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<div class="headertitle"><div class="title">reduced_costs.cc</div></div>
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<a href="reduced__costs_8cc.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno"> 1</span><span class="comment">// Copyright 2010-2021 Google LLC</span></div>
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<div class="line"><a id="l00002" name="l00002"></a><span class="lineno"> 2</span><span class="comment">// Licensed under the Apache License, Version 2.0 (the "License");</span></div>
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<div class="line"><a id="l00003" name="l00003"></a><span class="lineno"> 3</span><span class="comment">// you may not use this file except in compliance with the License.</span></div>
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<div class="line"><a id="l00004" name="l00004"></a><span class="lineno"> 4</span><span class="comment">// You may obtain a copy of the License at</span></div>
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<div class="line"><a id="l00005" name="l00005"></a><span class="lineno"> 5</span><span class="comment">//</span></div>
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<div class="line"><a id="l00006" name="l00006"></a><span class="lineno"> 6</span><span class="comment">// http://www.apache.org/licenses/LICENSE-2.0</span></div>
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<div class="line"><a id="l00007" name="l00007"></a><span class="lineno"> 7</span><span class="comment">//</span></div>
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<div class="line"><a id="l00008" name="l00008"></a><span class="lineno"> 8</span><span class="comment">// Unless required by applicable law or agreed to in writing, software</span></div>
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<div class="line"><a id="l00009" name="l00009"></a><span class="lineno"> 9</span><span class="comment">// distributed under the License is distributed on an "AS IS" BASIS,</span></div>
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<div class="line"><a id="l00010" name="l00010"></a><span class="lineno"> 10</span><span class="comment">// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span></div>
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<div class="line"><a id="l00011" name="l00011"></a><span class="lineno"> 11</span><span class="comment">// See the License for the specific language governing permissions and</span></div>
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<div class="line"><a id="l00012" name="l00012"></a><span class="lineno"> 12</span><span class="comment">// limitations under the License.</span></div>
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<div class="line"><a id="l00013" name="l00013"></a><span class="lineno"> 13</span> </div>
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<div class="line"><a id="l00014" name="l00014"></a><span class="lineno"> 14</span><span class="preprocessor">#include "<a class="code" href="reduced__costs_8h.html">ortools/glop/reduced_costs.h</a>"</span></div>
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<div class="line"><a id="l00015" name="l00015"></a><span class="lineno"> 15</span> </div>
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<div class="line"><a id="l00016" name="l00016"></a><span class="lineno"> 16</span><span class="preprocessor">#include <random></span></div>
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<div class="line"><a id="l00017" name="l00017"></a><span class="lineno"> 17</span> </div>
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<div class="line"><a id="l00018" name="l00018"></a><span class="lineno"> 18</span><span class="preprocessor">#ifdef OMP</span></div>
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<div class="line"><a id="l00019" name="l00019"></a><span class="lineno"> 19</span><span class="preprocessor">#include <omp.h></span></div>
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<div class="line"><a id="l00020" name="l00020"></a><span class="lineno"> 20</span><span class="preprocessor">#endif</span></div>
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<div class="line"><a id="l00021" name="l00021"></a><span class="lineno"> 21</span> </div>
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<div class="line"><a id="l00022" name="l00022"></a><span class="lineno"> 22</span><span class="preprocessor">#include "<a class="code" href="lp__data_2lp__utils_8h.html">ortools/lp_data/lp_utils.h</a>"</span></div>
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<div class="line"><a id="l00023" name="l00023"></a><span class="lineno"> 23</span> </div>
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<div class="line"><a id="l00024" name="l00024"></a><span class="lineno"> 24</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="l00025" name="l00025"></a><span class="lineno"> 25</span><span class="keyword">namespace </span>glop {</div>
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<div class="line"><a id="l00026" name="l00026"></a><span class="lineno"> 26</span> </div>
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<div class="line"><a id="l00027" name="l00027"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a1e791b0f7c5332a1089da9dd0c6be895"> 27</a></span><a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a1e791b0f7c5332a1089da9dd0c6be895">ReducedCosts::ReducedCosts</a>(<span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html">CompactSparseMatrix</a>& matrix,</div>
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<div class="line"><a id="l00028" name="l00028"></a><span class="lineno"> 28</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& objective,</div>
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<div class="line"><a id="l00029" name="l00029"></a><span class="lineno"> 29</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">RowToColMapping</a>& basis,</div>
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<div class="line"><a id="l00030" name="l00030"></a><span class="lineno"> 30</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_variables_info.html">VariablesInfo</a>& variables_info,</div>
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<div class="line"><a id="l00031" name="l00031"></a><span class="lineno"> 31</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_basis_factorization.html">BasisFactorization</a>& basis_factorization,</div>
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<div class="line"><a id="l00032" name="l00032"></a><span class="lineno"> 32</span> absl::BitGenRef random)</div>
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<div class="line"><a id="l00033" name="l00033"></a><span class="lineno"> 33</span> : matrix_(matrix),</div>
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<div class="line"><a id="l00034" name="l00034"></a><span class="lineno"> 34</span> <a class="code hl_variable" href="search_8cc.html#a9c6d2505b571d11bc113813060f465a3">objective_</a>(objective),</div>
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<div class="line"><a id="l00035" name="l00035"></a><span class="lineno"> 35</span> basis_(basis),</div>
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<div class="line"><a id="l00036" name="l00036"></a><span class="lineno"> 36</span> variables_info_(variables_info),</div>
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<div class="line"><a id="l00037" name="l00037"></a><span class="lineno"> 37</span> basis_factorization_(basis_factorization),</div>
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<div class="line"><a id="l00038" name="l00038"></a><span class="lineno"> 38</span> random_(random),</div>
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<div class="line"><a id="l00039" name="l00039"></a><span class="lineno"> 39</span> parameters_(),</div>
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<div class="line"><a id="l00040" name="l00040"></a><span class="lineno"> 40</span> stats_(),</div>
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<div class="line"><a id="l00041" name="l00041"></a><span class="lineno"> 41</span> must_refactorize_basis_(false),</div>
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<div class="line"><a id="l00042" name="l00042"></a><span class="lineno"> 42</span> recompute_basic_objective_left_inverse_(true),</div>
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<div class="line"><a id="l00043" name="l00043"></a><span class="lineno"> 43</span> recompute_basic_objective_(true),</div>
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<div class="line"><a id="l00044" name="l00044"></a><span class="lineno"> 44</span> recompute_reduced_costs_(true),</div>
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<div class="line"><a id="l00045" name="l00045"></a><span class="lineno"> 45</span> are_reduced_costs_precise_(false),</div>
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<div class="line"><a id="l00046" name="l00046"></a><span class="lineno"> 46</span> are_reduced_costs_recomputed_(false),</div>
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<div class="line"><a id="l00047" name="l00047"></a><span class="lineno"> 47</span> basic_objective_(),</div>
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<div class="line"><a id="l00048" name="l00048"></a><span class="lineno"> 48</span> reduced_costs_(),</div>
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<div class="line"><a id="l00049" name="l00049"></a><span class="lineno"> 49</span> basic_objective_left_inverse_(),</div>
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<div class="line"><a id="l00050" name="l00050"></a><span class="lineno"> 50</span> dual_feasibility_tolerance_() {}</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"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#af507437729fd1e93677772e748ca1cfc"> 52</a></span><span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#af507437729fd1e93677772e748ca1cfc">ReducedCosts::NeedsBasisRefactorization</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00053" name="l00053"></a><span class="lineno"> 53</span> <span class="keywordflow">return</span> must_refactorize_basis_;</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> </div>
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<div class="line"><a id="l00056" name="l00056"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4c84d90865988c9b4cf5e793be311bbf"> 56</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_reduced_costs.html#a4c84d90865988c9b4cf5e793be311bbf">ReducedCosts::TestEnteringReducedCostPrecision</a>(</div>
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<div class="line"><a id="l00057" name="l00057"></a><span class="lineno"> 57</span> ColIndex entering_col, <span class="keyword">const</span> <a class="code hl_struct" href="structoperations__research_1_1glop_1_1_scattered_column.html">ScatteredColumn</a>& direction) {</div>
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<div class="line"><a id="l00058" name="l00058"></a><span class="lineno"> 58</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a id="l00059" name="l00059"></a><span class="lineno"> 59</span> <span class="keywordflow">if</span> (recompute_basic_objective_) {</div>
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<div class="line"><a id="l00060" name="l00060"></a><span class="lineno"> 60</span> ComputeBasicObjective();</div>
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<div class="line"><a id="l00061" name="l00061"></a><span class="lineno"> 61</span> }</div>
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<div class="line"><a id="l00062" name="l00062"></a><span class="lineno"> 62</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> old_reduced_cost = reduced_costs_[entering_col];</div>
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<div class="line"><a id="l00063" name="l00063"></a><span class="lineno"> 63</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> precise_reduced_cost =</div>
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<div class="line"><a id="l00064" name="l00064"></a><span class="lineno"> 64</span> objective_[entering_col] + cost_perturbations_[entering_col] -</div>
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<div class="line"><a id="l00065" name="l00065"></a><span class="lineno"> 65</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a46fb729c0be27d1b97db15e0ce9c6067">PreciseScalarProduct</a>(basic_objective_, direction);</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="comment">// Update the reduced cost of the entering variable with the precise version.</span></div>
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<div class="line"><a id="l00068" name="l00068"></a><span class="lineno"> 68</span> reduced_costs_[entering_col] = precise_reduced_cost;</div>
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<div class="line"><a id="l00069" name="l00069"></a><span class="lineno"> 69</span> </div>
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<div class="line"><a id="l00070" name="l00070"></a><span class="lineno"> 70</span> <span class="comment">// At this point, we have an entering variable that will move the objective in</span></div>
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<div class="line"><a id="l00071" name="l00071"></a><span class="lineno"> 71</span> <span class="comment">// the good direction. We check the precision of the reduced cost and edges</span></div>
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<div class="line"><a id="l00072" name="l00072"></a><span class="lineno"> 72</span> <span class="comment">// norm, but even if they are imprecise, we finish this pivot and will</span></div>
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<div class="line"><a id="l00073" name="l00073"></a><span class="lineno"> 73</span> <span class="comment">// recompute them during the next call to ChooseEnteringColumn().</span></div>
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<div class="line"><a id="l00074" name="l00074"></a><span class="lineno"> 74</span> </div>
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<div class="line"><a id="l00075" name="l00075"></a><span class="lineno"> 75</span> <span class="comment">// Estimate the accuracy of the reduced costs using the entering variable.</span></div>
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<div class="line"><a id="l00076" name="l00076"></a><span class="lineno"> 76</span> <span class="keywordflow">if</span> (!recompute_reduced_costs_) {</div>
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<div class="line"><a id="l00077" name="l00077"></a><span class="lineno"> 77</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> estimated_reduced_costs_accuracy =</div>
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<div class="line"><a id="l00078" name="l00078"></a><span class="lineno"> 78</span> old_reduced_cost - precise_reduced_cost;</div>
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<div class="line"><a id="l00079" name="l00079"></a><span class="lineno"> 79</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> scale =</div>
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<div class="line"><a id="l00080" name="l00080"></a><span class="lineno"> 80</span> (std::abs(precise_reduced_cost) <= 1.0) ? 1.0 : precise_reduced_cost;</div>
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<div class="line"><a id="l00081" name="l00081"></a><span class="lineno"> 81</span> stats_.reduced_costs_accuracy.Add(estimated_reduced_costs_accuracy / scale);</div>
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<div class="line"><a id="l00082" name="l00082"></a><span class="lineno"> 82</span> <span class="keywordflow">if</span> (std::abs(estimated_reduced_costs_accuracy) / scale ></div>
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<div class="line"><a id="l00083" name="l00083"></a><span class="lineno"> 83</span> parameters_.recompute_reduced_costs_threshold()) {</div>
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<div class="line"><a id="l00084" name="l00084"></a><span class="lineno"> 84</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Recomputing reduced costs, value = "</span> << precise_reduced_cost</div>
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<div class="line"><a id="l00085" name="l00085"></a><span class="lineno"> 85</span> << <span class="stringliteral">" error = "</span></div>
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<div class="line"><a id="l00086" name="l00086"></a><span class="lineno"> 86</span> << std::abs(precise_reduced_cost - old_reduced_cost);</div>
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<div class="line"><a id="l00087" name="l00087"></a><span class="lineno"> 87</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">MakeReducedCostsPrecise</a>();</div>
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<div class="line"><a id="l00088" name="l00088"></a><span class="lineno"> 88</span> }</div>
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<div class="line"><a id="l00089" name="l00089"></a><span class="lineno"> 89</span> }</div>
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<div class="line"><a id="l00090" name="l00090"></a><span class="lineno"> 90</span> </div>
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<div class="line"><a id="l00091" name="l00091"></a><span class="lineno"> 91</span> <span class="keywordflow">return</span> precise_reduced_cost;</div>
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<div class="line"><a id="l00092" name="l00092"></a><span class="lineno"> 92</span>}</div>
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<div class="line"><a id="l00093" name="l00093"></a><span class="lineno"> 93</span> </div>
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<div class="line"><a id="l00094" name="l00094"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#abe66b4ab180dc3214aeda5f430bab5ea"> 94</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_reduced_costs.html#abe66b4ab180dc3214aeda5f430bab5ea">ReducedCosts::ComputeMaximumDualResidual</a>() {</div>
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<div class="line"><a id="l00095" name="l00095"></a><span class="lineno"> 95</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a id="l00096" name="l00096"></a><span class="lineno"> 96</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dual_residual_error(0.0);</div>
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<div class="line"><a id="l00097" name="l00097"></a><span class="lineno"> 97</span> <span class="keyword">const</span> RowIndex num_rows = matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">num_rows</a>();</div>
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<div class="line"><a id="l00098" name="l00098"></a><span class="lineno"> 98</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& dual_values = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#aaa803ce9366dca251925e0bdde517430">Transpose</a>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aafa77a9d37843a7c27694231735465bc">GetDualValues</a>());</div>
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<div class="line"><a id="l00099" name="l00099"></a><span class="lineno"> 99</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>
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<div class="line"><a id="l00100" name="l00100"></a><span class="lineno"> 100</span> <span class="keyword">const</span> ColIndex basic_col = basis_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
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<div class="line"><a id="l00101" name="l00101"></a><span class="lineno"> 101</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> residual =</div>
