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<a href="pdlp__bridge_8h.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno"> 1</span><span class="comment">// Copyright 2010-2021 Google LLC</span></div>
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<div class="line"><a id="l00002" name="l00002"></a><span class="lineno"> 2</span><span class="comment">// Licensed under the Apache License, Version 2.0 (the "License");</span></div>
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<div class="line"><a id="l00003" name="l00003"></a><span class="lineno"> 3</span><span class="comment">// you may not use this file except in compliance with the License.</span></div>
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<div class="line"><a id="l00004" name="l00004"></a><span class="lineno"> 4</span><span class="comment">// You may obtain a copy of the License at</span></div>
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<div class="line"><a id="l00005" name="l00005"></a><span class="lineno"> 5</span><span class="comment">//</span></div>
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<div class="line"><a id="l00006" name="l00006"></a><span class="lineno"> 6</span><span class="comment">// http://www.apache.org/licenses/LICENSE-2.0</span></div>
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<div class="line"><a id="l00007" name="l00007"></a><span class="lineno"> 7</span><span class="comment">//</span></div>
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<div class="line"><a id="l00008" name="l00008"></a><span class="lineno"> 8</span><span class="comment">// Unless required by applicable law or agreed to in writing, software</span></div>
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<div class="line"><a id="l00009" name="l00009"></a><span class="lineno"> 9</span><span class="comment">// distributed under the License is distributed on an "AS IS" BASIS,</span></div>
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<div class="line"><a id="l00010" name="l00010"></a><span class="lineno"> 10</span><span class="comment">// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span></div>
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<div class="line"><a id="l00011" name="l00011"></a><span class="lineno"> 11</span><span class="comment">// See the License for the specific language governing permissions and</span></div>
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<div class="line"><a id="l00012" name="l00012"></a><span class="lineno"> 12</span><span class="comment">// limitations under the License.</span></div>
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<div class="line"><a id="l00013" name="l00013"></a><span class="lineno"> 13</span> </div>
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<div class="line"><a id="l00014" name="l00014"></a><span class="lineno"> 14</span><span class="preprocessor">#ifndef OR_TOOLS_MATH_OPT_SOLVERS_PDLP_BRIDGE_H_</span></div>
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<div class="line"><a id="l00015" name="l00015"></a><span class="lineno"> 15</span><span class="preprocessor">#define OR_TOOLS_MATH_OPT_SOLVERS_PDLP_BRIDGE_H_</span></div>
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<div class="line"><a id="l00016" name="l00016"></a><span class="lineno"> 16</span> </div>
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<div class="line"><a id="l00017" name="l00017"></a><span class="lineno"> 17</span><span class="preprocessor">#include <cstdint></span></div>
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<div class="line"><a id="l00018" name="l00018"></a><span class="lineno"> 18</span><span class="preprocessor">#include <vector></span></div>
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<div class="line"><a id="l00019" name="l00019"></a><span class="lineno"> 19</span> </div>
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<div class="line"><a id="l00020" name="l00020"></a><span class="lineno"> 20</span><span class="preprocessor">#include "Eigen/Core"</span></div>
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<div class="line"><a id="l00021" name="l00021"></a><span class="lineno"> 21</span><span class="preprocessor">#include "absl/container/flat_hash_map.h"</span></div>
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<div class="line"><a id="l00022" name="l00022"></a><span class="lineno"> 22</span><span class="preprocessor">#include "absl/status/statusor.h"</span></div>
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<div class="line"><a id="l00023" name="l00023"></a><span class="lineno"> 23</span><span class="preprocessor">#include "<a class="code" href="inverted__bounds_8h.html">ortools/math_opt/core/inverted_bounds.h</a>"</span></div>
