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230 lines
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<div class="title">sat/lp_utils.h</div> </div>
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<a href="sat_2lp__utils_8h.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> <span class="comment">// Copyright 2010-2018 Google LLC</span></div>
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<div class="line"><a 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 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 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 name="l00005"></a><span class="lineno"> 5</span> <span class="comment">//</span></div>
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<div class="line"><a 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 name="l00007"></a><span class="lineno"> 7</span> <span class="comment">//</span></div>
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<div class="line"><a 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 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 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 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 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 name="l00013"></a><span class="lineno"> 13</span>  </div>
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<div class="line"><a name="l00014"></a><span class="lineno"> 14</span> <span class="comment">// Utility functions to interact with an lp solver from the SAT context.</span></div>
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<div class="line"><a name="l00015"></a><span class="lineno"> 15</span>  </div>
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<div class="line"><a name="l00016"></a><span class="lineno"> 16</span> <span class="preprocessor">#ifndef OR_TOOLS_SAT_LP_UTILS_H_</span></div>
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<div class="line"><a name="l00017"></a><span class="lineno"> 17</span> <span class="preprocessor">#define OR_TOOLS_SAT_LP_UTILS_H_</span></div>
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<div class="line"><a name="l00018"></a><span class="lineno"> 18</span>  </div>
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<div class="line"><a name="l00019"></a><span class="lineno"> 19</span> <span class="preprocessor">#include "<a class="code" href="linear__solver_8pb_8h.html">ortools/linear_solver/linear_solver.pb.h</a>"</span></div>
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<div class="line"><a name="l00020"></a><span class="lineno"> 20</span> <span class="preprocessor">#include "<a class="code" href="lp__data_8h.html">ortools/lp_data/lp_data.h</a>"</span></div>
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<div class="line"><a name="l00021"></a><span class="lineno"> 21</span> <span class="preprocessor">#include "<a class="code" href="boolean__problem_8pb_8h.html">ortools/sat/boolean_problem.pb.h</a>"</span></div>
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<div class="line"><a name="l00022"></a><span class="lineno"> 22</span> <span class="preprocessor">#include "<a class="code" href="cp__model_8pb_8h.html">ortools/sat/cp_model.pb.h</a>"</span></div>
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<div class="line"><a name="l00023"></a><span class="lineno"> 23</span> <span class="preprocessor">#include "<a class="code" href="sat__parameters_8pb_8h.html">ortools/sat/sat_parameters.pb.h</a>"</span></div>
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<div class="line"><a name="l00024"></a><span class="lineno"> 24</span> <span class="preprocessor">#include "<a class="code" href="sat__solver_8h.html">ortools/sat/sat_solver.h</a>"</span></div>
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<div class="line"><a name="l00025"></a><span class="lineno"> 25</span>  </div>
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<div class="line"><a name="l00026"></a><span class="lineno"> 26</span> <span class="keyword">namespace </span><a class="code" href="namespaceoperations__research.html">operations_research</a> {</div>
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<div class="line"><a name="l00027"></a><span class="lineno"> 27</span> <span class="keyword">namespace </span>sat {</div>
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<div class="line"><a name="l00028"></a><span class="lineno"> 28</span>  </div>
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<div class="line"><a name="l00029"></a><span class="lineno"> 29</span> <span class="comment">// Returns the smallest factor f such that f * abs(x) is integer modulo the</span></div>
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<div class="line"><a name="l00030"></a><span class="lineno"> 30</span> <span class="comment">// given tolerance relative to f (we use f * tolerance). It is only looking</span></div>
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<div class="line"><a name="l00031"></a><span class="lineno"> 31</span> <span class="comment">// for f smaller than the given limit. Returns zero if no such factor exist.</span></div>
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<div class="line"><a name="l00032"></a><span class="lineno"> 32</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00033"></a><span class="lineno"> 33</span> <span class="comment">// The complexity is a lot less than O(limit), but it is possible that we might</span></div>