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<div class="line"><a id="l00102" name="l00102"></a><span class="lineno"> 102</span> objective_[basic_col] + cost_perturbations_[basic_col] -</div>
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<div class="line"><a id="l00103" name="l00103"></a><span class="lineno"> 103</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#abdd940ad64b555052b33e763b80aea26">ColumnScalarProduct</a>(basic_col, dual_values);</div>
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<div class="line"><a id="l00104" name="l00104"></a><span class="lineno"> 104</span> dual_residual_error = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(dual_residual_error, std::abs(residual));</div>
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<div class="line"><a id="l00105" name="l00105"></a><span class="lineno"> 105</span> }</div>
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<div class="line"><a id="l00106" name="l00106"></a><span class="lineno"> 106</span> <span class="keywordflow">return</span> dual_residual_error;</div>
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<div class="line"><a id="l00107" name="l00107"></a><span class="lineno"> 107</span>}</div>
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<div class="line"><a id="l00108" name="l00108"></a><span class="lineno"> 108</span> </div>
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<div class="line"><a id="l00109" name="l00109"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#adbccaf804edd4b0dd0a1241f94796211"> 109</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_reduced_costs.html#adbccaf804edd4b0dd0a1241f94796211">ReducedCosts::ComputeMaximumDualInfeasibility</a>() {</div>
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<div class="line"><a id="l00110" name="l00110"></a><span class="lineno"> 110</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a id="l00111" name="l00111"></a><span class="lineno"> 111</span> </div>
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<div class="line"><a id="l00112" name="l00112"></a><span class="lineno"> 112</span> <span class="comment">// Trigger a recomputation if needed so that reduced_costs_ is valid.</span></div>
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<div class="line"><a id="l00113" name="l00113"></a><span class="lineno"> 113</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
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<div class="line"><a id="l00114" name="l00114"></a><span class="lineno"> 114</span> </div>
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<div class="line"><a id="l00115" name="l00115"></a><span class="lineno"> 115</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> maximum_dual_infeasibility = 0.0;</div>
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<div class="line"><a id="l00116" name="l00116"></a><span class="lineno"> 116</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1_bitset64.html">DenseBitRow</a>& can_decrease = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f">GetCanDecreaseBitRow</a>();</div>
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<div class="line"><a id="l00117" name="l00117"></a><span class="lineno"> 117</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1_bitset64.html">DenseBitRow</a>& can_increase = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4">GetCanIncreaseBitRow</a>();</div>
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<div class="line"><a id="l00118" name="l00118"></a><span class="lineno"> 118</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ac4385751c629a96a6d1ef5ac70af45e1">GetIsRelevantBitRow</a>()) {</div>
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<div class="line"><a id="l00119" name="l00119"></a><span class="lineno"> 119</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> rc = reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00120" name="l00120"></a><span class="lineno"> 120</span> <span class="keywordflow">if</span> ((can_increase.<a class="code hl_function" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && rc < 0.0) ||</div>
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<div class="line"><a id="l00121" name="l00121"></a><span class="lineno"> 121</span> (can_decrease.<a class="code hl_function" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && rc > 0.0)) {</div>
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<div class="line"><a id="l00122" name="l00122"></a><span class="lineno"> 122</span> maximum_dual_infeasibility =</div>
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<div class="line"><a id="l00123" name="l00123"></a><span class="lineno"> 123</span> <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(maximum_dual_infeasibility, std::abs(rc));</div>
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<div class="line"><a id="l00124" name="l00124"></a><span class="lineno"> 124</span> }</div>
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<div class="line"><a id="l00125" name="l00125"></a><span class="lineno"> 125</span> }</div>
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<div class="line"><a id="l00126" name="l00126"></a><span class="lineno"> 126</span> <span class="keywordflow">return</span> maximum_dual_infeasibility;</div>
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<div class="line"><a id="l00127" name="l00127"></a><span class="lineno"> 127</span>}</div>
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<div class="line"><a id="l00128" name="l00128"></a><span class="lineno"> 128</span> </div>
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<div class="line"><a id="l00129" name="l00129"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a7020dbf208be9d5773aa72da00522a65"> 129</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_reduced_costs.html#a7020dbf208be9d5773aa72da00522a65">ReducedCosts::ComputeMaximumDualInfeasibilityOnNonBoxedVariables</a>() {</div>
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<div class="line"><a id="l00130" name="l00130"></a><span class="lineno"> 130</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a id="l00131" name="l00131"></a><span class="lineno"> 131</span> </div>
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<div class="line"><a id="l00132" name="l00132"></a><span class="lineno"> 132</span> <span class="comment">// Trigger a recomputation if needed so that reduced_costs_ is valid.</span></div>
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<div class="line"><a id="l00133" name="l00133"></a><span class="lineno"> 133</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
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<div class="line"><a id="l00134" name="l00134"></a><span class="lineno"> 134</span> </div>
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<div class="line"><a id="l00135" name="l00135"></a><span class="lineno"> 135</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> maximum_dual_infeasibility = 0.0;</div>
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<div class="line"><a id="l00136" name="l00136"></a><span class="lineno"> 136</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1_bitset64.html">DenseBitRow</a>& can_decrease = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f">GetCanDecreaseBitRow</a>();</div>
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<div class="line"><a id="l00137" name="l00137"></a><span class="lineno"> 137</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1_bitset64.html">DenseBitRow</a>& can_increase = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4">GetCanIncreaseBitRow</a>();</div>
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<div class="line"><a id="l00138" name="l00138"></a><span class="lineno"> 138</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1_bitset64.html">DenseBitRow</a>& is_boxed = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a505af340486fcf70ee83abb32e31a628">GetNonBasicBoxedVariables</a>();</div>
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<div class="line"><a id="l00139" name="l00139"></a><span class="lineno"> 139</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a8e726c118c4449d9d3c5761e2853661a">GetNotBasicBitRow</a>()) {</div>
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<div class="line"><a id="l00140" name="l00140"></a><span class="lineno"> 140</span> <span class="keywordflow">if</span> (is_boxed[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) <span class="keywordflow">continue</span>;</div>
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<div class="line"><a id="l00141" name="l00141"></a><span class="lineno"> 141</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> rc = reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00142" name="l00142"></a><span class="lineno"> 142</span> <span class="keywordflow">if</span> ((can_increase.<a class="code hl_function" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && rc < 0.0) ||</div>
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<div class="line"><a id="l00143" name="l00143"></a><span class="lineno"> 143</span> (can_decrease.<a class="code hl_function" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && rc > 0.0)) {</div>
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<div class="line"><a id="l00144" name="l00144"></a><span class="lineno"> 144</span> maximum_dual_infeasibility =</div>
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<div class="line"><a id="l00145" name="l00145"></a><span class="lineno"> 145</span> <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(maximum_dual_infeasibility, std::abs(rc));</div>
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<div class="line"><a id="l00146" name="l00146"></a><span class="lineno"> 146</span> }</div>
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<div class="line"><a id="l00147" name="l00147"></a><span class="lineno"> 147</span> }</div>
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<div class="line"><a id="l00148" name="l00148"></a><span class="lineno"> 148</span> <span class="keywordflow">return</span> maximum_dual_infeasibility;</div>
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<div class="line"><a id="l00149" name="l00149"></a><span class="lineno"> 149</span>}</div>
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<div class="line"><a id="l00150" name="l00150"></a><span class="lineno"> 150</span> </div>
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<div class="line"><a id="l00151" name="l00151"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a8c6b06588c4c7831a7be2ad14be46772"> 151</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_reduced_costs.html#a8c6b06588c4c7831a7be2ad14be46772">ReducedCosts::ComputeSumOfDualInfeasibilities</a>() {</div>
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<div class="line"><a id="l00152" name="l00152"></a><span class="lineno"> 152</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a id="l00153" name="l00153"></a><span class="lineno"> 153</span> </div>
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<div class="line"><a id="l00154" name="l00154"></a><span class="lineno"> 154</span> <span class="comment">// Trigger a recomputation if needed so that reduced_costs_ is valid.</span></div>
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<div class="line"><a id="l00155" name="l00155"></a><span class="lineno"> 155</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
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<div class="line"><a id="l00156" name="l00156"></a><span class="lineno"> 156</span> </div>
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<div class="line"><a id="l00157" name="l00157"></a><span class="lineno"> 157</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dual_infeasibility_sum = 0.0;</div>
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<div class="line"><a id="l00158" name="l00158"></a><span class="lineno"> 158</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1_bitset64.html">DenseBitRow</a>& can_decrease = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f">GetCanDecreaseBitRow</a>();</div>
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<div class="line"><a id="l00159" name="l00159"></a><span class="lineno"> 159</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1_bitset64.html">DenseBitRow</a>& can_increase = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4">GetCanIncreaseBitRow</a>();</div>
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<div class="line"><a id="l00160" name="l00160"></a><span class="lineno"> 160</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ac4385751c629a96a6d1ef5ac70af45e1">GetIsRelevantBitRow</a>()) {</div>
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<div class="line"><a id="l00161" name="l00161"></a><span class="lineno"> 161</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> rc = reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00162" name="l00162"></a><span class="lineno"> 162</span> <span class="keywordflow">if</span> ((can_increase.<a class="code hl_function" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && rc < 0.0) ||</div>
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<div class="line"><a id="l00163" name="l00163"></a><span class="lineno"> 163</span> (can_decrease.<a class="code hl_function" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && rc > 0.0)) {</div>
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<div class="line"><a id="l00164" name="l00164"></a><span class="lineno"> 164</span> dual_infeasibility_sum += std::abs(std::abs(rc));</div>
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<div class="line"><a id="l00165" name="l00165"></a><span class="lineno"> 165</span> }</div>
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<div class="line"><a id="l00166" name="l00166"></a><span class="lineno"> 166</span> }</div>
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<div class="line"><a id="l00167" name="l00167"></a><span class="lineno"> 167</span> <span class="keywordflow">return</span> dual_infeasibility_sum;</div>
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<div class="line"><a id="l00168" name="l00168"></a><span class="lineno"> 168</span>}</div>
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<div class="line"><a id="l00169" name="l00169"></a><span class="lineno"> 169</span> </div>
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<div class="line"><a id="l00170" name="l00170"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9a45fa5802a8fec70bec2fc6f9258056"> 170</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9a45fa5802a8fec70bec2fc6f9258056">ReducedCosts::UpdateBeforeBasisPivot</a>(ColIndex entering_col,</div>
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<div class="line"><a id="l00171" name="l00171"></a><span class="lineno"> 171</span> RowIndex leaving_row,</div>
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<div class="line"><a id="l00172" name="l00172"></a><span class="lineno"> 172</span> <span class="keyword">const</span> <a class="code hl_struct" href="structoperations__research_1_1glop_1_1_scattered_column.html">ScatteredColumn</a>& direction,</div>
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<div class="line"><a id="l00173" name="l00173"></a><span class="lineno"> 173</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_update_row.html">UpdateRow</a>* update_row) {</div>
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<div class="line"><a id="l00174" name="l00174"></a><span class="lineno"> 174</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a id="l00175" name="l00175"></a><span class="lineno"> 175</span> <span class="keyword">const</span> ColIndex leaving_col = basis_[leaving_row];</div>
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<div class="line"><a id="l00176" name="l00176"></a><span class="lineno"> 176</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(!variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">GetIsBasicBitRow</a>().<a class="code hl_function" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(entering_col));</div>
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<div class="line"><a id="l00177" name="l00177"></a><span class="lineno"> 177</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">GetIsBasicBitRow</a>().<a class="code hl_function" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(leaving_col));</div>
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<div class="line"><a id="l00178" name="l00178"></a><span class="lineno"> 178</span> </div>
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<div class="line"><a id="l00179" name="l00179"></a><span class="lineno"> 179</span> <span class="comment">// If we are recomputing everything when requested, no need to update.</span></div>
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<div class="line"><a id="l00180" name="l00180"></a><span class="lineno"> 180</span> <span class="keywordflow">if</span> (!recompute_reduced_costs_) {</div>
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<div class="line"><a id="l00181" name="l00181"></a><span class="lineno"> 181</span> UpdateReducedCosts(entering_col, leaving_col, leaving_row,</div>
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<div class="line"><a id="l00182" name="l00182"></a><span class="lineno"> 182</span> direction[leaving_row], update_row);</div>
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<div class="line"><a id="l00183" name="l00183"></a><span class="lineno"> 183</span> }</div>
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<div class="line"><a id="l00184" name="l00184"></a><span class="lineno"> 184</span> </div>
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<div class="line"><a id="l00185" name="l00185"></a><span class="lineno"> 185</span> <span class="comment">// Note that it is important to update basic_objective_ AFTER calling</span></div>
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<div class="line"><a id="l00186" name="l00186"></a><span class="lineno"> 186</span> <span class="comment">// UpdateReducedCosts().</span></div>
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<div class="line"><a id="l00187" name="l00187"></a><span class="lineno"> 187</span> UpdateBasicObjective(entering_col, leaving_row);</div>
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<div class="line"><a id="l00188" name="l00188"></a><span class="lineno"> 188</span>}</div>
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<div class="line"><a id="l00189" name="l00189"></a><span class="lineno"> 189</span> </div>
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<div class="line"><a id="l00190" name="l00190"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a6601cb283594a187e1a513598f3a9b3d"> 190</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a6601cb283594a187e1a513598f3a9b3d">ReducedCosts::SetNonBasicVariableCostToZero</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
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<div class="line"><a id="l00191" name="l00191"></a><span class="lineno"> 191</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* current_cost) {</div>
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<div class="line"><a id="l00192" name="l00192"></a><span class="lineno"> 192</span> <a class="code hl_define" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">GetStatusRow</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>);</div>
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<div class="line"><a id="l00193" name="l00193"></a><span class="lineno"> 193</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(current_cost, &objective_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