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<div class="line"><a id="l00024" name="l00024"></a><span class="lineno"> 24</span><span class="preprocessor">#include "ortools/math_opt/model.pb.h"</span></div>
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<div class="line"><a id="l00025" name="l00025"></a><span class="lineno"> 25</span><span class="preprocessor">#include "ortools/math_opt/sparse_containers.pb.h"</span></div>
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<div class="line"><a id="l00026" name="l00026"></a><span class="lineno"> 26</span><span class="preprocessor">#include "<a class="code" href="quadratic__program_8h.html">ortools/pdlp/quadratic_program.h</a>"</span></div>
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<div class="line"><a id="l00027" name="l00027"></a><span class="lineno"> 27</span> </div>
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<div class="line"><a id="l00028" name="l00028"></a><span class="lineno"> 28</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceoperations__research.html">operations_research</a> {</div>
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<div class="line"><a id="l00029" name="l00029"></a><span class="lineno"> 29</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceoperations__research_1_1math__opt.html">math_opt</a> {</div>
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<div class="line"><a id="l00030" name="l00030"></a><span class="lineno"> 30</span> </div>
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<div class="line"><a id="l00031" name="l00031"></a><span class="lineno"> 31</span><span class="comment">// Builds a PDLP model (QuadraticProgram) from ModelProto, and provides methods</span></div>
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<div class="line"><a id="l00032" name="l00032"></a><span class="lineno"> 32</span><span class="comment">// to translate solutions back and forth.</span></div>
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<div class="line"><a id="l00033" name="l00033"></a><span class="lineno"> 33</span><span class="comment">//</span></div>
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<div class="line"><a id="l00034" name="l00034"></a><span class="lineno"> 34</span><span class="comment">// The primary difference in the models are:</span></div>
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<div class="line"><a id="l00035" name="l00035"></a><span class="lineno"> 35</span><span class="comment">// 1. PDLP maps the variable/constraint ids to consecutive indices</span></div>
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<div class="line"><a id="l00036" name="l00036"></a><span class="lineno"> 36</span><span class="comment">// [0, 1, ..., n).</span></div>
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<div class="line"><a id="l00037" name="l00037"></a><span class="lineno"> 37</span><span class="comment">// 2. PDLP does not support maximization. If the ModelProto is a maximization</span></div>
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<div class="line"><a id="l00038" name="l00038"></a><span class="lineno"> 38</span><span class="comment">// problem, the objective is negated (coefficients and offset) before</span></div>
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<div class="line"><a id="l00039" name="l00039"></a><span class="lineno"> 39</span><span class="comment">// passing to PDLP. On the way back, the objective value, and all dual</span></div>
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<div class="line"><a id="l00040" name="l00040"></a><span class="lineno"> 40</span><span class="comment">// variables/reduced costs (also for rays) must be negated.</span></div>
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<div class="line"><a id="l00041" name="l00041"></a><span class="lineno"> 41</span><span class="comment">//</span></div>
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<div class="line"><a id="l00042" name="l00042"></a><span class="lineno"> 42</span><span class="comment">// Throughout, it is assumed that the MathOpt protos have been validated, but</span></div>
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<div class="line"><a id="l00043" name="l00043"></a><span class="lineno"> 43</span><span class="comment">// no assumption is made on the PDLP output. Any Status errors resulting from</span></div>
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<div class="line"><a id="l00044" name="l00044"></a><span class="lineno"> 44</span><span class="comment">// invalid PDLP output use the status code kInternal.</span></div>
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<div class="line"><a id="l00045" name="l00045"></a><span class="lineno"><a class="line" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html"> 45</a></span><span class="keyword">class </span><a class="code hl_class" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html">PdlpBridge</a> {</div>
