> <span class="keyword">const</span> LinearProgram& lp, <span class="keyword">const</span> ProblemSolution& solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l00657" name="l00657"></a><span class="lineno"> 657</span> <span class="keyword">const</span> RowIndex num_rows = lp.num_constraints();</div>
|
|
<div class="line"><a id="l00658" name="l00658"></a><span class="lineno"> 658</span> <span class="keyword">const</span> ColIndex num_cols = lp.num_variables();</div>
|
|
<div class="line"><a id="l00659" name="l00659"></a><span class="lineno"> 659</span> <span class="keywordflow">if</span> (solution.variable_statuses.size() != num_cols) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00660" name="l00660"></a><span class="lineno"> 660</span> <span class="keywordflow">if</span> (solution.constraint_statuses.size() != num_rows) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00661" name="l00661"></a><span class="lineno"> 661</span> <span class="keywordflow">if</span> (solution.primal_values.size() != num_cols) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00662" name="l00662"></a><span class="lineno"> 662</span> <span class="keywordflow">if</span> (solution.dual_values.size() != num_rows) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00663" name="l00663"></a><span class="lineno"> 663</span> <span class="keywordflow">if</span> (solution.status != <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::OPTIMAL</a> &&</div>
|
|
<div class="line"><a id="l00664" name="l00664"></a><span class="lineno"> 664</span> solution.status != <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a2dcc8f5d91cb2aa2065b8305bf2d5cbd">ProblemStatus::PRIMAL_FEASIBLE</a> &&</div>
|
|
<div class="line"><a id="l00665" name="l00665"></a><span class="lineno"> 665</span> solution.status != <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a57ad14e7a035f33c8ba6c0ea9ea23caa">ProblemStatus::DUAL_FEASIBLE</a>) {</div>
|
|
<div class="line"><a id="l00666" name="l00666"></a><span class="lineno"> 666</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l00667" name="l00667"></a><span class="lineno"> 667</span> }</div>
|
|
<div class="line"><a id="l00668" name="l00668"></a><span class="lineno"> 668</span> </div>
|
|
<div class="line"><a id="l00669" name="l00669"></a><span class="lineno"> 669</span> <span class="comment">// This checks that the variable statuses verify the properties described</span></div>
|
|
<div class="line"><a id="l00670" name="l00670"></a><span class="lineno"> 670</span> <span class="comment">// in the VariableStatus declaration.</span></div>
|
|
<div class="line"><a id="l00671" name="l00671"></a><span class="lineno"> 671</span> RowIndex num_basic_variables(0);</div>
|
|
<div class="line"><a id="l00672" name="l00672"></a><span class="lineno"> 672</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l00673" name="l00673"></a><span class="lineno"> 673</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> = solution.primal_values[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00674" name="l00674"></a><span class="lineno"> 674</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lb = lp.variable_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00675" name="l00675"></a><span class="lineno"> 675</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ub = lp.variable_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00676" name="l00676"></a><span class="lineno"> 676</span> <span class="keyword">const</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358">VariableStatus</a> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = solution.variable_statuses[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00677" name="l00677"></a><span class="lineno"> 677</span> <span class="keywordflow">switch</span> (solution.variable_statuses[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a id="l00678" name="l00678"></a><span class="lineno"> 678</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>:</div>
|
|
<div class="line"><a id="l00679" name="l00679"></a><span class="lineno"> 679</span> <span class="comment">// TODO(user): Check that the reduced cost of this column is epsilon</span></div>
|
|
<div class="line"><a id="l00680" name="l00680"></a><span class="lineno"> 680</span> <span class="comment">// close to zero.</span></div>
|
|
<div class="line"><a id="l00681" name="l00681"></a><span class="lineno"> 681</span> ++num_basic_variables;</div>
|
|
<div class="line"><a id="l00682" name="l00682"></a><span class="lineno"> 682</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00683" name="l00683"></a><span class="lineno"> 683</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a>:</div>
|
|
<div class="line"><a id="l00684" name="l00684"></a><span class="lineno"> 684</span> <span class="comment">// TODO(user): Because of scaling, it is possible that a FIXED_VALUE</span></div>
|
|
<div class="line"><a id="l00685" name="l00685"></a><span class="lineno"> 685</span> <span class="comment">// status (only reserved for the exact lb == ub case) is now set for a</span></div>
|
|
<div class="line"><a id="l00686" name="l00686"></a><span class="lineno"> 686</span> <span class="comment">// variable where (ub == lb + epsilon). So we do not check here that the</span></div>
|
|
<div class="line"><a id="l00687" name="l00687"></a><span class="lineno"> 687</span> <span class="comment">// two bounds are exactly equal. The best is probably to remove the</span></div>
|
|
<div class="line"><a id="l00688" name="l00688"></a><span class="lineno"> 688</span> <span class="comment">// FIXED status from the API completely and report one of AT_LOWER_BOUND</span></div>
|
|
<div class="line"><a id="l00689" name="l00689"></a><span class="lineno"> 689</span> <span class="comment">// or AT_UPPER_BOUND instead. This also allows to indicate if at</span></div>
|
|
<div class="line"><a id="l00690" name="l00690"></a><span class="lineno"> 690</span> <span class="comment">// optimality, the objective is limited because of this variable lower</span></div>
|
|
<div class="line"><a id="l00691" name="l00691"></a><span class="lineno"> 691</span> <span class="comment">// bound or its upper bound. Note that there are other TODOs in the</span></div>
|
|
<div class="line"><a id="l00692" name="l00692"></a><span class="lineno"> 692</span> <span class="comment">// codebase about removing this FIXED_VALUE status.</span></div>
|
|
<div class="line"><a id="l00693" name="l00693"></a><span class="lineno"> 693</span> <span class="keywordflow">if</span> (<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> != lb) {</div>
|
|
<div class="line"><a id="l00694" name="l00694"></a><span class="lineno"> 694</span> LogVariableStatusError(<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>, <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>, lb, ub);</div>
|
|
<div class="line"><a id="l00695" name="l00695"></a><span class="lineno"> 695</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00696" name="l00696"></a><span class="lineno"> 696</span> }</div>
|
|
<div class="line"><a id="l00697" name="l00697"></a><span class="lineno"> 697</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00698" name="l00698"></a><span class="lineno"> 698</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>:</div>
|
|
<div class="line"><a id="l00699" name="l00699"></a><span class="lineno"> 699</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> != lb || lb == ub) {</div>
|
|
<div class="line"><a id="l00700" name="l00700"></a><span class="lineno"> 700</span> LogVariableStatusError(<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>, <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>, lb, ub);</div>
|
|
<div class="line"><a id="l00701" name="l00701"></a><span class="lineno"> 701</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00702" name="l00702"></a><span class="lineno"> 702</span> }</div>
|
|
<div class="line"><a id="l00703" name="l00703"></a><span class="lineno"> 703</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00704" name="l00704"></a><span class="lineno"> 704</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>:</div>
|
|
<div class="line"><a id="l00705" name="l00705"></a><span class="lineno"> 705</span> <span class="comment">// TODO(user): revert to an exact comparison once the bug causing this</span></div>
|
|
<div class="line"><a id="l00706" name="l00706"></a><span class="lineno"> 706</span> <span class="comment">// to fail has been fixed.</span></div>
|
|
<div class="line"><a id="l00707" name="l00707"></a><span class="lineno"> 707</span> <span class="keywordflow">if</span> (!<a class="code hl_function" href="namespaceoperations__research.html#a705ecff17f450f06856ceec064725b8d">AreWithinAbsoluteTolerance</a>(<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>, ub, 1e-7) || lb == ub) {</div>
|
|
<div class="line"><a id="l00708" name="l00708"></a><span class="lineno"> 708</span> LogVariableStatusError(<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>, <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>, lb, ub);</div>
|
|
<div class="line"><a id="l00709" name="l00709"></a><span class="lineno"> 709</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00710" name="l00710"></a><span class="lineno"> 710</span> }</div>
|
|
<div class="line"><a id="l00711" name="l00711"></a><span class="lineno"> 711</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00712" name="l00712"></a><span class="lineno"> 712</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>:</div>
|
|
<div class="line"><a id="l00713" name="l00713"></a><span class="lineno"> 713</span> <span class="keywordflow">if</span> (lb != -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> || ub != <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> || <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> != 0.0) {</div>
|
|
<div class="line"><a id="l00714" name="l00714"></a><span class="lineno"> 714</span> LogVariableStatusError(<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>, <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>, lb, ub);</div>
|
|
<div class="line"><a id="l00715" name="l00715"></a><span class="lineno"> 715</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00716" name="l00716"></a><span class="lineno"> 716</span> }</div>
|
|
<div class="line"><a id="l00717" name="l00717"></a><span class="lineno"> 717</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00718" name="l00718"></a><span class="lineno"> 718</span> }</div>
|
|
<div class="line"><a id="l00719" name="l00719"></a><span class="lineno"> 719</span> }</div>
|
|
<div class="line"><a id="l00720" name="l00720"></a><span class="lineno"> 720</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> < num_rows; ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l00721" name="l00721"></a><span class="lineno"> 721</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dual_value = solution.dual_values[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l00722" name="l00722"></a><span class="lineno"> 722</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lb = lp.constraint_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l00723" name="l00723"></a><span class="lineno"> 723</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ub = lp.constraint_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l00724" name="l00724"></a><span class="lineno"> 724</span> <span class="keyword">const</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bc">ConstraintStatus</a> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = solution.constraint_statuses[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l00725" name="l00725"></a><span class="lineno"> 725</span> </div>
|
|
<div class="line"><a id="l00726" name="l00726"></a><span class="lineno"> 726</span> <span class="comment">// The activity value is not checked since it is imprecise.</span></div>
|
|
<div class="line"><a id="l00727" name="l00727"></a><span class="lineno"> 727</span> <span class="comment">// TODO(user): Check that the activity is epsilon close to the expected</span></div>
|
|
<div class="line"><a id="l00728" name="l00728"></a><span class="lineno"> 728</span> <span class="comment">// value.</span></div>
|
|
<div class="line"><a id="l00729" name="l00729"></a><span class="lineno"> 729</span> <span class="keywordflow">switch</span> (<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>) {</div>
|
|
<div class="line"><a id="l00730" name="l00730"></a><span class="lineno"> 730</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bcae4ac03f6c9f00665644e868dd1fb9f1e">ConstraintStatus::BASIC</a>:</div>
|
|
<div class="line"><a id="l00731" name="l00731"></a><span class="lineno"> 731</span> <span class="keywordflow">if</span> (dual_value != 0.0) {</div>
|
|
<div class="line"><a id="l00732" name="l00732"></a><span class="lineno"> 732</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Constraint "</span> << <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> << <span class="stringliteral">" is BASIC, but its dual value is "</span></div>
|
|
<div class="line"><a id="l00733" name="l00733"></a><span class="lineno"> 733</span> << dual_value << <span class="stringliteral">" instead of 0."</span>;</div>
|
|
<div class="line"><a id="l00734" name="l00734"></a><span class="lineno"> 734</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00735" name="l00735"></a><span class="lineno"> 735</span> }</div>
|
|
<div class="line"><a id="l00736" name="l00736"></a><span class="lineno"> 736</span> ++num_basic_variables;</div>
|
|
<div class="line"><a id="l00737" name="l00737"></a><span class="lineno"> 737</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00738" name="l00738"></a><span class="lineno"> 738</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bcae91836db656214f9797e10c15928e501">ConstraintStatus::FIXED_VALUE</a>:</div>
|
|
<div class="line"><a id="l00739" name="l00739"></a><span class="lineno"> 739</span> <span class="comment">// Exactly the same remark as for the VariableStatus::FIXED_VALUE case</span></div>
|
|
