334 lines
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334 lines
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<div class="headertitle"><div class="title">pdlp_bridge.cc</div></div>
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<a href="pdlp__bridge_8cc.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno"> 1</span><span class="comment">// Copyright 2010-2021 Google LLC</span></div>
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<div class="line"><a id="l00002" name="l00002"></a><span class="lineno"> 2</span><span class="comment">// Licensed under the Apache License, Version 2.0 (the "License");</span></div>
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<div class="line"><a id="l00003" name="l00003"></a><span class="lineno"> 3</span><span class="comment">// you may not use this file except in compliance with the License.</span></div>
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<div class="line"><a id="l00004" name="l00004"></a><span class="lineno"> 4</span><span class="comment">// You may obtain a copy of the License at</span></div>
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<div class="line"><a id="l00005" name="l00005"></a><span class="lineno"> 5</span><span class="comment">//</span></div>
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<div class="line"><a id="l00006" name="l00006"></a><span class="lineno"> 6</span><span class="comment">// http://www.apache.org/licenses/LICENSE-2.0</span></div>
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<div class="line"><a id="l00007" name="l00007"></a><span class="lineno"> 7</span><span class="comment">//</span></div>
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<div class="line"><a id="l00008" name="l00008"></a><span class="lineno"> 8</span><span class="comment">// Unless required by applicable law or agreed to in writing, software</span></div>
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<div class="line"><a id="l00009" name="l00009"></a><span class="lineno"> 9</span><span class="comment">// distributed under the License is distributed on an "AS IS" BASIS,</span></div>
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<div class="line"><a id="l00010" name="l00010"></a><span class="lineno"> 10</span><span class="comment">// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span></div>
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<div class="line"><a id="l00011" name="l00011"></a><span class="lineno"> 11</span><span class="comment">// See the License for the specific language governing permissions and</span></div>
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<div class="line"><a id="l00012" name="l00012"></a><span class="lineno"> 12</span><span class="comment">// limitations under the License.</span></div>
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<div class="line"><a id="l00013" name="l00013"></a><span class="lineno"> 13</span> </div>
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<div class="line"><a id="l00014" name="l00014"></a><span class="lineno"> 14</span><span class="preprocessor">#include "<a class="code" href="pdlp__bridge_8h.html">ortools/math_opt/solvers/pdlp_bridge.h</a>"</span></div>
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<div class="line"><a id="l00015" name="l00015"></a><span class="lineno"> 15</span> </div>
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<div class="line"><a id="l00016" name="l00016"></a><span class="lineno"> 16</span><span class="preprocessor">#include <cstdint></span></div>
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<div class="line"><a id="l00017" name="l00017"></a><span class="lineno"> 17</span><span class="preprocessor">#include <optional></span></div>
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<div class="line"><a id="l00018" name="l00018"></a><span class="lineno"> 18</span><span class="preprocessor">#include <string></span></div>
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<div class="line"><a id="l00019" name="l00019"></a><span class="lineno"> 19</span><span class="preprocessor">#include <vector></span></div>
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<div class="line"><a id="l00020" name="l00020"></a><span class="lineno"> 20</span> </div>
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<div class="line"><a id="l00021" name="l00021"></a><span class="lineno"> 21</span><span class="preprocessor">#include "Eigen/Core"</span></div>
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<div class="line"><a id="l00022" name="l00022"></a><span class="lineno"> 22</span><span class="preprocessor">#include "Eigen/SparseCore"</span></div>
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<div class="line"><a id="l00023" name="l00023"></a><span class="lineno"> 23</span><span class="preprocessor">#include "absl/container/flat_hash_map.h"</span></div>
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<div class="line"><a id="l00024" name="l00024"></a><span class="lineno"> 24</span><span class="preprocessor">#include "absl/status/status.h"</span></div>
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<div class="line"><a id="l00025" name="l00025"></a><span class="lineno"> 25</span><span class="preprocessor">#include "absl/status/statusor.h"</span></div>
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<div class="line"><a id="l00026" name="l00026"></a><span class="lineno"> 26</span><span class="preprocessor">#include "absl/strings/str_cat.h"</span></div>
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<div class="line"><a id="l00027" name="l00027"></a><span class="lineno"> 27</span><span class="preprocessor">#include "<a class="code" href="inverted__bounds_8h.html">ortools/math_opt/core/inverted_bounds.h</a>"</span></div>
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<div class="line"><a id="l00028" name="l00028"></a><span class="lineno"> 28</span><span class="preprocessor">#include "<a class="code" href="math__opt__proto__utils_8h.html">ortools/math_opt/core/math_opt_proto_utils.h</a>"</span></div>
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<div class="line"><a id="l00029" name="l00029"></a><span class="lineno"> 29</span><span class="preprocessor">#include "<a class="code" href="sparse__vector__view_8h.html">ortools/math_opt/core/sparse_vector_view.h</a>"</span></div>
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<div class="line"><a id="l00030" name="l00030"></a><span class="lineno"> 30</span><span class="preprocessor">#include "ortools/math_opt/model.pb.h"</span></div>
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<div class="line"><a id="l00031" name="l00031"></a><span class="lineno"> 31</span><span class="preprocessor">#include "ortools/math_opt/sparse_containers.pb.h"</span></div>
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<div class="line"><a id="l00032" name="l00032"></a><span class="lineno"> 32</span><span class="preprocessor">#include "<a class="code" href="quadratic__program_8h.html">ortools/pdlp/quadratic_program.h</a>"</span></div>