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<div class="line"><a id="l00194" name="l00194"></a><span class="lineno"> 194</span> reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] -= objective_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00195" name="l00195"></a><span class="lineno"> 195</span> *current_cost = 0.0;</div>
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<div class="line"><a id="l00196" name="l00196"></a><span class="lineno"> 196</span>}</div>
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<div class="line"><a id="l00197" name="l00197"></a><span class="lineno"> 197</span> </div>
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<div class="line"><a id="l00198" name="l00198"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ae7202d055b6b172a8a1da4f5b136f9ea"> 198</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ae7202d055b6b172a8a1da4f5b136f9ea">ReducedCosts::SetParameters</a>(<span class="keyword">const</span> GlopParameters& <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>) {</div>
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<div class="line"><a id="l00199" name="l00199"></a><span class="lineno"> 199</span> parameters_ = <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>;</div>
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<div class="line"><a id="l00200" name="l00200"></a><span class="lineno"> 200</span>}</div>
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<div class="line"><a id="l00201" name="l00201"></a><span class="lineno"> 201</span> </div>
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<div class="line"><a id="l00202" name="l00202"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c"> 202</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c">ReducedCosts::ResetForNewObjective</a>() {</div>
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<div class="line"><a id="l00203" name="l00203"></a><span class="lineno"> 203</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a id="l00204" name="l00204"></a><span class="lineno"> 204</span> recompute_basic_objective_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00205" name="l00205"></a><span class="lineno"> 205</span> recompute_basic_objective_left_inverse_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00206" name="l00206"></a><span class="lineno"> 206</span> are_reduced_costs_precise_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00207" name="l00207"></a><span class="lineno"> 207</span> SetRecomputeReducedCostsAndNotifyWatchers();</div>
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<div class="line"><a id="l00208" name="l00208"></a><span class="lineno"> 208</span>}</div>
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<div class="line"><a id="l00209" name="l00209"></a><span class="lineno"> 209</span> </div>
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<div class="line"><a id="l00210" name="l00210"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ac51f5d5ea0bb75f2f55e836527c43f58"> 210</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ac51f5d5ea0bb75f2f55e836527c43f58">ReducedCosts::UpdateDataOnBasisPermutation</a>() {</div>
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<div class="line"><a id="l00211" name="l00211"></a><span class="lineno"> 211</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a id="l00212" name="l00212"></a><span class="lineno"> 212</span> recompute_basic_objective_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00213" name="l00213"></a><span class="lineno"> 213</span> recompute_basic_objective_left_inverse_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00214" name="l00214"></a><span class="lineno"> 214</span>}</div>
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<div class="line"><a id="l00215" name="l00215"></a><span class="lineno"> 215</span> </div>
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<div class="line"><a id="l00216" name="l00216"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2"> 216</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">ReducedCosts::MakeReducedCostsPrecise</a>() {</div>
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<div class="line"><a id="l00217" name="l00217"></a><span class="lineno"> 217</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a id="l00218" name="l00218"></a><span class="lineno"> 218</span> <span class="keywordflow">if</span> (are_reduced_costs_precise_) <span class="keywordflow">return</span>;</div>
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<div class="line"><a id="l00219" name="l00219"></a><span class="lineno"> 219</span> must_refactorize_basis_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00220" name="l00220"></a><span class="lineno"> 220</span> recompute_basic_objective_left_inverse_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00221" name="l00221"></a><span class="lineno"> 221</span> SetRecomputeReducedCostsAndNotifyWatchers();</div>
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<div class="line"><a id="l00222" name="l00222"></a><span class="lineno"> 222</span>}</div>
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<div class="line"><a id="l00223" name="l00223"></a><span class="lineno"> 223</span> </div>
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<div class="line"><a id="l00224" name="l00224"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a30f0ce948222e17e5992ebd66493316e"> 224</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a30f0ce948222e17e5992ebd66493316e">ReducedCosts::PerturbCosts</a>() {</div>
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<div class="line"><a id="l00225" name="l00225"></a><span class="lineno"> 225</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a id="l00226" name="l00226"></a><span class="lineno"> 226</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Perturbing the costs ... "</span>;</div>
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<div class="line"><a id="l00227" name="l00227"></a><span class="lineno"> 227</span> </div>
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<div class="line"><a id="l00228" name="l00228"></a><span class="lineno"> 228</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> max_cost_magnitude = 0.0;</div>
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<div class="line"><a id="l00229" name="l00229"></a><span class="lineno"> 229</span> <span class="keyword">const</span> ColIndex structural_size =</div>
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<div class="line"><a id="l00230" name="l00230"></a><span class="lineno"> 230</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>() - <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">num_rows</a>());</div>
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<div class="line"><a id="l00231" name="l00231"></a><span class="lineno"> 231</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> < structural_size; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00232" name="l00232"></a><span class="lineno"> 232</span> max_cost_magnitude =</div>
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<div class="line"><a id="l00233" name="l00233"></a><span class="lineno"> 233</span> <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(max_cost_magnitude, std::abs(objective_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
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<div class="line"><a id="l00234" name="l00234"></a><span class="lineno"> 234</span> }</div>
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<div class="line"><a id="l00235" name="l00235"></a><span class="lineno"> 235</span> </div>
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<div class="line"><a id="l00236" name="l00236"></a><span class="lineno"> 236</span> cost_perturbations_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">AssignToZero</a>(matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>());</div>
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<div class="line"><a id="l00237" name="l00237"></a><span class="lineno"> 237</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> < structural_size; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00238" name="l00238"></a><span class="lineno"> 238</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> objective = objective_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00239" name="l00239"></a><span class="lineno"> 239</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> magnitude =</div>
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<div class="line"><a id="l00240" name="l00240"></a><span class="lineno"> 240</span> (1.0 + std::uniform_real_distribution<double>()(random_)) *</div>
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<div class="line"><a id="l00241" name="l00241"></a><span class="lineno"> 241</span> (parameters_.relative_cost_perturbation() * std::abs(objective) +</div>
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<div class="line"><a id="l00242" name="l00242"></a><span class="lineno"> 242</span> parameters_.relative_max_cost_perturbation() * max_cost_magnitude);</div>
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<div class="line"><a id="l00243" name="l00243"></a><span class="lineno"> 243</span> <a class="code hl_define" href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a>(magnitude, 0.0);</div>
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<div class="line"><a id="l00244" name="l00244"></a><span class="lineno"> 244</span> </div>
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<div class="line"><a id="l00245" name="l00245"></a><span class="lineno"> 245</span> <span class="comment">// The perturbation direction is such that a dual-feasible solution stays</span></div>
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<div class="line"><a id="l00246" name="l00246"></a><span class="lineno"> 246</span> <span class="comment">// feasible. This is important.</span></div>
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<div class="line"><a id="l00247" name="l00247"></a><span class="lineno"> 247</span> <span class="keyword">const</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027">VariableType</a> type = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00248" name="l00248"></a><span class="lineno"> 248</span> <span class="keywordflow">switch</span> (type) {</div>
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<div class="line"><a id="l00249" name="l00249"></a><span class="lineno"> 249</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a2882f30bbca588e5d0e88be217ce75c1">VariableType::UNCONSTRAINED</a>:</div>
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<div class="line"><a id="l00250" name="l00250"></a><span class="lineno"> 250</span> <span class="keywordflow">break</span>;</div>
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<div class="line"><a id="l00251" name="l00251"></a><span class="lineno"> 251</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027aaa56837dd3f2917e1e13f3173b596103">VariableType::FIXED_VARIABLE</a>:</div>
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<div class="line"><a id="l00252" name="l00252"></a><span class="lineno"> 252</span> <span class="keywordflow">break</span>;</div>
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<div class="line"><a id="l00253" name="l00253"></a><span class="lineno"> 253</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a9972b9c8a6068625d6cf1f789f3fd872">VariableType::LOWER_BOUNDED</a>:</div>
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<div class="line"><a id="l00254" name="l00254"></a><span class="lineno"> 254</span> cost_perturbations_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = magnitude;</div>
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<div class="line"><a id="l00255" name="l00255"></a><span class="lineno"> 255</span> <span class="keywordflow">break</span>;</div>
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<div class="line"><a id="l00256" name="l00256"></a><span class="lineno"> 256</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027ae7243c883ff6508ee41b3b1339a7e8f1">VariableType::UPPER_BOUNDED</a>:</div>
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<div class="line"><a id="l00257" name="l00257"></a><span class="lineno"> 257</span> cost_perturbations_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = -magnitude;</div>
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<div class="line"><a id="l00258" name="l00258"></a><span class="lineno"> 258</span> <span class="keywordflow">break</span>;</div>
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<div class="line"><a id="l00259" name="l00259"></a><span class="lineno"> 259</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a62e32b9a6efb029208f576ee123b459f">VariableType::UPPER_AND_LOWER_BOUNDED</a>:</div>
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<div class="line"><a id="l00260" name="l00260"></a><span class="lineno"> 260</span> <span class="comment">// Here we don't necessarily maintain the dual-feasibility of a dual</span></div>
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<div class="line"><a id="l00261" name="l00261"></a><span class="lineno"> 261</span> <span class="comment">// feasible solution, however we can always shift the variable to its</span></div>
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<div class="line"><a id="l00262" name="l00262"></a><span class="lineno"> 262</span> <span class="comment">// other bound (because it is boxed) to restore dual-feasiblity. This is</span></div>
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<div class="line"><a id="l00263" name="l00263"></a><span class="lineno"> 263</span> <span class="comment">// done by MakeBoxedVariableDualFeasible() at the end of the dual</span></div>
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<div class="line"><a id="l00264" name="l00264"></a><span class="lineno"> 264</span> <span class="comment">// phase-I algorithm.</span></div>
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<div class="line"><a id="l00265" name="l00265"></a><span class="lineno"> 265</span> <span class="keywordflow">if</span> (objective > 0.0) {</div>
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<div class="line"><a id="l00266" name="l00266"></a><span class="lineno"> 266</span> cost_perturbations_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = magnitude;</div>
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<div class="line"><a id="l00267" name="l00267"></a><span class="lineno"> 267</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (objective < 0.0) {</div>
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<div class="line"><a id="l00268" name="l00268"></a><span class="lineno"> 268</span> cost_perturbations_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = -magnitude;</div>
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<div class="line"><a id="l00269" name="l00269"></a><span class="lineno"> 269</span> }</div>
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<div class="line"><a id="l00270" name="l00270"></a><span class="lineno"> 270</span> <span class="keywordflow">break</span>;</div>
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<div class="line"><a id="l00271" name="l00271"></a><span class="lineno"> 271</span> }</div>
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<div class="line"><a id="l00272" name="l00272"></a><span class="lineno"> 272</span> }</div>
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<div class="line"><a id="l00273" name="l00273"></a><span class="lineno"> 273</span>}</div>
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<div class="line"><a id="l00274" name="l00274"></a><span class="lineno"> 274</span> </div>
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<div class="line"><a id="l00275" name="l00275"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ad505e9a2cef08b82d01e13dbd031e2b4"> 275</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ad505e9a2cef08b82d01e13dbd031e2b4">ReducedCosts::ShiftCostIfNeeded</a>(<span class="keywordtype">bool</span> increasing_rc_is_needed,</div>
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<div class="line"><a id="l00276" name="l00276"></a><span class="lineno"> 276</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00277" name="l00277"></a><span class="lineno"> 277</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a id="l00278" name="l00278"></a><span class="lineno"> 278</span> </div>
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<div class="line"><a id="l00279" name="l00279"></a><span class="lineno"> 279</span> <span class="comment">// We always want a minimum step size, so if we have a negative step or</span></div>
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<div class="line"><a id="l00280" name="l00280"></a><span class="lineno"> 280</span> <span class="comment">// a step that is really small, we will shift the cost of the given column.</span></div>
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<div class="line"><a id="l00281" name="l00281"></a><span class="lineno"> 281</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> minimum_delta =</div>
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<div class="line"><a id="l00282" name="l00282"></a><span class="lineno"> 282</span> parameters_.degenerate_ministep_factor() * dual_feasibility_tolerance_;</div>
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<div class="line"><a id="l00283" name="l00283"></a><span class="lineno"> 283</span> <span class="keywordflow">if</span> (increasing_rc_is_needed && reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] <= -minimum_delta) <span class="keywordflow">return</span>;</div>
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<div class="line"><a id="l00284" name="l00284"></a><span class="lineno"> 284</span> <span class="keywordflow">if</span> (!increasing_rc_is_needed && reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] >= minimum_delta) <span class="keywordflow">return</span>;</div>
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<div class="line"><a id="l00285" name="l00285"></a><span class="lineno"> 285</span> </div>
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<div class="line"><a id="l00286" name="l00286"></a><span class="lineno"> 286</span> <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="resource_8cc.html#af12056bc2a8e3ec563f0940d87abbd2e">delta</a> =</div>
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<div class="line"><a id="l00287" name="l00287"></a><span class="lineno"> 287</span> increasing_rc_is_needed ? minimum_delta : -minimum_delta;</div>
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<div class="line"><a id="l00288" name="l00288"></a><span class="lineno"> 288</span> <a class="code hl_define" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(stats_.cost_shift.Add(reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] + <a class="code hl_variable" href="resource_8cc.html#af12056bc2a8e3ec563f0940d87abbd2e">delta</a>));</div>
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<div class="line"><a id="l00289" name="l00289"></a><span class="lineno"> 289</span> cost_perturbations_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] -= reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] + <a class="code hl_variable" href="resource_8cc.html#af12056bc2a8e3ec563f0940d87abbd2e">delta</a>;</div>
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<div class="line"><a id="l00290" name="l00290"></a><span class="lineno"> 290</span> reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = -<a class="code hl_variable" href="resource_8cc.html#af12056bc2a8e3ec563f0940d87abbd2e">delta</a>;</div>
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<div class="line"><a id="l00291" name="l00291"></a><span class="lineno"> 291</span> has_cost_shift_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00292" name="l00292"></a><span class="lineno"> 292</span>}</div>