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<div class="line"><a name="l00034"></a><span class="lineno"> 34</span> <span class="comment">// miss the smallest such factor if the tolerance used is too low. This is</span></div>
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<div class="line"><a name="l00035"></a><span class="lineno"> 35</span> <span class="comment">// because we only rely on the best rational approximations of x with increasing</span></div>
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<div class="line"><a name="l00036"></a><span class="lineno"> 36</span> <span class="comment">// denominator.</span></div>
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<div class="line"><a name="l00037"></a><span class="lineno"> 37</span> <span class="keywordtype">int</span> <a class="code" href="namespaceoperations__research_1_1sat.html#af8b326626fb8ca0efd32ff0564d35731">FindRationalFactor</a>(<span class="keywordtype">double</span> x, <span class="keywordtype">int</span> limit = 1e4, <span class="keywordtype">double</span> tolerance = 1e-6);</div>
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<div class="line"><a name="l00038"></a><span class="lineno"> 38</span>  </div>
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<div class="line"><a name="l00039"></a><span class="lineno"> 39</span> <span class="comment">// Multiplies all continuous variable by the given scaling parameters and change</span></div>
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<div class="line"><a name="l00040"></a><span class="lineno"> 40</span> <span class="comment">// the rest of the model accordingly. The returned vector contains the scaling</span></div>
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<div class="line"><a name="l00041"></a><span class="lineno"> 41</span> <span class="comment">// of each variable (will always be 1.0 for integers) and can be used to recover</span></div>
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<div class="line"><a name="l00042"></a><span class="lineno"> 42</span> <span class="comment">// a solution of the unscaled problem from one of the new scaled problems by</span></div>
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<div class="line"><a name="l00043"></a><span class="lineno"> 43</span> <span class="comment">// dividing the variable values.</span></div>
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<div class="line"><a name="l00044"></a><span class="lineno"> 44</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00045"></a><span class="lineno"> 45</span> <span class="comment">// We usually scale a continuous variable by scaling, but if its domain is going</span></div>
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<div class="line"><a name="l00046"></a><span class="lineno"> 46</span> <span class="comment">// to have larger values than max_bound, then we scale to have the max domain</span></div>
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<div class="line"><a name="l00047"></a><span class="lineno"> 47</span> <span class="comment">// magnitude equal to max_bound.</span></div>
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<div class="line"><a name="l00048"></a><span class="lineno"> 48</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00049"></a><span class="lineno"> 49</span> <span class="comment">// Note that it is recommended to call DetectImpliedIntegers() before this</span></div>
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<div class="line"><a name="l00050"></a><span class="lineno"> 50</span> <span class="comment">// function so that we do not scale variables that do not need to be scaled.</span></div>
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<div class="line"><a name="l00051"></a><span class="lineno"> 51</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00052"></a><span class="lineno"> 52</span> <span class="comment">// TODO(user): Also scale the solution hint if any.</span></div>
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<div class="line"><a name="l00053"></a><span class="lineno"> 53</span> std::vector<double> <a class="code" href="namespaceoperations__research_1_1sat.html#ac71665cf974c4a75adc4c9ad251ae853">ScaleContinuousVariables</a>(<span class="keywordtype">double</span> scaling, <span class="keywordtype">double</span> max_bound,</div>
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<div class="line"><a name="l00054"></a><span class="lineno"> 54</span>  MPModelProto* mp_model);</div>
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<div class="line"><a name="l00055"></a><span class="lineno"> 55</span>  </div>
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<div class="line"><a name="l00056"></a><span class="lineno"> 56</span> <span class="comment">// This will mark implied integer as such. Note that it can also discover</span></div>
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<div class="line"><a name="l00057"></a><span class="lineno"> 57</span> <span class="comment">// variable of the form coeff * Integer + offset, and will change the model</span></div>
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<div class="line"><a name="l00058"></a><span class="lineno"> 58</span> <span class="comment">// so that these are marked as integer. It is why we return both a scaling and</span></div>