<div class="line"><a id="l00740" name="l00740"></a><span class="lineno"> 740</span> <span class="comment">// above. Because of precision error, this can happen when the</span></div>
|
|
<div class="line"><a id="l00741" name="l00741"></a><span class="lineno"> 741</span> <span class="comment">// difference between the two bounds is small and not just exactly zero.</span></div>
|
|
<div class="line"><a id="l00742" name="l00742"></a><span class="lineno"> 742</span> <span class="keywordflow">if</span> (ub - lb > 1e-12) {</div>
|
|
<div class="line"><a id="l00743" name="l00743"></a><span class="lineno"> 743</span> LogConstraintStatusError(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>, lb, ub);</div>
|
|
<div class="line"><a id="l00744" name="l00744"></a><span class="lineno"> 744</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00745" name="l00745"></a><span class="lineno"> 745</span> }</div>
|
|
<div class="line"><a id="l00746" name="l00746"></a><span class="lineno"> 746</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00747" name="l00747"></a><span class="lineno"> 747</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a>:</div>
|
|
<div class="line"><a id="l00748" name="l00748"></a><span class="lineno"> 748</span> <span class="keywordflow">if</span> (lb == -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a id="l00749" name="l00749"></a><span class="lineno"> 749</span> LogConstraintStatusError(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>, lb, ub);</div>
|
|
<div class="line"><a id="l00750" name="l00750"></a><span class="lineno"> 750</span> <span class="keywordflow">return</span> <span class="keyword">false</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="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00753" name="l00753"></a><span class="lineno"> 753</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a>:</div>
|
|
<div class="line"><a id="l00754" name="l00754"></a><span class="lineno"> 754</span> <span class="keywordflow">if</span> (ub == <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a id="l00755" name="l00755"></a><span class="lineno"> 755</span> LogConstraintStatusError(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>, lb, ub);</div>
|
|
<div class="line"><a id="l00756" name="l00756"></a><span class="lineno"> 756</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</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="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00759" name="l00759"></a><span class="lineno"> 759</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca88c189a42c87aa49d667fc8ab76bc323">ConstraintStatus::FREE</a>:</div>
|
|
<div class="line"><a id="l00760" name="l00760"></a><span class="lineno"> 760</span> <span class="keywordflow">if</span> (dual_value != 0.0) {</div>
|
|
<div class="line"><a id="l00761" name="l00761"></a><span class="lineno"> 761</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Constraint "</span> << <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> << <span class="stringliteral">" is FREE, but its dual value is "</span></div>
|
|
<div class="line"><a id="l00762" name="l00762"></a><span class="lineno"> 762</span> << dual_value << <span class="stringliteral">" instead of 0."</span>;</div>
|
|
<div class="line"><a id="l00763" name="l00763"></a><span class="lineno"> 763</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00764" name="l00764"></a><span class="lineno"> 764</span> }</div>
|
|
<div class="line"><a id="l00765" name="l00765"></a><span class="lineno"> 765</span> <span class="keywordflow">if</span> (lb != -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> || ub != <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a id="l00766" name="l00766"></a><span class="lineno"> 766</span> LogConstraintStatusError(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a>, lb, ub);</div>
|
|
<div class="line"><a id="l00767" name="l00767"></a><span class="lineno"> 767</span> <span class="keywordflow">return</span> <span class="keyword">false</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> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00770" name="l00770"></a><span class="lineno"> 770</span> }</div>
|
|
<div class="line"><a id="l00771" name="l00771"></a><span class="lineno"> 771</span> }</div>
|
|
<div class="line"><a id="l00772" name="l00772"></a><span class="lineno"> 772</span> </div>
|
|
<div class="line"><a id="l00773" name="l00773"></a><span class="lineno"> 773</span> <span class="comment">// TODO(user): We could check in debug mode (because it will be costly) that</span></div>
|
|
<div class="line"><a id="l00774" name="l00774"></a><span class="lineno"> 774</span> <span class="comment">// the basis is actually factorizable.</span></div>
|
|
<div class="line"><a id="l00775" name="l00775"></a><span class="lineno"> 775</span> <span class="keywordflow">if</span> (num_basic_variables != num_rows) {</div>
|
|
<div class="line"><a id="l00776" name="l00776"></a><span class="lineno"> 776</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Wrong number of basic variables: "</span> << num_basic_variables;</div>
|
|
<div class="line"><a id="l00777" name="l00777"></a><span class="lineno"> 777</span> <span class="keywordflow">return</span> <span class="keyword">false</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="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l00780" name="l00780"></a><span class="lineno"> 780</span>}</div>
|
|
<div class="line"><a id="l00781" name="l00781"></a><span class="lineno"> 781</span> </div>
|
|
<div class="line"><a id="l00782" name="l00782"></a><span class="lineno"> 782</span><span class="comment">// This computes by how much the objective must be perturbed to enforce the</span></div>
|
|
<div class="line"><a id="l00783" name="l00783"></a><span class="lineno"> 783</span><span class="comment">// following complementary slackness conditions:</span></div>
|
|
<div class="line"><a id="l00784" name="l00784"></a><span class="lineno"> 784</span><span class="comment">// - Reduced cost is exactly zero for FREE and BASIC variables.</span></div>
|
|
<div class="line"><a id="l00785" name="l00785"></a><span class="lineno"> 785</span><span class="comment">// - Reduced cost is of the correct sign for variables at their bounds.</span></div>
|
|
<div class="line"><a id="l00786" name="l00786"></a><span class="lineno"> 786</span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> LPSolver::ComputeMaxCostPerturbationToEnforceOptimality(</div>
|
|
<div class="line"><a id="l00787" name="l00787"></a><span class="lineno"> 787</span> <span class="keyword">const</span> LinearProgram& lp, <span class="keywordtype">bool</span>* is_too_large) {</div>
|
|
<div class="line"><a id="l00788" name="l00788"></a><span class="lineno"> 788</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> max_cost_correction = 0.0;</div>
|
|
<div class="line"><a id="l00789" name="l00789"></a><span class="lineno"> 789</span> <span class="keyword">const</span> ColIndex num_cols = lp.num_variables();</div>
|
|
<div class="line"><a id="l00790" name="l00790"></a><span class="lineno"> 790</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> optimization_sign = lp.IsMaximizationProblem() ? -1.0 : 1.0;</div>
|
|
<div class="line"><a id="l00791" name="l00791"></a><span class="lineno"> 791</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = parameters_.solution_feasibility_tolerance();</div>
|
|
<div class="line"><a id="l00792" name="l00792"></a><span class="lineno"> 792</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l00793" name="l00793"></a><span class="lineno"> 793</span> <span class="comment">// We correct the reduced cost, so we have a minimization problem and</span></div>
|
|
<div class="line"><a id="l00794" name="l00794"></a><span class="lineno"> 794</span> <span class="comment">// thus the dual objective value will be a lower bound of the primal</span></div>
|
|
<div class="line"><a id="l00795" name="l00795"></a><span class="lineno"> 795</span> <span class="comment">// objective.</span></div>
|
|
<div class="line"><a id="l00796" name="l00796"></a><span class="lineno"> 796</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> reduced_cost = optimization_sign * reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00797" name="l00797"></a><span class="lineno"> 797</span> <span class="keyword">const</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358">VariableStatus</a> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = variable_statuses_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00798" name="l00798"></a><span class="lineno"> 798</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a> || <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a> ||</div>
|
|
<div class="line"><a id="l00799" name="l00799"></a><span class="lineno"> 799</span> (<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a> && reduced_cost > 0.0) ||</div>
|
|
<div class="line"><a id="l00800" name="l00800"></a><span class="lineno"> 800</span> (<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a> && reduced_cost < 0.0)) {</div>
|
|
<div class="line"><a id="l00801" name="l00801"></a><span class="lineno"> 801</span> max_cost_correction =</div>
|
|
<div class="line"><a id="l00802" name="l00802"></a><span class="lineno"> 802</span> <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(max_cost_correction, std::abs(reduced_cost));</div>
|
|
<div class="line"><a id="l00803" name="l00803"></a><span class="lineno"> 803</span> *is_too_large |=</div>
|
|
<div class="line"><a id="l00804" name="l00804"></a><span class="lineno"> 804</span> std::abs(reduced_cost) ></div>
|
|
<div class="line"><a id="l00805" name="l00805"></a><span class="lineno"> 805</span> AllowedError(tolerance, lp.objective_coefficients()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a id="l00806" name="l00806"></a><span class="lineno"> 806</span> }</div>
|
|
<div class="line"><a id="l00807" name="l00807"></a><span class="lineno"> 807</span> }</div>
|
|
<div class="line"><a id="l00808" name="l00808"></a><span class="lineno"> 808</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"Max. cost perturbation = "</span>, max_cost_correction);</div>
|
|
<div class="line"><a id="l00809" name="l00809"></a><span class="lineno"> 809</span> <span class="keywordflow">return</span> max_cost_correction;</div>
|
|
<div class="line"><a id="l00810" name="l00810"></a><span class="lineno"> 810</span>}</div>
|
|
<div class="line"><a id="l00811" name="l00811"></a><span class="lineno"> 811</span> </div>
|
|
<div class="line"><a id="l00812" name="l00812"></a><span class="lineno"> 812</span><span class="comment">// This computes by how much the rhs must be perturbed to enforce the fact that</span></div>
|
|
<div class="line"><a id="l00813" name="l00813"></a><span class="lineno"> 813</span><span class="comment">// the constraint activities exactly reflect their status.</span></div>
|
|
<div class="line"><a id="l00814" name="l00814"></a><span class="lineno"> 814</span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> LPSolver::ComputeMaxRhsPerturbationToEnforceOptimality(</div>
|
|
<div class="line"><a id="l00815" name="l00815"></a><span class="lineno"> 815</span> <span class="keyword">const</span> LinearProgram& lp, <span class="keywordtype">bool</span>* is_too_large) {</div>
|
|
<div class="line"><a id="l00816" name="l00816"></a><span class="lineno"> 816</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> max_rhs_correction = 0.0;</div>
|
|
<div class="line"><a id="l00817" name="l00817"></a><span class="lineno"> 817</span> <span class="keyword">const</span> RowIndex num_rows = lp.num_constraints();</div>
|
|
<div class="line"><a id="l00818" name="l00818"></a><span class="lineno"> 818</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = parameters_.solution_feasibility_tolerance();</div>
|
|
<div class="line"><a id="l00819" name="l00819"></a><span class="lineno"> 819</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> < num_rows; ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l00820" name="l00820"></a><span class="lineno"> 820</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> = lp.constraint_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l00821" name="l00821"></a><span class="lineno"> 821</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> = lp.constraint_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l00822" name="l00822"></a><span class="lineno"> 822</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> activity = constraint_activities_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l00823" name="l00823"></a><span class="lineno"> 823</span> <span class="keyword">const</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bc">ConstraintStatus</a> <a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> = constraint_statuses_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l00824" name="l00824"></a><span class="lineno"> 824</span> </div>
|
|
<div class="line"><a id="l00825" name="l00825"></a><span class="lineno"> 825</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> rhs_error = 0.0;</div>
|
|
<div class="line"><a id="l00826" name="l00826"></a><span class="lineno"> 826</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> allowed_error = 0.0;</div>
|
|
<div class="line"><a id="l00827" name="l00827"></a><span class="lineno"> 827</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a> || activity < <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>) {</div>
|
|
<div class="line"><a id="l00828" name="l00828"></a><span class="lineno"> 828</span> rhs_error = std::abs(activity - <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>);</div>
|
|
<div class="line"><a id="l00829" name="l00829"></a><span class="lineno"> 829</span> allowed_error = AllowedError(tolerance, <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>);</div>
|
|
<div class="line"><a id="l00830" name="l00830"></a><span class="lineno"> 830</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="g__gurobi_8cc.html#a2237393c7ae7ad7344c9885066d5ab6d">status</a> == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a> ||</div>