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<div class="line"><a id="l00033" name="l00033"></a><span class="lineno"> 33</span> </div>
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<div class="line"><a id="l00034" name="l00034"></a><span class="lineno"> 34</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceoperations__research.html">operations_research</a> {</div>
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<div class="line"><a id="l00035" name="l00035"></a><span class="lineno"> 35</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceoperations__research_1_1math__opt.html">math_opt</a> {</div>
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<div class="line"><a id="l00036" name="l00036"></a><span class="lineno"> 36</span><span class="keyword">namespace </span>{</div>
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<div class="line"><a id="l00037" name="l00037"></a><span class="lineno"> 37</span> </div>
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<div class="line"><a id="l00038" name="l00038"></a><span class="lineno"> 38</span>absl::StatusOr<SparseDoubleVectorProto> ExtractSolution(</div>
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<div class="line"><a id="l00039" name="l00039"></a><span class="lineno"> 39</span> <span class="keyword">const</span> Eigen::VectorXd& values, <span class="keyword">const</span> std::vector<int64_t>& pdlp_index_to_id,</div>
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<div class="line"><a id="l00040" name="l00040"></a><span class="lineno"> 40</span> <span class="keyword">const</span> SparseVectorFilterProto& filter, <span class="keyword">const</span> <span class="keywordtype">double</span> scale) {</div>
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<div class="line"><a id="l00041" name="l00041"></a><span class="lineno"> 41</span> <span class="keywordflow">if</span> (values.size() != pdlp_index_to_id.size()) {</div>
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<div class="line"><a id="l00042" name="l00042"></a><span class="lineno"> 42</span> <span class="keywordflow">return</span> absl::InternalError(</div>
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<div class="line"><a id="l00043" name="l00043"></a><span class="lineno"> 43</span> absl::StrCat(<span class="stringliteral">"Expected solution vector with "</span>, pdlp_index_to_id.size(),</div>
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<div class="line"><a id="l00044" name="l00044"></a><span class="lineno"> 44</span> <span class="stringliteral">" elements, found: "</span>, values.size()));</div>
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<div class="line"><a id="l00045" name="l00045"></a><span class="lineno"> 45</span> }</div>
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<div class="line"><a id="l00046" name="l00046"></a><span class="lineno"> 46</span> SparseVectorFilterPredicate predicate(filter);</div>
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<div class="line"><a id="l00047" name="l00047"></a><span class="lineno"> 47</span> SparseDoubleVectorProto result;</div>
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<div class="line"><a id="l00048" name="l00048"></a><span class="lineno"> 48</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < pdlp_index_to_id.size(); ++i) {</div>
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<div class="line"><a id="l00049" name="l00049"></a><span class="lineno"> 49</span> <span class="keyword">const</span> <span class="keywordtype">double</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> = scale * values[i];</div>
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<div class="line"><a id="l00050" name="l00050"></a><span class="lineno"> 50</span> <span class="keyword">const</span> int64_t <span class="keywordtype">id</span> = pdlp_index_to_id[i];</div>
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<div class="line"><a id="l00051" name="l00051"></a><span class="lineno"> 51</span> <span class="keywordflow">if</span> (predicate.AcceptsAndUpdate(<span class="keywordtype">id</span>, <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>)) {</div>
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<div class="line"><a id="l00052" name="l00052"></a><span class="lineno"> 52</span> result.add_ids(<span class="keywordtype">id</span>);</div>
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<div class="line"><a id="l00053" name="l00053"></a><span class="lineno"> 53</span> result.add_values(<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>);</div>
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<div class="line"><a id="l00054" name="l00054"></a><span class="lineno"> 54</span> }</div>
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<div class="line"><a id="l00055" name="l00055"></a><span class="lineno"> 55</span> }</div>
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<div class="line"><a id="l00056" name="l00056"></a><span class="lineno"> 56</span> <span class="keywordflow">return</span> result;</div>
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<div class="line"><a id="l00057" name="l00057"></a><span class="lineno"> 57</span>}</div>
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<div class="line"><a id="l00058" name="l00058"></a><span class="lineno"> 58</span> </div>
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<div class="line"><a id="l00059" name="l00059"></a><span class="lineno"> 59</span>} <span class="comment">// namespace</span></div>
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<div class="line"><a id="l00060" name="l00060"></a><span class="lineno"> 60</span> </div>
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<div class="line"><a id="l00061" name="l00061"></a><span class="lineno"><a class="line" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a474f1e8ad9a06a6cadd791176c3c2f28"> 61</a></span>absl::StatusOr<PdlpBridge> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a474f1e8ad9a06a6cadd791176c3c2f28">PdlpBridge::FromProto</a>(</div>
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<div class="line"><a id="l00062" name="l00062"></a><span class="lineno"> 62</span> <span class="keyword">const</span> ModelProto& <a class="code hl_variable" href="cp__model__solver_8cc.html#a6ac76d8a372013f67c4973012948ec84">model_proto</a>) {</div>
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<div class="line"><a id="l00063" name="l00063"></a><span class="lineno"> 63</span> <a class="code hl_class" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html">PdlpBridge</a> result;</div>
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<div class="line"><a id="l00064" name="l00064"></a><span class="lineno"> 64</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">pdlp::QuadraticProgram</a>& <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a03d9d0d381c0ea1de6a9a8bbd98741fc">pdlp_lp</a> = result.pdlp_lp_;</div>
