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<div class="headertitle"><div class="title">quadratic_program.h</div></div>
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<a href="quadratic__program_8h.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno"> 1</span><span class="comment">// Copyright 2010-2021 Google LLC</span></div>
<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 &quot;License&quot;);</span></div>
<div class="line"><a id="l00003" name="l00003"></a><span class="lineno"> 3</span><span class="comment">// you may not use this file except in compliance with the License.</span></div>
<div class="line"><a id="l00004" name="l00004"></a><span class="lineno"> 4</span><span class="comment">// You may obtain a copy of the License at</span></div>
<div class="line"><a id="l00005" name="l00005"></a><span class="lineno"> 5</span><span class="comment">//</span></div>
<div class="line"><a id="l00006" name="l00006"></a><span class="lineno"> 6</span><span class="comment">// http://www.apache.org/licenses/LICENSE-2.0</span></div>
<div class="line"><a id="l00007" name="l00007"></a><span class="lineno"> 7</span><span class="comment">//</span></div>
<div class="line"><a id="l00008" name="l00008"></a><span class="lineno"> 8</span><span class="comment">// Unless required by applicable law or agreed to in writing, software</span></div>
<div class="line"><a id="l00009" name="l00009"></a><span class="lineno"> 9</span><span class="comment">// distributed under the License is distributed on an &quot;AS IS&quot; BASIS,</span></div>
<div class="line"><a id="l00010" name="l00010"></a><span class="lineno"> 10</span><span class="comment">// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span></div>
<div class="line"><a id="l00011" name="l00011"></a><span class="lineno"> 11</span><span class="comment">// See the License for the specific language governing permissions and</span></div>
<div class="line"><a id="l00012" name="l00012"></a><span class="lineno"> 12</span><span class="comment">// limitations under the License.</span></div>
<div class="line"><a id="l00013" name="l00013"></a><span class="lineno"> 13</span> </div>
<div class="line"><a id="l00014" name="l00014"></a><span class="lineno"> 14</span><span class="preprocessor">#ifndef PDLP_QUADRATIC_PROGRAM_H_</span></div>
<div class="line"><a id="l00015" name="l00015"></a><span class="lineno"> 15</span><span class="preprocessor">#define PDLP_QUADRATIC_PROGRAM_H_</span></div>
<div class="line"><a id="l00016" name="l00016"></a><span class="lineno"> 16</span> </div>
<div class="line"><a id="l00017" name="l00017"></a><span class="lineno"> 17</span><span class="preprocessor">#include &lt;cstdint&gt;</span></div>
<div class="line"><a id="l00018" name="l00018"></a><span class="lineno"> 18</span><span class="preprocessor">#include &lt;limits&gt;</span></div>
<div class="line"><a id="l00019" name="l00019"></a><span class="lineno"> 19</span><span class="preprocessor">#include &lt;optional&gt;</span></div>
<div class="line"><a id="l00020" name="l00020"></a><span class="lineno"> 20</span><span class="preprocessor">#include &lt;string&gt;</span></div>
<div class="line"><a id="l00021" name="l00021"></a><span class="lineno"> 21</span><span class="preprocessor">#include &lt;utility&gt;</span></div>
<div class="line"><a id="l00022" name="l00022"></a><span class="lineno"> 22</span><span class="preprocessor">#include &lt;vector&gt;</span></div>
<div class="line"><a id="l00023" name="l00023"></a><span class="lineno"> 23</span> </div>
<div class="line"><a id="l00024" name="l00024"></a><span class="lineno"> 24</span><span class="preprocessor">#include &quot;Eigen/Core&quot;</span></div>
<div class="line"><a id="l00025" name="l00025"></a><span class="lineno"> 25</span><span class="preprocessor">#include &quot;Eigen/SparseCore&quot;</span></div>
<div class="line"><a id="l00026" name="l00026"></a><span class="lineno"> 26</span><span class="preprocessor">#include &quot;absl/status/status.h&quot;</span></div>
<div class="line"><a id="l00027" name="l00027"></a><span class="lineno"> 27</span><span class="preprocessor">#include &quot;absl/status/statusor.h&quot;</span></div>
<div class="line"><a id="l00028" name="l00028"></a><span class="lineno"> 28</span><span class="preprocessor">#include &quot;absl/types/optional.h&quot;</span></div>
<div class="line"><a id="l00029" name="l00029"></a><span class="lineno"> 29</span><span class="preprocessor">#include &quot;<a class="code" href="base_2logging_8h.html">ortools/base/logging.h</a>&quot;</span></div>
<div class="line"><a id="l00030" name="l00030"></a><span class="lineno"> 30</span><span class="preprocessor">#include &quot;ortools/linear_solver/linear_solver.pb.h&quot;</span></div>
<div class="line"><a id="l00031" name="l00031"></a><span class="lineno"> 31</span> </div>
<div class="line"><a id="l00032" name="l00032"></a><span class="lineno"> 32</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceoperations__research_1_1pdlp.html">operations_research::pdlp</a> {</div>
<div class="line"><a id="l00033" name="l00033"></a><span class="lineno"> 33</span> </div>
<div class="line"><a id="l00034" name="l00034"></a><span class="lineno"> 34</span><span class="comment">// Represents the quadratic program (QP):</span></div>
<div class="line"><a id="l00035" name="l00035"></a><span class="lineno"> 35</span><span class="comment">// min_x (objective_vector^T x + (1/2) x^T objective_matrix x) s.t.</span></div>
<div class="line"><a id="l00036" name="l00036"></a><span class="lineno"> 36</span><span class="comment">// constraint_lower_bounds &lt;= constraint_matrix x &lt;= constraint_upper_bounds</span></div>
<div class="line"><a id="l00037" name="l00037"></a><span class="lineno"> 37</span><span class="comment">// variable_lower_bounds &lt;= x &lt;= variable_upper_bounds</span></div>
<div class="line"><a id="l00038" name="l00038"></a><span class="lineno"> 38</span><span class="comment">//</span></div>
<div class="line"><a id="l00039" name="l00039"></a><span class="lineno"> 39</span><span class="comment">// constraint_lower_bounds and variable_lower_bounds may include negative</span></div>
<div class="line"><a id="l00040" name="l00040"></a><span class="lineno"> 40</span><span class="comment">// infinities. constraint_upper_bounds and variable_upper_bounds may</span></div>
<div class="line"><a id="l00041" name="l00041"></a><span class="lineno"> 41</span><span class="comment">// contain positive infinities. Other than that all entries of all fields must</span></div>
<div class="line"><a id="l00042" name="l00042"></a><span class="lineno"> 42</span><span class="comment">// be finite. The objective_matrix must be symmetric and positive semi-definite.</span></div>
<div class="line"><a id="l00043" name="l00043"></a><span class="lineno"> 43</span><span class="comment">//</span></div>
<div class="line"><a id="l00044" name="l00044"></a><span class="lineno"> 44</span><span class="comment">// For convenience, the struct also stores a scaling factor and objective</span></div>
<div class="line"><a id="l00045" name="l00045"></a><span class="lineno"> 45</span><span class="comment">// offset. These factors can be used to transform objective values based on the</span></div>