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<div class="line"><a id="l00046" name="l00046"></a><span class="lineno"> 46</span> <span class="keyword">public</span>:</div>
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<div class="line"><a id="l00047" name="l00047"></a><span class="lineno"><a class="line" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#af58f656a8964c411736f6d460616f633"> 47</a></span> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#af58f656a8964c411736f6d460616f633">PdlpBridge</a>() = <span class="keywordflow">default</span>;</div>
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<div class="line"><a id="l00048" name="l00048"></a><span class="lineno"> 48</span> <span class="keyword">static</span> absl::StatusOr<PdlpBridge> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a474f1e8ad9a06a6cadd791176c3c2f28">FromProto</a>(<span class="keyword">const</span> ModelProto& <a class="code hl_variable" href="cp__model__solver_8cc.html#a6ac76d8a372013f67c4973012948ec84">model_proto</a>);</div>
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<div class="line"><a id="l00049" name="l00049"></a><span class="lineno"> 49</span> </div>
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<div class="line"><a id="l00050" name="l00050"></a><span class="lineno"><a class="line" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a03d9d0d381c0ea1de6a9a8bbd98741fc"> 50</a></span> <span class="keyword">const</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">pdlp::QuadraticProgram</a>& <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a03d9d0d381c0ea1de6a9a8bbd98741fc">pdlp_lp</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> pdlp_lp_; }</div>
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<div class="line"><a id="l00051" name="l00051"></a><span class="lineno"> 51</span> </div>
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<div class="line"><a id="l00052" name="l00052"></a><span class="lineno"> 52</span> <span class="comment">// Returns the ids of variables and linear constraints with inverted bounds.</span></div>
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<div class="line"><a id="l00053" name="l00053"></a><span class="lineno"> 53</span> <a class="code hl_struct" href="structoperations__research_1_1math__opt_1_1_inverted_bounds.html">InvertedBounds</a> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a58e05a4aed68759363618629771a4811">ListInvertedBounds</a>() <span class="keyword">const</span>;</div>
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<div class="line"><a id="l00054" name="l00054"></a><span class="lineno"> 54</span> </div>
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<div class="line"><a id="l00055" name="l00055"></a><span class="lineno"> 55</span> <span class="comment">// TODO(b/183616124): we need to support the inverse of these methods for</span></div>
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<div class="line"><a id="l00056" name="l00056"></a><span class="lineno"> 56</span> <span class="comment">// warm start.</span></div>
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<div class="line"><a id="l00057" name="l00057"></a><span class="lineno"> 57</span> absl::StatusOr<SparseDoubleVectorProto> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a9796b82617a61e97132b3c0dab02c421">PrimalVariablesToProto</a>(</div>
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<div class="line"><a id="l00058" name="l00058"></a><span class="lineno"> 58</span> <span class="keyword">const</span> Eigen::VectorXd& primal_values,</div>
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<div class="line"><a id="l00059" name="l00059"></a><span class="lineno"> 59</span> <span class="keyword">const</span> SparseVectorFilterProto& variable_filter) <span class="keyword">const</span>;</div>
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<div class="line"><a id="l00060" name="l00060"></a><span class="lineno"> 60</span> absl::StatusOr<SparseDoubleVectorProto> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a10270e02f2bc4e3779fc3778385bd9b5">DualVariablesToProto</a>(</div>
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<div class="line"><a id="l00061" name="l00061"></a><span class="lineno"> 61</span> <span class="keyword">const</span> Eigen::VectorXd& dual_values,</div>
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<div class="line"><a id="l00062" name="l00062"></a><span class="lineno"> 62</span> <span class="keyword">const</span> SparseVectorFilterProto& linear_constraint_filter) <span class="keyword">const</span>;</div>