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<div class="line"><a id="l00065" name="l00065"></a><span class="lineno"> 65</span> <span class="keyword">const</span> VariablesProto& variables = <a class="code hl_variable" href="cp__model__solver_8cc.html#a6ac76d8a372013f67c4973012948ec84">model_proto</a>.variables();</div>
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<div class="line"><a id="l00066" name="l00066"></a><span class="lineno"> 66</span> <span class="keyword">const</span> LinearConstraintsProto& linear_constraints =</div>
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<div class="line"><a id="l00067" name="l00067"></a><span class="lineno"> 67</span> <a class="code hl_variable" href="cp__model__solver_8cc.html#a6ac76d8a372013f67c4973012948ec84">model_proto</a>.linear_constraints();</div>
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<div class="line"><a id="l00068" name="l00068"></a><span class="lineno"> 68</span> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a03d9d0d381c0ea1de6a9a8bbd98741fc">pdlp_lp</a>.<a class="code hl_function" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ad8db20a332fca1343d6d949dbff508de">ResizeAndInitialize</a>(variables.ids_size(),</div>
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<div class="line"><a id="l00069" name="l00069"></a><span class="lineno"> 69</span> linear_constraints.ids_size());</div>
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<div class="line"><a id="l00070" name="l00070"></a><span class="lineno"> 70</span> <span class="keywordflow">if</span> (!<a class="code hl_variable" href="cp__model__solver_8cc.html#a6ac76d8a372013f67c4973012948ec84">model_proto</a>.name().empty()) {</div>
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<div class="line"><a id="l00071" name="l00071"></a><span class="lineno"> 71</span> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a03d9d0d381c0ea1de6a9a8bbd98741fc">pdlp_lp</a>.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#aa3d8a9214deabfe8c679f3dcf7a0bf84">problem_name</a> = <a class="code hl_variable" href="cp__model__solver_8cc.html#a6ac76d8a372013f67c4973012948ec84">model_proto</a>.name();</div>
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<div class="line"><a id="l00072" name="l00072"></a><span class="lineno"> 72</span> }</div>
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<div class="line"><a id="l00073" name="l00073"></a><span class="lineno"> 73</span> <span class="keywordflow">if</span> (variables.names_size() > 0) {</div>
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<div class="line"><a id="l00074" name="l00074"></a><span class="lineno"> 74</span> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a03d9d0d381c0ea1de6a9a8bbd98741fc">pdlp_lp</a>.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a3b46b5f8d7374e5e1f71be9b647262b6">variable_names</a> = {variables.names().begin(),</div>
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<div class="line"><a id="l00075" name="l00075"></a><span class="lineno"> 75</span> variables.names().end()};</div>
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<div class="line"><a id="l00076" name="l00076"></a><span class="lineno"> 76</span> }</div>
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<div class="line"><a id="l00077" name="l00077"></a><span class="lineno"> 77</span> <span class="keywordflow">if</span> (linear_constraints.names_size() > 0) {</div>
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<div class="line"><a id="l00078" name="l00078"></a><span class="lineno"> 78</span> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a03d9d0d381c0ea1de6a9a8bbd98741fc">pdlp_lp</a>.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a351592ad2cd615ce05dff1c278405110">constraint_names</a> = {linear_constraints.names().begin(),</div>
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<div class="line"><a id="l00079" name="l00079"></a><span class="lineno"> 79</span> linear_constraints.names().end()};</div>
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<div class="line"><a id="l00080" name="l00080"></a><span class="lineno"> 80</span> }</div>
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<div class="line"><a id="l00081" name="l00081"></a><span class="lineno"> 81</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < variables.ids_size(); ++i) {</div>
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<div class="line"><a id="l00082" name="l00082"></a><span class="lineno"> 82</span> result.var_id_to_pdlp_index_[variables.ids(i)] = i;</div>
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<div class="line"><a id="l00083" name="l00083"></a><span class="lineno"> 83</span> result.pdlp_index_to_var_id_.push_back(variables.ids(i));</div>
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<div class="line"><a id="l00084" name="l00084"></a><span class="lineno"> 84</span> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a03d9d0d381c0ea1de6a9a8bbd98741fc">pdlp_lp</a>.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a0f72e7b49f91d0b980f5a54a18c06964">variable_lower_bounds</a>[i] = variables.lower_bounds(i);</div>
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<div class="line"><a id="l00085" name="l00085"></a><span class="lineno"> 85</span> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a03d9d0d381c0ea1de6a9a8bbd98741fc">pdlp_lp</a>.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a097d329b7af662bea9b5a8e310a22726">variable_upper_bounds</a>[i] = variables.upper_bounds(i);</div>
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<div class="line"><a id="l00086" name="l00086"></a><span class="lineno"> 86</span> <span class="keywordflow">if</span> (variables.integers(i)) {</div>
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<div class="line"><a id="l00087" name="l00087"></a><span class="lineno"> 87</span> <span class="keywordflow">return</span> absl::InvalidArgumentError(</div>
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<div class="line"><a id="l00088" name="l00088"></a><span class="lineno"> 88</span> <span class="stringliteral">"PDLP cannot solve problems with integer variables"</span>);</div>
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<div class="line"><a id="l00089" name="l00089"></a><span class="lineno"> 89</span> }</div>
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<div class="line"><a id="l00090" name="l00090"></a><span class="lineno"> 90</span> }</div>
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<div class="line"><a id="l00091" name="l00091"></a><span class="lineno"> 91</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < linear_constraints.ids_size(); ++i) {</div>
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<div class="line"><a id="l00092" name="l00092"></a><span class="lineno"> 92</span> result.lin_con_id_to_pdlp_index_[linear_constraints.ids(i)] = i;</div>
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<div class="line"><a id="l00093" name="l00093"></a><span class="lineno"> 93</span> result.pdlp_index_to_lin_con_id_.push_back(linear_constraints.ids(i));</div>