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<div class="line"><a name="l00059"></a><span class="lineno"> 59</span> <span class="comment">// an offset to transform the solution back to its original domain.</span></div>
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<div class="line"><a name="l00060"></a><span class="lineno"> 60</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00061"></a><span class="lineno"> 61</span> <span class="comment">// TODO(user): Actually implement the offset part. This currently only happens</span></div>
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<div class="line"><a name="l00062"></a><span class="lineno"> 62</span> <span class="comment">// on the 3 neos-46470* miplib problems where we have a non-integer rhs.</span></div>
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<div class="line"><a name="l00063"></a><span class="lineno"> 63</span> std::vector<double> <a class="code" href="namespaceoperations__research_1_1sat.html#a5d3559f28aa3f4859177d4c13950cf1a">DetectImpliedIntegers</a>(<span class="keywordtype">bool</span> log_info,</div>
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<div class="line"><a name="l00064"></a><span class="lineno"> 64</span>  MPModelProto* mp_model);</div>
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<div class="line"><a name="l00065"></a><span class="lineno"> 65</span>  </div>
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<div class="line"><a name="l00066"></a><span class="lineno"> 66</span> <span class="comment">// Converts a MIP problem to a CpModel. Returns false if the coefficients</span></div>
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<div class="line"><a name="l00067"></a><span class="lineno"> 67</span> <span class="comment">// couldn't be converted to integers with a good enough precision.</span></div>
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<div class="line"><a name="l00068"></a><span class="lineno"> 68</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00069"></a><span class="lineno"> 69</span> <span class="comment">// There is a bunch of caveats and you can find more details on the</span></div>
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<div class="line"><a name="l00070"></a><span class="lineno"> 70</span> <span class="comment">// SatParameters proto documentation for the mip_* parameters.</span></div>
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<div class="line"><a name="l00071"></a><span class="lineno"> 71</span> <span class="keywordtype">bool</span> <a class="code" href="namespaceoperations__research_1_1sat.html#adead4997e96ccdef87190f43c5de938f">ConvertMPModelProtoToCpModelProto</a>(<span class="keyword">const</span> SatParameters& params,</div>
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<div class="line"><a name="l00072"></a><span class="lineno"> 72</span>  <span class="keyword">const</span> MPModelProto& mp_model,</div>
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<div class="line"><a name="l00073"></a><span class="lineno"> 73</span>  CpModelProto* cp_model);</div>
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<div class="line"><a name="l00074"></a><span class="lineno"> 74</span>  </div>
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<div class="line"><a name="l00075"></a><span class="lineno"> 75</span> <span class="comment">// Converts an integer program with only binary variables to a Boolean</span></div>
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<div class="line"><a name="l00076"></a><span class="lineno"> 76</span> <span class="comment">// optimization problem. Returns false if the problem didn't contains only</span></div>
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<div class="line"><a name="l00077"></a><span class="lineno"> 77</span> <span class="comment">// binary integer variable, or if the coefficients couldn't be converted to</span></div>
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<div class="line"><a name="l00078"></a><span class="lineno"> 78</span> <span class="comment">// integer with a good enough precision.</span></div>
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<div class="line"><a name="l00079"></a><span class="lineno"> 79</span> <span class="keywordtype">bool</span> <a class="code" href="namespaceoperations__research_1_1sat.html#a7b33067a7dffa07cd5748bc4552c85a1">ConvertBinaryMPModelProtoToBooleanProblem</a>(<span class="keyword">const</span> MPModelProto& mp_model,</div>
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<div class="line"><a name="l00080"></a><span class="lineno"> 80</span>  LinearBooleanProblem* problem);</div>
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<div class="line"><a name="l00081"></a><span class="lineno"> 81</span>  </div>
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<div class="line"><a name="l00082"></a><span class="lineno"> 82</span> <span class="comment">// Converts a Boolean optimization problem to its lp formulation.</span></div>
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<div class="line"><a name="l00083"></a><span class="lineno"> 83</span> <span class="keywordtype">void</span> <a class="code" href="namespaceoperations__research_1_1sat.html#a4591e100a0f29a249169e5833995cd31">ConvertBooleanProblemToLinearProgram</a>(<span class="keyword">const</span> LinearBooleanProblem& problem,</div>