<div class="line"><a id="l00046" name="l00046"></a><span class="lineno"> 46</span><span class="comment">// problem definition above into objective values that are meaningful for the</span></div>
<div class="line"><a id="l00047" name="l00047"></a><span class="lineno"> 47</span><span class="comment">// user. See ApplyObjectiveScalingAndOffset.</span></div>
<div class="line"><a id="l00048" name="l00048"></a><span class="lineno"> 48</span><span class="comment">//</span></div>
<div class="line"><a id="l00049" name="l00049"></a><span class="lineno"> 49</span><span class="comment">// This struct is also intended for use with linear programs (LPs), which are</span></div>
<div class="line"><a id="l00050" name="l00050"></a><span class="lineno"> 50</span><span class="comment">// QPs with a zero objective_matrix.</span></div>
<div class="line"><a id="l00051" name="l00051"></a><span class="lineno"> 51</span><span class="comment">//</span></div>
<div class="line"><a id="l00052" name="l00052"></a><span class="lineno"> 52</span><span class="comment">// The dual is documented at</span></div>
<div class="line"><a id="l00053" name="l00053"></a><span class="lineno"> 53</span><span class="comment">// https://developers.google.com/optimization/lp/pdlp_math.</span></div>
<div class="line"><a id="l00054" name="l00054"></a><span class="lineno"><a class="line" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html"> 54</a></span><span class="keyword">struct </span><a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">QuadraticProgram</a> {</div>
<div class="line"><a id="l00055" name="l00055"></a><span class="lineno"><a class="line" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#aa61a7071ba5a4ba3996320827a71ccb1"> 55</a></span> <a class="code hl_function" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#aa61a7071ba5a4ba3996320827a71ccb1">QuadraticProgram</a>(int64_t num_variables, int64_t num_constraints) {</div>
<div class="line"><a id="l00056" name="l00056"></a><span class="lineno"> 56</span> <a class="code hl_function" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ad8db20a332fca1343d6d949dbff508de">ResizeAndInitialize</a>(num_variables, num_constraints);</div>
<div class="line"><a id="l00057" name="l00057"></a><span class="lineno"> 57</span> }</div>
<div class="line"><a id="l00058" name="l00058"></a><span class="lineno"><a class="line" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a2a62d08a6079714a4cbcca016f49d457"> 58</a></span> <a class="code hl_function" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a2a62d08a6079714a4cbcca016f49d457">QuadraticProgram</a>() : <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">QuadraticProgram</a>(0, 0) {}</div>
<div class="line"><a id="l00059" name="l00059"></a><span class="lineno"> 59</span> </div>
<div class="line"><a id="l00060" name="l00060"></a><span class="lineno"> 60</span> <span class="comment">// QuadraticPrograms may be copied or moved. Eigen::SparseMatrix doesn&#39;t</span></div>
<div class="line"><a id="l00061" name="l00061"></a><span class="lineno"> 61</span> <span class="comment">// have move operations so we use custom implementations based on swap.</span></div>
<div class="line"><a id="l00062" name="l00062"></a><span class="lineno"><a class="line" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a5c2cfdde90fa04264b5298bf72d556dd"> 62</a></span> <a class="code hl_function" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a5c2cfdde90fa04264b5298bf72d556dd">QuadraticProgram</a>(<span class="keyword">const</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">QuadraticProgram</a>&amp; other) = <span class="keywordflow">default</span>;</div>
<div class="line"><a id="l00063" name="l00063"></a><span class="lineno"><a class="line" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a409b06e04d10cb2467e8bc3d05d3681e"> 63</a></span> <a class="code hl_function" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a409b06e04d10cb2467e8bc3d05d3681e">QuadraticProgram</a>(<a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">QuadraticProgram</a>&amp;&amp; other) noexcept</div>
<div class="line"><a id="l00064" name="l00064"></a><span class="lineno"> 64</span> : <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#afdb3e07cd380793e1b265c1fded94edd">objective_vector</a>(std::move(other.objective_vector)),</div>
<div class="line"><a id="l00065" name="l00065"></a><span class="lineno"> 65</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae816a5fdb4bdd9b7af551cc7e88d2eb5">objective_matrix</a>(std::move(other.objective_matrix)),</div>
<div class="line"><a id="l00066" name="l00066"></a><span class="lineno"> 66</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a61349a88b7e83784a92be3d231cfa638">constraint_lower_bounds</a>(std::move(other.constraint_lower_bounds)),</div>
<div class="line"><a id="l00067" name="l00067"></a><span class="lineno"> 67</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#af2acc3fce9196f0cd70ed7505923234c">constraint_upper_bounds</a>(std::move(other.constraint_upper_bounds)),</div>
<div class="line"><a id="l00068" name="l00068"></a><span class="lineno"> 68</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a0f72e7b49f91d0b980f5a54a18c06964">variable_lower_bounds</a>(std::move(other.variable_lower_bounds)),</div>
<div class="line"><a id="l00069" name="l00069"></a><span class="lineno"> 69</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a097d329b7af662bea9b5a8e310a22726">variable_upper_bounds</a>(std::move(other.variable_upper_bounds)),</div>
<div class="line"><a id="l00070" name="l00070"></a><span class="lineno"> 70</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#aa3d8a9214deabfe8c679f3dcf7a0bf84">problem_name</a>(std::move(other.problem_name)),</div>
<div class="line"><a id="l00071" name="l00071"></a><span class="lineno"> 71</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a3b46b5f8d7374e5e1f71be9b647262b6">variable_names</a>(std::move(other.variable_names)),</div>
<div class="line"><a id="l00072" name="l00072"></a><span class="lineno"> 72</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a351592ad2cd615ce05dff1c278405110">constraint_names</a>(std::move(other.constraint_names)),</div>
<div class="line"><a id="l00073" name="l00073"></a><span class="lineno"> 73</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a6caf50b62278bf0ab5a0e2020eb576c1">objective_offset</a>(other.objective_offset),</div>
<div class="line"><a id="l00074" name="l00074"></a><span class="lineno"> 74</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a18b5b62c2150cdcf678427d52b05a949">objective_scaling_factor</a>(other.objective_scaling_factor) {</div>
<div class="line"><a id="l00075" name="l00075"></a><span class="lineno"> 75</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae7a462ef3035095eff6c883ae0078d02">constraint_matrix</a>.swap(other.constraint_matrix);</div>
<div class="line"><a id="l00076" name="l00076"></a><span class="lineno"> 76</span> }</div>
<div class="line"><a id="l00077" name="l00077"></a><span class="lineno"><a class="line" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a97766a0684ba324af985722c726abb2e"> 77</a></span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">QuadraticProgram</a>&amp; <a class="code hl_function" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a97766a0684ba324af985722c726abb2e">operator=</a>(<span class="keyword">const</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">QuadraticProgram</a>&amp; other) = <span class="keywordflow">default</span>;</div>