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<div class="line"><a id="l00094" name="l00094"></a><span class="lineno"> 94</span> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a03d9d0d381c0ea1de6a9a8bbd98741fc">pdlp_lp</a>.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a61349a88b7e83784a92be3d231cfa638">constraint_lower_bounds</a>[i] = linear_constraints.lower_bounds(i);</div>
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<div class="line"><a id="l00095" name="l00095"></a><span class="lineno"> 95</span> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a03d9d0d381c0ea1de6a9a8bbd98741fc">pdlp_lp</a>.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#af2acc3fce9196f0cd70ed7505923234c">constraint_upper_bounds</a>[i] = linear_constraints.upper_bounds(i);</div>
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<div class="line"><a id="l00096" name="l00096"></a><span class="lineno"> 96</span> }</div>
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<div class="line"><a id="l00097" name="l00097"></a><span class="lineno"> 97</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> is_maximize = <a class="code hl_variable" href="cp__model__solver_8cc.html#a6ac76d8a372013f67c4973012948ec84">model_proto</a>.objective().maximize();</div>
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<div class="line"><a id="l00098" name="l00098"></a><span class="lineno"> 98</span> <span class="keyword">const</span> <span class="keywordtype">double</span> obj_scale = is_maximize ? -1.0 : 1.0;</div>
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<div class="line"><a id="l00099" name="l00099"></a><span class="lineno"> 99</span> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a03d9d0d381c0ea1de6a9a8bbd98741fc">pdlp_lp</a>.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a6caf50b62278bf0ab5a0e2020eb576c1">objective_offset</a> = obj_scale * <a class="code hl_variable" href="cp__model__solver_8cc.html#a6ac76d8a372013f67c4973012948ec84">model_proto</a>.objective().offset();</div>
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<div class="line"><a id="l00100" name="l00100"></a><span class="lineno"> 100</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span> [var_id, <a class="code hl_variable" href="expr__array_8cc.html#abda708e4a6f0de72a842382f919a7c31">coef</a>] :</div>
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<div class="line"><a id="l00101" name="l00101"></a><span class="lineno"> 101</span> <a class="code hl_function" href="namespaceoperations__research_1_1math__opt.html#a80e158d48db32a3bbbe915179b36e405">MakeView</a>(<a class="code hl_variable" href="cp__model__solver_8cc.html#a6ac76d8a372013f67c4973012948ec84">model_proto</a>.objective().linear_coefficients())) {</div>
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<div class="line"><a id="l00102" name="l00102"></a><span class="lineno"> 102</span> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a03d9d0d381c0ea1de6a9a8bbd98741fc">pdlp_lp</a>.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#afdb3e07cd380793e1b265c1fded94edd">objective_vector</a>[result.var_id_to_pdlp_index_.at(var_id)] =</div>
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<div class="line"><a id="l00103" name="l00103"></a><span class="lineno"> 103</span> obj_scale * <a class="code hl_variable" href="expr__array_8cc.html#abda708e4a6f0de72a842382f919a7c31">coef</a>;</div>
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<div class="line"><a id="l00104" name="l00104"></a><span class="lineno"> 104</span> }</div>
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<div class="line"><a id="l00105" name="l00105"></a><span class="lineno"> 105</span> <span class="keyword">const</span> SparseDoubleMatrixProto& quadratic_objective =</div>
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<div class="line"><a id="l00106" name="l00106"></a><span class="lineno"> 106</span> <a class="code hl_variable" href="cp__model__solver_8cc.html#a6ac76d8a372013f67c4973012948ec84">model_proto</a>.objective().quadratic_coefficients();</div>
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<div class="line"><a id="l00107" name="l00107"></a><span class="lineno"> 107</span> <span class="keyword">const</span> <span class="keywordtype">int</span> obj_nnz = quadratic_objective.row_ids().size();</div>
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<div class="line"><a id="l00108" name="l00108"></a><span class="lineno"> 108</span> <span class="keywordflow">if</span> (obj_nnz > 0) {</div>
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<div class="line"><a id="l00109" name="l00109"></a><span class="lineno"> 109</span> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a03d9d0d381c0ea1de6a9a8bbd98741fc">pdlp_lp</a>.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae816a5fdb4bdd9b7af551cc7e88d2eb5">objective_matrix</a>.emplace();</div>
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<div class="line"><a id="l00110" name="l00110"></a><span class="lineno"> 110</span> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a03d9d0d381c0ea1de6a9a8bbd98741fc">pdlp_lp</a>.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae816a5fdb4bdd9b7af551cc7e88d2eb5">objective_matrix</a>->setZero(variables.ids_size());</div>
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<div class="line"><a id="l00111" name="l00111"></a><span class="lineno"> 111</span> }</div>
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<div class="line"><a id="l00112" name="l00112"></a><span class="lineno"> 112</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < obj_nnz; ++i) {</div>
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<div class="line"><a id="l00113" name="l00113"></a><span class="lineno"> 113</span> <span class="keyword">const</span> int64_t row_index =</div>
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<div class="line"><a id="l00114" name="l00114"></a><span class="lineno"> 114</span> result.var_id_to_pdlp_index_.at(quadratic_objective.row_ids(i));</div>
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<div class="line"><a id="l00115" name="l00115"></a><span class="lineno"> 115</span> <span class="keyword">const</span> int64_t column_index =</div>
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<div class="line"><a id="l00116" name="l00116"></a><span class="lineno"> 116</span> result.var_id_to_pdlp_index_.at(quadratic_objective.column_ids(i));</div>
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<div class="line"><a id="l00117" name="l00117"></a><span class="lineno"> 117</span> <span class="keyword">const</span> <span class="keywordtype">double</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> = obj_scale * quadratic_objective.coefficients(i);</div>
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<div class="line"><a id="l00118" name="l00118"></a><span class="lineno"> 118</span> <span class="keywordflow">if</span> (row_index != column_index) {</div>