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<div class="line"><a name="l00084"></a><span class="lineno"> 84</span>  glop::LinearProgram* lp);</div>
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<div class="line"><a name="l00085"></a><span class="lineno"> 85</span>  </div>
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<div class="line"><a name="l00086"></a><span class="lineno"> 86</span> <span class="comment">// Changes the variable bounds of the lp to reflect the variables that have been</span></div>
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<div class="line"><a name="l00087"></a><span class="lineno"> 87</span> <span class="comment">// fixed by the SAT solver (i.e. assigned at decision level 0). Returns the</span></div>
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<div class="line"><a name="l00088"></a><span class="lineno"> 88</span> <span class="comment">// number of variables fixed this way.</span></div>
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<div class="line"><a name="l00089"></a><span class="lineno"> 89</span> <span class="keywordtype">int</span> <a class="code" href="namespaceoperations__research_1_1sat.html#ab7cca71116da1e5640ad896f2bf46028">FixVariablesFromSat</a>(<span class="keyword">const</span> SatSolver& solver, glop::LinearProgram* lp);</div>
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<div class="line"><a name="l00090"></a><span class="lineno"> 90</span>  </div>
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<div class="line"><a name="l00091"></a><span class="lineno"> 91</span> <span class="comment">// Solves the given lp problem and uses the lp solution to drive the SAT solver</span></div>
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<div class="line"><a name="l00092"></a><span class="lineno"> 92</span> <span class="comment">// polarity choices. The variable must have the same index in the solved lp</span></div>
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<div class="line"><a name="l00093"></a><span class="lineno"> 93</span> <span class="comment">// problem and in SAT for this to make sense.</span></div>
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<div class="line"><a name="l00094"></a><span class="lineno"> 94</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00095"></a><span class="lineno"> 95</span> <span class="comment">// Returns false if a problem occurred while trying to solve the lp.</span></div>
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<div class="line"><a name="l00096"></a><span class="lineno"> 96</span> <span class="keywordtype">bool</span> <a class="code" href="namespaceoperations__research_1_1sat.html#a0ce1f2f17b7ce984fbfc526d6c04f337">SolveLpAndUseSolutionForSatAssignmentPreference</a>(</div>
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<div class="line"><a name="l00097"></a><span class="lineno"> 97</span>  <span class="keyword">const</span> glop::LinearProgram& lp, SatSolver* sat_solver,</div>
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<div class="line"><a name="l00098"></a><span class="lineno"> 98</span>  <span class="keywordtype">double</span> max_time_in_seconds);</div>
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<div class="line"><a name="l00099"></a><span class="lineno"> 99</span>  </div>
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<div class="line"><a name="l00100"></a><span class="lineno"> 100</span> <span class="comment">// Solves the lp and add constraints to fix the integer variable of the lp in</span></div>
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<div class="line"><a name="l00101"></a><span class="lineno"> 101</span> <span class="comment">// the LinearBoolean problem.</span></div>
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<div class="line"><a name="l00102"></a><span class="lineno"> 102</span> <span class="keywordtype">bool</span> <a class="code" href="namespaceoperations__research_1_1sat.html#aa46871f0150f3db9f9fdcbd1049aadaa">SolveLpAndUseIntegerVariableToStartLNS</a>(<span class="keyword">const</span> glop::LinearProgram& lp,</div>
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<div class="line"><a name="l00103"></a><span class="lineno"> 103</span>  LinearBooleanProblem* problem);</div>
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<div class="line"><a name="l00104"></a><span class="lineno"> 104</span>  </div>
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<div class="line"><a name="l00105"></a><span class="lineno"> 105</span> } <span class="comment">// namespace sat</span></div>
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<div class="line"><a name="l00106"></a><span class="lineno"> 106</span> } <span class="comment">// namespace operations_research</span></div>
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<div class="line"><a name="l00107"></a><span class="lineno"> 107</span>  </div>
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<div class="line"><a name="l00108"></a><span class="lineno"> 108</span> <span class="preprocessor">#endif // OR_TOOLS_SAT_LP_UTILS_H_</span></div>
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<div class="ttc" id="acp__model_8pb_8h_html"><div class="ttname"><a href="cp__model_8pb_8h.html">cp_model.pb.h</a></div></div>
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<div class="ttc" id="alp__data_8h_html"><div class="ttname"><a href="lp__data_8h.html">lp_data.h</a></div></div>