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<div class="line"><a id="l00293" name="l00293"></a><span class="lineno"> 293</span> </div>
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<div class="line"><a id="l00294" name="l00294"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a748f3c689d4d77942316d8be3f105d33"> 294</a></span><span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a748f3c689d4d77942316d8be3f105d33">ReducedCosts::StepIsDualDegenerate</a>(<span class="keywordtype">bool</span> increasing_rc_is_needed,</div>
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<div class="line"><a id="l00295" name="l00295"></a><span class="lineno"> 295</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00296" name="l00296"></a><span class="lineno"> 296</span> <span class="keywordflow">if</span> (increasing_rc_is_needed && reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] >= 0.0) <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00297" name="l00297"></a><span class="lineno"> 297</span> <span class="keywordflow">if</span> (!increasing_rc_is_needed && reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] <= 0.0) <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00298" name="l00298"></a><span class="lineno"> 298</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00299" name="l00299"></a><span class="lineno"> 299</span>}</div>
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<div class="line"><a id="l00300" name="l00300"></a><span class="lineno"> 300</span> </div>
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<div class="line"><a id="l00301" name="l00301"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6"> 301</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">ReducedCosts::ClearAndRemoveCostShifts</a>() {</div>
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<div class="line"><a id="l00302" name="l00302"></a><span class="lineno"> 302</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a id="l00303" name="l00303"></a><span class="lineno"> 303</span> has_cost_shift_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00304" name="l00304"></a><span class="lineno"> 304</span> cost_perturbations_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">AssignToZero</a>(matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>());</div>
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<div class="line"><a id="l00305" name="l00305"></a><span class="lineno"> 305</span> recompute_basic_objective_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00306" name="l00306"></a><span class="lineno"> 306</span> recompute_basic_objective_left_inverse_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00307" name="l00307"></a><span class="lineno"> 307</span> are_reduced_costs_precise_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00308" name="l00308"></a><span class="lineno"> 308</span> SetRecomputeReducedCostsAndNotifyWatchers();</div>
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<div class="line"><a id="l00309" name="l00309"></a><span class="lineno"> 309</span>}</div>
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<div class="line"><a id="l00310" name="l00310"></a><span class="lineno"> 310</span> </div>
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<div class="line"><a id="l00311" name="l00311"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a95434616ab4c32fad60527c49fb7cfe5"> 311</a></span><span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a95434616ab4c32fad60527c49fb7cfe5">ReducedCosts::GetFullReducedCosts</a>() {</div>
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<div class="line"><a id="l00312" name="l00312"></a><span class="lineno"> 312</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a id="l00313" name="l00313"></a><span class="lineno"> 313</span> <span class="keywordflow">if</span> (!are_reduced_costs_recomputed_) {</div>
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<div class="line"><a id="l00314" name="l00314"></a><span class="lineno"> 314</span> SetRecomputeReducedCostsAndNotifyWatchers();</div>
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<div class="line"><a id="l00315" name="l00315"></a><span class="lineno"> 315</span> }</div>
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<div class="line"><a id="l00316" name="l00316"></a><span class="lineno"> 316</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
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<div class="line"><a id="l00317" name="l00317"></a><span class="lineno"> 317</span>}</div>
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<div class="line"><a id="l00318" name="l00318"></a><span class="lineno"> 318</span> </div>
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<div class="line"><a id="l00319" name="l00319"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251"> 319</a></span><span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">ReducedCosts::GetReducedCosts</a>() {</div>
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<div class="line"><a id="l00320" name="l00320"></a><span class="lineno"> 320</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a id="l00321" name="l00321"></a><span class="lineno"> 321</span> <span class="keywordflow">if</span> (basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>()) {</div>
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<div class="line"><a id="l00322" name="l00322"></a><span class="lineno"> 322</span> must_refactorize_basis_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00323" name="l00323"></a><span class="lineno"> 323</span> }</div>
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<div class="line"><a id="l00324" name="l00324"></a><span class="lineno"> 324</span> <span class="keywordflow">if</span> (recompute_reduced_costs_) {</div>
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<div class="line"><a id="l00325" name="l00325"></a><span class="lineno"> 325</span> ComputeReducedCosts();</div>
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<div class="line"><a id="l00326" name="l00326"></a><span class="lineno"> 326</span> }</div>
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<div class="line"><a id="l00327" name="l00327"></a><span class="lineno"> 327</span> <span class="keywordflow">return</span> reduced_costs_;</div>
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<div class="line"><a id="l00328" name="l00328"></a><span class="lineno"> 328</span>}</div>
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<div class="line"><a id="l00329" name="l00329"></a><span class="lineno"> 329</span> </div>
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<div class="line"><a id="l00330" name="l00330"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aafa77a9d37843a7c27694231735465bc"> 330</a></span><span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a>& <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aafa77a9d37843a7c27694231735465bc">ReducedCosts::GetDualValues</a>() {</div>
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<div class="line"><a id="l00331" name="l00331"></a><span class="lineno"> 331</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a id="l00332" name="l00332"></a><span class="lineno"> 332</span> ComputeBasicObjectiveLeftInverse();</div>
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<div class="line"><a id="l00333" name="l00333"></a><span class="lineno"> 333</span> <span class="keywordflow">return</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#aaa803ce9366dca251925e0bdde517430">Transpose</a>(basic_objective_left_inverse_.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">values</a>);</div>
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<div class="line"><a id="l00334" name="l00334"></a><span class="lineno"> 334</span>}</div>
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<div class="line"><a id="l00335" name="l00335"></a><span class="lineno"> 335</span> </div>
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<div class="line"><a id="l00336" name="l00336"></a><span class="lineno"> 336</span><span class="keywordtype">void</span> ReducedCosts::ComputeBasicObjective() {</div>
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<div class="line"><a id="l00337" name="l00337"></a><span class="lineno"> 337</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a id="l00338" name="l00338"></a><span class="lineno"> 338</span> <span class="keyword">const</span> ColIndex num_cols_in_basis = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">num_rows</a>());</div>
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<div class="line"><a id="l00339" name="l00339"></a><span class="lineno"> 339</span> cost_perturbations_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>(), 0.0);</div>
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<div class="line"><a id="l00340" name="l00340"></a><span class="lineno"> 340</span> basic_objective_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(num_cols_in_basis, 0.0);</div>
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<div class="line"><a id="l00341" name="l00341"></a><span class="lineno"> 341</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_in_basis; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00342" name="l00342"></a><span class="lineno"> 342</span> <span class="keyword">const</span> ColIndex basis_col = basis_[<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">ColToRowIndex</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)];</div>
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<div class="line"><a id="l00343" name="l00343"></a><span class="lineno"> 343</span> basic_objective_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] =</div>
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<div class="line"><a id="l00344" name="l00344"></a><span class="lineno"> 344</span> objective_[basis_col] + cost_perturbations_[basis_col];</div>
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<div class="line"><a id="l00345" name="l00345"></a><span class="lineno"> 345</span> }</div>
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<div class="line"><a id="l00346" name="l00346"></a><span class="lineno"> 346</span> recompute_basic_objective_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00347" name="l00347"></a><span class="lineno"> 347</span> recompute_basic_objective_left_inverse_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00348" name="l00348"></a><span class="lineno"> 348</span>}</div>
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<div class="line"><a id="l00349" name="l00349"></a><span class="lineno"> 349</span> </div>
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<div class="line"><a id="l00350" name="l00350"></a><span class="lineno"> 350</span><span class="keywordtype">void</span> ReducedCosts::ComputeReducedCosts() {</div>
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<div class="line"><a id="l00351" name="l00351"></a><span class="lineno"> 351</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a id="l00352" name="l00352"></a><span class="lineno"> 352</span> <span class="keywordflow">if</span> (recompute_basic_objective_left_inverse_) {</div>
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<div class="line"><a id="l00353" name="l00353"></a><span class="lineno"> 353</span> ComputeBasicObjectiveLeftInverse();</div>
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<div class="line"><a id="l00354" name="l00354"></a><span class="lineno"> 354</span> }</div>
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<div class="line"><a id="l00355" name="l00355"></a><span class="lineno"> 355</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dual_residual_error(0.0);</div>
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<div class="line"><a id="l00356" name="l00356"></a><span class="lineno"> 356</span> <span class="keyword">const</span> ColIndex num_cols = matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>();</div>
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<div class="line"><a id="l00357" name="l00357"></a><span class="lineno"> 357</span> </div>
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<div class="line"><a id="l00358" name="l00358"></a><span class="lineno"> 358</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>
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<div class="line"><a id="l00359" name="l00359"></a><span class="lineno"> 359</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#aaf3efa52c50a245bf2fc964386a15d49">DenseBitRow</a>& is_basic = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">GetIsBasicBitRow</a>();</div>
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<div class="line"><a id="l00360" name="l00360"></a><span class="lineno"> 360</span><span class="preprocessor">#ifdef OMP</span></div>
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<div class="line"><a id="l00361" name="l00361"></a><span class="lineno"> 361</span> <span class="keyword">const</span> <span class="keywordtype">int</span> num_omp_threads = parameters_.num_omp_threads();</div>
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<div class="line"><a id="l00362" name="l00362"></a><span class="lineno"> 362</span><span class="preprocessor">#else</span></div>
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<div class="line"><a id="l00363" name="l00363"></a><span class="lineno"> 363</span> <span class="keyword">const</span> <span class="keywordtype">int</span> num_omp_threads = 1;</div>
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<div class="line"><a id="l00364" name="l00364"></a><span class="lineno"> 364</span><span class="preprocessor">#endif</span></div>
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<div class="line"><a id="l00365" name="l00365"></a><span class="lineno"> 365</span> <span class="keywordflow">if</span> (num_omp_threads == 1) {</div>
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<div class="line"><a id="l00366" name="l00366"></a><span class="lineno"> 366</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00367" name="l00367"></a><span class="lineno"> 367</span> reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = objective_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] + cost_perturbations_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] -</div>
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<div class="line"><a id="l00368" name="l00368"></a><span class="lineno"> 368</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#abdd940ad64b555052b33e763b80aea26">ColumnScalarProduct</a>(</div>
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<div class="line"><a id="l00369" name="l00369"></a><span class="lineno"> 369</span> <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, basic_objective_left_inverse_.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">values</a>);</div>
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<div class="line"><a id="l00370" name="l00370"></a><span class="lineno"> 370</span> </div>
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<div class="line"><a id="l00371" name="l00371"></a><span class="lineno"> 371</span> <span class="comment">// We also compute the dual residual error y.B - c_B.</span></div>
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<div class="line"><a id="l00372" name="l00372"></a><span class="lineno"> 372</span> <span class="keywordflow">if</span> (is_basic.IsSet(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
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<div class="line"><a id="l00373" name="l00373"></a><span class="lineno"> 373</span> dual_residual_error =</div>
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<div class="line"><a id="l00374" name="l00374"></a><span class="lineno"> 374</span> <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(dual_residual_error, std::abs(reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
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<div class="line"><a id="l00375" name="l00375"></a><span class="lineno"> 375</span> }</div>
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<div class="line"><a id="l00376" name="l00376"></a><span class="lineno"> 376</span> }</div>
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<div class="line"><a id="l00377" name="l00377"></a><span class="lineno"> 377</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00378" name="l00378"></a><span class="lineno"> 378</span><span class="preprocessor">#ifdef OMP</span></div>
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<div class="line"><a id="l00379" name="l00379"></a><span class="lineno"> 379</span> <span class="comment">// In the multi-threaded case, perform the same computation as in the</span></div>
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<div class="line"><a id="l00380" name="l00380"></a><span class="lineno"> 380</span> <span class="comment">// single-threaded case above.</span></div>
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<div class="line"><a id="l00381" name="l00381"></a><span class="lineno"> 381</span> std::vector<Fractional> thread_local_dual_residual_error(num_omp_threads,</div>
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<div class="line"><a id="l00382" name="l00382"></a><span class="lineno"> 382</span> 0.0);</div>
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<div class="line"><a id="l00383" name="l00383"></a><span class="lineno"> 383</span> <span class="keyword">const</span> <span class="keywordtype">int</span> parallel_loop_size = num_cols.value();</div>
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<div class="line"><a id="l00384" name="l00384"></a><span class="lineno"> 384</span><span class="preprocessor">#pragma omp parallel for num_threads(num_omp_threads)</span></div>
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<div class="line"><a id="l00385" name="l00385"></a><span class="lineno"> 385</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < parallel_loop_size; i++) {</div>
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<div class="line"><a id="l00386" name="l00386"></a><span class="lineno"> 386</span> <span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(i);</div>
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<div class="line"><a id="l00387" name="l00387"></a><span class="lineno"> 387</span> reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = objective_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] + objective_perturbation_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] -</div>
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<div class="line"><a id="l00388" name="l00388"></a><span class="lineno"> 388</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#abdd940ad64b555052b33e763b80aea26">ColumnScalarProduct</a>(</div>
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<div class="line"><a id="l00389" name="l00389"></a><span class="lineno"> 389</span> <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, basic_objective_left_inverse_.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">values</a>);</div>
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<div class="line"><a id="l00390" name="l00390"></a><span class="lineno"> 390</span> </div>
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<div class="line"><a id="l00391" name="l00391"></a><span class="lineno"> 391</span> <span class="keywordflow">if</span> (is_basic.IsSet(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
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<div class="line"><a id="l00392" name="l00392"></a><span class="lineno"> 392</span> thread_local_dual_residual_error[omp_get_thread_num()] =</div>
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<div class="line"><a id="l00393" name="l00393"></a><span class="lineno"> 393</span> <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(thread_local_dual_residual_error[omp_get_thread_num()],</div>