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<div class="line"><a id="l00119" name="l00119"></a><span class="lineno"> 119</span> <span class="keywordflow">return</span> absl::InvalidArgumentError(</div>
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<div class="line"><a id="l00120" name="l00120"></a><span class="lineno"> 120</span> <span class="stringliteral">"PDLP cannot solve problems with non-diagonal objective matrices"</span>);</div>
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<div class="line"><a id="l00121" name="l00121"></a><span class="lineno"> 121</span> }</div>
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<div class="line"><a id="l00122" name="l00122"></a><span class="lineno"> 122</span> <span class="comment">// MathOpt represents quadratic objectives in "terms" form, i.e. as a sum</span></div>
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<div class="line"><a id="l00123" name="l00123"></a><span class="lineno"> 123</span> <span class="comment">// of double * Variable * Variable terms. They are stored in upper</span></div>
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<div class="line"><a id="l00124" name="l00124"></a><span class="lineno"> 124</span> <span class="comment">// triangular form with row_index <= column_index. In contrast, PDLP</span></div>
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<div class="line"><a id="l00125" name="l00125"></a><span class="lineno"> 125</span> <span class="comment">// represents quadratic objectives in "matrix" form as 1/2 x'Qx, where Q is</span></div>
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<div class="line"><a id="l00126" name="l00126"></a><span class="lineno"> 126</span> <span class="comment">// diagonal. To get to the right format, we simply double each diagonal</span></div>
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<div class="line"><a id="l00127" name="l00127"></a><span class="lineno"> 127</span> <span class="comment">// entry.</span></div>
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<div class="line"><a id="l00128" name="l00128"></a><span class="lineno"> 128</span> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a03d9d0d381c0ea1de6a9a8bbd98741fc">pdlp_lp</a>.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae816a5fdb4bdd9b7af551cc7e88d2eb5">objective_matrix</a>->diagonal()[row_index] = 2 * <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>;</div>
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<div class="line"><a id="l00129" name="l00129"></a><span class="lineno"> 129</span> }</div>
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<div class="line"><a id="l00130" name="l00130"></a><span class="lineno"> 130</span> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a03d9d0d381c0ea1de6a9a8bbd98741fc">pdlp_lp</a>.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a18b5b62c2150cdcf678427d52b05a949">objective_scaling_factor</a> = obj_scale;</div>
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<div class="line"><a id="l00131" name="l00131"></a><span class="lineno"> 131</span> <span class="comment">// Note: MathOpt stores the constraint data in row major order, but PDLP</span></div>
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<div class="line"><a id="l00132" name="l00132"></a><span class="lineno"> 132</span> <span class="comment">// wants the data in column major order. There is probably a more efficient</span></div>
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<div class="line"><a id="l00133" name="l00133"></a><span class="lineno"> 133</span> <span class="comment">// method to do this transformation.</span></div>
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<div class="line"><a id="l00134" name="l00134"></a><span class="lineno"> 134</span> std::vector<Eigen::Triplet<double, int64_t>> mat_triplets;</div>
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<div class="line"><a id="l00135" name="l00135"></a><span class="lineno"> 135</span> <span class="keyword">const</span> <span class="keywordtype">int</span> nnz = <a class="code hl_variable" href="cp__model__solver_8cc.html#a6ac76d8a372013f67c4973012948ec84">model_proto</a>.linear_constraint_matrix().row_ids_size();</div>
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<div class="line"><a id="l00136" name="l00136"></a><span class="lineno"> 136</span> mat_triplets.reserve(nnz);</div>
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<div class="line"><a id="l00137" name="l00137"></a><span class="lineno"> 137</span> <span class="keyword">const</span> SparseDoubleMatrixProto& proto_mat =</div>
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<div class="line"><a id="l00138" name="l00138"></a><span class="lineno"> 138</span> <a class="code hl_variable" href="cp__model__solver_8cc.html#a6ac76d8a372013f67c4973012948ec84">model_proto</a>.linear_constraint_matrix();</div>
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<div class="line"><a id="l00139" name="l00139"></a><span class="lineno"> 139</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < nnz; ++i) {</div>
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<div class="line"><a id="l00140" name="l00140"></a><span class="lineno"> 140</span> <span class="keyword">const</span> int64_t row_index =</div>
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<div class="line"><a id="l00141" name="l00141"></a><span class="lineno"> 141</span> result.lin_con_id_to_pdlp_index_.at(proto_mat.row_ids(i));</div>
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<div class="line"><a id="l00142" name="l00142"></a><span class="lineno"> 142</span> <span class="keyword">const</span> int64_t column_index =</div>
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<div class="line"><a id="l00143" name="l00143"></a><span class="lineno"> 143</span> result.var_id_to_pdlp_index_.at(proto_mat.column_ids(i));</div>
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<div class="line"><a id="l00144" name="l00144"></a><span class="lineno"> 144</span> <span class="keyword">const</span> <span class="keywordtype">double</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> = proto_mat.coefficients(i);</div>
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<div class="line"><a id="l00145" name="l00145"></a><span class="lineno"> 145</span> mat_triplets.emplace_back(row_index, column_index, <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>);</div>
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<div class="line"><a id="l00146" name="l00146"></a><span class="lineno"> 146</span> }</div>
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<div class="line"><a id="l00147" name="l00147"></a><span class="lineno"> 147</span> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a03d9d0d381c0ea1de6a9a8bbd98741fc">pdlp_lp</a>.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae7a462ef3035095eff6c883ae0078d02">constraint_matrix</a>.setFromTriplets(mat_triplets.begin(),</div>
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<div class="line"><a id="l00148" name="l00148"></a><span class="lineno"> 148</span> mat_triplets.end());</div>