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<div class="ttc" id="alinear__solver_8pb_8h_html"><div class="ttname"><a href="linear__solver_8pb_8h.html">linear_solver.pb.h</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1sat_html_af8b326626fb8ca0efd32ff0564d35731"><div class="ttname"><a href="namespaceoperations__research_1_1sat.html#af8b326626fb8ca0efd32ff0564d35731">operations_research::sat::FindRationalFactor</a></div><div class="ttdeci">int FindRationalFactor(double x, int limit, double tolerance)</div><div class="ttdef"><b>Definition:</b> <a href="sat_2lp__utils_8cc_source.html#l00119">sat/lp_utils.cc:119</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">The vehicle routing library lets one model and solve generic vehicle routing problems ranging from th...</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="asat__solver_8h_html"><div class="ttname"><a href="sat__solver_8h.html">sat_solver.h</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1sat_html_a4591e100a0f29a249169e5833995cd31"><div class="ttname"><a href="namespaceoperations__research_1_1sat.html#a4591e100a0f29a249169e5833995cd31">operations_research::sat::ConvertBooleanProblemToLinearProgram</a></div><div class="ttdeci">void ConvertBooleanProblemToLinearProgram(const LinearBooleanProblem &problem, glop::LinearProgram *lp)</div><div class="ttdef"><b>Definition:</b> <a href="sat_2lp__utils_8cc_source.html#l01037">sat/lp_utils.cc:1037</a></div></div>
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<div class="ttc" id="asat__parameters_8pb_8h_html"><div class="ttname"><a href="sat__parameters_8pb_8h.html">sat_parameters.pb.h</a></div></div>
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<div class="ttc" id="aboolean__problem_8pb_8h_html"><div class="ttname"><a href="boolean__problem_8pb_8h.html">boolean_problem.pb.h</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1sat_html_ac71665cf974c4a75adc4c9ad251ae853"><div class="ttname"><a href="namespaceoperations__research_1_1sat.html#ac71665cf974c4a75adc4c9ad251ae853">operations_research::sat::ScaleContinuousVariables</a></div><div class="ttdeci">std::vector< double > ScaleContinuousVariables(double scaling, double max_bound, MPModelProto *mp_model)</div><div class="ttdef"><b>Definition:</b> <a href="sat_2lp__utils_8cc_source.html#l00100">sat/lp_utils.cc:100</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1sat_html_adead4997e96ccdef87190f43c5de938f"><div class="ttname"><a href="namespaceoperations__research_1_1sat.html#adead4997e96ccdef87190f43c5de938f">operations_research::sat::ConvertMPModelProtoToCpModelProto</a></div><div class="ttdeci">bool ConvertMPModelProtoToCpModelProto(const SatParameters &params, const MPModelProto &mp_model, CpModelProto *cp_model)</div><div class="ttdef"><b>Definition:</b> <a href="sat_2lp__utils_8cc_source.html#l00599">sat/lp_utils.cc:599</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1sat_html_a0ce1f2f17b7ce984fbfc526d6c04f337"><div class="ttname"><a href="namespaceoperations__research_1_1sat.html#a0ce1f2f17b7ce984fbfc526d6c04f337">operations_research::sat::SolveLpAndUseSolutionForSatAssignmentPreference</a></div><div class="ttdeci">bool SolveLpAndUseSolutionForSatAssignmentPreference(const glop::LinearProgram &lp, SatSolver *sat_solver, double max_time_in_seconds)</div><div class="ttdef"><b>Definition:</b> <a href="sat_2lp__utils_8cc_source.html#l01115">sat/lp_utils.cc:1115</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1sat_html_a5d3559f28aa3f4859177d4c13950cf1a"><div class="ttname"><a href="namespaceoperations__research_1_1sat.html#a5d3559f28aa3f4859177d4c13950cf1a">operations_research::sat::DetectImpliedIntegers</a></div><div class="ttdeci">std::vector< double > DetectImpliedIntegers(bool log_info, MPModelProto *mp_model)</div><div class="ttdef"><b>Definition:</b> <a href="sat_2lp__utils_8cc_source.html#l00182">sat/lp_utils.cc:182</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1sat_html_aa46871f0150f3db9f9fdcbd1049aadaa"><div class="ttname"><a href="namespaceoperations__research_1_1sat.html#aa46871f0150f3db9f9fdcbd1049aadaa">operations_research::sat::SolveLpAndUseIntegerVariableToStartLNS</a></div><div class="ttdeci">bool SolveLpAndUseIntegerVariableToStartLNS(const glop::LinearProgram &lp, LinearBooleanProblem *problem)</div><div class="ttdef"><b>Definition:</b> <a href="sat_2lp__utils_8cc_source.html#l01137">sat/lp_utils.cc:1137</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1sat_html_a7b33067a7dffa07cd5748bc4552c85a1"><div class="ttname"><a href="namespaceoperations__research_1_1sat.html#a7b33067a7dffa07cd5748bc4552c85a1">operations_research::sat::ConvertBinaryMPModelProtoToBooleanProblem</a></div><div class="ttdeci">bool ConvertBinaryMPModelProtoToBooleanProblem(const MPModelProto &mp_model, LinearBooleanProblem *problem)</div><div class="ttdef"><b>Definition:</b> <a href="sat_2lp__utils_8cc_source.html#l00862">sat/lp_utils.cc:862</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1sat_html_ab7cca71116da1e5640ad896f2bf46028"><div class="ttname"><a href="namespaceoperations__research_1_1sat.html#ab7cca71116da1e5640ad896f2bf46028">operations_research::sat::FixVariablesFromSat</a></div><div class="ttdeci">int FixVariablesFromSat(const SatSolver &solver, glop::LinearProgram *lp)</div><div class="ttdef"><b>Definition:</b> <a href="sat_2lp__utils_8cc_source.html#l01101">sat/lp_utils.cc:1101</a></div></div>
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