<div class="line"><a id="l00078" name="l00078"></a><span class="lineno"><a class="line" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ab54526aea3b753ea66d03e3f2066c1d9"> 78</a></span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">QuadraticProgram</a>&amp; <a class="code hl_function" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ab54526aea3b753ea66d03e3f2066c1d9">operator=</a>(<a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">QuadraticProgram</a>&amp;&amp; other) {</div>
<div class="line"><a id="l00079" name="l00079"></a><span class="lineno"> 79</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#afdb3e07cd380793e1b265c1fded94edd">objective_vector</a> = std::move(other.objective_vector);</div>
<div class="line"><a id="l00080" name="l00080"></a><span class="lineno"> 80</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae816a5fdb4bdd9b7af551cc7e88d2eb5">objective_matrix</a> = std::move(other.objective_matrix);</div>
<div class="line"><a id="l00081" name="l00081"></a><span class="lineno"> 81</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae7a462ef3035095eff6c883ae0078d02">constraint_matrix</a>.swap(other.constraint_matrix);</div>
<div class="line"><a id="l00082" name="l00082"></a><span class="lineno"> 82</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a61349a88b7e83784a92be3d231cfa638">constraint_lower_bounds</a> = std::move(other.constraint_lower_bounds);</div>
<div class="line"><a id="l00083" name="l00083"></a><span class="lineno"> 83</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#af2acc3fce9196f0cd70ed7505923234c">constraint_upper_bounds</a> = std::move(other.constraint_upper_bounds);</div>
<div class="line"><a id="l00084" name="l00084"></a><span class="lineno"> 84</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a0f72e7b49f91d0b980f5a54a18c06964">variable_lower_bounds</a> = std::move(other.variable_lower_bounds);</div>
<div class="line"><a id="l00085" name="l00085"></a><span class="lineno"> 85</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a097d329b7af662bea9b5a8e310a22726">variable_upper_bounds</a> = std::move(other.variable_upper_bounds);</div>
<div class="line"><a id="l00086" name="l00086"></a><span class="lineno"> 86</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#aa3d8a9214deabfe8c679f3dcf7a0bf84">problem_name</a> = std::move(other.problem_name);</div>
<div class="line"><a id="l00087" name="l00087"></a><span class="lineno"> 87</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a3b46b5f8d7374e5e1f71be9b647262b6">variable_names</a> = std::move(other.variable_names);</div>
<div class="line"><a id="l00088" name="l00088"></a><span class="lineno"> 88</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a351592ad2cd615ce05dff1c278405110">constraint_names</a> = std::move(other.constraint_names);</div>
<div class="line"><a id="l00089" name="l00089"></a><span class="lineno"> 89</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a6caf50b62278bf0ab5a0e2020eb576c1">objective_offset</a> = other.objective_offset;</div>
<div class="line"><a id="l00090" name="l00090"></a><span class="lineno"> 90</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a18b5b62c2150cdcf678427d52b05a949">objective_scaling_factor</a> = other.objective_scaling_factor;</div>
<div class="line"><a id="l00091" name="l00091"></a><span class="lineno"> 91</span> <span class="keywordflow">return</span> *<span class="keyword">this</span>;</div>
<div class="line"><a id="l00092" name="l00092"></a><span class="lineno"> 92</span> }</div>
<div class="line"><a id="l00093" name="l00093"></a><span class="lineno"> 93</span> </div>
<div class="line"><a id="l00094" name="l00094"></a><span class="lineno"> 94</span> <span class="comment">// Initializes the quadratic program with num_variables variables and</span></div>
<div class="line"><a id="l00095" name="l00095"></a><span class="lineno"> 95</span> <span class="comment">// num_constraints constraints. Lower and upper bounds are set to to negative</span></div>
<div class="line"><a id="l00096" name="l00096"></a><span class="lineno"> 96</span> <span class="comment">// and positive infinity, repectively. The objective matrix is cleared. All</span></div>
<div class="line"><a id="l00097" name="l00097"></a><span class="lineno"> 97</span> <span class="comment">// other matrices and vectors are set to zero. Resets the optional names</span></div>
<div class="line"><a id="l00098" name="l00098"></a><span class="lineno"> 98</span> <span class="comment">// (program_name, variable_names, and constraint_names). objective_offset is</span></div>
<div class="line"><a id="l00099" name="l00099"></a><span class="lineno"> 99</span> <span class="comment">// set to 0 and objective_scaling_factor is set to 1.</span></div>
<div class="line"><a id="l00100" name="l00100"></a><span class="lineno"><a class="line" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ad8db20a332fca1343d6d949dbff508de"> 100</a></span> <span class="keywordtype">void</span> <a class="code hl_function" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ad8db20a332fca1343d6d949dbff508de">ResizeAndInitialize</a>(int64_t num_variables, int64_t num_constraints) {</div>
<div class="line"><a id="l00101" name="l00101"></a><span class="lineno"> 101</span> <span class="keyword">constexpr</span> <span class="keywordtype">double</span> <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a> = std::numeric_limits&lt;double&gt;::infinity();</div>
<div class="line"><a id="l00102" name="l00102"></a><span class="lineno"> 102</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#afdb3e07cd380793e1b265c1fded94edd">objective_vector</a> = <a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">Eigen::VectorXd::Zero</a>(num_variables);</div>
<div class="line"><a id="l00103" name="l00103"></a><span class="lineno"> 103</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae816a5fdb4bdd9b7af551cc7e88d2eb5">objective_matrix</a>.reset();</div>
<div class="line"><a id="l00104" name="l00104"></a><span class="lineno"> 104</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae7a462ef3035095eff6c883ae0078d02">constraint_matrix</a>.resize(num_constraints, num_variables);</div>
<div class="line"><a id="l00105" name="l00105"></a><span class="lineno"> 105</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a61349a88b7e83784a92be3d231cfa638">constraint_lower_bounds</a> =</div>
<div class="line"><a id="l00106" name="l00106"></a><span class="lineno"> 106</span> Eigen::VectorXd::Constant(num_constraints, -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>);</div>
<div class="line"><a id="l00107" name="l00107"></a><span class="lineno"> 107</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#af2acc3fce9196f0cd70ed7505923234c">constraint_upper_bounds</a> =</div>
<div class="line"><a id="l00108" name="l00108"></a><span class="lineno"> 108</span> Eigen::VectorXd::Constant(num_constraints, <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>);</div>