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<div class="line"><a id="l00149" name="l00149"></a><span class="lineno"> 149</span> <span class="keywordflow">return</span> result;</div>
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<div class="line"><a id="l00150" name="l00150"></a><span class="lineno"> 150</span>}</div>
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<div class="line"><a id="l00151" name="l00151"></a><span class="lineno"> 151</span> </div>
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<div class="line"><a id="l00152" name="l00152"></a><span class="lineno"><a class="line" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a58e05a4aed68759363618629771a4811"> 152</a></span><a class="code hl_struct" href="structoperations__research_1_1math__opt_1_1_inverted_bounds.html">InvertedBounds</a> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a58e05a4aed68759363618629771a4811">PdlpBridge::ListInvertedBounds</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00153" name="l00153"></a><span class="lineno"> 153</span> <a class="code hl_struct" href="structoperations__research_1_1math__opt_1_1_inverted_bounds.html">InvertedBounds</a> inverted_bounds;</div>
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<div class="line"><a id="l00154" name="l00154"></a><span class="lineno"> 154</span> <span class="keywordflow">for</span> (int64_t var_index = 0; var_index < pdlp_index_to_var_id_.size();</div>
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<div class="line"><a id="l00155" name="l00155"></a><span class="lineno"> 155</span> ++var_index) {</div>
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<div class="line"><a id="l00156" name="l00156"></a><span class="lineno"> 156</span> <span class="keywordflow">if</span> (pdlp_lp_.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a0f72e7b49f91d0b980f5a54a18c06964">variable_lower_bounds</a>[var_index] ></div>
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<div class="line"><a id="l00157" name="l00157"></a><span class="lineno"> 157</span> pdlp_lp_.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a097d329b7af662bea9b5a8e310a22726">variable_upper_bounds</a>[var_index]) {</div>
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<div class="line"><a id="l00158" name="l00158"></a><span class="lineno"> 158</span> inverted_bounds.<a class="code hl_variable" href="structoperations__research_1_1math__opt_1_1_inverted_bounds.html#af2a08d0021b2f2d657c184c713c4b01a">variables</a>.push_back(pdlp_index_to_var_id_[var_index]);</div>
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<div class="line"><a id="l00159" name="l00159"></a><span class="lineno"> 159</span> }</div>
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<div class="line"><a id="l00160" name="l00160"></a><span class="lineno"> 160</span> }</div>
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<div class="line"><a id="l00161" name="l00161"></a><span class="lineno"> 161</span> <span class="keywordflow">for</span> (int64_t lin_con_index = 0;</div>
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<div class="line"><a id="l00162" name="l00162"></a><span class="lineno"> 162</span> lin_con_index < pdlp_index_to_lin_con_id_.size(); ++lin_con_index) {</div>
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<div class="line"><a id="l00163" name="l00163"></a><span class="lineno"> 163</span> <span class="keywordflow">if</span> (pdlp_lp_.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a61349a88b7e83784a92be3d231cfa638">constraint_lower_bounds</a>[lin_con_index] ></div>
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<div class="line"><a id="l00164" name="l00164"></a><span class="lineno"> 164</span> pdlp_lp_.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#af2acc3fce9196f0cd70ed7505923234c">constraint_upper_bounds</a>[lin_con_index]) {</div>
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<div class="line"><a id="l00165" name="l00165"></a><span class="lineno"> 165</span> inverted_bounds.<a class="code hl_variable" href="structoperations__research_1_1math__opt_1_1_inverted_bounds.html#afa900465f3693b8e76c083a930436be9">linear_constraints</a>.push_back(</div>
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<div class="line"><a id="l00166" name="l00166"></a><span class="lineno"> 166</span> pdlp_index_to_lin_con_id_[lin_con_index]);</div>
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<div class="line"><a id="l00167" name="l00167"></a><span class="lineno"> 167</span> }</div>
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<div class="line"><a id="l00168" name="l00168"></a><span class="lineno"> 168</span> }</div>
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<div class="line"><a id="l00169" name="l00169"></a><span class="lineno"> 169</span> <span class="keywordflow">return</span> inverted_bounds;</div>
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<div class="line"><a id="l00170" name="l00170"></a><span class="lineno"> 170</span>}</div>
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<div class="line"><a id="l00171" name="l00171"></a><span class="lineno"> 171</span> </div>
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<div class="line"><a id="l00172" name="l00172"></a><span class="lineno"><a class="line" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a9796b82617a61e97132b3c0dab02c421"> 172</a></span>absl::StatusOr<SparseDoubleVectorProto> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a9796b82617a61e97132b3c0dab02c421">PdlpBridge::PrimalVariablesToProto</a>(</div>
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<div class="line"><a id="l00173" name="l00173"></a><span class="lineno"> 173</span> <span class="keyword">const</span> Eigen::VectorXd& primal_values,</div>
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<div class="line"><a id="l00174" name="l00174"></a><span class="lineno"> 174</span> <span class="keyword">const</span> SparseVectorFilterProto& variable_filter)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00175" name="l00175"></a><span class="lineno"> 175</span> <span class="keywordflow">return</span> ExtractSolution(primal_values, pdlp_index_to_var_id_, variable_filter,</div>
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<div class="line"><a id="l00176" name="l00176"></a><span class="lineno"> 176</span> <span class="comment">/*scale=*/</span>1.0);</div>
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<div class="line"><a id="l00177" name="l00177"></a><span class="lineno"> 177</span>}</div>
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<div class="line"><a id="l00178" name="l00178"></a><span class="lineno"><a class="line" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a10270e02f2bc4e3779fc3778385bd9b5"> 178</a></span>absl::StatusOr<SparseDoubleVectorProto> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a10270e02f2bc4e3779fc3778385bd9b5">PdlpBridge::DualVariablesToProto</a>(</div>