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<div class="line"><a id="l00394" name="l00394"></a><span class="lineno"> 394</span> std::abs(reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
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<div class="line"><a id="l00395" name="l00395"></a><span class="lineno"> 395</span> }</div>
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<div class="line"><a id="l00396" name="l00396"></a><span class="lineno"> 396</span> }</div>
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<div class="line"><a id="l00397" name="l00397"></a><span class="lineno"> 397</span> <span class="comment">// end of omp parallel for</span></div>
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<div class="line"><a id="l00398" name="l00398"></a><span class="lineno"> 398</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < num_omp_threads; i++) {</div>
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<div class="line"><a id="l00399" name="l00399"></a><span class="lineno"> 399</span> dual_residual_error =</div>
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<div class="line"><a id="l00400" name="l00400"></a><span class="lineno"> 400</span> <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(dual_residual_error, thread_local_dual_residual_error[i]);</div>
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<div class="line"><a id="l00401" name="l00401"></a><span class="lineno"> 401</span> }</div>
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<div class="line"><a id="l00402" name="l00402"></a><span class="lineno"> 402</span><span class="preprocessor">#endif </span><span class="comment">// OMP</span></div>
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<div class="line"><a id="l00403" name="l00403"></a><span class="lineno"> 403</span> }</div>
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<div class="line"><a id="l00404" name="l00404"></a><span class="lineno"> 404</span> </div>
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<div class="line"><a id="l00405" name="l00405"></a><span class="lineno"> 405</span> deterministic_time_ +=</div>
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<div class="line"><a id="l00406" name="l00406"></a><span class="lineno"> 406</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#aedb714d776d86539dbb9f42ae5d7d923">DeterministicTimeForFpOperations</a>(matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>().value());</div>
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<div class="line"><a id="l00407" name="l00407"></a><span class="lineno"> 407</span> recompute_reduced_costs_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00408" name="l00408"></a><span class="lineno"> 408</span> are_reduced_costs_recomputed_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00409" name="l00409"></a><span class="lineno"> 409</span> are_reduced_costs_precise_ = basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>();</div>
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<div class="line"><a id="l00410" name="l00410"></a><span class="lineno"> 410</span> </div>
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<div class="line"><a id="l00411" name="l00411"></a><span class="lineno"> 411</span> <span class="comment">// It is not resonable to have a dual tolerance lower than the current</span></div>
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<div class="line"><a id="l00412" name="l00412"></a><span class="lineno"> 412</span> <span class="comment">// dual_residual_error, otherwise we may never terminate (This is happening on</span></div>
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<div class="line"><a id="l00413" name="l00413"></a><span class="lineno"> 413</span> <span class="comment">// dfl001.mps with a low dual_feasibility_tolerance). Note that since we</span></div>
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<div class="line"><a id="l00414" name="l00414"></a><span class="lineno"> 414</span> <span class="comment">// recompute the reduced costs with maximum precision before really exiting,</span></div>
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<div class="line"><a id="l00415" name="l00415"></a><span class="lineno"> 415</span> <span class="comment">// it is fine to do a couple of iterations with a high zero tolerance.</span></div>
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<div class="line"><a id="l00416" name="l00416"></a><span class="lineno"> 416</span> dual_feasibility_tolerance_ = parameters_.dual_feasibility_tolerance();</div>
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<div class="line"><a id="l00417" name="l00417"></a><span class="lineno"> 417</span> <span class="keywordflow">if</span> (dual_residual_error > dual_feasibility_tolerance_) {</div>
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<div class="line"><a id="l00418" name="l00418"></a><span class="lineno"> 418</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(2) << <span class="stringliteral">"Changing dual_feasibility_tolerance to "</span> << dual_residual_error;</div>
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<div class="line"><a id="l00419" name="l00419"></a><span class="lineno"> 419</span> dual_feasibility_tolerance_ = dual_residual_error;</div>
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<div class="line"><a id="l00420" name="l00420"></a><span class="lineno"> 420</span> }</div>
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<div class="line"><a id="l00421" name="l00421"></a><span class="lineno"> 421</span>}</div>
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<div class="line"><a id="l00422" name="l00422"></a><span class="lineno"> 422</span> </div>
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<div class="line"><a id="l00423" name="l00423"></a><span class="lineno"> 423</span><span class="keywordtype">void</span> ReducedCosts::ComputeBasicObjectiveLeftInverse() {</div>
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<div class="line"><a id="l00424" name="l00424"></a><span class="lineno"> 424</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a id="l00425" name="l00425"></a><span class="lineno"> 425</span> <span class="keywordflow">if</span> (recompute_basic_objective_) {</div>
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<div class="line"><a id="l00426" name="l00426"></a><span class="lineno"> 426</span> ComputeBasicObjective();</div>
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<div class="line"><a id="l00427" name="l00427"></a><span class="lineno"> 427</span> }</div>
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<div class="line"><a id="l00428" name="l00428"></a><span class="lineno"> 428</span> basic_objective_left_inverse_.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">values</a> = basic_objective_;</div>
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<div class="line"><a id="l00429" name="l00429"></a><span class="lineno"> 429</span> basic_objective_left_inverse_.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ac146d47daa294f7e6546c7569c9c881b">non_zeros</a>.clear();</div>
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<div class="line"><a id="l00430" name="l00430"></a><span class="lineno"> 430</span> basis_factorization_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_basis_factorization.html#aacdbeb58ac2d391f6586ad88db99ad61">LeftSolve</a>(&basic_objective_left_inverse_);</div>
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<div class="line"><a id="l00431" name="l00431"></a><span class="lineno"> 431</span> recompute_basic_objective_left_inverse_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00432" name="l00432"></a><span class="lineno"> 432</span> <a class="code hl_define" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(stats_.basic_objective_left_inverse_density.Add(</div>
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<div class="line"><a id="l00433" name="l00433"></a><span class="lineno"> 433</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a6b36bbbcd695191600dab9b88487ff18">Density</a>(basic_objective_left_inverse_.<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">values</a>)));</div>
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<div class="line"><a id="l00434" name="l00434"></a><span class="lineno"> 434</span> </div>
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<div class="line"><a id="l00435" name="l00435"></a><span class="lineno"> 435</span> <span class="comment">// TODO(user): Estimate its accuracy by a few scalar products, and refactorize</span></div>
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<div class="line"><a id="l00436" name="l00436"></a><span class="lineno"> 436</span> <span class="comment">// if it is above a threshold?</span></div>
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<div class="line"><a id="l00437" name="l00437"></a><span class="lineno"> 437</span>}</div>
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<div class="line"><a id="l00438" name="l00438"></a><span class="lineno"> 438</span> </div>
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<div class="line"><a id="l00439" name="l00439"></a><span class="lineno"> 439</span><span class="comment">// Note that the update is such than the entering reduced cost is always set to</span></div>
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<div class="line"><a id="l00440" name="l00440"></a><span class="lineno"> 440</span><span class="comment">// 0.0. In particular, because of this we can step in the wrong direction for</span></div>
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<div class="line"><a id="l00441" name="l00441"></a><span class="lineno"> 441</span><span class="comment">// the dual method if the reduced cost is slightly infeasible.</span></div>
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<div class="line"><a id="l00442" name="l00442"></a><span class="lineno"> 442</span><span class="keywordtype">void</span> ReducedCosts::UpdateReducedCosts(ColIndex entering_col,</div>
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<div class="line"><a id="l00443" name="l00443"></a><span class="lineno"> 443</span> ColIndex leaving_col,</div>
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<div class="line"><a id="l00444" name="l00444"></a><span class="lineno"> 444</span> RowIndex leaving_row, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> pivot,</div>
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<div class="line"><a id="l00445" name="l00445"></a><span class="lineno"> 445</span> UpdateRow* update_row) {</div>
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<div class="line"><a id="l00446" name="l00446"></a><span class="lineno"> 446</span> <a class="code hl_define" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(entering_col, leaving_col);</div>
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<div class="line"><a id="l00447" name="l00447"></a><span class="lineno"> 447</span> <a class="code hl_define" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(pivot, 0.0);</div>
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<div class="line"><a id="l00448" name="l00448"></a><span class="lineno"> 448</span> <span class="keywordflow">if</span> (recompute_reduced_costs_) <span class="keywordflow">return</span>;</div>
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<div class="line"><a id="l00449" name="l00449"></a><span class="lineno"> 449</span> </div>
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<div class="line"><a id="l00450" name="l00450"></a><span class="lineno"> 450</span> <span class="comment">// Note that this is precise because of the CheckPrecision().</span></div>
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<div class="line"><a id="l00451" name="l00451"></a><span class="lineno"> 451</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> entering_reduced_cost = reduced_costs_[entering_col];</div>
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<div class="line"><a id="l00452" name="l00452"></a><span class="lineno"> 452</span> </div>
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<div class="line"><a id="l00453" name="l00453"></a><span class="lineno"> 453</span> <span class="comment">// Nothing to do if the entering reduced cost is 0.0.</span></div>
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<div class="line"><a id="l00454" name="l00454"></a><span class="lineno"> 454</span> <span class="comment">// This correspond to a dual degenerate pivot.</span></div>
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<div class="line"><a id="l00455" name="l00455"></a><span class="lineno"> 455</span> <span class="keywordflow">if</span> (entering_reduced_cost == 0.0) {</div>
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<div class="line"><a id="l00456" name="l00456"></a><span class="lineno"> 456</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(2) << <span class="stringliteral">"Reduced costs didn't change."</span>;</div>
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<div class="line"><a id="l00457" name="l00457"></a><span class="lineno"> 457</span> </div>
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<div class="line"><a id="l00458" name="l00458"></a><span class="lineno"> 458</span> <span class="comment">// TODO(user): the reduced costs may still be "precise" in this case, but</span></div>
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<div class="line"><a id="l00459" name="l00459"></a><span class="lineno"> 459</span> <span class="comment">// other parts of the code assume that if they are precise then the basis</span></div>
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<div class="line"><a id="l00460" name="l00460"></a><span class="lineno"> 460</span> <span class="comment">// was just refactorized in order to recompute them which is not the case</span></div>
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<div class="line"><a id="l00461" name="l00461"></a><span class="lineno"> 461</span> <span class="comment">// here. Clean this up.</span></div>
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<div class="line"><a id="l00462" name="l00462"></a><span class="lineno"> 462</span> are_reduced_costs_precise_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00463" name="l00463"></a><span class="lineno"> 463</span> <span class="keywordflow">return</span>;</div>
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<div class="line"><a id="l00464" name="l00464"></a><span class="lineno"> 464</span> }</div>
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<div class="line"><a id="l00465" name="l00465"></a><span class="lineno"> 465</span> </div>
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<div class="line"><a id="l00466" name="l00466"></a><span class="lineno"> 466</span> are_reduced_costs_recomputed_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00467" name="l00467"></a><span class="lineno"> 467</span> are_reduced_costs_precise_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00468" name="l00468"></a><span class="lineno"> 468</span> update_row->ComputeUpdateRow(leaving_row);</div>
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<div class="line"><a id="l00469" name="l00469"></a><span class="lineno"> 469</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a id="l00470" name="l00470"></a><span class="lineno"> 470</span> </div>
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<div class="line"><a id="l00471" name="l00471"></a><span class="lineno"> 471</span> <span class="comment">// Update the leaving variable reduced cost.</span></div>
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<div class="line"><a id="l00472" name="l00472"></a><span class="lineno"> 472</span> <span class="comment">// '-pivot' is the value of the entering_edge at 'leaving_row'.</span></div>
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<div class="line"><a id="l00473" name="l00473"></a><span class="lineno"> 473</span> <span class="comment">// The edge of the 'leaving_col' in the new basis is equal to</span></div>
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<div class="line"><a id="l00474" name="l00474"></a><span class="lineno"> 474</span> <span class="comment">// 'entering_edge / -pivot'.</span></div>
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<div class="line"><a id="l00475" name="l00475"></a><span class="lineno"> 475</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_leaving_reduced_cost = entering_reduced_cost / -pivot;</div>
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<div class="line"><a id="l00476" name="l00476"></a><span class="lineno"> 476</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : update_row->GetNonZeroPositions()) {</div>
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<div class="line"><a id="l00477" name="l00477"></a><span class="lineno"> 477</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a> = update_row->GetCoefficient(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00478" name="l00478"></a><span class="lineno"> 478</span> reduced_costs_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] += new_leaving_reduced_cost * <a class="code hl_variable" href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a>;</div>
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<div class="line"><a id="l00479" name="l00479"></a><span class="lineno"> 479</span> }</div>
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<div class="line"><a id="l00480" name="l00480"></a><span class="lineno"> 480</span> reduced_costs_[leaving_col] = new_leaving_reduced_cost;</div>
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<div class="line"><a id="l00481" name="l00481"></a><span class="lineno"> 481</span> </div>
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<div class="line"><a id="l00482" name="l00482"></a><span class="lineno"> 482</span> <span class="comment">// In the dual, since we compute the update before selecting the entering</span></div>
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<div class="line"><a id="l00483" name="l00483"></a><span class="lineno"> 483</span> <span class="comment">// variable, this cost is still in the update_position_list, so we make sure</span></div>
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<div class="line"><a id="l00484" name="l00484"></a><span class="lineno"> 484</span> <span class="comment">// it is 0 here.</span></div>
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<div class="line"><a id="l00485" name="l00485"></a><span class="lineno"> 485</span> reduced_costs_[entering_col] = 0.0;</div>
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<div class="line"><a id="l00486" name="l00486"></a><span class="lineno"> 486</span>}</div>
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<div class="line"><a id="l00487" name="l00487"></a><span class="lineno"> 487</span> </div>
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<div class="line"><a id="l00488" name="l00488"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b"> 488</a></span><span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b">ReducedCosts::IsValidPrimalEnteringCandidate</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00489" name="l00489"></a><span class="lineno"> 489</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>
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<div class="line"><a id="l00490" name="l00490"></a><span class="lineno"> 490</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1_bitset64.html">DenseBitRow</a>& can_decrease = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f">GetCanDecreaseBitRow</a>();</div>
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<div class="line"><a id="l00491" name="l00491"></a><span class="lineno"> 491</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1_bitset64.html">DenseBitRow</a>& can_increase = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4">GetCanIncreaseBitRow</a>();</div>