|
|
<div class="line"><a id="l00831" name="l00831"></a><span class="lineno"> 831</span> activity > <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>) {</div>
|
|
<div class="line"><a id="l00832" name="l00832"></a><span class="lineno"> 832</span> rhs_error = std::abs(activity - <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
|
|
<div class="line"><a id="l00833" name="l00833"></a><span class="lineno"> 833</span> allowed_error = AllowedError(tolerance, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
|
|
<div class="line"><a id="l00834" name="l00834"></a><span class="lineno"> 834</span> }</div>
|
|
<div class="line"><a id="l00835" name="l00835"></a><span class="lineno"> 835</span> max_rhs_correction = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(max_rhs_correction, rhs_error);</div>
|
|
<div class="line"><a id="l00836" name="l00836"></a><span class="lineno"> 836</span> *is_too_large |= rhs_error > allowed_error;</div>
|
|
<div class="line"><a id="l00837" name="l00837"></a><span class="lineno"> 837</span> }</div>
|
|
<div class="line"><a id="l00838" name="l00838"></a><span class="lineno"> 838</span> <a class="code hl_define" href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a>(&logger_, <span class="stringliteral">"Max. rhs perturbation = "</span>, max_rhs_correction);</div>
|
|
<div class="line"><a id="l00839" name="l00839"></a><span class="lineno"> 839</span> <span class="keywordflow">return</span> max_rhs_correction;</div>
|
|
<div class="line"><a id="l00840" name="l00840"></a><span class="lineno"> 840</span>}</div>
|
|
<div class="line"><a id="l00841" name="l00841"></a><span class="lineno"> 841</span> </div>
|
|
<div class="line"><a id="l00842" name="l00842"></a><span class="lineno"> 842</span><span class="keywordtype">void</span> LPSolver::ComputeConstraintActivities(<span class="keyword">const</span> LinearProgram& lp) {</div>
|
|
<div class="line"><a id="l00843" name="l00843"></a><span class="lineno"> 843</span> <span class="keyword">const</span> RowIndex num_rows = lp.num_constraints();</div>
|
|
<div class="line"><a id="l00844" name="l00844"></a><span class="lineno"> 844</span> <span class="keyword">const</span> ColIndex num_cols = lp.num_variables();</div>
|
|
<div class="line"><a id="l00845" name="l00845"></a><span class="lineno"> 845</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_cols, primal_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>());</div>
|
|
<div class="line"><a id="l00846" name="l00846"></a><span class="lineno"> 846</span> constraint_activities_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(num_rows, 0.0);</div>
|
|
<div class="line"><a id="l00847" name="l00847"></a><span class="lineno"> 847</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l00848" name="l00848"></a><span class="lineno"> 848</span> lp.GetSparseColumn(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>).AddMultipleToDenseVector(primal_values_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>],</div>
|
|
<div class="line"><a id="l00849" name="l00849"></a><span class="lineno"> 849</span> &constraint_activities_);</div>
|
|
<div class="line"><a id="l00850" name="l00850"></a><span class="lineno"> 850</span> }</div>
|
|
<div class="line"><a id="l00851" name="l00851"></a><span class="lineno"> 851</span>}</div>
|
|
<div class="line"><a id="l00852" name="l00852"></a><span class="lineno"> 852</span> </div>
|
|
<div class="line"><a id="l00853" name="l00853"></a><span class="lineno"> 853</span><span class="keywordtype">void</span> LPSolver::ComputeReducedCosts(<span class="keyword">const</span> LinearProgram& lp) {</div>
|
|
<div class="line"><a id="l00854" name="l00854"></a><span class="lineno"> 854</span> <span class="keyword">const</span> RowIndex num_rows = lp.num_constraints();</div>
|
|
<div class="line"><a id="l00855" name="l00855"></a><span class="lineno"> 855</span> <span class="keyword">const</span> ColIndex num_cols = lp.num_variables();</div>
|
|
<div class="line"><a id="l00856" name="l00856"></a><span class="lineno"> 856</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_rows, dual_values_.size());</div>
|
|
<div class="line"><a id="l00857" name="l00857"></a><span class="lineno"> 857</span> reduced_costs_.resize(num_cols, 0.0);</div>
|
|
<div class="line"><a id="l00858" name="l00858"></a><span class="lineno"> 858</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l00859" name="l00859"></a><span class="lineno"> 859</span> reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = lp.objective_coefficients()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] -</div>
|
|
<div class="line"><a id="l00860" name="l00860"></a><span class="lineno"> 860</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a3d9874910f9632900fe8677463b1c0be">ScalarProduct</a>(dual_values_, lp.GetSparseColumn(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>));</div>
|
|
<div class="line"><a id="l00861" name="l00861"></a><span class="lineno"> 861</span> }</div>
|
|
<div class="line"><a id="l00862" name="l00862"></a><span class="lineno"> 862</span>}</div>
|
|
<div class="line"><a id="l00863" name="l00863"></a><span class="lineno"> 863</span> </div>
|
|
<div class="line"><a id="l00864" name="l00864"></a><span class="lineno"> 864</span><span class="keywordtype">double</span> LPSolver::ComputeObjective(<span class="keyword">const</span> LinearProgram& lp) {</div>
|
|
<div class="line"><a id="l00865" name="l00865"></a><span class="lineno"> 865</span> <span class="keyword">const</span> ColIndex num_cols = lp.num_variables();</div>
|
|
<div class="line"><a id="l00866" name="l00866"></a><span class="lineno"> 866</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_cols, primal_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>());</div>
|
|
<div class="line"><a id="l00867" name="l00867"></a><span class="lineno"> 867</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a394b55c9b64ac7ce7c9e8772ef9f7c73">KahanSum</a> sum;</div>
|
|
<div class="line"><a id="l00868" name="l00868"></a><span class="lineno"> 868</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l00869" name="l00869"></a><span class="lineno"> 869</span> sum.<a class="code hl_function" href="classoperations__research_1_1_accurate_sum.html#acc8fad1f98b885fa7d0504f4dfc71f08">Add</a>(lp.objective_coefficients()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] * primal_values_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a id="l00870" name="l00870"></a><span class="lineno"> 870</span> }</div>
|
|
<div class="line"><a id="l00871" name="l00871"></a><span class="lineno"> 871</span> <span class="keywordflow">return</span> sum.Value();</div>
|
|
<div class="line"><a id="l00872" name="l00872"></a><span class="lineno"> 872</span>}</div>
|
|
<div class="line"><a id="l00873" name="l00873"></a><span class="lineno"> 873</span> </div>
|
|
<div class="line"><a id="l00874" name="l00874"></a><span class="lineno"> 874</span><span class="comment">// By the duality theorem, the dual "objective" is a bound on the primal</span></div>
|
|
<div class="line"><a id="l00875" name="l00875"></a><span class="lineno"> 875</span><span class="comment">// objective obtained by taking the linear combinaison of the constraints</span></div>
|
|
<div class="line"><a id="l00876" name="l00876"></a><span class="lineno"> 876</span><span class="comment">// given by dual_values_.</span></div>
|
|
<div class="line"><a id="l00877" name="l00877"></a><span class="lineno"> 877</span><span class="comment">//</span></div>
|
|
<div class="line"><a id="l00878" name="l00878"></a><span class="lineno"> 878</span><span class="comment">// As it is written now, this has no real precise meaning since we ignore</span></div>
|
|
<div class="line"><a id="l00879" name="l00879"></a><span class="lineno"> 879</span><span class="comment">// infeasible reduced costs. This is almost the same as computing the objective</span></div>
|
|
<div class="line"><a id="l00880" name="l00880"></a><span class="lineno"> 880</span><span class="comment">// to the perturbed problem, but then we don't use the pertubed rhs. It is just</span></div>
|
|
<div class="line"><a id="l00881" name="l00881"></a><span class="lineno"> 881</span><span class="comment">// here as an extra "consistency" check.</span></div>
|
|
<div class="line"><a id="l00882" name="l00882"></a><span class="lineno"> 882</span><span class="comment">//</span></div>
|
|
<div class="line"><a id="l00883" name="l00883"></a><span class="lineno"> 883</span><span class="comment">// Note(user): We could actually compute an EXACT lower bound for the cost of</span></div>
|
|
<div class="line"><a id="l00884" name="l00884"></a><span class="lineno"> 884</span><span class="comment">// the non-cost perturbed problem. The idea comes from "Safe bounds in linear</span></div>
|
|
<div class="line"><a id="l00885" name="l00885"></a><span class="lineno"> 885</span><span class="comment">// and mixed-integer linear programming", Arnold Neumaier , Oleg Shcherbina,</span></div>
|
|
<div class="line"><a id="l00886" name="l00886"></a><span class="lineno"> 886</span><span class="comment">// Math Prog, 2003. Note that this requires having some variable bounds that may</span></div>
|
|
<div class="line"><a id="l00887" name="l00887"></a><span class="lineno"> 887</span><span class="comment">// not be in the original problem so that the current dual solution is always</span></div>
|
|
<div class="line"><a id="l00888" name="l00888"></a><span class="lineno"> 888</span><span class="comment">// feasible. It also involves changing the rounding mode to obtain exact</span></div>
|
|
<div class="line"><a id="l00889" name="l00889"></a><span class="lineno"> 889</span><span class="comment">// confidence intervals on the reduced costs.</span></div>
|
|
<div class="line"><a id="l00890" name="l00890"></a><span class="lineno"> 890</span><span class="keywordtype">double</span> LPSolver::ComputeDualObjective(<span class="keyword">const</span> LinearProgram& lp) {</div>
|
|
<div class="line"><a id="l00891" name="l00891"></a><span class="lineno"> 891</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a394b55c9b64ac7ce7c9e8772ef9f7c73">KahanSum</a> dual_objective;</div>
|
|
<div class="line"><a id="l00892" name="l00892"></a><span class="lineno"> 892</span> </div>
|
|
<div class="line"><a id="l00893" name="l00893"></a><span class="lineno"> 893</span> <span class="comment">// Compute the part coming from the row constraints.</span></div>
|
|
<div class="line"><a id="l00894" name="l00894"></a><span class="lineno"> 894</span> <span class="keyword">const</span> RowIndex num_rows = lp.num_constraints();</div>
|
|
<div class="line"><a id="l00895" name="l00895"></a><span class="lineno"> 895</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> optimization_sign = lp.IsMaximizationProblem() ? -1.0 : 1.0;</div>
|
|
<div class="line"><a id="l00896" name="l00896"></a><span class="lineno"> 896</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> < num_rows; ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l00897" name="l00897"></a><span class="lineno"> 897</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> = lp.constraint_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l00898" name="l00898"></a><span class="lineno"> 898</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> = lp.constraint_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l00899" name="l00899"></a><span class="lineno"> 899</span> </div>
|
|
<div class="line"><a id="l00900" name="l00900"></a><span class="lineno"> 900</span> <span class="comment">// We correct the optimization_sign so we have to compute a lower bound.</span></div>
|
|
<div class="line"><a id="l00901" name="l00901"></a><span class="lineno"> 901</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> corrected_value = optimization_sign * dual_values_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l00902" name="l00902"></a><span class="lineno"> 902</span> <span class="keywordflow">if</span> (corrected_value > 0.0 && <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="l00903" name="l00903"></a><span class="lineno"> 903</span> dual_objective.Add(dual_values_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] * <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>);</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> <span class="keywordflow">if</span> (corrected_value < 0.0 && <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="l00906" name="l00906"></a><span class="lineno"> 906</span> dual_objective.Add(dual_values_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] * <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</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>
|
|
<div class="line"><a id="l00909" name="l00909"></a><span class="lineno"> 909</span> </div>
|
|
<div class="line"><a id="l00910" name="l00910"></a><span class="lineno"> 910</span> <span class="comment">// For a given column associated to a variable x, we want to find a lower</span></div>
|
|
<div class="line"><a id="l00911" name="l00911"></a><span class="lineno"> 911</span> <span class="comment">// bound for c.x (where c is the objective coefficient for this column). If we</span></div>
|
|
<div class="line"><a id="l00912" name="l00912"></a><span class="lineno"> 912</span> <span class="comment">// write a.x the linear combination of the constraints at this column we have:</span></div>
|
|
<div class="line"><a id="l00913" name="l00913"></a><span class="lineno"> 913</span> <span class="comment">// (c + a - c) * x = a * x, and so</span></div>
|
|
<div class="line"><a id="l00914" name="l00914"></a><span class="lineno"> 914</span> <span class="comment">// c * x = a * x + (c - a) * x</span></div>
|
|
<div class="line"><a id="l00915" name="l00915"></a><span class="lineno"> 915</span> <span class="comment">// Now, if we suppose for example that the reduced cost 'c - a' is positive</span></div>
|
|