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<div class="line"><a id="l00179" name="l00179"></a><span class="lineno"> 179</span> <span class="keyword">const</span> Eigen::VectorXd& dual_values,</div>
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<div class="line"><a id="l00180" name="l00180"></a><span class="lineno"> 180</span> <span class="keyword">const</span> SparseVectorFilterProto& linear_constraint_filter)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00181" name="l00181"></a><span class="lineno"> 181</span> <span class="keywordflow">return</span> ExtractSolution(dual_values, pdlp_index_to_lin_con_id_,</div>
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<div class="line"><a id="l00182" name="l00182"></a><span class="lineno"> 182</span> linear_constraint_filter,</div>
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<div class="line"><a id="l00183" name="l00183"></a><span class="lineno"> 183</span> <span class="comment">/*scale=*/</span>pdlp_lp_.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a18b5b62c2150cdcf678427d52b05a949">objective_scaling_factor</a>);</div>
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<div class="line"><a id="l00184" name="l00184"></a><span class="lineno"> 184</span>}</div>
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<div class="line"><a id="l00185" name="l00185"></a><span class="lineno"><a class="line" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a9db862a60a5d6ef15cac238156a00816"> 185</a></span>absl::StatusOr<SparseDoubleVectorProto> <a class="code hl_function" href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a9db862a60a5d6ef15cac238156a00816">PdlpBridge::ReducedCostsToProto</a>(</div>
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<div class="line"><a id="l00186" name="l00186"></a><span class="lineno"> 186</span> <span class="keyword">const</span> Eigen::VectorXd& reduced_costs,</div>
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<div class="line"><a id="l00187" name="l00187"></a><span class="lineno"> 187</span> <span class="keyword">const</span> SparseVectorFilterProto& variable_filter)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00188" name="l00188"></a><span class="lineno"> 188</span> <span class="keywordflow">return</span> ExtractSolution(reduced_costs, pdlp_index_to_var_id_, variable_filter,</div>
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<div class="line"><a id="l00189" name="l00189"></a><span class="lineno"> 189</span> <span class="comment">/*scale=*/</span>pdlp_lp_.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a18b5b62c2150cdcf678427d52b05a949">objective_scaling_factor</a>);</div>
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<div class="line"><a id="l00190" name="l00190"></a><span class="lineno"> 190</span>}</div>
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<div class="line"><a id="l00191" name="l00191"></a><span class="lineno"> 191</span> </div>
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<div class="line"><a id="l00192" name="l00192"></a><span class="lineno"> 192</span>} <span class="comment">// namespace math_opt</span></div>
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<div class="line"><a id="l00193" name="l00193"></a><span class="lineno"> 193</span>} <span class="comment">// namespace operations_research</span></div>
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<div class="ttc" id="aclassoperations__research_1_1math__opt_1_1_pdlp_bridge_html"><div class="ttname"><a href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html">operations_research::math_opt::PdlpBridge</a></div><div class="ttdef"><b>Definition:</b> <a href="pdlp__bridge_8h_source.html#l00045">pdlp_bridge.h:45</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1math__opt_1_1_pdlp_bridge_html_a03d9d0d381c0ea1de6a9a8bbd98741fc"><div class="ttname"><a href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a03d9d0d381c0ea1de6a9a8bbd98741fc">operations_research::math_opt::PdlpBridge::pdlp_lp</a></div><div class="ttdeci">const pdlp::QuadraticProgram & pdlp_lp() const</div><div class="ttdef"><b>Definition:</b> <a href="pdlp__bridge_8h_source.html#l00050">pdlp_bridge.h:50</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1math__opt_1_1_pdlp_bridge_html_a10270e02f2bc4e3779fc3778385bd9b5"><div class="ttname"><a href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a10270e02f2bc4e3779fc3778385bd9b5">operations_research::math_opt::PdlpBridge::DualVariablesToProto</a></div><div class="ttdeci">absl::StatusOr< SparseDoubleVectorProto > DualVariablesToProto(const Eigen::VectorXd &dual_values, const SparseVectorFilterProto &linear_constraint_filter) const</div><div class="ttdef"><b>Definition:</b> <a href="pdlp__bridge_8cc_source.html#l00178">pdlp_bridge.cc:178</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1math__opt_1_1_pdlp_bridge_html_a474f1e8ad9a06a6cadd791176c3c2f28"><div class="ttname"><a href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a474f1e8ad9a06a6cadd791176c3c2f28">operations_research::math_opt::PdlpBridge::FromProto</a></div><div class="ttdeci">static absl::StatusOr< PdlpBridge > FromProto(const ModelProto &model_proto)</div><div class="ttdef"><b>Definition:</b> <a href="pdlp__bridge_8cc_source.html#l00061">pdlp_bridge.cc:61</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1math__opt_1_1_pdlp_bridge_html_a58e05a4aed68759363618629771a4811"><div class="ttname"><a href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a58e05a4aed68759363618629771a4811">operations_research::math_opt::PdlpBridge::ListInvertedBounds</a></div><div class="ttdeci">InvertedBounds ListInvertedBounds() const</div><div class="ttdef"><b>Definition:</b> <a href="pdlp__bridge_8cc_source.html#l00152">pdlp_bridge.cc:152</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1math__opt_1_1_pdlp_bridge_html_a9796b82617a61e97132b3c0dab02c421"><div class="ttname"><a href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a9796b82617a61e97132b3c0dab02c421">operations_research::math_opt::PdlpBridge::PrimalVariablesToProto</a></div><div class="ttdeci">absl::StatusOr< SparseDoubleVectorProto > PrimalVariablesToProto(const Eigen::VectorXd &primal_values, const SparseVectorFilterProto &variable_filter) const</div><div class="ttdef"><b>Definition:</b> <a href="pdlp__bridge_8cc_source.html#l00172">pdlp_bridge.cc:172</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1math__opt_1_1_pdlp_bridge_html_a9db862a60a5d6ef15cac238156a00816"><div class="ttname"><a href="classoperations__research_1_1math__opt_1_1_pdlp_bridge.html#a9db862a60a5d6ef15cac238156a00816">operations_research::math_opt::PdlpBridge::ReducedCostsToProto</a></div><div class="ttdeci">absl::StatusOr< SparseDoubleVectorProto > ReducedCostsToProto(const Eigen::VectorXd &reduced_costs, const SparseVectorFilterProto &variable_filter) const</div><div class="ttdef"><b>Definition:</b> <a href="pdlp__bridge_8cc_source.html#l00185">pdlp_bridge.cc:185</a></div></div>