<div class="line"><a id="l00109" name="l00109"></a><span class="lineno"> 109</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a0f72e7b49f91d0b980f5a54a18c06964">variable_lower_bounds</a> =</div>
<div class="line"><a id="l00110" name="l00110"></a><span class="lineno"> 110</span> Eigen::VectorXd::Constant(num_variables, -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>);</div>
<div class="line"><a id="l00111" name="l00111"></a><span class="lineno"> 111</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a097d329b7af662bea9b5a8e310a22726">variable_upper_bounds</a> = Eigen::VectorXd::Constant(num_variables, <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>);</div>
<div class="line"><a id="l00112" name="l00112"></a><span class="lineno"> 112</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#aa3d8a9214deabfe8c679f3dcf7a0bf84">problem_name</a>.reset();</div>
<div class="line"><a id="l00113" name="l00113"></a><span class="lineno"> 113</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a3b46b5f8d7374e5e1f71be9b647262b6">variable_names</a>.reset();</div>
<div class="line"><a id="l00114" name="l00114"></a><span class="lineno"> 114</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a351592ad2cd615ce05dff1c278405110">constraint_names</a>.reset();</div>
<div class="line"><a id="l00115" name="l00115"></a><span class="lineno"> 115</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a6caf50b62278bf0ab5a0e2020eb576c1">objective_offset</a> = 0.0;</div>
<div class="line"><a id="l00116" name="l00116"></a><span class="lineno"> 116</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a18b5b62c2150cdcf678427d52b05a949">objective_scaling_factor</a> = 1.0;</div>
<div class="line"><a id="l00117" name="l00117"></a><span class="lineno"> 117</span> }</div>
<div class="line"><a id="l00118" name="l00118"></a><span class="lineno"> 118</span> </div>
<div class="line"><a id="l00119" name="l00119"></a><span class="lineno"> 119</span> <span class="comment">// Returns objective_scaling_factor * (objective + objective_offset).</span></div>
<div class="line"><a id="l00120" name="l00120"></a><span class="lineno"> 120</span> <span class="comment">// objective_scaling_factor is useful for modeling maximization problems.</span></div>
<div class="line"><a id="l00121" name="l00121"></a><span class="lineno"> 121</span> <span class="comment">// For example, max c&#39;x = -1 * min (-c)&#39;x. objective_offset can be a</span></div>
<div class="line"><a id="l00122" name="l00122"></a><span class="lineno"> 122</span> <span class="comment">// by-product of presolve transformations that eliminate variables.</span></div>
<div class="line"><a id="l00123" name="l00123"></a><span class="lineno"><a class="line" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a2d3828418aef02f4f8897c2d3db75b2f"> 123</a></span> <span class="keywordtype">double</span> <a class="code hl_function" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a2d3828418aef02f4f8897c2d3db75b2f">ApplyObjectiveScalingAndOffset</a>(<span class="keywordtype">double</span> objective)<span class="keyword"> const </span>{</div>
<div class="line"><a id="l00124" name="l00124"></a><span class="lineno"> 124</span> <span class="keywordflow">return</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a18b5b62c2150cdcf678427d52b05a949">objective_scaling_factor</a> * (objective + <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a6caf50b62278bf0ab5a0e2020eb576c1">objective_offset</a>);</div>
<div class="line"><a id="l00125" name="l00125"></a><span class="lineno"> 125</span> }</div>
<div class="line"><a id="l00126" name="l00126"></a><span class="lineno"> 126</span> </div>
<div class="line"><a id="l00127" name="l00127"></a><span class="lineno"><a class="line" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#afdb3e07cd380793e1b265c1fded94edd"> 127</a></span> Eigen::VectorXd <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#afdb3e07cd380793e1b265c1fded94edd">objective_vector</a>;</div>
<div class="line"><a id="l00128" name="l00128"></a><span class="lineno"> 128</span> <span class="comment">// If this field isn&#39;t set, the objective matrix is interpreted to be zero,</span></div>
<div class="line"><a id="l00129" name="l00129"></a><span class="lineno"> 129</span> <span class="comment">// i.e., this is a linear programming problem.</span></div>
<div class="line"><a id="l00130" name="l00130"></a><span class="lineno"><a class="line" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae816a5fdb4bdd9b7af551cc7e88d2eb5"> 130</a></span> std::optional&lt;Eigen::DiagonalMatrix&lt;double, Eigen::Dynamic&gt;&gt; <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae816a5fdb4bdd9b7af551cc7e88d2eb5">objective_matrix</a>;</div>
<div class="line"><a id="l00131" name="l00131"></a><span class="lineno"><a class="line" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae7a462ef3035095eff6c883ae0078d02"> 131</a></span> Eigen::SparseMatrix&lt;double, Eigen::ColMajor, int64_t&gt; <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae7a462ef3035095eff6c883ae0078d02">constraint_matrix</a>;</div>
<div class="line"><a id="l00132" name="l00132"></a><span class="lineno"><a class="line" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a61349a88b7e83784a92be3d231cfa638"> 132</a></span> Eigen::VectorXd <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a61349a88b7e83784a92be3d231cfa638">constraint_lower_bounds</a>, <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#af2acc3fce9196f0cd70ed7505923234c">constraint_upper_bounds</a>;</div>
<div class="line"><a id="l00133" name="l00133"></a><span class="lineno"><a class="line" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a0f72e7b49f91d0b980f5a54a18c06964"> 133</a></span> Eigen::VectorXd <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a0f72e7b49f91d0b980f5a54a18c06964">variable_lower_bounds</a>, <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a097d329b7af662bea9b5a8e310a22726">variable_upper_bounds</a>;</div>
<div class="line"><a id="l00134" name="l00134"></a><span class="lineno"> 134</span> <span class="comment">// The problem, constraint, and variable names are optional.</span></div>
<div class="line"><a id="l00135" name="l00135"></a><span class="lineno"><a class="line" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#aa3d8a9214deabfe8c679f3dcf7a0bf84"> 135</a></span> absl::optional&lt;std::string&gt; <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#aa3d8a9214deabfe8c679f3dcf7a0bf84">problem_name</a>;</div>
<div class="line"><a id="l00136" name="l00136"></a><span class="lineno"><a class="line" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a3b46b5f8d7374e5e1f71be9b647262b6"> 136</a></span> absl::optional&lt;std::vector&lt;std::string&gt;&gt; <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a3b46b5f8d7374e5e1f71be9b647262b6">variable_names</a>;</div>
<div class="line"><a id="l00137" name="l00137"></a><span class="lineno"><a class="line" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a351592ad2cd615ce05dff1c278405110"> 137</a></span> absl::optional&lt;std::vector&lt;std::string&gt;&gt; <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a351592ad2cd615ce05dff1c278405110">constraint_names</a>;</div>
<div class="line"><a id="l00138" name="l00138"></a><span class="lineno"> 138</span> </div>