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<div class="line"><a id="l00492" name="l00492"></a><span class="lineno"> 492</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = dual_feasibility_tolerance_;</div>
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<div class="line"><a id="l00493" name="l00493"></a><span class="lineno"> 493</span> <span class="keywordflow">return</span> (can_increase.<a class="code hl_function" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && (reduced_cost < -tolerance)) ||</div>
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<div class="line"><a id="l00494" name="l00494"></a><span class="lineno"> 494</span> (can_decrease.<a class="code hl_function" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && (reduced_cost > tolerance));</div>
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<div class="line"><a id="l00495" name="l00495"></a><span class="lineno"> 495</span>}</div>
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<div class="line"><a id="l00496" name="l00496"></a><span class="lineno"> 496</span> </div>
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<div class="line"><a id="l00497" name="l00497"></a><span class="lineno"> 497</span><span class="keywordtype">void</span> ReducedCosts::UpdateBasicObjective(ColIndex entering_col,</div>
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<div class="line"><a id="l00498" name="l00498"></a><span class="lineno"> 498</span> RowIndex leaving_row) {</div>
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<div class="line"><a id="l00499" name="l00499"></a><span class="lineno"> 499</span> <a class="code hl_define" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a id="l00500" name="l00500"></a><span class="lineno"> 500</span> basic_objective_[<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(leaving_row)] =</div>
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<div class="line"><a id="l00501" name="l00501"></a><span class="lineno"> 501</span> objective_[entering_col] + cost_perturbations_[entering_col];</div>
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<div class="line"><a id="l00502" name="l00502"></a><span class="lineno"> 502</span> recompute_basic_objective_left_inverse_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00503" name="l00503"></a><span class="lineno"> 503</span>}</div>
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<div class="line"><a id="l00504" name="l00504"></a><span class="lineno"> 504</span> </div>
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<div class="line"><a id="l00505" name="l00505"></a><span class="lineno"> 505</span><span class="keywordtype">void</span> ReducedCosts::SetRecomputeReducedCostsAndNotifyWatchers() {</div>
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<div class="line"><a id="l00506" name="l00506"></a><span class="lineno"> 506</span> recompute_reduced_costs_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00507" name="l00507"></a><span class="lineno"> 507</span> <span class="keywordflow">for</span> (<span class="keywordtype">bool</span>* watcher : watchers_) *watcher = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00508" name="l00508"></a><span class="lineno"> 508</span>}</div>
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<div class="line"><a id="l00509" name="l00509"></a><span class="lineno"> 509</span> </div>
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<div class="line"><a id="l00510" name="l00510"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_primal_prices.html#aaa00400326cbb8ea63aad47d6d09d5d2"> 510</a></span><a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_prices.html#aaa00400326cbb8ea63aad47d6d09d5d2">PrimalPrices::PrimalPrices</a>(absl::BitGenRef random,</div>
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<div class="line"><a id="l00511" name="l00511"></a><span class="lineno"> 511</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_variables_info.html">VariablesInfo</a>& variables_info,</div>
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<div class="line"><a id="l00512" name="l00512"></a><span class="lineno"> 512</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html">PrimalEdgeNorms</a>* primal_edge_norms,</div>
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<div class="line"><a id="l00513" name="l00513"></a><span class="lineno"> 513</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_reduced_costs.html">ReducedCosts</a>* reduced_costs)</div>
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<div class="line"><a id="l00514" name="l00514"></a><span class="lineno"> 514</span> : prices_(random),</div>
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<div class="line"><a id="l00515" name="l00515"></a><span class="lineno"> 515</span> variables_info_(variables_info),</div>
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<div class="line"><a id="l00516" name="l00516"></a><span class="lineno"> 516</span> primal_edge_norms_(primal_edge_norms),</div>
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<div class="line"><a id="l00517" name="l00517"></a><span class="lineno"> 517</span> reduced_costs_(reduced_costs) {</div>
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<div class="line"><a id="l00518" name="l00518"></a><span class="lineno"> 518</span> reduced_costs_-><a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a241d43fe7b6c19b4705e688db918fea7">AddRecomputationWatcher</a>(&recompute_);</div>
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<div class="line"><a id="l00519" name="l00519"></a><span class="lineno"> 519</span> primal_edge_norms-><a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#a241d43fe7b6c19b4705e688db918fea7">AddRecomputationWatcher</a>(&recompute_);</div>
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<div class="line"><a id="l00520" name="l00520"></a><span class="lineno"> 520</span>}</div>
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<div class="line"><a id="l00521" name="l00521"></a><span class="lineno"> 521</span> </div>
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<div class="line"><a id="l00522" name="l00522"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_primal_prices.html#a807603acb92a43313d5d7d5d4210e33a"> 522</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_prices.html#a807603acb92a43313d5d7d5d4210e33a">PrimalPrices::UpdateBeforeBasisPivot</a>(ColIndex entering_col,</div>
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<div class="line"><a id="l00523" name="l00523"></a><span class="lineno"> 523</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_update_row.html">UpdateRow</a>* update_row) {</div>
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<div class="line"><a id="l00524" name="l00524"></a><span class="lineno"> 524</span> <span class="comment">// If we are recomputing everything when requested, no need to update.</span></div>
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<div class="line"><a id="l00525" name="l00525"></a><span class="lineno"> 525</span> <span class="keywordflow">if</span> (recompute_) <span class="keywordflow">return</span>;</div>
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<div class="line"><a id="l00526" name="l00526"></a><span class="lineno"> 526</span> </div>
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<div class="line"><a id="l00527" name="l00527"></a><span class="lineno"> 527</span> <span class="comment">// Note that the set of positions works because both the reduced costs</span></div>
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<div class="line"><a id="l00528" name="l00528"></a><span class="lineno"> 528</span> <span class="comment">// and the primal edge norms are updated on the same positions which are</span></div>
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<div class="line"><a id="l00529" name="l00529"></a><span class="lineno"> 529</span> <span class="comment">// given by the update_row.</span></div>
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<div class="line"><a id="l00530" name="l00530"></a><span class="lineno"> 530</span> UpdateEnteringCandidates<<span class="comment">/*from_clean_state=*/</span><span class="keyword">false</span>>(</div>
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<div class="line"><a id="l00531" name="l00531"></a><span class="lineno"> 531</span> update_row-><a class="code hl_function" href="classoperations__research_1_1glop_1_1_update_row.html#af8e957f1c8389089554ded7bd2b7b45f">GetNonZeroPositions</a>());</div>
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<div class="line"><a id="l00532" name="l00532"></a><span class="lineno"> 532</span>}</div>
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<div class="line"><a id="l00533" name="l00533"></a><span class="lineno"> 533</span> </div>
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<div class="line"><a id="l00534" name="l00534"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_primal_prices.html#af4e081e5eec4e1d0a50f20753640b9c7"> 534</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_prices.html#af4e081e5eec4e1d0a50f20753640b9c7">PrimalPrices::RecomputePriceAt</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00535" name="l00535"></a><span class="lineno"> 535</span> <span class="keywordflow">if</span> (recompute_) <span class="keywordflow">return</span>;</div>
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<div class="line"><a id="l00536" name="l00536"></a><span class="lineno"> 536</span> <span class="keywordflow">if</span> (reduced_costs_-><a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b">IsValidPrimalEnteringCandidate</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
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<div class="line"><a id="l00537" name="l00537"></a><span class="lineno"> 537</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& squared_norms = primal_edge_norms_-><a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#a11b5738482346b103919cf0e6481c977">GetSquaredNorms</a>();</div>
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<div class="line"><a id="l00538" name="l00538"></a><span class="lineno"> 538</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& reduced_costs = reduced_costs_-><a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
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<div class="line"><a id="l00539" name="l00539"></a><span class="lineno"> 539</span> <a class="code hl_define" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(0.0, squared_norms[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
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<div class="line"><a id="l00540" name="l00540"></a><span class="lineno"> 540</span> prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a0288e565c7950baedeafd9d866f27f79">AddOrUpdate</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a1dcd08b0f6c19cd4a302bb5a3a6ea06e">Square</a>(reduced_costs[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) / squared_norms[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
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<div class="line"><a id="l00541" name="l00541"></a><span class="lineno"> 541</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00542" name="l00542"></a><span class="lineno"> 542</span> prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a06262520df93f238136b5f3fa7dd41ab">Remove</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00543" name="l00543"></a><span class="lineno"> 543</span> }</div>
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<div class="line"><a id="l00544" name="l00544"></a><span class="lineno"> 544</span>}</div>
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<div class="line"><a id="l00545" name="l00545"></a><span class="lineno"> 545</span> </div>
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<div class="line"><a id="l00546" name="l00546"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_primal_prices.html#a74fea3dc78cd1ea3532f9959c4abfceb"> 546</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_prices.html#a74fea3dc78cd1ea3532f9959c4abfceb">PrimalPrices::SetAndDebugCheckThatColumnIsDualFeasible</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00547" name="l00547"></a><span class="lineno"> 547</span> <span class="comment">// If we need a recomputation, we cannot assumes that the reduced costs are</span></div>
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<div class="line"><a id="l00548" name="l00548"></a><span class="lineno"> 548</span> <span class="comment">// valid until we are about to recompute the prices.</span></div>
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<div class="line"><a id="l00549" name="l00549"></a><span class="lineno"> 549</span> <span class="keywordflow">if</span> (recompute_) <span class="keywordflow">return</span>;</div>
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<div class="line"><a id="l00550" name="l00550"></a><span class="lineno"> 550</span> </div>
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<div class="line"><a id="l00551" name="l00551"></a><span class="lineno"> 551</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(!reduced_costs_-><a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b">IsValidPrimalEnteringCandidate</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>));</div>
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<div class="line"><a id="l00552" name="l00552"></a><span class="lineno"> 552</span> prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a06262520df93f238136b5f3fa7dd41ab">Remove</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00553" name="l00553"></a><span class="lineno"> 553</span>}</div>
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<div class="line"><a id="l00554" name="l00554"></a><span class="lineno"> 554</span> </div>
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<div class="line"><a id="l00555" name="l00555"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_primal_prices.html#afcbf91eb87421ba5ddeaf193febe3453"> 555</a></span>ColIndex <a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_prices.html#afcbf91eb87421ba5ddeaf193febe3453">PrimalPrices::GetBestEnteringColumn</a>() {</div>
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<div class="line"><a id="l00556" name="l00556"></a><span class="lineno"> 556</span> <span class="keywordflow">if</span> (recompute_) {</div>
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<div class="line"><a id="l00557" name="l00557"></a><span class="lineno"> 557</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& reduced_costs = reduced_costs_-><a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
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<div class="line"><a id="l00558" name="l00558"></a><span class="lineno"> 558</span> prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a783736d86811c9bc5a68dd8ff1890192">ClearAndResize</a>(reduced_costs.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>());</div>
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<div class="line"><a id="l00559" name="l00559"></a><span class="lineno"> 559</span> UpdateEnteringCandidates<<span class="comment">/*from_clean_state=*/</span><span class="keyword">true</span>>(</div>
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<div class="line"><a id="l00560" name="l00560"></a><span class="lineno"> 560</span> variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#ac4385751c629a96a6d1ef5ac70af45e1">GetIsRelevantBitRow</a>());</div>
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<div class="line"><a id="l00561" name="l00561"></a><span class="lineno"> 561</span> recompute_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00562" name="l00562"></a><span class="lineno"> 562</span> }</div>
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<div class="line"><a id="l00563" name="l00563"></a><span class="lineno"> 563</span> <span class="keywordflow">return</span> prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#ae9e909718fc3aa8d0c968ef9a35f495b">GetMaximum</a>();</div>
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<div class="line"><a id="l00564" name="l00564"></a><span class="lineno"> 564</span>}</div>
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<div class="line"><a id="l00565" name="l00565"></a><span class="lineno"> 565</span> </div>
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<div class="line"><a id="l00566" name="l00566"></a><span class="lineno"> 566</span><span class="comment">// A variable is an entering candidate if it can move in a direction that</span></div>
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<div class="line"><a id="l00567" name="l00567"></a><span class="lineno"> 567</span><span class="comment">// minimizes the objective. That is, its value needs to increase if its</span></div>
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<div class="line"><a id="l00568" name="l00568"></a><span class="lineno"> 568</span><span class="comment">// reduced cost is negative or it needs to decrease if its reduced cost is</span></div>
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<div class="line"><a id="l00569" name="l00569"></a><span class="lineno"> 569</span><span class="comment">// positive (see the IsValidPrimalEnteringCandidate() function). Note that</span></div>
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<div class="line"><a id="l00570" name="l00570"></a><span class="lineno"> 570</span><span class="comment">// this is the same as a dual-infeasible variable.</span></div>
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<div class="line"><a id="l00571" name="l00571"></a><span class="lineno"> 571</span><span class="keyword">template</span> <<span class="keywordtype">bool</span> from_clean_state, <span class="keyword">typename</span> ColumnsToUpdate></div>
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<div class="line"><a id="l00572" name="l00572"></a><span class="lineno"> 572</span><span class="keywordtype">void</span> PrimalPrices::UpdateEnteringCandidates(<span class="keyword">const</span> ColumnsToUpdate& cols) {</div>
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<div class="line"><a id="l00573" name="l00573"></a><span class="lineno"> 573</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = reduced_costs_-><a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa6a9551b792028d16dc7123c80f429d1">GetDualFeasibilityTolerance</a>();</div>
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<div class="line"><a id="l00574" name="l00574"></a><span class="lineno"> 574</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1_bitset64.html">DenseBitRow</a>& can_decrease = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f">GetCanDecreaseBitRow</a>();</div>
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<div class="line"><a id="l00575" name="l00575"></a><span class="lineno"> 575</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1_bitset64.html">DenseBitRow</a>& can_increase = variables_info_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4">GetCanIncreaseBitRow</a>();</div>
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<div class="line"><a id="l00576" name="l00576"></a><span class="lineno"> 576</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& squared_norms = primal_edge_norms_-><a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#a11b5738482346b103919cf0e6481c977">GetSquaredNorms</a>();</div>
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<div class="line"><a id="l00577" name="l00577"></a><span class="lineno"> 577</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& reduced_costs = reduced_costs_-><a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