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<div class="ttc" id="acp__model__solver_8cc_html_a6ac76d8a372013f67c4973012948ec84"><div class="ttname"><a href="cp__model__solver_8cc.html#a6ac76d8a372013f67c4973012948ec84">model_proto</a></div><div class="ttdeci">CpModelProto const * model_proto</div><div class="ttdef"><b>Definition:</b> <a href="cp__model__solver_8cc_source.html#l02048">cp_model_solver.cc:2048</a></div></div>
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<div class="ttc" id="ademon__profiler_8cc_html_ac072af30c4ffbc834bb4c681f6ecb514"><div class="ttname"><a href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a></div><div class="ttdeci">int64_t value</div><div class="ttdef"><b>Definition:</b> <a href="demon__profiler_8cc_source.html#l00044">demon_profiler.cc:44</a></div></div>
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<div class="ttc" id="aexpr__array_8cc_html_abda708e4a6f0de72a842382f919a7c31"><div class="ttname"><a href="expr__array_8cc.html#abda708e4a6f0de72a842382f919a7c31">coef</a></div><div class="ttdeci">int64_t coef</div><div class="ttdef"><b>Definition:</b> <a href="expr__array_8cc_source.html#l01875">expr_array.cc:1875</a></div></div>
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<div class="ttc" id="ainverted__bounds_8h_html"><div class="ttname"><a href="inverted__bounds_8h.html">inverted_bounds.h</a></div></div>
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<div class="ttc" id="amath__opt__proto__utils_8h_html"><div class="ttname"><a href="math__opt__proto__utils_8h.html">math_opt_proto_utils.h</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1math__opt_html"><div class="ttname"><a href="namespaceoperations__research_1_1math__opt.html">operations_research::math_opt</a></div><div class="ttdef"><b>Definition:</b> <a href="arrow__operator__proxy_8h_source.html#l00020">arrow_operator_proxy.h:20</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1math__opt_html_a80e158d48db32a3bbbe915179b36e405"><div class="ttname"><a href="namespaceoperations__research_1_1math__opt.html#a80e158d48db32a3bbbe915179b36e405">operations_research::math_opt::MakeView</a></div><div class="ttdeci">SparseVectorView< T > MakeView(absl::Span< const int64_t > ids, const Collection &values)</div><div class="ttdef"><b>Definition:</b> <a href="sparse__vector__view_8h_source.html#l00144">sparse_vector_view.h:144</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_html"><div class="ttname"><a href="namespaceoperations__research.html">operations_research</a></div><div class="ttdoc">Collection of objects used to extend the Constraint Solver library.</div><div class="ttdef"><b>Definition:</b> <a href="dense__doubly__linked__list_8h_source.html#l00021">dense_doubly_linked_list.h:21</a></div></div>
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<div class="ttc" id="apdlp__bridge_8h_html"><div class="ttname"><a href="pdlp__bridge_8h.html">pdlp_bridge.h</a></div></div>
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<div class="ttc" id="aquadratic__program_8h_html"><div class="ttname"><a href="quadratic__program_8h.html">quadratic_program.h</a></div></div>
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<div class="ttc" id="asparse__vector__view_8h_html"><div class="ttname"><a href="sparse__vector__view_8h.html">sparse_vector_view.h</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1math__opt_1_1_inverted_bounds_html"><div class="ttname"><a href="structoperations__research_1_1math__opt_1_1_inverted_bounds.html">operations_research::math_opt::InvertedBounds</a></div><div class="ttdef"><b>Definition:</b> <a href="inverted__bounds_8h_source.html#l00032">inverted_bounds.h:32</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1math__opt_1_1_inverted_bounds_html_af2a08d0021b2f2d657c184c713c4b01a"><div class="ttname"><a href="structoperations__research_1_1math__opt_1_1_inverted_bounds.html#af2a08d0021b2f2d657c184c713c4b01a">operations_research::math_opt::InvertedBounds::variables</a></div><div class="ttdeci">std::vector< int64_t > variables</div><div class="ttdef"><b>Definition:</b> <a href="inverted__bounds_8h_source.html#l00042">inverted_bounds.h:42</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1math__opt_1_1_inverted_bounds_html_afa900465f3693b8e76c083a930436be9"><div class="ttname"><a href="structoperations__research_1_1math__opt_1_1_inverted_bounds.html#afa900465f3693b8e76c083a930436be9">operations_research::math_opt::InvertedBounds::linear_constraints</a></div><div class="ttdeci">std::vector< int64_t > linear_constraints</div><div class="ttdef"><b>Definition:</b> <a href="inverted__bounds_8h_source.html#l00045">inverted_bounds.h:45</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">operations_research::pdlp::QuadraticProgram</a></div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00054">quadratic_program.h:54</a></div></div>
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<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>
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<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>
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<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>
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<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< std::vector< std::string > > constraint_names</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00137">quadratic_program.h:137</a></div></div>
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<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< std::vector< std::string > > variable_names</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00136">quadratic_program.h:136</a></div></div>
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<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>
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<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>
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<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< std::string > problem_name</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00135">quadratic_program.h:135</a></div></div>
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<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>
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<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< double, Eigen::ColMajor, int64_t > constraint_matrix</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00131">quadratic_program.h:131</a></div></div>
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<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< Eigen::DiagonalMatrix< double, Eigen::Dynamic > > objective_matrix</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00130">quadratic_program.h:130</a></div></div>
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<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>
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<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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