<div class="line"><a id="l00916" name="l00916"></a><span class="lineno"> 916</span> <span class="comment">// and that x is lower-bounded by 'lb' then the best bound we can get is</span></div>
|
|
<div class="line"><a id="l00917" name="l00917"></a><span class="lineno"> 917</span> <span class="comment">// c * x >= a * x + (c - a) * lb.</span></div>
|
|
<div class="line"><a id="l00918" name="l00918"></a><span class="lineno"> 918</span> <span class="comment">//</span></div>
|
|
<div class="line"><a id="l00919" name="l00919"></a><span class="lineno"> 919</span> <span class="comment">// Note: when summing over all variables, the left side is the primal</span></div>
|
|
<div class="line"><a id="l00920" name="l00920"></a><span class="lineno"> 920</span> <span class="comment">// objective and the right side is a lower bound to the objective. In</span></div>
|
|
<div class="line"><a id="l00921" name="l00921"></a><span class="lineno"> 921</span> <span class="comment">// particular, a necessary and sufficient condition for both objectives to be</span></div>
|
|
<div class="line"><a id="l00922" name="l00922"></a><span class="lineno"> 922</span> <span class="comment">// the same is that all the single variable inequalities above be equalities.</span></div>
|
|
<div class="line"><a id="l00923" name="l00923"></a><span class="lineno"> 923</span> <span class="comment">// This is possible only if c == a or if x is at its bound (modulo the</span></div>
|
|
<div class="line"><a id="l00924" name="l00924"></a><span class="lineno"> 924</span> <span class="comment">// optimization_sign of the reduced cost), or both (this is one side of the</span></div>
|
|
<div class="line"><a id="l00925" name="l00925"></a><span class="lineno"> 925</span> <span class="comment">// complementary slackness conditions, see Chvatal p. 62).</span></div>
|
|
<div class="line"><a id="l00926" name="l00926"></a><span class="lineno"> 926</span> <span class="keyword">const</span> ColIndex num_cols = lp.num_variables();</div>
|
|
<div class="line"><a id="l00927" name="l00927"></a><span class="lineno"> 927</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l00928" name="l00928"></a><span class="lineno"> 928</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> = lp.variable_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00929" name="l00929"></a><span class="lineno"> 929</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> = lp.variable_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00930" name="l00930"></a><span class="lineno"> 930</span> </div>
|
|
<div class="line"><a id="l00931" name="l00931"></a><span class="lineno"> 931</span> <span class="comment">// Correct the reduced cost, so as to have a minimization problem and</span></div>
|
|
<div class="line"><a id="l00932" name="l00932"></a><span class="lineno"> 932</span> <span class="comment">// thus a dual objective that is a lower bound of the primal objective.</span></div>
|
|
<div class="line"><a id="l00933" name="l00933"></a><span class="lineno"> 933</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> reduced_cost = optimization_sign * reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00934" name="l00934"></a><span class="lineno"> 934</span> </div>
|
|
<div class="line"><a id="l00935" name="l00935"></a><span class="lineno"> 935</span> <span class="comment">// We do not do any correction if the reduced cost is 'infeasible', which is</span></div>
|
|
<div class="line"><a id="l00936" name="l00936"></a><span class="lineno"> 936</span> <span class="comment">// the same as computing the objective of the perturbed problem.</span></div>
|
|
<div class="line"><a id="l00937" name="l00937"></a><span class="lineno"> 937</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> correction = 0.0;</div>
|
|
<div class="line"><a id="l00938" name="l00938"></a><span class="lineno"> 938</span> <span class="keywordflow">if</span> (variable_statuses_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a> &&</div>
|
|
<div class="line"><a id="l00939" name="l00939"></a><span class="lineno"> 939</span> reduced_cost > 0.0) {</div>
|
|
<div class="line"><a id="l00940" name="l00940"></a><span class="lineno"> 940</span> correction = reduced_cost * <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>;</div>
|
|
<div class="line"><a id="l00941" name="l00941"></a><span class="lineno"> 941</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (variable_statuses_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a> &&</div>
|
|
<div class="line"><a id="l00942" name="l00942"></a><span class="lineno"> 942</span> reduced_cost < 0.0) {</div>
|
|
<div class="line"><a id="l00943" name="l00943"></a><span class="lineno"> 943</span> correction = reduced_cost * <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>;</div>
|
|
<div class="line"><a id="l00944" name="l00944"></a><span class="lineno"> 944</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (variable_statuses_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a>) {</div>
|
|
<div class="line"><a id="l00945" name="l00945"></a><span class="lineno"> 945</span> correction = reduced_cost * <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>;</div>
|
|
<div class="line"><a id="l00946" name="l00946"></a><span class="lineno"> 946</span> }</div>
|
|
<div class="line"><a id="l00947" name="l00947"></a><span class="lineno"> 947</span> <span class="comment">// Now apply the correction in the right direction!</span></div>
|
|
<div class="line"><a id="l00948" name="l00948"></a><span class="lineno"> 948</span> dual_objective.Add(optimization_sign * correction);</div>
|
|
<div class="line"><a id="l00949" name="l00949"></a><span class="lineno"> 949</span> }</div>
|
|
<div class="line"><a id="l00950" name="l00950"></a><span class="lineno"> 950</span> <span class="keywordflow">return</span> dual_objective.Value();</div>
|
|
<div class="line"><a id="l00951" name="l00951"></a><span class="lineno"> 951</span>}</div>
|
|
<div class="line"><a id="l00952" name="l00952"></a><span class="lineno"> 952</span> </div>
|
|
<div class="line"><a id="l00953" name="l00953"></a><span class="lineno"> 953</span><span class="keywordtype">double</span> LPSolver::ComputeMaxExpectedObjectiveError(<span class="keyword">const</span> LinearProgram& lp) {</div>
|
|
<div class="line"><a id="l00954" name="l00954"></a><span class="lineno"> 954</span> <span class="keyword">const</span> ColIndex num_cols = lp.num_variables();</div>
|
|
<div class="line"><a id="l00955" name="l00955"></a><span class="lineno"> 955</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_cols, primal_values_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>());</div>
|
|
<div class="line"><a id="l00956" name="l00956"></a><span class="lineno"> 956</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = parameters_.solution_feasibility_tolerance();</div>
|
|
<div class="line"><a id="l00957" name="l00957"></a><span class="lineno"> 957</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> primal_objective_error = 0.0;</div>
|
|
<div class="line"><a id="l00958" name="l00958"></a><span class="lineno"> 958</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l00959" name="l00959"></a><span class="lineno"> 959</span> <span class="comment">// TODO(user): Be more precise since the non-BASIC variables are exactly at</span></div>
|
|
<div class="line"><a id="l00960" name="l00960"></a><span class="lineno"> 960</span> <span class="comment">// their bounds, so for them the error bound is just the term magnitude</span></div>
|
|
<div class="line"><a id="l00961" name="l00961"></a><span class="lineno"> 961</span> <span class="comment">// times std::numeric_limits<double>::epsilon() with KahanSum.</span></div>
|
|
<div class="line"><a id="l00962" name="l00962"></a><span class="lineno"> 962</span> primal_objective_error += std::abs(lp.objective_coefficients()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) *</div>
|
|
<div class="line"><a id="l00963" name="l00963"></a><span class="lineno"> 963</span> AllowedError(tolerance, primal_values_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a id="l00964" name="l00964"></a><span class="lineno"> 964</span> }</div>
|
|
<div class="line"><a id="l00965" name="l00965"></a><span class="lineno"> 965</span> <span class="keywordflow">return</span> primal_objective_error;</div>
|
|
<div class="line"><a id="l00966" name="l00966"></a><span class="lineno"> 966</span>}</div>
|
|
<div class="line"><a id="l00967" name="l00967"></a><span class="lineno"> 967</span> </div>
|
|
<div class="line"><a id="l00968" name="l00968"></a><span class="lineno"> 968</span><span class="keywordtype">double</span> LPSolver::ComputePrimalValueInfeasibility(<span class="keyword">const</span> LinearProgram& lp,</div>
|
|
<div class="line"><a id="l00969" name="l00969"></a><span class="lineno"> 969</span> <span class="keywordtype">bool</span>* is_too_large) {</div>
|
|
<div class="line"><a id="l00970" name="l00970"></a><span class="lineno"> 970</span> <span class="keywordtype">double</span> infeasibility = 0.0;</div>
|
|
<div class="line"><a id="l00971" name="l00971"></a><span class="lineno"> 971</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = parameters_.solution_feasibility_tolerance();</div>
|
|
<div class="line"><a id="l00972" name="l00972"></a><span class="lineno"> 972</span> <span class="keyword">const</span> ColIndex num_cols = lp.num_variables();</div>
|
|
<div class="line"><a id="l00973" name="l00973"></a><span class="lineno"> 973</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l00974" name="l00974"></a><span class="lineno"> 974</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> = lp.variable_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00975" name="l00975"></a><span class="lineno"> 975</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> = lp.variable_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00976" name="l00976"></a><span class="lineno"> 976</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(primal_values_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
|
|
<div class="line"><a id="l00977" name="l00977"></a><span class="lineno"> 977</span> </div>
|
|
<div class="line"><a id="l00978" name="l00978"></a><span class="lineno"> 978</span> <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="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>) {</div>
|
|
<div class="line"><a id="l00979" name="l00979"></a><span class="lineno"> 979</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> error = std::abs(primal_values_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
|
|
<div class="line"><a id="l00980" name="l00980"></a><span class="lineno"> 980</span> infeasibility = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(infeasibility, error);</div>
|
|
<div class="line"><a id="l00981" name="l00981"></a><span class="lineno"> 981</span> *is_too_large |= error > AllowedError(tolerance, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
|
|
<div class="line"><a id="l00982" name="l00982"></a><span class="lineno"> 982</span> <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l00983" name="l00983"></a><span class="lineno"> 983</span> }</div>
|
|
<div class="line"><a id="l00984" name="l00984"></a><span class="lineno"> 984</span> <span class="keywordflow">if</span> (primal_values_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] > <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>) {</div>
|
|
<div class="line"><a id="l00985" name="l00985"></a><span class="lineno"> 985</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> error = primal_values_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>;</div>
|
|
<div class="line"><a id="l00986" name="l00986"></a><span class="lineno"> 986</span> infeasibility = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(infeasibility, error);</div>
|
|
<div class="line"><a id="l00987" name="l00987"></a><span class="lineno"> 987</span> *is_too_large |= error > AllowedError(tolerance, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
|
|
<div class="line"><a id="l00988" name="l00988"></a><span class="lineno"> 988</span> }</div>
|
|
<div class="line"><a id="l00989" name="l00989"></a><span class="lineno"> 989</span> <span class="keywordflow">if</span> (primal_values_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] < <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>) {</div>
|
|
<div class="line"><a id="l00990" name="l00990"></a><span class="lineno"> 990</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> error = <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> - primal_values_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00991" name="l00991"></a><span class="lineno"> 991</span> infeasibility = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(infeasibility, error);</div>
|
|
<div class="line"><a id="l00992" name="l00992"></a><span class="lineno"> 992</span> *is_too_large |= error > AllowedError(tolerance, <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>);</div>
|
|
<div class="line"><a id="l00993" name="l00993"></a><span class="lineno"> 993</span> }</div>
|
|
<div class="line"><a id="l00994" name="l00994"></a><span class="lineno"> 994</span> }</div>
|
|
<div class="line"><a id="l00995" name="l00995"></a><span class="lineno"> 995</span> <span class="keywordflow">return</span> infeasibility;</div>
|
|
<div class="line"><a id="l00996" name="l00996"></a><span class="lineno"> 996</span>}</div>
|
|
<div class="line"><a id="l00997" name="l00997"></a><span class="lineno"> 997</span> </div>
|
|
<div class="line"><a id="l00998" name="l00998"></a><span class="lineno"> 998</span><span class="keywordtype">double</span> LPSolver::ComputeActivityInfeasibility(<span class="keyword">const</span> LinearProgram& lp,</div>
|
|
<div class="line"><a id="l00999" name="l00999"></a><span class="lineno"> 999</span> <span class="keywordtype">bool</span>* is_too_large) {</div>
|
|
<div class="line"><a id="l01000" name="l01000"></a><span class="lineno"> 1000</span> <span class="keywordtype">double</span> infeasibility = 0.0;</div>
|
|