<div class="line"><a id="l00139" name="l00139"></a><span class="lineno"> 139</span> <span class="comment">// These fields are provided for convenience; they don&#39;t change the</span></div>
<div class="line"><a id="l00140" name="l00140"></a><span class="lineno"> 140</span> <span class="comment">// mathematical definition of the problem, but they could change the objective</span></div>
<div class="line"><a id="l00141" name="l00141"></a><span class="lineno"> 141</span> <span class="comment">// values reported to the user.</span></div>
<div class="line"><a id="l00142" name="l00142"></a><span class="lineno"><a class="line" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a6caf50b62278bf0ab5a0e2020eb576c1"> 142</a></span> <span class="keywordtype">double</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a6caf50b62278bf0ab5a0e2020eb576c1">objective_offset</a>;</div>
<div class="line"><a id="l00143" name="l00143"></a><span class="lineno"><a class="line" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a18b5b62c2150cdcf678427d52b05a949"> 143</a></span> <span class="keywordtype">double</span> <a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a18b5b62c2150cdcf678427d52b05a949">objective_scaling_factor</a>;</div>
<div class="line"><a id="l00144" name="l00144"></a><span class="lineno"> 144</span>};</div>
<div class="line"><a id="l00145" name="l00145"></a><span class="lineno"> 145</span> </div>
<div class="line"><a id="l00146" name="l00146"></a><span class="lineno"> 146</span><span class="comment">// Returns InvalidArgument if vector or matrix dimensions are inconsistent.</span></div>
<div class="line"><a id="l00147" name="l00147"></a><span class="lineno"> 147</span><span class="comment">// Returns OkStatus otherwise.</span></div>
<div class="line"><a id="l00148" name="l00148"></a><span class="lineno"> 148</span>absl::Status <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a26dcf89d9520f56d883f7100dfd36146">ValidateQuadraticProgramDimensions</a>(<span class="keyword">const</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">QuadraticProgram</a>&amp; qp);</div>
<div class="line"><a id="l00149" name="l00149"></a><span class="lineno"> 149</span> </div>
<div class="line"><a id="l00150" name="l00150"></a><span class="lineno"><a class="line" href="namespaceoperations__research_1_1pdlp.html#a850865b3deabb2a623e130691df99f15"> 150</a></span><span class="keyword">inline</span> <span class="keywordtype">bool</span> <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a850865b3deabb2a623e130691df99f15">IsLinearProgram</a>(<span class="keyword">const</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">QuadraticProgram</a>&amp; qp) {</div>
<div class="line"><a id="l00151" name="l00151"></a><span class="lineno"> 151</span> <span class="keywordflow">return</span> !qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae816a5fdb4bdd9b7af551cc7e88d2eb5">objective_matrix</a>.has_value();</div>
<div class="line"><a id="l00152" name="l00152"></a><span class="lineno"> 152</span>}</div>
<div class="line"><a id="l00153" name="l00153"></a><span class="lineno"> 153</span> </div>
<div class="line"><a id="l00154" name="l00154"></a><span class="lineno"> 154</span><span class="comment">// Checks if the lower and upper bounds of the problem are consistent, i.e. for</span></div>
<div class="line"><a id="l00155" name="l00155"></a><span class="lineno"> 155</span><span class="comment">// each variable and constraint bound we have lower_bound &lt;= upper_bound. If</span></div>
<div class="line"><a id="l00156" name="l00156"></a><span class="lineno"> 156</span><span class="comment">// the input is consistent the method returns true, otherwise it returns false.</span></div>
<div class="line"><a id="l00157" name="l00157"></a><span class="lineno"> 157</span><span class="comment">// See also HasValidBounds(const ShardedQuadraticProgram&amp;).</span></div>
<div class="line"><a id="l00158" name="l00158"></a><span class="lineno"> 158</span><span class="keywordtype">bool</span> <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a77dbe245ed9fb597ad836b27ac989f26">HasValidBounds</a>(<span class="keyword">const</span> QuadraticProgram&amp; qp);</div>
<div class="line"><a id="l00159" name="l00159"></a><span class="lineno"> 159</span> </div>
<div class="line"><a id="l00160" name="l00160"></a><span class="lineno"> 160</span><span class="comment">// Converts an MPModelProto into a QuadraticProgram.</span></div>
<div class="line"><a id="l00161" name="l00161"></a><span class="lineno"> 161</span><span class="comment">// Returns an error if general constraints are present.</span></div>
<div class="line"><a id="l00162" name="l00162"></a><span class="lineno"> 162</span><span class="comment">// If relax_integer_variables is true integer variables are relaxed to</span></div>
<div class="line"><a id="l00163" name="l00163"></a><span class="lineno"> 163</span><span class="comment">// continuous; otherwise integer variables are an error.</span></div>
<div class="line"><a id="l00164" name="l00164"></a><span class="lineno"> 164</span><span class="comment">// If include_names is true (the default is false), the problem, constraint,</span></div>
<div class="line"><a id="l00165" name="l00165"></a><span class="lineno"> 165</span><span class="comment">// and variable names are included in the QuadraticProgram; otherwise they are</span></div>
<div class="line"><a id="l00166" name="l00166"></a><span class="lineno"> 166</span><span class="comment">// left empty.</span></div>
<div class="line"><a id="l00167" name="l00167"></a><span class="lineno"> 167</span><span class="comment">// Maximization problems are converted to minimization by negating the</span></div>
<div class="line"><a id="l00168" name="l00168"></a><span class="lineno"> 168</span><span class="comment">// objective and setting objective_scaling_factor to -1, which preserves the</span></div>
<div class="line"><a id="l00169" name="l00169"></a><span class="lineno"> 169</span><span class="comment">// reported objective values.</span></div>
<div class="line"><a id="l00170" name="l00170"></a><span class="lineno"> 170</span>absl::StatusOr&lt;QuadraticProgram&gt; <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a007a657dbfa4e0e820e0d9af4d8d27a2">QpFromMpModelProto</a>(</div>
<div class="line"><a id="l00171" name="l00171"></a><span class="lineno"> 171</span> <span class="keyword">const</span> MPModelProto&amp; <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>, <span class="keywordtype">bool</span> relax_integer_variables,</div>
<div class="line"><a id="l00172" name="l00172"></a><span class="lineno"> 172</span> <span class="keywordtype">bool</span> include_names = <span class="keyword">false</span>);</div>
<div class="line"><a id="l00173" name="l00173"></a><span class="lineno"> 173</span> </div>
<div class="line"><a id="l00174" name="l00174"></a><span class="lineno"> 174</span><span class="comment">// Returns InvalidArgument if the given quadratic program is too large to</span></div>
<div class="line"><a id="l00175" name="l00175"></a><span class="lineno"> 175</span><span class="comment">// convert to MPModelProto and OkStatus otherwise.</span></div>