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<div class="line"><a id="l00578" name="l00578"></a><span class="lineno"> 578</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : cols) {</div>
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<div class="line"><a id="l00579" name="l00579"></a><span class="lineno"> 579</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>
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<div class="line"><a id="l00580" name="l00580"></a><span class="lineno"> 580</span> </div>
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<div class="line"><a id="l00581" name="l00581"></a><span class="lineno"> 581</span> <span class="comment">// Optimization for speed (The function is about 30% faster than the code in</span></div>
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<div class="line"><a id="l00582" name="l00582"></a><span class="lineno"> 582</span> <span class="comment">// IsValidPrimalEnteringCandidate() or a switch() on variable_status[col]).</span></div>
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<div class="line"><a id="l00583" name="l00583"></a><span class="lineno"> 583</span> <span class="comment">// This relies on the fact that (double1 > double2) returns a 1 or 0 result</span></div>
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<div class="line"><a id="l00584" name="l00584"></a><span class="lineno"> 584</span> <span class="comment">// when converted to an int. It also uses an XOR (which appears to be</span></div>
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<div class="line"><a id="l00585" name="l00585"></a><span class="lineno"> 585</span> <span class="comment">// faster) since the two conditions on the reduced cost are exclusive.</span></div>
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<div class="line"><a id="l00586" name="l00586"></a><span class="lineno"> 586</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> is_dual_infeasible = <a class="code hl_function" href="classoperations__research_1_1_bitset64.html#af3f6c35f8d82633642cc87510743fdd6">Bitset64<ColIndex>::ConditionalXorOfTwoBits</a>(</div>
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<div class="line"><a id="l00587" name="l00587"></a><span class="lineno"> 587</span> <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, reduced_cost > tolerance, can_decrease, reduced_cost < -tolerance,</div>
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<div class="line"><a id="l00588" name="l00588"></a><span class="lineno"> 588</span> can_increase);</div>
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<div class="line"><a id="l00589" name="l00589"></a><span class="lineno"> 589</span> <span class="keywordflow">if</span> (is_dual_infeasible) {</div>
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<div class="line"><a id="l00590" name="l00590"></a><span class="lineno"> 590</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(reduced_costs_-><a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b">IsValidPrimalEnteringCandidate</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>));</div>
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<div class="line"><a id="l00591" name="l00591"></a><span class="lineno"> 591</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> price = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a1dcd08b0f6c19cd4a302bb5a3a6ea06e">Square</a>(reduced_cost) / squared_norms[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00592" name="l00592"></a><span class="lineno"> 592</span> prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a0288e565c7950baedeafd9d866f27f79">AddOrUpdate</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, price);</div>
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<div class="line"><a id="l00593" name="l00593"></a><span class="lineno"> 593</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00594" name="l00594"></a><span class="lineno"> 594</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(!reduced_costs_-><a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b">IsValidPrimalEnteringCandidate</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>));</div>
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<div class="line"><a id="l00595" name="l00595"></a><span class="lineno"> 595</span> <span class="keywordflow">if</span> (!from_clean_state) prices_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a06262520df93f238136b5f3fa7dd41ab">Remove</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00596" name="l00596"></a><span class="lineno"> 596</span> }</div>
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<div class="line"><a id="l00597" name="l00597"></a><span class="lineno"> 597</span> }</div>
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<div class="line"><a id="l00598" name="l00598"></a><span class="lineno"> 598</span>}</div>
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<div class="line"><a id="l00599" name="l00599"></a><span class="lineno"> 599</span> </div>
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<div class="line"><a id="l00600" name="l00600"></a><span class="lineno"> 600</span>} <span class="comment">// namespace glop</span></div>
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<div class="line"><a id="l00601" name="l00601"></a><span class="lineno"> 601</span>} <span class="comment">// namespace operations_research</span></div>
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<div class="ttc" id="aalldiff__cst_8cc_html_a26e6db9bcc64b584051ecc28171ed11f"><div class="ttname"><a href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">max</a></div><div class="ttdeci">int64_t max</div><div class="ttdef"><b>Definition:</b> <a href="alldiff__cst_8cc_source.html#l00140">alldiff_cst.cc:140</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_a46e69120fbd3b36e6960e096d23b66f0"><div class="ttname"><a href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a></div><div class="ttdeci">#define DCHECK_NE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00892">base/logging.h:892</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_aae2dc65d9ea248d54bf39daa986dd295"><div class="ttname"><a href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a></div><div class="ttdeci">#define DCHECK_GE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00895">base/logging.h:895</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ae17f8119c108cf3070bad3449c7e0006"><div class="ttname"><a href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a></div><div class="ttdeci">#define DCHECK(condition)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00890">base/logging.h:890</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ae89df3243bbb8341130c7b3f44145ea0"><div class="ttname"><a href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a></div><div class="ttdeci">#define DCHECK_EQ(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00891">base/logging.h:891</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_afcaa7cadd41741bb855c2ada1d2ef927"><div class="ttname"><a href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a></div><div class="ttdeci">#define VLOG(verboselevel)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00984">base/logging.h:984</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_bitset64_html"><div class="ttname"><a href="classoperations__research_1_1_bitset64.html">operations_research::Bitset64< ColIndex ></a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_bitset64_html_aa454a4099ee887726b8f5b4a8ed1a81d"><div class="ttname"><a href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">operations_research::Bitset64::IsSet</a></div><div class="ttdeci">bool IsSet(IndexType i) const</div><div class="ttdef"><b>Definition:</b> <a href="bitset_8h_source.html#l00485">bitset.h:485</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_bitset64_html_af3f6c35f8d82633642cc87510743fdd6"><div class="ttname"><a href="classoperations__research_1_1_bitset64.html#af3f6c35f8d82633642cc87510743fdd6">operations_research::Bitset64::ConditionalXorOfTwoBits</a></div><div class="ttdeci">static uint64_t ConditionalXorOfTwoBits(IndexType i, uint64_t use1, const Bitset64< IndexType > &set1, uint64_t use2, const Bitset64< IndexType > &set2)</div><div class="ttdef"><b>Definition:</b> <a href="bitset_8h_source.html#l00643">bitset.h:643</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html">operations_research::glop::BasisFactorization</a></div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8h_source.html#l00151">basis_representation.h:151</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_a6e2a232672ee1580b9144f558662a77c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">operations_research::glop::BasisFactorization::IsRefactorized</a></div><div class="ttdeci">bool IsRefactorized() const</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00222">basis_representation.cc:222</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_aacdbeb58ac2d391f6586ad88db99ad61"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#aacdbeb58ac2d391f6586ad88db99ad61">operations_research::glop::BasisFactorization::LeftSolve</a></div><div class="ttdeci">void LeftSolve(ScatteredRow *y) const</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00337">basis_representation.cc:337</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html">operations_research::glop::CompactSparseMatrix</a></div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00289">sparse.h:289</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_a41741829541d089f1c4d34f190884813"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">operations_research::glop::CompactSparseMatrix::num_cols</a></div><div class="ttdeci">ColIndex num_cols() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00350">sparse.h:350</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_a960110e64357a3e69162ebf1f71959dd"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">operations_research::glop::CompactSparseMatrix::num_rows</a></div><div class="ttdeci">RowIndex num_rows() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00349">sparse.h:349</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_abdd940ad64b555052b33e763b80aea26"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#abdd940ad64b555052b33e763b80aea26">operations_research::glop::CompactSparseMatrix::ColumnScalarProduct</a></div><div class="ttdeci">Fractional ColumnScalarProduct(ColIndex col, const DenseRow &vector) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00387">sparse.h:387</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_af69d9b7065a8f31604a8134be4307749"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#af69d9b7065a8f31604a8134be4307749">operations_research::glop::CompactSparseMatrix::num_entries</a></div><div class="ttdeci">EntryIndex num_entries() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00345">sparse.h:345</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dynamic_maximum_html_a0288e565c7950baedeafd9d866f27f79"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a0288e565c7950baedeafd9d866f27f79">operations_research::glop::DynamicMaximum::AddOrUpdate</a></div><div class="ttdeci">void AddOrUpdate(Index position, Fractional value)</div><div class="ttdef"><b>Definition:</b> <a href="pricing_8h_source.html#l00185">pricing.h:185</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dynamic_maximum_html_a06262520df93f238136b5f3fa7dd41ab"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a06262520df93f238136b5f3fa7dd41ab">operations_research::glop::DynamicMaximum::Remove</a></div><div class="ttdeci">void Remove(Index position)</div><div class="ttdef"><b>Definition:</b> <a href="pricing_8h_source.html#l00164">pricing.h:164</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dynamic_maximum_html_a783736d86811c9bc5a68dd8ff1890192"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#a783736d86811c9bc5a68dd8ff1890192">operations_research::glop::DynamicMaximum::ClearAndResize</a></div><div class="ttdeci">void ClearAndResize(Index n)</div><div class="ttdef"><b>Definition:</b> <a href="pricing_8h_source.html#l00156">pricing.h:156</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dynamic_maximum_html_ae9e909718fc3aa8d0c968ef9a35f495b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dynamic_maximum.html#ae9e909718fc3aa8d0c968ef9a35f495b">operations_research::glop::DynamicMaximum::GetMaximum</a></div><div class="ttdeci">Index GetMaximum()</div><div class="ttdef"><b>Definition:</b> <a href="pricing_8h_source.html#l00204">pricing.h:204</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_edge_norms_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_edge_norms.html">operations_research::glop::PrimalEdgeNorms</a></div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8h_source.html#l00056">primal_edge_norms.h:56</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_a11b5738482346b103919cf0e6481c977"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#a11b5738482346b103919cf0e6481c977">operations_research::glop::PrimalEdgeNorms::GetSquaredNorms</a></div><div class="ttdeci">const DenseRow & GetSquaredNorms()</div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8cc_source.html#l00049">primal_edge_norms.cc:49</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_a241d43fe7b6c19b4705e688db918fea7"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#a241d43fe7b6c19b4705e688db918fea7">operations_research::glop::PrimalEdgeNorms::AddRecomputationWatcher</a></div><div class="ttdeci">void AddRecomputationWatcher(bool *watcher)</div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8h_source.html#l00129">primal_edge_norms.h:129</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_prices_html_a74fea3dc78cd1ea3532f9959c4abfceb"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_prices.html#a74fea3dc78cd1ea3532f9959c4abfceb">operations_research::glop::PrimalPrices::SetAndDebugCheckThatColumnIsDualFeasible</a></div><div class="ttdeci">void SetAndDebugCheckThatColumnIsDualFeasible(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00546">reduced_costs.cc:546</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_prices_html_a807603acb92a43313d5d7d5d4210e33a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_prices.html#a807603acb92a43313d5d7d5d4210e33a">operations_research::glop::PrimalPrices::UpdateBeforeBasisPivot</a></div><div class="ttdeci">void UpdateBeforeBasisPivot(ColIndex entering_col, UpdateRow *update_row)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00522">reduced_costs.cc:522</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_prices_html_aaa00400326cbb8ea63aad47d6d09d5d2"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_prices.html#aaa00400326cbb8ea63aad47d6d09d5d2">operations_research::glop::PrimalPrices::PrimalPrices</a></div><div class="ttdeci">PrimalPrices(absl::BitGenRef random, const VariablesInfo &variables_info, PrimalEdgeNorms *primal_edge_norms, ReducedCosts *reduced_costs)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00510">reduced_costs.cc:510</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_prices_html_af4e081e5eec4e1d0a50f20753640b9c7"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_prices.html#af4e081e5eec4e1d0a50f20753640b9c7">operations_research::glop::PrimalPrices::RecomputePriceAt</a></div><div class="ttdeci">void RecomputePriceAt(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00534">reduced_costs.cc:534</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_prices_html_afcbf91eb87421ba5ddeaf193febe3453"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_prices.html#afcbf91eb87421ba5ddeaf193febe3453">operations_research::glop::PrimalPrices::GetBestEnteringColumn</a></div><div class="ttdeci">ColIndex GetBestEnteringColumn()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00555">reduced_costs.cc:555</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html">operations_research::glop::ReducedCosts</a></div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00049">reduced_costs.h:49</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a1e791b0f7c5332a1089da9dd0c6be895"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a1e791b0f7c5332a1089da9dd0c6be895">operations_research::glop::ReducedCosts::ReducedCosts</a></div><div class="ttdeci">ReducedCosts(const CompactSparseMatrix &matrix_, const DenseRow &objective, const RowToColMapping &basis, const VariablesInfo &variables_info, const BasisFactorization &basis_factorization, absl::BitGenRef random)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00027">reduced_costs.cc:27</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a241d43fe7b6c19b4705e688db918fea7"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a241d43fe7b6c19b4705e688db918fea7">operations_research::glop::ReducedCosts::AddRecomputationWatcher</a></div><div class="ttdeci">void AddRecomputationWatcher(bool *watcher)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00194">reduced_costs.h:194</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a30f0ce948222e17e5992ebd66493316e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a30f0ce948222e17e5992ebd66493316e">operations_research::glop::ReducedCosts::PerturbCosts</a></div><div class="ttdeci">void PerturbCosts()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00224">reduced_costs.cc:224</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a385e5d3d11acfdf7a24318aaba18589c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c">operations_research::glop::ReducedCosts::ResetForNewObjective</a></div><div class="ttdeci">void ResetForNewObjective()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00202">reduced_costs.cc:202</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a4c84d90865988c9b4cf5e793be311bbf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4c84d90865988c9b4cf5e793be311bbf">operations_research::glop::ReducedCosts::TestEnteringReducedCostPrecision</a></div><div class="ttdeci">Fractional TestEnteringReducedCostPrecision(ColIndex entering_col, const ScatteredColumn &direction)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00056">reduced_costs.cc:56</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a4d2715d1aa0805cc72a6fdd909b575a2"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">operations_research::glop::ReducedCosts::MakeReducedCostsPrecise</a></div><div class="ttdeci">void MakeReducedCostsPrecise()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00216">reduced_costs.cc:216</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a64f77679a598b14d2c5b6455921fb07b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b">operations_research::glop::ReducedCosts::IsValidPrimalEnteringCandidate</a></div><div class="ttdeci">bool IsValidPrimalEnteringCandidate(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00488">reduced_costs.cc:488</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a6601cb283594a187e1a513598f3a9b3d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a6601cb283594a187e1a513598f3a9b3d">operations_research::glop::ReducedCosts::SetNonBasicVariableCostToZero</a></div><div class="ttdeci">void SetNonBasicVariableCostToZero(ColIndex col, Fractional *current_cost)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00190">reduced_costs.cc:190</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a7020dbf208be9d5773aa72da00522a65"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a7020dbf208be9d5773aa72da00522a65">operations_research::glop::ReducedCosts::ComputeMaximumDualInfeasibilityOnNonBoxedVariables</a></div><div class="ttdeci">Fractional ComputeMaximumDualInfeasibilityOnNonBoxedVariables()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00129">reduced_costs.cc:129</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a748f3c689d4d77942316d8be3f105d33"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a748f3c689d4d77942316d8be3f105d33">operations_research::glop::ReducedCosts::StepIsDualDegenerate</a></div><div