<div class="line"><a id="l01001" name="l01001"></a><span class="lineno"> 1001</span> <span class="keywordtype">int</span> num_problematic_rows(0);</div>
|
|
<div class="line"><a id="l01002" name="l01002"></a><span class="lineno"> 1002</span> <span class="keyword">const</span> RowIndex num_rows = lp.num_constraints();</div>
|
|
<div class="line"><a id="l01003" name="l01003"></a><span class="lineno"> 1003</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = parameters_.solution_feasibility_tolerance();</div>
|
|
<div class="line"><a id="l01004" name="l01004"></a><span class="lineno"> 1004</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> < num_rows; ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l01005" name="l01005"></a><span class="lineno"> 1005</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> activity = constraint_activities_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l01006" name="l01006"></a><span class="lineno"> 1006</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> = lp.constraint_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l01007" name="l01007"></a><span class="lineno"> 1007</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> = lp.constraint_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l01008" name="l01008"></a><span class="lineno"> 1008</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(activity));</div>
|
|
<div class="line"><a id="l01009" name="l01009"></a><span class="lineno"> 1009</span> </div>
|
|
<div class="line"><a id="l01010" name="l01010"></a><span class="lineno"> 1010</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> == <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>) {</div>
|
|
<div class="line"><a id="l01011" name="l01011"></a><span class="lineno"> 1011</span> <span class="keywordflow">if</span> (std::abs(activity - <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>) ></div>
|
|
<div class="line"><a id="l01012" name="l01012"></a><span class="lineno"> 1012</span> AllowedError(tolerance, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>)) {</div>
|
|
<div class="line"><a id="l01013" name="l01013"></a><span class="lineno"> 1013</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(2) << <span class="stringliteral">"Row "</span> << <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>.value() << <span class="stringliteral">" has activity "</span> << activity</div>
|
|
<div class="line"><a id="l01014" name="l01014"></a><span class="lineno"> 1014</span> << <span class="stringliteral">" which is different from "</span> << <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> << <span class="stringliteral">" by "</span></div>
|
|
<div class="line"><a id="l01015" name="l01015"></a><span class="lineno"> 1015</span> << activity - <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>;</div>
|
|
<div class="line"><a id="l01016" name="l01016"></a><span class="lineno"> 1016</span> ++num_problematic_rows;</div>
|
|
<div class="line"><a id="l01017" name="l01017"></a><span class="lineno"> 1017</span> }</div>
|
|
<div class="line"><a id="l01018" name="l01018"></a><span class="lineno"> 1018</span> infeasibility = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(infeasibility, std::abs(activity - <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>));</div>
|
|
<div class="line"><a id="l01019" name="l01019"></a><span class="lineno"> 1019</span> <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l01020" name="l01020"></a><span class="lineno"> 1020</span> }</div>
|
|
<div class="line"><a id="l01021" name="l01021"></a><span class="lineno"> 1021</span> <span class="keywordflow">if</span> (activity > <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>) {</div>
|
|
<div class="line"><a id="l01022" name="l01022"></a><span class="lineno"> 1022</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> row_excess = activity - <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>;</div>
|
|
<div class="line"><a id="l01023" name="l01023"></a><span class="lineno"> 1023</span> <span class="keywordflow">if</span> (row_excess > AllowedError(tolerance, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>)) {</div>
|
|
<div class="line"><a id="l01024" name="l01024"></a><span class="lineno"> 1024</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(2) << <span class="stringliteral">"Row "</span> << <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>.value() << <span class="stringliteral">" has activity "</span> << activity</div>
|
|
<div class="line"><a id="l01025" name="l01025"></a><span class="lineno"> 1025</span> << <span class="stringliteral">", exceeding its upper bound "</span> << <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> << <span class="stringliteral">" by "</span></div>
|
|
<div class="line"><a id="l01026" name="l01026"></a><span class="lineno"> 1026</span> << row_excess;</div>
|
|
<div class="line"><a id="l01027" name="l01027"></a><span class="lineno"> 1027</span> ++num_problematic_rows;</div>
|
|
<div class="line"><a id="l01028" name="l01028"></a><span class="lineno"> 1028</span> }</div>
|
|
<div class="line"><a id="l01029" name="l01029"></a><span class="lineno"> 1029</span> infeasibility = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(infeasibility, row_excess);</div>
|
|
<div class="line"><a id="l01030" name="l01030"></a><span class="lineno"> 1030</span> }</div>
|
|
<div class="line"><a id="l01031" name="l01031"></a><span class="lineno"> 1031</span> <span class="keywordflow">if</span> (activity < <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>) {</div>
|
|
<div class="line"><a id="l01032" name="l01032"></a><span class="lineno"> 1032</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> row_deficit = <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> - activity;</div>
|
|
<div class="line"><a id="l01033" name="l01033"></a><span class="lineno"> 1033</span> <span class="keywordflow">if</span> (row_deficit > AllowedError(tolerance, <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>)) {</div>
|
|
<div class="line"><a id="l01034" name="l01034"></a><span class="lineno"> 1034</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(2) << <span class="stringliteral">"Row "</span> << <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>.value() << <span class="stringliteral">" has activity "</span> << activity</div>
|
|
<div class="line"><a id="l01035" name="l01035"></a><span class="lineno"> 1035</span> << <span class="stringliteral">", below its lower bound "</span> << <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> << <span class="stringliteral">" by "</span></div>
|
|
<div class="line"><a id="l01036" name="l01036"></a><span class="lineno"> 1036</span> << row_deficit;</div>
|
|
<div class="line"><a id="l01037" name="l01037"></a><span class="lineno"> 1037</span> ++num_problematic_rows;</div>
|
|
<div class="line"><a id="l01038" name="l01038"></a><span class="lineno"> 1038</span> }</div>
|
|
<div class="line"><a id="l01039" name="l01039"></a><span class="lineno"> 1039</span> infeasibility = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(infeasibility, row_deficit);</div>
|
|
<div class="line"><a id="l01040" name="l01040"></a><span class="lineno"> 1040</span> }</div>
|
|
<div class="line"><a id="l01041" name="l01041"></a><span class="lineno"> 1041</span> }</div>
|
|
<div class="line"><a id="l01042" name="l01042"></a><span class="lineno"> 1042</span> <span class="keywordflow">if</span> (num_problematic_rows > 0) {</div>
|
|
<div class="line"><a id="l01043" name="l01043"></a><span class="lineno"> 1043</span> *is_too_large = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l01044" name="l01044"></a><span class="lineno"> 1044</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Number of infeasible rows = "</span> << num_problematic_rows;</div>
|
|
<div class="line"><a id="l01045" name="l01045"></a><span class="lineno"> 1045</span> }</div>
|
|
<div class="line"><a id="l01046" name="l01046"></a><span class="lineno"> 1046</span> <span class="keywordflow">return</span> infeasibility;</div>
|
|
<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> </div>
|
|
<div class="line"><a id="l01049" name="l01049"></a><span class="lineno"> 1049</span><span class="keywordtype">double</span> LPSolver::ComputeDualValueInfeasibility(<span class="keyword">const</span> LinearProgram& lp,</div>
|
|
<div class="line"><a id="l01050" name="l01050"></a><span class="lineno"> 1050</span> <span class="keywordtype">bool</span>* is_too_large) {</div>
|
|
<div class="line"><a id="l01051" name="l01051"></a><span class="lineno"> 1051</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> allowed_error = parameters_.solution_feasibility_tolerance();</div>
|
|
<div class="line"><a id="l01052" name="l01052"></a><span class="lineno"> 1052</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> optimization_sign = lp.IsMaximizationProblem() ? -1.0 : 1.0;</div>
|
|
<div class="line"><a id="l01053" name="l01053"></a><span class="lineno"> 1053</span> <span class="keywordtype">double</span> infeasibility = 0.0;</div>
|
|
<div class="line"><a id="l01054" name="l01054"></a><span class="lineno"> 1054</span> <span class="keyword">const</span> RowIndex num_rows = lp.num_constraints();</div>
|
|
<div class="line"><a id="l01055" name="l01055"></a><span class="lineno"> 1055</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> < num_rows; ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l01056" name="l01056"></a><span class="lineno"> 1056</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dual_value = dual_values_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l01057" name="l01057"></a><span class="lineno"> 1057</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> = lp.constraint_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l01058" name="l01058"></a><span class="lineno"> 1058</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> = lp.constraint_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l01059" name="l01059"></a><span class="lineno"> 1059</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(dual_value));</div>
|
|
<div class="line"><a id="l01060" name="l01060"></a><span class="lineno"> 1060</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> minimization_dual_value = optimization_sign * dual_value;</div>
|
|
<div class="line"><a id="l01061" name="l01061"></a><span class="lineno"> 1061</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="l01062" name="l01062"></a><span class="lineno"> 1062</span> *is_too_large |= minimization_dual_value > allowed_error;</div>
|
|
<div class="line"><a id="l01063" name="l01063"></a><span class="lineno"> 1063</span> infeasibility = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(infeasibility, minimization_dual_value);</div>
|
|
<div class="line"><a id="l01064" name="l01064"></a><span class="lineno"> 1064</span> }</div>
|
|
<div class="line"><a id="l01065" name="l01065"></a><span class="lineno"> 1065</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="l01066" name="l01066"></a><span class="lineno"> 1066</span> *is_too_large |= -minimization_dual_value > allowed_error;</div>
|
|
<div class="line"><a id="l01067" name="l01067"></a><span class="lineno"> 1067</span> infeasibility = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(infeasibility, -minimization_dual_value);</div>
|
|
<div class="line"><a id="l01068" name="l01068"></a><span class="lineno"> 1068</span> }</div>
|
|
<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> <span class="keywordflow">return</span> infeasibility;</div>
|
|
<div class="line"><a id="l01071" name="l01071"></a><span class="lineno"> 1071</span>}</div>
|
|
<div class="line"><a id="l01072" name="l01072"></a><span class="lineno"> 1072</span> </div>
|
|
<div class="line"><a id="l01073" name="l01073"></a><span class="lineno"> 1073</span><span class="keywordtype">double</span> LPSolver::ComputeReducedCostInfeasibility(<span class="keyword">const</span> LinearProgram& lp,</div>
|
|
<div class="line"><a id="l01074" name="l01074"></a><span class="lineno"> 1074</span> <span class="keywordtype">bool</span>* is_too_large) {</div>
|
|
<div class="line"><a id="l01075" name="l01075"></a><span class="lineno"> 1075</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> optimization_sign = lp.IsMaximizationProblem() ? -1.0 : 1.0;</div>
|
|
<div class="line"><a id="l01076" name="l01076"></a><span class="lineno"> 1076</span> <span class="keywordtype">double</span> infeasibility = 0.0;</div>
|
|
<div class="line"><a id="l01077" name="l01077"></a><span class="lineno"> 1077</span> <span class="keyword">const</span> ColIndex num_cols = lp.num_variables();</div>
|
|
<div class="line"><a id="l01078" name="l01078"></a><span class="lineno"> 1078</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = parameters_.solution_feasibility_tolerance();</div>
|
|
<div class="line"><a id="l01079" name="l01079"></a><span class="lineno"> 1079</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l01080" name="l01080"></a><span class="lineno"> 1080</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> reduced_cost = reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l01081" name="l01081"></a><span class="lineno"> 1081</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> = lp.variable_lower_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l01082" name="l01082"></a><span class="lineno"> 1082</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> = lp.variable_upper_bounds()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l01083" name="l01083"></a><span class="lineno"> 1083</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(reduced_cost));</div>
|
|
<div class="line"><a id="l01084" name="l01084"></a><span class="lineno"> 1084</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> minimization_reduced_cost =</div>
|
|
<div class="line"><a id="l01085" name="l01085"></a><span class="lineno"> 1085</span> optimization_sign * reduced_cost;</div>
|
|
<div class="line"><a id="l01086" name="l01086"></a><span class="lineno"> 1086</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> allowed_error =</div>