<div class="line"><a id="l00176" name="l00176"></a><span class="lineno"> 176</span>absl::Status <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a470cb9366571cdefc5c9d7ab6e0c00ba">CanFitInMpModelProto</a>(<span class="keyword">const</span> QuadraticProgram&amp; qp);</div>
<div class="line"><a id="l00177" name="l00177"></a><span class="lineno"> 177</span> </div>
<div class="line"><a id="l00178" name="l00178"></a><span class="lineno"> 178</span><span class="comment">// Converts a QuadraticProgram into an MPModelProto. To preserve objective</span></div>
<div class="line"><a id="l00179" name="l00179"></a><span class="lineno"> 179</span><span class="comment">// values in the conversion, the objective vector, objective matrix, and</span></div>
<div class="line"><a id="l00180" name="l00180"></a><span class="lineno"> 180</span><span class="comment">// objective offset are scaled by objective_scaling_factor, and if</span></div>
<div class="line"><a id="l00181" name="l00181"></a><span class="lineno"> 181</span><span class="comment">// objective_scaling_factor is negative, then the proto is a maximization</span></div>
<div class="line"><a id="l00182" name="l00182"></a><span class="lineno"> 182</span><span class="comment">// problem (otherwise it&#39;s a minimization problem). Returns InvalidArgumentError</span></div>
<div class="line"><a id="l00183" name="l00183"></a><span class="lineno"> 183</span><span class="comment">// if objective_scaling_factor is zero or if CanFitInMpModelProto() fails.</span></div>
<div class="line"><a id="l00184" name="l00184"></a><span class="lineno"> 184</span>absl::StatusOr&lt;MPModelProto&gt; <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a7f791925d78c8eb11002320336d0410d">QpToMpModelProto</a>(<span class="keyword">const</span> QuadraticProgram&amp; qp);</div>
<div class="line"><a id="l00185" name="l00185"></a><span class="lineno"> 185</span> </div>
<div class="line"><a id="l00186" name="l00186"></a><span class="lineno"> 186</span><span class="comment">// Like matrix.setFromTriplets(triplets), except that setFromTriplets results</span></div>
<div class="line"><a id="l00187" name="l00187"></a><span class="lineno"> 187</span><span class="comment">// in having three copies of the nonzeros in memory at the same time, because it</span></div>
<div class="line"><a id="l00188" name="l00188"></a><span class="lineno"> 188</span><span class="comment">// first fills one matrix from triplets, and then transposes it into another.</span></div>
<div class="line"><a id="l00189" name="l00189"></a><span class="lineno"> 189</span><span class="comment">// This avoids having the third copy in memory by sorting the triplets,</span></div>
<div class="line"><a id="l00190" name="l00190"></a><span class="lineno"> 190</span><span class="comment">// reserving space in the matrix, and then inserting in sorted order.</span></div>
<div class="line"><a id="l00191" name="l00191"></a><span class="lineno"> 191</span><span class="comment">// Compresses the matrix (SparseMatrix.makeCompressed()) after loading it.</span></div>
<div class="line"><a id="l00192" name="l00192"></a><span class="lineno"> 192</span><span class="comment">// NOTE: This intentionally passes triplets by copy, because it modifies them.</span></div>
<div class="line"><a id="l00193" name="l00193"></a><span class="lineno"> 193</span><span class="comment">// To avoid the copy, pass a move reference.</span></div>
<div class="line"><a id="l00194" name="l00194"></a><span class="lineno"> 194</span><span class="keywordtype">void</span> <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a71be38ead7d3acc96c94238b259a7aa0">SetEigenMatrixFromTriplets</a>(</div>
<div class="line"><a id="l00195" name="l00195"></a><span class="lineno"> 195</span> std::vector&lt;Eigen::Triplet&lt;double, int64_t&gt;&gt; triplets,</div>
<div class="line"><a id="l00196" name="l00196"></a><span class="lineno"> 196</span> Eigen::SparseMatrix&lt;double, Eigen::ColMajor, int64_t&gt;&amp; matrix);</div>
<div class="line"><a id="l00197" name="l00197"></a><span class="lineno"> 197</span> </div>
<div class="line"><a id="l00198" name="l00198"></a><span class="lineno"> 198</span><span class="comment">// Utility functions for internal use only.</span></div>
<div class="line"><a id="l00199" name="l00199"></a><span class="lineno"> 199</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceinternal.html">internal</a> {</div>
<div class="line"><a id="l00200" name="l00200"></a><span class="lineno"> 200</span><span class="comment">// Like CanFitInMpModelProto() but has an extra argument for the largest number</span></div>
<div class="line"><a id="l00201" name="l00201"></a><span class="lineno"> 201</span><span class="comment">// of variables, constraints, or objective non-zeros that should be counted as</span></div>
<div class="line"><a id="l00202" name="l00202"></a><span class="lineno"> 202</span><span class="comment">// convertible. CanFitInMpModelProto() passes 2^31 - 1 for this argument and</span></div>
<div class="line"><a id="l00203" name="l00203"></a><span class="lineno"> 203</span><span class="comment">// unit tests pass small values.</span></div>
<div class="line"><a id="l00204" name="l00204"></a><span class="lineno"> 204</span>absl::Status <a class="code hl_function" href="namespaceoperations__research_1_1pdlp_1_1internal.html#ab80494a3a4359eba31ecdb1364cd6e6e">TestableCanFitInMpModelProto</a>(<span class="keyword">const</span> QuadraticProgram&amp; qp,</div>
<div class="line"><a id="l00205" name="l00205"></a><span class="lineno"> 205</span> int64_t largest_ok_size);</div>
<div class="line"><a id="l00206" name="l00206"></a><span class="lineno"> 206</span> </div>
<div class="line"><a id="l00207" name="l00207"></a><span class="lineno"> 207</span><span class="comment">// Modifies a vector of Eigen::Triplets in place, combining consecutive entries</span></div>
<div class="line"><a id="l00208" name="l00208"></a><span class="lineno"> 208</span><span class="comment">// with the same row and column, summing their values. This is most effective</span></div>
<div class="line"><a id="l00209" name="l00209"></a><span class="lineno"> 209</span><span class="comment">// if the triplets are sorted by row and column, so that multiple entries for</span></div>
<div class="line"><a id="l00210" name="l00210"></a><span class="lineno"> 210</span><span class="comment">// the same entry will be consecutive.</span></div>
<div class="line"><a id="l00211" name="l00211"></a><span class="lineno"> 211</span><span class="keywordtype">void</span> <a class="code hl_function" href="namespaceoperations__research_1_1pdlp_1_1internal.html#a9e8886cbe4b9e4c1f170a90ca36e094e">CombineRepeatedTripletsInPlace</a>(</div>
<div class="line"><a id="l00212" name="l00212"></a><span class="lineno"> 212</span> std::vector&lt;Eigen::Triplet&lt;double, int64_t&gt;&gt;&amp; triplets);</div>
<div class="line"><a id="l00213" name="l00213"></a><span class="lineno"> 213</span>} <span class="comment">// namespace internal</span></div>
<div class="line"><a id="l00214" name="l00214"></a><span class="lineno"> 214</span>} <span class="comment">// namespace operations_research::pdlp</span></div>
<div class="line"><a id="l00215" name="l00215"></a><span class="lineno"> 215</span> </div>