class="ttdeci">bool StepIsDualDegenerate(bool increasing_rc_is_needed, ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00294">reduced_costs.cc:294</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a8c6b06588c4c7831a7be2ad14be46772"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a8c6b06588c4c7831a7be2ad14be46772">operations_research::glop::ReducedCosts::ComputeSumOfDualInfeasibilities</a></div><div class="ttdeci">Fractional ComputeSumOfDualInfeasibilities()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00151">reduced_costs.cc:151</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a95434616ab4c32fad60527c49fb7cfe5"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a95434616ab4c32fad60527c49fb7cfe5">operations_research::glop::ReducedCosts::GetFullReducedCosts</a></div><div class="ttdeci">const DenseRow & GetFullReducedCosts()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00311">reduced_costs.cc:311</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a9a45fa5802a8fec70bec2fc6f9258056"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9a45fa5802a8fec70bec2fc6f9258056">operations_research::glop::ReducedCosts::UpdateBeforeBasisPivot</a></div><div class="ttdeci">void UpdateBeforeBasisPivot(ColIndex entering_col, RowIndex leaving_row, const ScatteredColumn &direction, UpdateRow *update_row)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00170">reduced_costs.cc:170</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a9f7d17ed171863f104fbb2a450f89251"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">operations_research::glop::ReducedCosts::GetReducedCosts</a></div><div class="ttdeci">const DenseRow & GetReducedCosts()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00319">reduced_costs.cc:319</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_aa6a9551b792028d16dc7123c80f429d1"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa6a9551b792028d16dc7123c80f429d1">operations_research::glop::ReducedCosts::GetDualFeasibilityTolerance</a></div><div class="ttdeci">Fractional GetDualFeasibilityTolerance() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00177">reduced_costs.h:177</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_aafa77a9d37843a7c27694231735465bc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#aafa77a9d37843a7c27694231735465bc">operations_research::glop::ReducedCosts::GetDualValues</a></div><div class="ttdeci">const DenseColumn & GetDualValues()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00330">reduced_costs.cc:330</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_ab621f81a664a0dc316f158e526dd17d6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">operations_research::glop::ReducedCosts::ClearAndRemoveCostShifts</a></div><div class="ttdeci">void ClearAndRemoveCostShifts()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00301">reduced_costs.cc:301</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_abe66b4ab180dc3214aeda5f430bab5ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#abe66b4ab180dc3214aeda5f430bab5ea">operations_research::glop::ReducedCosts::ComputeMaximumDualResidual</a></div><div class="ttdeci">Fractional ComputeMaximumDualResidual()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00094">reduced_costs.cc:94</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_ac51f5d5ea0bb75f2f55e836527c43f58"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#ac51f5d5ea0bb75f2f55e836527c43f58">operations_research::glop::ReducedCosts::UpdateDataOnBasisPermutation</a></div><div class="ttdeci">void UpdateDataOnBasisPermutation()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00210">reduced_costs.cc:210</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_ad505e9a2cef08b82d01e13dbd031e2b4"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#ad505e9a2cef08b82d01e13dbd031e2b4">operations_research::glop::ReducedCosts::ShiftCostIfNeeded</a></div><div class="ttdeci">void ShiftCostIfNeeded(bool increasing_rc_is_needed, ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00275">reduced_costs.cc:275</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_adbccaf804edd4b0dd0a1241f94796211"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#adbccaf804edd4b0dd0a1241f94796211">operations_research::glop::ReducedCosts::ComputeMaximumDualInfeasibility</a></div><div class="ttdeci">Fractional ComputeMaximumDualInfeasibility()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00109">reduced_costs.cc:109</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_ae7202d055b6b172a8a1da4f5b136f9ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#ae7202d055b6b172a8a1da4f5b136f9ea">operations_research::glop::ReducedCosts::SetParameters</a></div><div class="ttdeci">void SetParameters(const GlopParameters &parameters)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00198">reduced_costs.cc:198</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_af507437729fd1e93677772e748ca1cfc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#af507437729fd1e93677772e748ca1cfc">operations_research::glop::ReducedCosts::NeedsBasisRefactorization</a></div><div class="ttdeci">bool NeedsBasisRefactorization() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00052">reduced_costs.cc:52</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">operations_research::glop::StrictITIVector< ColIndex, Fractional ></a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a3de922485ca2c30f3e07d959dd97cdd0"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">operations_research::glop::StrictITIVector::AssignToZero</a></div><div class="ttdeci">void AssignToZero(IntType size)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00294">lp_types.h:294</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a64b6b04f3a519d2c61d49daaa88bf06e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">operations_research::glop::StrictITIVector::resize</a></div><div class="ttdeci">void resize(IntType size)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00273">lp_types.h:273</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a967a5c081ad4195a30c78dc2c0bcabf5"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">operations_research::glop::StrictITIVector::size</a></div><div class="ttdeci">IntType size() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00280">lp_types.h:280</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html">operations_research::glop::UpdateRow</a></div><div class="ttdef"><b>Definition:</b> <a href="update__row_8h_source.html#l00040">update_row.h:40</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_af8e957f1c8389089554ded7bd2b7b45f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#af8e957f1c8389089554ded7bd2b7b45f">operations_research::glop::UpdateRow::GetNonZeroPositions</a></div><div class="ttdeci">const ColIndexVector & GetNonZeroPositions() const</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8cc_source.html#l00167">update_row.cc:167</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html">operations_research::glop::VariablesInfo</a></div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8h_source.html#l00055">variables_info.h:55</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a28ad52f334e030f4eb45939756a4476c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">operations_research::glop::VariablesInfo::GetIsBasicBitRow</a></div><div class="ttdeci">const DenseBitRow & GetIsBasicBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00306">variables_info.cc:306</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a505af340486fcf70ee83abb32e31a628"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a505af340486fcf70ee83abb32e31a628">operations_research::glop::VariablesInfo::GetNonBasicBoxedVariables</a></div><div class="ttdeci">const DenseBitRow & GetNonBasicBoxedVariables() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00312">variables_info.cc:312</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a6cc56ab5da3a82aa2793d18a37f422c4"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4">operations_research::glop::VariablesInfo::GetCanIncreaseBitRow</a></div><div class="ttdeci">const DenseBitRow & GetCanIncreaseBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00294">variables_info.cc:294</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a71d4734d51e7037c043b68a74bd7857f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f">operations_research::glop::VariablesInfo::GetCanDecreaseBitRow</a></div><div class="ttdeci">const DenseBitRow & GetCanDecreaseBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00298">variables_info.cc:298</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a78146b251b30383686ec55362254cc3b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">operations_research::glop::VariablesInfo::GetTypeRow</a></div><div class="ttdeci">const VariableTypeRow & GetTypeRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00286">variables_info.cc:286</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a8e726c118c4449d9d3c5761e2853661a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a8e726c118c4449d9d3c5761e2853661a">operations_research::glop::VariablesInfo::GetNotBasicBitRow</a></div><div class="ttdeci">const DenseBitRow & GetNotBasicBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00308">variables_info.cc:308</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_ab4494c9680fc5d769a6143f11f00423b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">operations_research::glop::VariablesInfo::GetStatusRow</a></div><div class="ttdeci">const VariableStatusRow & GetStatusRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00290">variables_info.cc:290</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_ac4385751c629a96a6d1ef5ac70af45e1"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#ac4385751c629a96a6d1ef5ac70af45e1">operations_research::glop::VariablesInfo::GetIsRelevantBitRow</a></div><div class="ttdeci">const DenseBitRow & GetIsRelevantBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00302">variables_info.cc:302</a></div></div>
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<div class="ttc" id="acp__model__fz__solver_8cc_html_a10a1eab179b472c030bdc2a2efef7219"><div class="ttname"><a href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a></div><div class="ttdeci">SatParameters parameters</div><div class="ttdef"><b>Definition:</b> <a href="cp__model__fz__solver_8cc_source.html#l00119">cp_model_fz_solver.cc:119</a></div></div>
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<div class="ttc" id="alp__data_2lp__utils_8h_html"><div class="ttname"><a href="lp__data_2lp__utils_8h.html">lp_utils.h</a></div></div>
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<div class="ttc" id="amarkowitz_8cc_html_aa9d6c98fdf8d89b0e2321fda02adc82c"><div class="ttname"><a href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a></div><div class="ttdeci">ColIndex col</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00183">markowitz.cc:183</a></div></div>
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<div class="ttc" id="amarkowitz_8cc_html_aea35f36ba98d5bbd8d033382f50c9e52"><div class="ttname"><a href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a></div><div class="ttdeci">RowIndex row</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00182">markowitz.cc:182</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a1dcd08b0f6c19cd4a302bb5a3a6ea06e"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a1dcd08b0f6c19cd4a302bb5a3a6ea06e">operations_research::glop::Square</a></div><div class="ttdeci">Fractional Square(Fractional f)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00036">lp_data/lp_utils.h:36</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a4452e21ffb34da40470f1e0791800027"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027">operations_research::glop::VariableType</a></div><div class="ttdeci">VariableType</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00175">lp_types.h:175</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a4452e21ffb34da40470f1e0791800027a2882f30bbca588e5d0e88be217ce75c1"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a2882f30bbca588e5d0e88be217ce75c1">operations_research::glop::VariableType::UNCONSTRAINED</a></div><div class="ttdeci">@ UNCONSTRAINED</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a4452e21ffb34da40470f1e0791800027a62e32b9a6efb029208f576ee123b459f"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a62e32b9a6efb029208f576ee123b459f">operations_research::glop::VariableType::UPPER_AND_LOWER_BOUNDED</a></div><div class="ttdeci">@ UPPER_AND_LOWER_BOUNDED</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a4452e21ffb34da40470f1e0791800027a9972b9c8a6068625d6cf1f789f3fd872"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a9972b9c8a6068625d6cf1f789f3fd872">operations_research::glop::VariableType::LOWER_BOUNDED</a></div><div class="ttdeci">@ LOWER_BOUNDED</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a4452e21ffb34da40470f1e0791800027aaa56837dd3f2917e1e13f3173b596103"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027aaa56837dd3f2917e1e13f3173b596103">operations_research::glop::VariableType::FIXED_VARIABLE</a></div><div class="ttdeci">@ FIXED_VARIABLE</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a4452e21ffb34da40470f1e0791800027ae7243c883ff6508ee41b3b1339a7e8f1"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027ae7243c883ff6508ee41b3b1339a7e8f1">operations_research::glop::VariableType::UPPER_BOUNDED</a></div><div class="ttdeci">@ UPPER_BOUNDED</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a46fb729c0be27d1b97db15e0ce9c6067"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a46fb729c0be27d1b97db15e0ce9c6067">operations_research::glop::PreciseScalarProduct</a></div><div class="ttdeci">Fractional PreciseScalarProduct(const DenseRowOrColumn &u, const DenseRowOrColumn2 &v)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00092">lp_data/lp_utils.h:92</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a6b36bbbcd695191600dab9b88487ff18"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a6b36bbbcd695191600dab9b88487ff18">operations_research::glop::Density</a></div><div class="ttdeci">double Density(const DenseRow &row)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8cc_source.html#l00106">lp_data/lp_utils.cc:106</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a733947145e3e1631165b618b05c9ccb7"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">operations_research::glop::Fractional</a></div><div class="ttdeci">double Fractional</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00078">lp_types.h:78</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a8fbc9efd86a3cc862a9079d86ab8b524"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">operations_research::glop::RowToColIndex</a></div><div class="ttdeci">ColIndex RowToColIndex(RowIndex row)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00049">lp_types.h:49</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aaa803ce9366dca251925e0bdde517430"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaa803ce9366dca251925e0bdde517430">operations_research::glop::Transpose</a></div><div class="ttdeci">const DenseRow & Transpose(const DenseColumn &col)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00192">lp_data/lp_utils.h:192</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e">operations_research::glop::VariableStatus::BASIC</a></div><div class="ttdeci">@ BASIC</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aaf3efa52c50a245bf2fc964386a15d49"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaf3efa52c50a245bf2fc964386a15d49">operations_research::glop::DenseBitRow</a></div><div class="ttdeci">Bitset64< ColIndex > DenseBitRow</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00327">lp_types.h:327</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ab65a327cfc2a74c15fa26b91f19acc64"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">operations_research::glop::ColToRowIndex</a></div><div class="ttdeci">RowIndex ColToRowIndex(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00052">lp_types.h:52</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aedb714d776d86539dbb9f42ae5d7d923"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aedb714d776d86539dbb9f42ae5d7d923">operations_research::glop::DeterministicTimeForFpOperations</a></div><div class="ttdeci">static double DeterministicTimeForFpOperations(int64_t n)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00383">lp_types.h:383</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_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="areduced__costs_8h_html"><div class="ttname"><a href="reduced__costs_8h.html">reduced_costs.h</a></div></div>
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<div class="ttc" id="aresource_8cc_html_af12056bc2a8e3ec563f0940d87abbd2e"><div class="ttname"><a href="resource_8cc.html#af12056bc2a8e3ec563f0940d87abbd2e">delta</a></div><div class="ttdeci">int64_t delta</div><div class="ttdef"><b>Definition:</b> <a href="resource_8cc_source.html#l01694">resource.cc:1694</a></div></div>
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<div class="ttc" id="asearch_8cc_html_a9c6d2505b571d11bc113813060f465a3"><div class="ttname"><a href="search_8cc.html#a9c6d2505b571d11bc113813060f465a3">objective_</a></div><div class="ttdeci">IntVar *const objective_</div><div class="ttdef"><b>Definition:</b> <a href="search_8cc_source.html#l03017">search.cc:3017</a></div></div>
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<div class="ttc" id="astats_8h_html_a3c3e6b102f0d91c523099325c98e1887"><div class="ttname"><a href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a></div><div class="ttdeci">#define IF_STATS_ENABLED(instructions)</div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00437">stats.h:437</a></div></div>
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<div class="ttc" id="astats_8h_html_a9995704aaaf45fc21e08c847551a8d04"><div class="ttname"><a href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a></div><div class="ttdeci">#define SCOPED_TIME_STAT(stats)</div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00438">stats.h:438</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_scattered_column_html"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_scattered_column.html">operations_research::glop::ScatteredColumn</a></div><div class="ttdef"><b>Definition:</b> <a href="scattered__vector_8h_source.html#l00195">scattered_vector.h:196</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_scattered_vector_html_ac146d47daa294f7e6546c7569c9c881b"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_scattered_vector.html#ac146d47daa294f7e6546c7569c9c881b">operations_research::glop::ScatteredVector::non_zeros</a></div><div class="ttdeci">std::vector< Index > non_zeros</div><div class="ttdef"><b>Definition:</b> <a href="scattered__vector_8h_source.html#l00061">scattered_vector.h:61</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_scattered_vector_html_ae0473e18a367af671dc3f08063c80da4"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">operations_research::glop::ScatteredVector::values</a></div><div class="ttdeci">StrictITIVector< Index, Fractional > values</div><div class="ttdef"><b>Definition:</b> <a href="scattered__vector_8h_source.html#l00056">scattered_vector.h:56</a></div></div>
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<div class="ttc" id="avariable__and__expressions_8cc_html_a2091cd7d80fdd31762020bce86138587"><div class="ttname"><a href="variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587">coeff</a></div><div class="ttdeci">const double coeff</div><div class="ttdef"><b>Definition:</b> <a href="variable__and__expressions_8cc_source.html#l00105">variable_and_expressions.cc:105</a></div></div>
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