|
|
<div class="line"><a id="l01087" name="l01087"></a><span class="lineno"> 1087</span> AllowedError(tolerance, lp.objective_coefficients()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a id="l01088" name="l01088"></a><span class="lineno"> 1088</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="l01089" name="l01089"></a><span class="lineno"> 1089</span> *is_too_large |= minimization_reduced_cost > allowed_error;</div>
|
|
<div class="line"><a id="l01090" name="l01090"></a><span class="lineno"> 1090</span> infeasibility = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(infeasibility, minimization_reduced_cost);</div>
|
|
<div class="line"><a id="l01091" name="l01091"></a><span class="lineno"> 1091</span> }</div>
|
|
<div class="line"><a id="l01092" name="l01092"></a><span class="lineno"> 1092</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="l01093" name="l01093"></a><span class="lineno"> 1093</span> *is_too_large |= -minimization_reduced_cost > allowed_error;</div>
|
|
<div class="line"><a id="l01094" name="l01094"></a><span class="lineno"> 1094</span> infeasibility = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(infeasibility, -minimization_reduced_cost);</div>
|
|
<div class="line"><a id="l01095" name="l01095"></a><span class="lineno"> 1095</span> }</div>
|
|
<div class="line"><a id="l01096" name="l01096"></a><span class="lineno"> 1096</span> }</div>
|
|
<div class="line"><a id="l01097" name="l01097"></a><span class="lineno"> 1097</span> <span class="keywordflow">return</span> infeasibility;</div>
|
|
<div class="line"><a id="l01098" name="l01098"></a><span class="lineno"> 1098</span>}</div>
|
|
<div class="line"><a id="l01099" name="l01099"></a><span class="lineno"> 1099</span> </div>
|
|
<div class="line"><a id="l01100" name="l01100"></a><span class="lineno"> 1100</span>} <span class="comment">// namespace glop</span></div>
|
|
<div class="line"><a id="l01101" name="l01101"></a><span class="lineno"> 1101</span>} <span class="comment">// namespace operations_research</span></div>
|
|
<div class="ttc" id="aalldiff__cst_8cc_html_a26e6db9bcc64b584051ecc28171ed11f"><div class="ttname"><a href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">max</a></div><div class="ttdeci">int64_t max</div><div class="ttdef"><b>Definition:</b> <a href="alldiff__cst_8cc_source.html#l00140">alldiff_cst.cc:140</a></div></div>
|
|
<div class="ttc" id="aalldiff__cst_8cc_html_ad10edae0a852d72fb76afb1c77735045"><div class="ttname"><a href="alldiff__cst_8cc.html#ad10edae0a852d72fb76afb1c77735045">min</a></div><div class="ttdeci">int64_t min</div><div class="ttdef"><b>Definition:</b> <a href="alldiff__cst_8cc_source.html#l00139">alldiff_cst.cc:139</a></div></div>
|
|
<div class="ttc" id="abase_2logging_8h_html_a30c3e3c313489ab5e42bb12fcfcc5968"><div class="ttname"><a href="base_2logging_8h.html#a30c3e3c313489ab5e42bb12fcfcc5968">DLOG</a></div><div class="ttdeci">#define DLOG(severity)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00881">base/logging.h:881</a></div></div>
|
|
<div class="ttc" id="abase_2logging_8h_html_a3e1cfef60e774a81f30eaddf26a3a274"><div class="ttname"><a href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a></div><div class="ttdeci">#define CHECK(condition)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00495">base/logging.h:495</a></div></div>
|
|
<div class="ttc" id="abase_2logging_8h_html_a4395e95bab44e222cb2e77251017a0e2"><div class="ttname"><a href="base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2">DCHECK_LE</a></div><div class="ttdeci">#define DCHECK_LE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00893">base/logging.h:893</a></div></div>
|
|
<div class="ttc" id="abase_2logging_8h_html_accad43a85d781d53381cd53a9894b6ae"><div class="ttname"><a href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a></div><div class="ttdeci">#define LOG(severity)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00420">base/logging.h:420</a></div></div>
|
|
<div class="ttc" id="abase_2logging_8h_html_ae17f8119c108cf3070bad3449c7e0006"><div class="ttname"><a href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a></div><div class="ttdeci">#define DCHECK(condition)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00890">base/logging.h:890</a></div></div>
|
|
<div class="ttc" id="abase_2logging_8h_html_ae89df3243bbb8341130c7b3f44145ea0"><div class="ttname"><a href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a></div><div class="ttdeci">#define DCHECK_EQ(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00891">base/logging.h:891</a></div></div>
|
|
<div class="ttc" id="abase_2logging_8h_html_afcaa7cadd41741bb855c2ada1d2ef927"><div class="ttname"><a href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a></div><div class="ttdeci">#define VLOG(verboselevel)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00984">base/logging.h:984</a></div></div>
|
|
<div class="ttc" id="aclassabsl_1_1_strong_vector_html_a9263000d449fdccb6cb70b303063e60b"><div class="ttname"><a href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">absl::StrongVector::push_back</a></div><div class="ttdeci">void push_back(const value_type &x)</div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00158">strong_vector.h:158</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1_accurate_sum_html_acc8fad1f98b885fa7d0504f4dfc71f08"><div class="ttname"><a href="classoperations__research_1_1_accurate_sum.html#acc8fad1f98b885fa7d0504f4dfc71f08">operations_research::AccurateSum::Add</a></div><div class="ttdeci">void Add(const FpNumber &value)</div><div class="ttdef"><b>Definition:</b> <a href="accurate__sum_8h_source.html#l00029">accurate_sum.h:29</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1_solver_logger_html"><div class="ttname"><a href="classoperations__research_1_1_solver_logger.html">operations_research::SolverLogger</a></div><div class="ttdef"><b>Definition:</b> <a href="util_2logging_8h_source.html#l00033">util/logging.h:33</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1_solver_logger_html_a035277f8488770078b1171cae4636b8e"><div class="ttname"><a href="classoperations__research_1_1_solver_logger.html#a035277f8488770078b1171cae4636b8e">operations_research::SolverLogger::SetLogToStdOut</a></div><div class="ttdeci">void SetLogToStdOut(bool enable)</div><div class="ttdef"><b>Definition:</b> <a href="util_2logging_8h_source.html#l00045">util/logging.h:45</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1_solver_logger_html_a9492cb97f5ec0ecbce0b5ef1b085738b"><div class="ttname"><a href="classoperations__research_1_1_solver_logger.html#a9492cb97f5ec0ecbce0b5ef1b085738b">operations_research::SolverLogger::LoggingIsEnabled</a></div><div class="ttdeci">bool LoggingIsEnabled() const</div><div class="ttdef"><b>Definition:</b> <a href="util_2logging_8h_source.html#l00042">util/logging.h:42</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1_solver_logger_html_ad4238e7273d93a1d0a2272d46660c254"><div class="ttname"><a href="classoperations__research_1_1_solver_logger.html#ad4238e7273d93a1d0a2272d46660c254">operations_research::SolverLogger::EnableLogging</a></div><div class="ttdeci">void EnableLogging(bool enable)</div><div class="ttdef"><b>Definition:</b> <a href="util_2logging_8h_source.html#l00039">util/logging.h:39</a></div></div>
|
|
<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>
|
|
<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>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_l_p_solver_html_a01f64f8af66c6c5a66d3b4ebc868cab6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_l_p_solver.html#a01f64f8af66c6c5a66d3b4ebc868cab6">operations_research::glop::LPSolver::GetParameters</a></div><div class="ttdeci">const GlopParameters & GetParameters() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__solver_8cc_source.html#l00124">lp_solver.cc:124</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_l_p_solver_html_a061b60ddc2f9fced9216694b1366599e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_l_p_solver.html#a061b60ddc2f9fced9216694b1366599e">operations_research::glop::LPSolver::GetSolverLogger</a></div><div class="ttdeci">SolverLogger & GetSolverLogger()</div><div class="ttdef"><b>Definition:</b> <a href="lp__solver_8cc_source.html#l00128">lp_solver.cc:128</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_l_p_solver_html_a1a5c13133724d1d457de6c3c7ce9df85"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_l_p_solver.html#a1a5c13133724d1d457de6c3c7ce9df85">operations_research::glop::LPSolver::LPSolver</a></div><div class="ttdeci">LPSolver()</div><div class="ttdef"><b>Definition:</b> <a href="lp__solver_8cc_source.html#l00110">lp_solver.cc:110</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_l_p_solver_html_a2b709dbbb97458a4e417e9af9d57f0de"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_l_p_solver.html#a2b709dbbb97458a4e417e9af9d57f0de">operations_research::glop::LPSolver::SetInitialBasis</a></div><div class="ttdeci">void SetInitialBasis(const VariableStatusRow &variable_statuses, const ConstraintStatusColumn &constraint_statuses)</div><div class="ttdef"><b>Definition:</b> <a href="lp__solver_8cc_source.html#l00244">lp_solver.cc:244</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_l_p_solver_html_a41d6e69ea587dda35dbe4b5f07dd6bd8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_l_p_solver.html#a41d6e69ea587dda35dbe4b5f07dd6bd8">operations_research::glop::LPSolver::MayHaveMultipleOptimalSolutions</a></div><div class="ttdeci">bool MayHaveMultipleOptimalSolutions() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__solver_8cc_source.html#l00503">lp_solver.cc:503</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_l_p_solver_html_a587e99631d7ffd6bbf51d9fa472e7a57"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_l_p_solver.html#a587e99631d7ffd6bbf51d9fa472e7a57">operations_research::glop::LPSolver::variable_statuses</a></div><div class="ttdeci">const VariableStatusRow & variable_statuses() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__solver_8h_source.html#l00103">lp_solver.h:103</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_l_p_solver_html_a71b04920d660067fdb3d2f4eaa5c7dc0"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_l_p_solver.html#a71b04920d660067fdb3d2f4eaa5c7dc0">operations_research::glop::LPSolver::GetMutableParameters</a></div><div class="ttdeci">GlopParameters * GetMutableParameters()</div><div class="ttdef"><b>Definition:</b> <a href="lp__solver_8cc_source.html#l00126">lp_solver.cc:126</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_l_p_solver_html_a7767c9dc7ffc1643260017dd5817d6d3"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_l_p_solver.html#a7767c9dc7ffc1643260017dd5817d6d3">operations_research::glop::LPSolver::GetMaximumDualInfeasibility</a></div><div class="ttdeci">Fractional GetMaximumDualInfeasibility() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__solver_8cc_source.html#l00499">lp_solver.cc:499</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_l_p_solver_html_a89f0453d28020b22404863dbe8edc61d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_l_p_solver.html#a89f0453d28020b22404863dbe8edc61d">operations_research::glop::LPSolver::constraint_statuses</a></div><div class="ttdeci">const ConstraintStatusColumn & constraint_statuses() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__solver_8h_source.html#l00117">lp_solver.h:117</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_l_p_solver_html_a93c5d1b426be6c8173f4f0efbdcf2132"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_l_p_solver.html#a93c5d1b426be6c8173f4f0efbdcf2132">operations_research::glop::LPSolver::GetMaximumPrimalInfeasibility</a></div><div class="ttdeci">Fractional GetMaximumPrimalInfeasibility() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__solver_8cc_source.html#l00495">lp_solver.cc:495</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_l_p_solver_html_a96c1f660991b5007ca24564f69cd27b8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_l_p_solver.html#a96c1f660991b5007ca24564f69cd27b8">operations_research::glop::LPSolver::GetObjectiveValue</a></div><div class="ttdeci">Fractional GetObjectiveValue() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__solver_8cc_source.html#l00491">lp_solver.cc:491</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_l_p_solver_html_aa71d36872f416feaa853788a7a7a7ef8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_l_p_solver.html#aa71d36872f416feaa853788a7a7a7ef8">operations_research::glop::LPSolver::Clear</a></div><div class="ttdeci">void Clear()</div><div class="ttdef"><b>Definition:</b> <a href="lp__solver_8cc_source.html#l00239">lp_solver.cc:239</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_l_p_solver_html_ab602b3b0fbd3d46d7ed5aefa466b2122"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_l_p_solver.html#ab602b3b0fbd3d46d7ed5aefa466b2122">operations_research::glop::LPSolver::LoadAndVerifySolution</a></div><div class="ttdeci">ProblemStatus LoadAndVerifySolution(const LinearProgram &lp, const ProblemSolution &solution)</div><div class="ttdef"><b>Definition:</b> <a href="lp__solver_8cc_source.html#l00299">lp_solver.cc:299</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_l_p_solver_html_ad0677fd7b636de2bffe3cffca65dcd20"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_l_p_solver.html#ad0677fd7b636de2bffe3cffca65dcd20">operations_research::glop::LPSolver::Solve</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT ProblemStatus Solve(const LinearProgram &lp)</div><div class="ttdef"><b>Definition:</b> <a href="lp__solver_8cc_source.html#l00130">lp_solver.cc:130</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_l_p_solver_html_ae3f158ad37c1fe375d465875fb8130f2"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_l_p_solver.html#ae3f158ad37c1fe375d465875fb8130f2">operations_research::glop::LPSolver::SolveWithTimeLimit</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT ProblemStatus