<div class="line"><a id="l00216" name="l00216"></a><span class="lineno"> 216</span><span class="preprocessor">#endif </span><span class="comment">// PDLP_QUADRATIC_PROGRAM_H_</span></div>
<div class="ttc" id="abase_2logging_8h_html"><div class="ttname"><a href="base_2logging_8h.html">logging.h</a></div></div>
<div class="ttc" id="acp__model__fz__solver_8cc_html_aed003f5eb5197bc586b7ef2c36a63da2"><div class="ttname"><a href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a></div><div class="ttdeci">CpModelProto proto</div><div class="ttdef"><b>Definition:</b> <a href="cp__model__fz__solver_8cc_source.html#l00118">cp_model_fz_solver.cc:118</a></div></div>
<div class="ttc" id="anamespaceinternal_html"><div class="ttname"><a href="namespaceinternal.html">internal</a></div><div class="ttdef"><b>Definition:</b> <a href="connected__components_8h_source.html#l00138">connected_components.h:138</a></div></div>
<div class="ttc" id="anamespaceoperations__research_1_1pdlp_1_1internal_html_a9e8886cbe4b9e4c1f170a90ca36e094e"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp_1_1internal.html#a9e8886cbe4b9e4c1f170a90ca36e094e">operations_research::pdlp::internal::CombineRepeatedTripletsInPlace</a></div><div class="ttdeci">void CombineRepeatedTripletsInPlace(std::vector&lt; Eigen::Triplet&lt; double, int64_t &gt; &gt; &amp;triplets)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8cc_source.html#l00347">quadratic_program.cc:347</a></div></div>
<div class="ttc" id="anamespaceoperations__research_1_1pdlp_1_1internal_html_ab80494a3a4359eba31ecdb1364cd6e6e"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp_1_1internal.html#ab80494a3a4359eba31ecdb1364cd6e6e">operations_research::pdlp::internal::TestableCanFitInMpModelProto</a></div><div class="ttdeci">absl::Status TestableCanFitInMpModelProto(const QuadraticProgram &amp;qp, const int64_t largest_ok_size)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8cc_source.html#l00219">quadratic_program.cc:219</a></div></div>
<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html">operations_research::pdlp</a></div><div class="ttdef"><b>Definition:</b> <a href="iteration__stats_8cc_source.html#l00040">iteration_stats.cc:40</a></div></div>
<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a007a657dbfa4e0e820e0d9af4d8d27a2"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a007a657dbfa4e0e820e0d9af4d8d27a2">operations_research::pdlp::QpFromMpModelProto</a></div><div class="ttdeci">absl::StatusOr&lt; QuadraticProgram &gt; QpFromMpModelProto(const MPModelProto &amp;proto, bool relax_integer_variables, bool include_names)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8cc_source.html#l00094">quadratic_program.cc:94</a></div></div>
<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a26dcf89d9520f56d883f7100dfd36146"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a26dcf89d9520f56d883f7100dfd36146">operations_research::pdlp::ValidateQuadraticProgramDimensions</a></div><div class="ttdeci">absl::Status ValidateQuadraticProgramDimensions(const QuadraticProgram &amp;qp)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8cc_source.html#l00039">quadratic_program.cc:39</a></div></div>
<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a470cb9366571cdefc5c9d7ab6e0c00ba"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a470cb9366571cdefc5c9d7ab6e0c00ba">operations_research::pdlp::CanFitInMpModelProto</a></div><div class="ttdeci">absl::Status CanFitInMpModelProto(const QuadraticProgram &amp;qp)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8cc_source.html#l00213">quadratic_program.cc:213</a></div></div>
<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a649a0e24412692f36d1d6c1301caf1d1"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">operations_research::pdlp::kInfinity</a></div><div class="ttdeci">constexpr double kInfinity</div><div class="ttdef"><b>Definition:</b> <a href="sharded__optimization__utils_8cc_source.html#l00039">sharded_optimization_utils.cc:39</a></div></div>
<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a71be38ead7d3acc96c94238b259a7aa0"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a71be38ead7d3acc96c94238b259a7aa0">operations_research::pdlp::SetEigenMatrixFromTriplets</a></div><div class="ttdeci">void SetEigenMatrixFromTriplets(std::vector&lt; Eigen::Triplet&lt; double, int64_t &gt; &gt; triplets, Eigen::SparseMatrix&lt; double, Eigen::ColMajor, int64_t &gt; &amp;matrix)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8cc_source.html#l00316">quadratic_program.cc:316</a></div></div>
<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a77dbe245ed9fb597ad836b27ac989f26"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a77dbe245ed9fb597ad836b27ac989f26">operations_research::pdlp::HasValidBounds</a></div><div class="ttdeci">bool HasValidBounds(const QuadraticProgram &amp;qp)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8cc_source.html#l00084">quadratic_program.cc:84</a></div></div>
<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a7f791925d78c8eb11002320336d0410d"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a7f791925d78c8eb11002320336d0410d">operations_research::pdlp::QpToMpModelProto</a></div><div class="ttdeci">absl::StatusOr&lt; MPModelProto &gt; QpToMpModelProto(const QuadraticProgram &amp;qp)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8cc_source.html#l00237">quadratic_program.cc:237</a></div></div>
<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a850865b3deabb2a623e130691df99f15"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a850865b3deabb2a623e130691df99f15">operations_research::pdlp::IsLinearProgram</a></div><div class="ttdeci">bool IsLinearProgram(const QuadraticProgram &amp;qp)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00150">quadratic_program.h:150</a></div></div>
<div class="ttc" id="anamespaceoperations__research_html_a5a9881f8a07b166ef2cbde572cea27b6"><div class="ttname"><a href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">operations_research::Zero</a></div><div class="ttdeci">int64_t Zero()</div><div class="ttdoc">NOLINT.</div><div class="ttdef"><b>Definition:</b> <a href="constraint__solver_8h_source.html#l03161">constraint_solver.h:3161</a></div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">operations_research::pdlp::QuadraticProgram</a></div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00054">quadratic_program.h:54</a></div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_a097d329b7af662bea9b5a8e310a22726"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a097d329b7af662bea9b5a8e310a22726">operations_research::pdlp::QuadraticProgram::variable_upper_bounds</a></div><div class="ttdeci">Eigen::VectorXd variable_upper_bounds</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00133">quadratic_program.h:133</a></div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_a0f72e7b49f91d0b980f5a54a18c06964"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a0f72e7b49f91d0b980f5a54a18c06964">operations_research::pdlp::QuadraticProgram::variable_lower_bounds</a></div><div class="ttdeci">Eigen::VectorXd variable_lower_bounds</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00133">quadratic_program.h:133</a></div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_a18b5b62c2150cdcf678427d52b05a949"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a18b5b62c2150cdcf678427d52b05a949">operations_research::pdlp::QuadraticProgram::objective_scaling_factor</a></div><div