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<div class="line"><a id="l00063" name="l00063"></a><span class="lineno"> 63</span> absl::StatusOr<SparseDoubleVectorProto> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a9db862a60a5d6ef15cac238156a00816">ReducedCostsToProto</a>(</div>
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<div class="line"><a id="l00064" name="l00064"></a><span class="lineno"> 64</span> <span class="keyword">const</span> Eigen::VectorXd& reduced_costs,</div>
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<div class="line"><a id="l00065" name="l00065"></a><span class="lineno"> 65</span> <span class="keyword">const</span> SparseVectorFilterProto& variable_filter) <span class="keyword">const</span>;</div>
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<div class="line"><a id="l00066" name="l00066"></a><span class="lineno"> 66</span> </div>
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<div class="line"><a id="l00067" name="l00067"></a><span class="lineno"> 67</span> <span class="keyword">private</span>:</div>
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<div class="line"><a id="l00068" name="l00068"></a><span class="lineno"> 68</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">pdlp::QuadraticProgram</a> pdlp_lp_;</div>
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<div class="line"><a id="l00069" name="l00069"></a><span class="lineno"> 69</span> absl::flat_hash_map<int64_t, int64_t> var_id_to_pdlp_index_;</div>
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<div class="line"><a id="l00070" name="l00070"></a><span class="lineno"> 70</span> <span class="comment">// NOTE: this vector is strictly increasing</span></div>
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<div class="line"><a id="l00071" name="l00071"></a><span class="lineno"> 71</span> std::vector<int64_t> pdlp_index_to_var_id_;</div>
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<div class="line"><a id="l00072" name="l00072"></a><span class="lineno"> 72</span> absl::flat_hash_map<int64_t, int64_t> lin_con_id_to_pdlp_index_;</div>
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<div class="line"><a id="l00073" name="l00073"></a><span class="lineno"> 73</span> <span class="comment">// NOTE: this vector is strictly increasing</span></div>
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<div class="line"><a id="l00074" name="l00074"></a><span class="lineno"> 74</span> std::vector<int64_t> pdlp_index_to_lin_con_id_;</div>
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<div class="line"><a id="l00075" name="l00075"></a><span class="lineno"> 75</span>};</div>
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<div class="line"><a id="l00076" name="l00076"></a><span class="lineno"> 76</span> </div>
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<div class="line"><a id="l00077" name="l00077"></a><span class="lineno"> 77</span>} <span class="comment">// namespace math_opt</span></div>
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<div class="line"><a id="l00078" name="l00078"></a><span class="lineno"> 78</span>} <span class="comment">// namespace operations_research</span></div>
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<div class="line"><a id="l00079" name="l00079"></a><span class="lineno"> 79</span> </div>
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<div class="line"><a id="l00080" name="l00080"></a><span class="lineno"> 80</span><span class="preprocessor">#endif </span><span class="comment">// OR_TOOLS_MATH_OPT_SOLVERS_PDLP_BRIDGE_H_</span></div>
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<div class="ttc" id="aclassoperations__research_1_1math__opt_1_1_pdlp_bridge_html"><div class="ttname"><a href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html">operations_research::math_opt::PdlpBridge</a></div><div class="ttdef"><b>Definition:</b> <a href="pdlp__bridge_8h_source.html#l00045">pdlp_bridge.h:45</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1math__opt_1_1_pdlp_bridge_html_a03d9d0d381c0ea1de6a9a8bbd98741fc"><div class="ttname"><a href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a03d9d0d381c0ea1de6a9a8bbd98741fc">operations_research::math_opt::PdlpBridge::pdlp_lp</a></div><div class="ttdeci">const pdlp::QuadraticProgram & pdlp_lp() const</div><div class="ttdef"><b>Definition:</b> <a href="pdlp__bridge_8h_source.html#l00050">pdlp_bridge.h:50</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1math__opt_1_1_pdlp_bridge_html_a10270e02f2bc4e3779fc3778385bd9b5"><div class="ttname"><a href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a10270e02f2bc4e3779fc3778385bd9b5">operations_research::math_opt::PdlpBridge::DualVariablesToProto</a></div><div class="ttdeci">absl::StatusOr< SparseDoubleVectorProto > DualVariablesToProto(const Eigen::VectorXd &dual_values, const SparseVectorFilterProto &linear_constraint_filter) const</div><div class="ttdef"><b>Definition:</b> <a href="pdlp__bridge_8cc_source.html#l00178">pdlp_bridge.cc:178</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1math__opt_1_1_pdlp_bridge_html_a474f1e8ad9a06a6cadd791176c3c2f28"><div class="ttname"><a href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a474f1e8ad9a06a6cadd791176c3c2f28">operations_research::math_opt::PdlpBridge::FromProto</a></div><div class="ttdeci">static absl::StatusOr< PdlpBridge > FromProto(const ModelProto &model_proto)</div><div class="ttdef"><b>Definition:</b> <a href="pdlp__bridge_8cc_source.html#l00061">pdlp_bridge.cc:61</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1math__opt_1_1_pdlp_bridge_html_a58e05a4aed68759363618629771a4811"><div class="ttname"><a href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a58e05a4aed68759363618629771a4811">operations_research::math_opt::PdlpBridge::ListInvertedBounds</a></div><div class="ttdeci">InvertedBounds ListInvertedBounds() const</div><div class="ttdef"><b>Definition:</b> <a href="pdlp__bridge_8cc_source.html#l00152">pdlp_bridge.cc:152</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1math__opt_1_1_pdlp_bridge_html_a9796b82617a61e97132b3c0dab02c421"><div class="ttname"><a href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a9796b82617a61e97132b3c0dab02c421">operations_research::math_opt::PdlpBridge::PrimalVariablesToProto</a></div><div class="ttdeci">absl::StatusOr< SparseDoubleVectorProto > PrimalVariablesToProto(const Eigen::VectorXd &primal_values, const SparseVectorFilterProto &variable_filter) const</div><div class="ttdef"><b>Definition:</b> <a href="pdlp__bridge_8cc_source.html#l00172">pdlp_bridge.cc:172</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1math__opt_1_1_pdlp_bridge_html_a9db862a60a5d6ef15cac238156a00816"><div class="ttname"><a href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a9db862a60a5d6ef15cac238156a00816">operations_research::math_opt::PdlpBridge::ReducedCostsToProto</a></div><div class="ttdeci">absl::StatusOr< SparseDoubleVectorProto > ReducedCostsToProto(const Eigen::VectorXd &reduced_costs, const SparseVectorFilterProto &variable_filter) const</div><div class="ttdef"><b>Definition:</b> <a href="pdlp__bridge_8cc_source.html#l00185">pdlp_bridge.cc:185</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1math__opt_1_1_pdlp_bridge_html_af58f656a8964c411736f6d460616f633"><div class="ttname"><a href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#af58f656a8964c411736f6d460616f633">operations_research::math_opt::PdlpBridge::PdlpBridge</a></div><div class="ttdeci">PdlpBridge()=default</div></div>
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<div class="ttc" id="acp__model__solver_8cc_html_a6ac76d8a372013f67c4973012948ec84"><div class="ttname"><a href="cp__model__solver_8cc.html#a6ac76d8a372013f67c4973012948ec84">model_proto</a></div><div class="ttdeci">CpModelProto const * model_proto</div><div class="ttdef"><b>Definition:</b> <a href="cp__model__solver_8cc_source.html#l02048">cp_model_solver.cc:2048</a></div></div>
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<div class="ttc" id="ainverted__bounds_8h_html"><div class="ttname"><a href="inverted__bounds_8h.html">inverted_bounds.h</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1math__opt_html"><div class="ttname"><a href="namespaceoperations__research_1_1math__opt.html">operations_research::math_opt</a></div><div class="ttdef"><b>Definition:</b> <a href="arrow__operator__proxy_8h_source.html#l00020">arrow_operator_proxy.h:20</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_html"><div class="ttname"><a href="namespaceoperations__research.html">operations_research</a></div><div class="ttdoc">Collection of objects used to extend the Constraint Solver library.</div><div class="ttdef"><b>Definition:</b> <a href="dense__doubly__linked__list_8h_source.html#l00021">dense_doubly_linked_list.h:21</a></div></div>
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<div class="ttc" id="aquadratic__program_8h_html"><div class="ttname"><a href="quadratic__program_8h.html">quadratic_program.h</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1math__opt_1_1_inverted_bounds_html"><div class="ttname"><a href="structoperations__research_1_1math__opt_1_1_inverted_bounds.html">operations_research::math_opt::InvertedBounds</a></div><div class="ttdef"><b>Definition:</b> <a href="inverted__bounds_8h_source.html#l00032">inverted_bounds.h:32</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">operations_research::pdlp::QuadraticProgram</a></div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00054">quadratic_program.h:54</a></div></div>
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