SolveWithTimeLimit(const LinearProgram &lp, TimeLimit *time_limit)</div><div class="ttdef"><b>Definition:</b> <a href="lp__solver_8cc_source.html#l00136">lp_solver.cc:136</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_l_p_solver_html_ae7202d055b6b172a8a1da4f5b136f9ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_l_p_solver.html#ae7202d055b6b172a8a1da4f5b136f9ea">operations_research::glop::LPSolver::SetParameters</a></div><div class="ttdeci">void SetParameters(const GlopParameters &parameters)</div><div class="ttdef"><b>Definition:</b> <a href="lp__solver_8cc_source.html#l00112">lp_solver.cc:112</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_l_p_solver_html_aeccc8138b268e621d96d105e0ddd474a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_l_p_solver.html#aeccc8138b268e621d96d105e0ddd474a">operations_research::glop::LPSolver::DeterministicTime</a></div><div class="ttdeci">double DeterministicTime() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__solver_8cc_source.html#l00511">lp_solver.cc:511</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_l_p_solver_html_af4b325af2d4c849c39bd4a02f32f9cae"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_l_p_solver.html#af4b325af2d4c849c39bd4a02f32f9cae">operations_research::glop::LPSolver::GetNumberOfSimplexIterations</a></div><div class="ttdeci">int GetNumberOfSimplexIterations() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__solver_8cc_source.html#l00507">lp_solver.cc:507</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html">operations_research::glop::LinearProgram</a></div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00055">lp_data.h:55</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a009204d0a4a7bb8252d86dd53733cacc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a009204d0a4a7bb8252d86dd53733cacc">operations_research::glop::LinearProgram::GetObjectiveStatsString</a></div><div class="ttdeci">std::string GetObjectiveStatsString() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00452">lp_data.cc:452</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a2b3db5dc0b5e97f2790bbe1d633abc61"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a2b3db5dc0b5e97f2790bbe1d633abc61">operations_research::glop::LinearProgram::PopulateFromLinearProgram</a></div><div class="ttdeci">void PopulateFromLinearProgram(const LinearProgram &linear_program)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00862">lp_data.cc:862</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a40b46f23f42f169a527de50e016c2096"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a40b46f23f42f169a527de50e016c2096">operations_research::glop::LinearProgram::ClearTransposeMatrix</a></div><div class="ttdeci">void ClearTransposeMatrix()</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00404">lp_data.cc:404</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a5270e516462b2a59aecc4f6854c789d1"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a5270e516462b2a59aecc4f6854c789d1">operations_research::glop::LinearProgram::GetBoundsStatsString</a></div><div class="ttdeci">std::string GetBoundsStatsString() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00465">lp_data.cc:465</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a5b51c8b6b7bbabe44dbe8ec42a8ea2f4"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a5b51c8b6b7bbabe44dbe8ec42a8ea2f4">operations_research::glop::LinearProgram::IsValid</a></div><div class="ttdeci">bool IsValid(Fractional max_valid_magnitude=kInfinity) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l01305">lp_data.cc:1305</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a5bb553b6a1b88f16c42b70697ac65473"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a5bb553b6a1b88f16c42b70697ac65473">operations_research::glop::LinearProgram::constraint_lower_bounds</a></div><div class="ttdeci">const DenseColumn & constraint_lower_bounds() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00215">lp_data.h:215</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a5e016d204d43b2cc4a2773c25462968a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a5e016d204d43b2cc4a2773c25462968a">operations_research::glop::LinearProgram::IsCleanedUp</a></div><div class="ttdeci">bool IsCleanedUp() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00354">lp_data.cc:354</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a74f1c824468608a9bb5fee6f10eca698"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a74f1c824468608a9bb5fee6f10eca698">operations_research::glop::LinearProgram::variable_upper_bounds</a></div><div class="ttdeci">const DenseRow & variable_upper_bounds() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00232">lp_data.h:232</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a81334c7ceae9d68a38fe4d4bf0b7794c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">operations_research::glop::LinearProgram::objective_offset</a></div><div class="ttdeci">Fractional objective_offset() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00260">lp_data.h:260</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a9245b35ee316a27a561d5b041e588be5"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a9245b35ee316a27a561d5b041e588be5">operations_research::glop::LinearProgram::constraint_upper_bounds</a></div><div class="ttdeci">const DenseColumn & constraint_upper_bounds() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00218">lp_data.h:218</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_accdd045ec09206640c2338524da77d23"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#accdd045ec09206640c2338524da77d23">operations_research::glop::LinearProgram::IsMaximizationProblem</a></div><div class="ttdeci">bool IsMaximizationProblem() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00171">lp_data.h:171</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_acd8437353d8dc686a75c98b5897dd871"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">operations_research::glop::LinearProgram::num_variables</a></div><div class="ttdeci">ColIndex num_variables() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00205">lp_data.h:205</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_adb3b261831be8afb947baceaba1c220b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#adb3b261831be8afb947baceaba1c220b">operations_research::glop::LinearProgram::variable_lower_bounds</a></div><div class="ttdeci">const DenseRow & variable_lower_bounds() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00229">lp_data.h:229</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_adcc58612f6a1dc35ff3ffdb34188f299"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#adcc58612f6a1dc35ff3ffdb34188f299">operations_research::glop::LinearProgram::GetDimensionString</a></div><div class="ttdeci">std::string GetDimensionString() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00425">lp_data.cc:425</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_adf55bb4fcaab95674f072cb528d426a0"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">operations_research::glop::LinearProgram::objective_scaling_factor</a></div><div class="ttdeci">Fractional objective_scaling_factor() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00261">lp_data.h:261</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_afda9b9b5e858d0c466d2a6293361004a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">operations_research::glop::LinearProgram::num_constraints</a></div><div class="ttdeci">RowIndex num_constraints() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00208">lp_data.h:208</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_main_lp_preprocessor_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_main_lp_preprocessor.html">operations_research::glop::MainLpPreprocessor</a></div><div class="ttdef"><b>Definition:</b> <a href="preprocessor_8h_source.html#l00103">preprocessor.h:103</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">operations_research::glop::StrictITIVector< ColIndex, VariableStatus ></a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a64b6b04f3a519d2c61d49daaa88bf06e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">operations_research::glop::StrictITIVector::resize</a></div><div class="ttdeci">void resize(IntType size)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00273">lp_types.h:273</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a967a5c081ad4195a30c78dc2c0bcabf5"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">operations_research::glop::StrictITIVector::size</a></div><div class="ttdeci">IntType size() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00280">lp_types.h:280</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_af8d7048738ceb4c753b040e6d29db79c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">operations_research::glop::StrictITIVector::assign</a></div><div class="ttdeci">void assign(IntType size, const T &v)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00278">lp_types.h:278</a></div></div>
|
|
<div class="ttc" id="acommandlineflags_8h_html"><div class="ttname"><a href="commandlineflags_8h.html">commandlineflags.h</a></div></div>
|
|
<div class="ttc" id="acp__model__fz__solver_8cc_html_a10a1eab179b472c030bdc2a2efef7219"><div class="ttname"><a href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a></div><div class="ttdeci">SatParameters parameters</div><div class="ttdef"><b>Definition:</b> <a href="cp__model__fz__solver_8cc_source.html#l00119">cp_model_fz_solver.cc:119</a></div></div>
|
|
<div class="ttc" id="acp__model__fz__solver_8cc_html_aed003f5eb5197bc586b7ef2c36a63da2"><div class="ttname"><a href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a></div><div class="ttdeci">CpModelProto proto</div><div class="ttdef"><b>Definition:</b> <a href="cp__model__fz__solver_8cc_source.html#l00118">cp_model_fz_solver.cc:118</a></div></div>
|
|
<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>
|
|
<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>
|
|
<div class="ttc" id="afile__util_8h_html"><div class="ttname"><a href="file__util_8h.html">file_util.h</a></div></div>
|
|
<div class="ttc" id="afp__utils_8h_html"><div class="ttname"><a href="fp__utils_8h.html">fp_utils.h</a></div></div>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<div class="ttc" id="aintegral__types_8h_html"><div class="ttname"><a href="integral__types_8h.html">integral_types.h</a></div></div>
|
|
<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>
|
|
<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>
|
|
<div class="ttc" id="alp__data_2lp__utils_8h_html"><div class="ttname"><a href="lp__data_2lp__utils_8h.html">lp_utils.h</a></div></div>
|
|
<div class="ttc" id="alp__data_2proto__utils_8h_html"><div class="ttname"><a href="lp__data_2proto__utils_8h.html">proto_utils.h</a></div></div>
|
|
<div class="ttc" id="alp__solver_8cc_html_aa3003ab2d06a8ff3b490c100232fc05c"><div class="ttname"><a href="lp__solver_8cc.html#aa3003ab2d06a8ff3b490c100232fc05c">ABSL_FLAG</a></div><div class="ttdeci">ABSL_FLAG(bool, lp_dump_to_proto_file, false, "Tells whether do dump the problem to a protobuf file.")</div></div>
|
|
<div class="ttc" id="alp__solver_8h_html"><div class="ttname"><a href="lp__solver_8h.html">lp_solver.h</a></div></div>
|
|
<div class="ttc" id="alp__types_8h_html"><div class="ttname"><a href="lp__types_8h.html">lp_types.h</a></div></div>
|
|
<div class="ttc" id="amarkowitz_8cc_html_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>
|
|
<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>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a0f6bd47b8956b59589718bd40b1cf8bc"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bc">operations_research::glop::ConstraintStatus</a></div><div class="ttdeci">ConstraintStatus</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00231">lp_types.h:231</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a0f6bd47b8956b59589718bd40b1cf8bca14dc61f52267ea9b476f64c1d4d975b1"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca14dc61f52267ea9b476f64c1d4d975b1">operations_research::glop::ConstraintStatus::AT_UPPER_BOUND</a></div><div class="ttdeci">@ AT_UPPER_BOUND</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a0f6bd47b8956b59589718bd40b1cf8bca74c506bd3d744fb5c2862229c8f2b6ce"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca74c506bd3d744fb5c2862229c8f2b6ce">operations_research::glop::ConstraintStatus::AT_LOWER_BOUND</a></div><div class="ttdeci">@ AT_LOWER_BOUND</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a0f6bd47b8956b59589718bd40b1cf8bca88c189a42c87aa49d667fc8ab76bc323"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca88c189a42c87aa49d667fc8ab76bc323">operations_research::glop::ConstraintStatus::FREE</a></div><div class="ttdeci">@ FREE</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a0f6bd47b8956b59589718bd40b1cf8bcae4ac03f6c9f00665644e868dd1fb9f1e"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bcae4ac03f6c9f00665644e868dd1fb9f1e">operations_research::glop::ConstraintStatus::BASIC</a></div><div class="ttdeci">@ BASIC</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a0f6bd47b8956b59589718bd40b1cf8bcae91836db656214f9797e10c15928e501"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bcae91836db656214f9797e10c15928e501">operations_research::glop::ConstraintStatus::FIXED_VALUE</a></div><div class="ttdeci">@ FIXED_VALUE</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a394b55c9b64ac7ce7c9e8772ef9f7c73"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a394b55c9b64ac7ce7c9e8772ef9f7c73">operations_research::glop::KahanSum</a></div><div class="ttdeci">AccurateSum< Fractional > KahanSum</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00032">lp_data/lp_utils.h:32</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a3d9874910f9632900fe8677463b1c0be"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a3d9874910f9632900fe8677463b1c0be">operations_research::glop::ScalarProduct</a></div><div class="ttdeci">Fractional ScalarProduct(const DenseRowOrColumn1 &u, const DenseRowOrColumn2 &v)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00047">lp_data/lp_utils.h:47</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a509c4e359e6f7041eddfac3f1c46a92f"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a509c4e359e6f7041eddfac3f1c46a92f">operations_research::glop::GetProblemStatusString</a></div><div class="ttdeci">std::string GetProblemStatusString(ProblemStatus problem_status)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8cc_source.html#l00019">lp_types.cc:19</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a652ba89cea606e3c3071a288e2d60bba"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a652ba89cea606e3c3071a288e2d60bba">operations_research::glop::GetConstraintStatusString</a></div><div class="ttdeci">std::string GetConstraintStatusString(ConstraintStatus status)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8cc_source.html#l00090">lp_types.cc:90</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a733947145e3e1631165b618b05c9ccb7"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">operations_research::glop::Fractional</a></div><div class="ttdeci">double Fractional</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00078">lp_types.h:78</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a8750840afdd5774223821fd504df04c5"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a8750840afdd5774223821fd504df04c5">operations_research::glop::LinearProgramToMPModelProto</a></div><div class="ttdeci">void LinearProgramToMPModelProto(const LinearProgram &input, MPModelProto *output)</div><div class="ttdef"><b>Definition:</b> <a href="proto__utils_8cc_source.html#l00020">proto_utils.cc:20</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493">operations_research::glop::ProblemStatus</a></div><div class="ttdeci">ProblemStatus</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00102">lp_types.h:102</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954">operations_research::glop::ProblemStatus::IMPRECISE</a></div><div class="ttdeci">@ IMPRECISE</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493a2dcc8f5d91cb2aa2065b8305bf2d5cbd"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a2dcc8f5d91cb2aa2065b8305bf2d5cbd">operations_research::glop::ProblemStatus::PRIMAL_FEASIBLE</a></div><div class="ttdeci">@ PRIMAL_FEASIBLE</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493a57ad14e7a035f33c8ba6c0ea9ea23caa"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a57ad14e7a035f33c8ba6c0ea9ea23caa">operations_research::glop::ProblemStatus::DUAL_FEASIBLE</a></div><div class="ttdeci">@ DUAL_FEASIBLE</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493a8351cc0ea544c393b3e26fdf42520844"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a8351cc0ea544c393b3e26fdf42520844">operations_research::glop::ProblemStatus::PRIMAL_UNBOUNDED</a></div><div class="ttdeci">@ PRIMAL_UNBOUNDED</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493a88ec4386a3c49b50819358a579fb9adb"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a88ec4386a3c49b50819358a579fb9adb">operations_research::glop::ProblemStatus::ABNORMAL</a></div><div class="ttdeci">@ ABNORMAL</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493a8ada5da7749eac0d9fe1782ad9bab585"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a8ada5da7749eac0d9fe1782ad9bab585">operations_research::glop::ProblemStatus::DUAL_UNBOUNDED</a></div><div class="ttdeci">@ DUAL_UNBOUNDED</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493add8d8537e1472a5e432749c5abf45c82"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493add8d8537e1472a5e432749c5abf45c82">operations_research::glop::ProblemStatus::INVALID_PROBLEM</a></div><div class="ttdeci">@ INVALID_PROBLEM</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293">operations_research::glop::ProblemStatus::OPTIMAL</a></div><div class="ttdeci">@ OPTIMAL</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493afaee4ca3c30ee18148ce3ada37466498"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493afaee4ca3c30ee18148ce3ada37466498">operations_research::glop::ProblemStatus::INIT</a></div><div class="ttdeci">@ INIT</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a95879916d90daeba91c40399ae5ddcc6"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">operations_research::glop::IsFinite</a></div><div class="ttdeci">bool IsFinite(Fractional value)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00091">lp_types.h:91</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aaddc7ccf1acc75842c2129ee4590d358"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358">operations_research::glop::VariableStatus</a></div><div class="ttdeci">VariableStatus</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00197">lp_types.h:197</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1">operations_research::glop::VariableStatus::AT_UPPER_BOUND</a></div><div class="ttdeci">@ AT_UPPER_BOUND</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce">operations_research::glop::VariableStatus::AT_LOWER_BOUND</a></div><div class="ttdeci">@ AT_LOWER_BOUND</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aaddc7ccf1acc75842c2129ee4590d358a88c189a42c87aa49d667fc8ab76bc323"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a88c189a42c87aa49d667fc8ab76bc323">operations_research::glop::VariableStatus::FREE</a></div><div class="ttdeci">@ FREE</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e">operations_research::glop::VariableStatus::BASIC</a></div><div class="ttdeci">@ BASIC</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aaddc7ccf1acc75842c2129ee4590d358ae91836db656214f9797e10c15928e501"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae91836db656214f9797e10c15928e501">operations_research::glop::VariableStatus::FIXED_VALUE</a></div><div class="ttdeci">@ FIXED_VALUE</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ab7ff1f9383648fd132667b1e601229c9"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ab7ff1f9383648fd132667b1e601229c9">operations_research::glop::ChangeSign</a></div><div class="ttdeci">void ChangeSign(StrictITIVector< IndexType, Fractional > *data)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00300">lp_data/lp_utils.h:300</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aee749790021783ccc83b2d6abe70c1c0"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aee749790021783ccc83b2d6abe70c1c0">operations_research::glop::GetVariableStatusString</a></div><div class="ttdeci">std::string GetVariableStatusString(VariableStatus status)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8cc_source.html#l00071">lp_types.cc:71</a></div></div>
|
|
<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>
|
|
<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>
|
|
<div class="ttc" id="anamespaceoperations__research_html_a57741d0280e266642d7d146d0d0beedb"><div class="ttname"><a href="namespaceoperations__research.html#a57741d0280e266642d7d146d0d0beedb">operations_research::WriteProtoToFile</a></div><div class="ttdeci">bool WriteProtoToFile(absl::string_view filename, const google::protobuf::Message &proto, ProtoWriteFormat proto_write_format, bool gzipped, bool append_extension_to_file_name)</div><div class="ttdef"><b>Definition:</b> <a href="file__util_8cc_source.html#l00106">file_util.cc:106</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_html_a705ecff17f450f06856ceec064725b8d"><div class="ttname"><a href="namespaceoperations__research.html#a705ecff17f450f06856ceec064725b8d">operations_research::AreWithinAbsoluteTolerance</a></div><div class="ttdeci">bool AreWithinAbsoluteTolerance(FloatType x, FloatType y, FloatType absolute_tolerance)</div><div class="ttdef"><b>Definition:</b> <a href="fp__utils_8h_source.html#l00145">fp_utils.h:145</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_html_aaf9694f57960ede8c406e3bd923bcd72"><div class="ttname"><a href="namespaceoperations__research.html#aaf9694f57960ede8c406e3bd923bcd72">operations_research::ProtoWriteFormat</a></div><div class="ttdeci">ProtoWriteFormat</div><div class="ttdef"><b>Definition:</b> <a href="file__util_8h_source.html#l00049">file_util.h:49</a></div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_html_aaf9694f57960ede8c406e3bd923bcd72aa0af2ac06be96f6784af5295aab62c76"><div class="ttname"><a href="namespaceoperations__research.html#aaf9694f57960ede8c406e3bd923bcd72aa0af2ac06be96f6784af5295aab62c76">operations_research::ProtoWriteFormat::kProtoBinary</a></div><div class="ttdeci">@ kProtoBinary</div></div>
|
|
<div class="ttc" id="anamespaceoperations__research_html_aaf9694f57960ede8c406e3bd923bcd72adfcd8e748f506324dff6a9d5e7aea00b"><div class="ttname"><a href="namespaceoperations__research.html#aaf9694f57960ede8c406e3bd923bcd72adfcd8e748f506324dff6a9d5e7aea00b">operations_research::ProtoWriteFormat::kProtoText</a></div><div class="ttdeci">@ kProtoText</div></div>
|
|
<div class="ttc" id="apreprocessor_8h_html"><div class="ttname"><a href="preprocessor_8h.html">preprocessor.h</a></div></div>
|
|
<div class="ttc" id="aprimal__dual__hybrid__gradient_8cc_html_a1339b97193af37ff85bd41146dba5290"><div class="ttname"><a href="primal__dual__hybrid__gradient_8cc.html#a1339b97193af37ff85bd41146dba5290">preprocessor</a></div><div class="ttdeci">glop::MainLpPreprocessor preprocessor</div><div class="ttdef"><b>Definition:</b> <a href="primal__dual__hybrid__gradient_8cc_source.html#l00266">primal_dual_hybrid_gradient.cc:266</a></div></div>
|
|
<div class="ttc" id="astatus_8h_html"><div class="ttname"><a href="status_8h.html">status.h</a></div></div>
|
|
<div class="ttc" id="astructoperations__research_1_1glop_1_1_basis_state_html"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_basis_state.html">operations_research::glop::BasisState</a></div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8h_source.html#l00035">variables_info.h:35</a></div></div>
|
|
<div class="ttc" id="astructoperations__research_1_1glop_1_1_basis_state_html_a6cc6941be01d3c765280e09be0246c3f"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f">operations_research::glop::BasisState::statuses</a></div><div class="ttdeci">VariableStatusRow statuses</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8h_source.html#l00043">variables_info.h:43</a></div></div>
|
|
<div class="ttc" id="astructoperations__research_1_1glop_1_1_problem_solution_html"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_problem_solution.html">operations_research::glop::ProblemSolution</a></div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00660">lp_data.h:660</a></div></div>
|
|
<div class="ttc" id="astructoperations__research_1_1glop_1_1_problem_solution_html_a15eb0790f4f62ad63676f55e4ba7d2bb"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_problem_solution.html#a15eb0790f4f62ad63676f55e4ba7d2bb">operations_research::glop::ProblemSolution::status</a></div><div class="ttdeci">ProblemStatus status</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00668">lp_data.h:668</a></div></div>
|
|
<div class="ttc" id="astructoperations__research_1_1glop_1_1_problem_solution_html_a887a20330f1f58adbe564ef0fcf74e8c"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">operations_research::glop::ProblemSolution::variable_statuses</a></div><div class="ttdeci">VariableStatusRow variable_statuses</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00688">lp_data.h:688</a></div></div>
|
|
<div class="ttc" id="astructoperations__research_1_1glop_1_1_problem_solution_html_ac6b277da46124f6b08841906b0febbed"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">operations_research::glop::ProblemSolution::dual_values</a></div><div class="ttdeci">DenseColumn dual_values</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00673">lp_data.h:673</a></div></div>
|
|
<div class="ttc" id="astructoperations__research_1_1glop_1_1_problem_solution_html_ae7a0a13dedf8ae7920036bfff1ad9c3b"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">operations_research::glop::ProblemSolution::constraint_statuses</a></div><div class="ttdeci">ConstraintStatusColumn constraint_statuses</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00689">lp_data.h:689</a></div></div>
|
|
<div class="ttc" id="astructoperations__research_1_1glop_1_1_problem_solution_html_af8a495c9872268c3e34d413d8b63ef66"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">operations_research::glop::ProblemSolution::primal_values</a></div><div class="ttdeci">DenseRow primal_values</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00672">lp_data.h:672</a></div></div>
|
|
<div class="ttc" id="atimer_8h_html"><div class="ttname"><a href="timer_8h.html">timer.h</a></div></div>
|
|
<div class="ttc" id="autil_2logging_8h_html_a5f67b653dd99ddbe5e3367e3b4b7b532"><div class="ttname"><a href="util_2logging_8h.html#a5f67b653dd99ddbe5e3367e3b4b7b532">SOLVER_LOG</a></div><div class="ttdeci">#define SOLVER_LOG(logger,...)</div><div class="ttdef"><b>Definition:</b> <a href="util_2logging_8h_source.html#l00069">util/logging.h:69</a></div></div>
|
|
<div class="ttc" id="avlog__is__on_8h_html_a956152cad330225654d128f35c00efce"><div class="ttname"><a href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a></div><div class="ttdeci">#define VLOG_IS_ON(verboselevel)</div><div class="ttdef"><b>Definition:</b> <a href="vlog__is__on_8h_source.html#l00044">vlog_is_on.h:44</a></div></div>
|
|
</div><!-- fragment --></div><!-- contents -->
|
|
</div><!-- doc-content -->
|
|
<!-- HTML footer for doxygen 1.8.18-->
|
|
<!-- start footer part -->
|
|
<div id="nav-path" class="navpath"><!-- id is needed for treeview function! -->
|
|
<ul>
|
|
<li class="navelem"><a class="el" href="dir_a7cc1eeded8f693d0da6c729bc88c45a.html">ortools</a></li><li class="navelem"><a class="el" href="dir_747248fa8ec2ebcb4d8ad85ced34db0b.html">glop</a></li><li class="navelem"><a class="el" href="lp__solver_8cc.html">lp_solver.cc</a></li>
|
|
<li class="footer">Generated by
|
|
<a href="http://www.doxygen.org/index.html">
|
|
<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.9.3 </li>
|
|
</ul>
|
|
</div>
|
|
</body>
|
|
</html>
|