class="ttdeci">double objective_scaling_factor</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00143">quadratic_program.h:143</a></div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_a2a62d08a6079714a4cbcca016f49d457"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a2a62d08a6079714a4cbcca016f49d457">operations_research::pdlp::QuadraticProgram::QuadraticProgram</a></div><div class="ttdeci">QuadraticProgram()</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00058">quadratic_program.h:58</a></div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_a2d3828418aef02f4f8897c2d3db75b2f"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a2d3828418aef02f4f8897c2d3db75b2f">operations_research::pdlp::QuadraticProgram::ApplyObjectiveScalingAndOffset</a></div><div class="ttdeci">double ApplyObjectiveScalingAndOffset(double objective) const</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00123">quadratic_program.h:123</a></div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_a351592ad2cd615ce05dff1c278405110"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a351592ad2cd615ce05dff1c278405110">operations_research::pdlp::QuadraticProgram::constraint_names</a></div><div class="ttdeci">absl::optional&lt; std::vector&lt; std::string &gt; &gt; constraint_names</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00137">quadratic_program.h:137</a></div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_a3b46b5f8d7374e5e1f71be9b647262b6"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a3b46b5f8d7374e5e1f71be9b647262b6">operations_research::pdlp::QuadraticProgram::variable_names</a></div><div class="ttdeci">absl::optional&lt; std::vector&lt; std::string &gt; &gt; variable_names</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00136">quadratic_program.h:136</a></div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_a409b06e04d10cb2467e8bc3d05d3681e"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a409b06e04d10cb2467e8bc3d05d3681e">operations_research::pdlp::QuadraticProgram::QuadraticProgram</a></div><div class="ttdeci">QuadraticProgram(QuadraticProgram &amp;&amp;other) noexcept</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00063">quadratic_program.h:63</a></div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_a5c2cfdde90fa04264b5298bf72d556dd"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a5c2cfdde90fa04264b5298bf72d556dd">operations_research::pdlp::QuadraticProgram::QuadraticProgram</a></div><div class="ttdeci">QuadraticProgram(const QuadraticProgram &amp;other)=default</div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_a61349a88b7e83784a92be3d231cfa638"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a61349a88b7e83784a92be3d231cfa638">operations_research::pdlp::QuadraticProgram::constraint_lower_bounds</a></div><div class="ttdeci">Eigen::VectorXd constraint_lower_bounds</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00132">quadratic_program.h:132</a></div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_a6caf50b62278bf0ab5a0e2020eb576c1"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a6caf50b62278bf0ab5a0e2020eb576c1">operations_research::pdlp::QuadraticProgram::objective_offset</a></div><div class="ttdeci">double objective_offset</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00142">quadratic_program.h:142</a></div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_a97766a0684ba324af985722c726abb2e"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a97766a0684ba324af985722c726abb2e">operations_research::pdlp::QuadraticProgram::operator=</a></div><div class="ttdeci">QuadraticProgram &amp; operator=(const QuadraticProgram &amp;other)=default</div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_aa3d8a9214deabfe8c679f3dcf7a0bf84"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#aa3d8a9214deabfe8c679f3dcf7a0bf84">operations_research::pdlp::QuadraticProgram::problem_name</a></div><div class="ttdeci">absl::optional&lt; std::string &gt; problem_name</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00135">quadratic_program.h:135</a></div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_aa61a7071ba5a4ba3996320827a71ccb1"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#aa61a7071ba5a4ba3996320827a71ccb1">operations_research::pdlp::QuadraticProgram::QuadraticProgram</a></div><div class="ttdeci">QuadraticProgram(int64_t num_variables, int64_t num_constraints)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00055">quadratic_program.h:55</a></div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_ab54526aea3b753ea66d03e3f2066c1d9"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ab54526aea3b753ea66d03e3f2066c1d9">operations_research::pdlp::QuadraticProgram::operator=</a></div><div class="ttdeci">QuadraticProgram &amp; operator=(QuadraticProgram &amp;&amp;other)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00078">quadratic_program.h:78</a></div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_ad8db20a332fca1343d6d949dbff508de"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ad8db20a332fca1343d6d949dbff508de">operations_research::pdlp::QuadraticProgram::ResizeAndInitialize</a></div><div class="ttdeci">void ResizeAndInitialize(int64_t num_variables, int64_t num_constraints)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00100">quadratic_program.h:100</a></div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_ae7a462ef3035095eff6c883ae0078d02"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae7a462ef3035095eff6c883ae0078d02">operations_research::pdlp::QuadraticProgram::constraint_matrix</a></div><div class="ttdeci">Eigen::SparseMatrix&lt; double, Eigen::ColMajor, int64_t &gt; constraint_matrix</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00131">quadratic_program.h:131</a></div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_ae816a5fdb4bdd9b7af551cc7e88d2eb5"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae816a5fdb4bdd9b7af551cc7e88d2eb5">operations_research::pdlp::QuadraticProgram::objective_matrix</a></div><div class="ttdeci">std::optional&lt; Eigen::DiagonalMatrix&lt; double, Eigen::Dynamic &gt; &gt; objective_matrix</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00130">quadratic_program.h:130</a></div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_af2acc3fce9196f0cd70ed7505923234c"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#af2acc3fce9196f0cd70ed7505923234c">operations_research::pdlp::QuadraticProgram::constraint_upper_bounds</a></div><div class="ttdeci">Eigen::VectorXd constraint_upper_bounds</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00132">quadratic_program.h:132</a></div></div>
<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_afdb3e07cd380793e1b265c1fded94edd"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#afdb3e07cd380793e1b265c1fded94edd">operations_research::pdlp::QuadraticProgram::objective_vector</a></div><div class="ttdeci">Eigen::VectorXd objective_vector</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00127">quadratic_program.h:127</a></div></div>
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