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<div class="headertitle"><div class="title">reduced_costs.h</div></div>
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<a href="reduced__costs_8h.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno"> 1</span><span class="comment">// Copyright 2010-2021 Google LLC</span></div>
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<div class="line"><a id="l00002" name="l00002"></a><span class="lineno"> 2</span><span class="comment">// Licensed under the Apache License, Version 2.0 (the "License");</span></div>
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<div class="line"><a id="l00003" name="l00003"></a><span class="lineno"> 3</span><span class="comment">// you may not use this file except in compliance with the License.</span></div>
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<div class="line"><a id="l00004" name="l00004"></a><span class="lineno"> 4</span><span class="comment">// You may obtain a copy of the License at</span></div>
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<div class="line"><a id="l00005" name="l00005"></a><span class="lineno"> 5</span><span class="comment">//</span></div>
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<div class="line"><a id="l00006" name="l00006"></a><span class="lineno"> 6</span><span class="comment">// http://www.apache.org/licenses/LICENSE-2.0</span></div>
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<div class="line"><a id="l00007" name="l00007"></a><span class="lineno"> 7</span><span class="comment">//</span></div>
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<div class="line"><a id="l00008" name="l00008"></a><span class="lineno"> 8</span><span class="comment">// Unless required by applicable law or agreed to in writing, software</span></div>
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<div class="line"><a id="l00009" name="l00009"></a><span class="lineno"> 9</span><span class="comment">// distributed under the License is distributed on an "AS IS" BASIS,</span></div>
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<div class="line"><a id="l00010" name="l00010"></a><span class="lineno"> 10</span><span class="comment">// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span></div>
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<div class="line"><a id="l00011" name="l00011"></a><span class="lineno"> 11</span><span class="comment">// See the License for the specific language governing permissions and</span></div>
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<div class="line"><a id="l00012" name="l00012"></a><span class="lineno"> 12</span><span class="comment">// limitations under the License.</span></div>
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<div class="line"><a id="l00013" name="l00013"></a><span class="lineno"> 13</span> </div>
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<div class="line"><a id="l00014" name="l00014"></a><span class="lineno"> 14</span><span class="preprocessor">#ifndef OR_TOOLS_GLOP_REDUCED_COSTS_H_</span></div>
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<div class="line"><a id="l00015" name="l00015"></a><span class="lineno"> 15</span><span class="preprocessor">#define OR_TOOLS_GLOP_REDUCED_COSTS_H_</span></div>
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<div class="line"><a id="l00016" name="l00016"></a><span class="lineno"> 16</span> </div>
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<div class="line"><a id="l00017" name="l00017"></a><span class="lineno"> 17</span><span class="preprocessor">#include "absl/random/bit_gen_ref.h"</span></div>
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<div class="line"><a id="l00018" name="l00018"></a><span class="lineno"> 18</span><span class="preprocessor">#include "<a class="code" href="basis__representation_8h.html">ortools/glop/basis_representation.h</a>"</span></div>
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<div class="line"><a id="l00019" name="l00019"></a><span class="lineno"> 19</span><span class="preprocessor">#include "ortools/glop/parameters.pb.h"</span></div>
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<div class="line"><a id="l00020" name="l00020"></a><span class="lineno"> 20</span><span class="preprocessor">#include "<a class="code" href="pricing_8h.html">ortools/glop/pricing.h</a>"</span></div>
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<div class="line"><a id="l00021" name="l00021"></a><span class="lineno"> 21</span><span class="preprocessor">#include "<a class="code" href="primal__edge__norms_8h.html">ortools/glop/primal_edge_norms.h</a>"</span></div>
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<div class="line"><a id="l00022" name="l00022"></a><span class="lineno"> 22</span><span class="preprocessor">#include "<a class="code" href="status_8h.html">ortools/glop/status.h</a>"</span></div>
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<div class="line"><a id="l00023" name="l00023"></a><span class="lineno"> 23</span><span class="preprocessor">#include "<a class="code" href="update__row_8h.html">ortools/glop/update_row.h</a>"</span></div>
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<div class="line"><a id="l00024" name="l00024"></a><span class="lineno"> 24</span><span class="preprocessor">#include "<a class="code" href="variables__info_8h.html">ortools/glop/variables_info.h</a>"</span></div>
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<div class="line"><a id="l00025" name="l00025"></a><span class="lineno"> 25</span><span class="preprocessor">#include "<a class="code" href="lp__data_8h.html">ortools/lp_data/lp_data.h</a>"</span></div>
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<div class="line"><a id="l00026" name="l00026"></a><span class="lineno"> 26</span><span class="preprocessor">#include "<a class="code" href="lp__types_8h.html">ortools/lp_data/lp_types.h</a>"</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="scattered__vector_8h.html">ortools/lp_data/scattered_vector.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="stats_8h.html">ortools/util/stats.h</a>"</span></div>
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<div class="line"><a id="l00029" name="l00029"></a><span class="lineno"> 29</span> </div>
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<div class="line"><a id="l00030" name="l00030"></a><span class="lineno"> 30</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="l00031" name="l00031"></a><span class="lineno"> 31</span><span class="keyword">namespace </span>glop {</div>
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<div class="line"><a id="l00032" name="l00032"></a><span class="lineno"> 32</span> </div>
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<div class="line"><a id="l00033" name="l00033"></a><span class="lineno"> 33</span><span class="comment">// Maintains the reduced costs of the non-basic variables and some related</span></div>
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<div class="line"><a id="l00034" name="l00034"></a><span class="lineno"> 34</span><span class="comment">// quantities.</span></div>
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<div class="line"><a id="l00035" name="l00035"></a><span class="lineno"> 35</span><span class="comment">//</span></div>
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<div class="line"><a id="l00036" name="l00036"></a><span class="lineno"> 36</span><span class="comment">// Terminology:</span></div>
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<div class="line"><a id="l00037" name="l00037"></a><span class="lineno"> 37</span><span class="comment">// - To each non-basic column 'a' of A, we can associate an "edge" in the</span></div>
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<div class="line"><a id="l00038" name="l00038"></a><span class="lineno"> 38</span><span class="comment">// kernel of A equal to 1.0 on the index of 'a' and '-B^{-1}.a' on the basic</span></div>
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<div class="line"><a id="l00039" name="l00039"></a><span class="lineno"> 39</span><span class="comment">// variables.</span></div>
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<div class="line"><a id="l00040" name="l00040"></a><span class="lineno"> 40</span><span class="comment">// - 'B^{-1}.a' is called the "right inverse" of 'a'.</span></div>
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<div class="line"><a id="l00041" name="l00041"></a><span class="lineno"> 41</span><span class="comment">// - The reduced cost of a column is equal to the scalar product of this</span></div>
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<div class="line"><a id="l00042" name="l00042"></a><span class="lineno"> 42</span><span class="comment">// column's edge with the cost vector (objective_), and corresponds to the</span></div>
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<div class="line"><a id="l00043" name="l00043"></a><span class="lineno"> 43</span><span class="comment">// variation in the objective function when we add this edge to the current</span></div>
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<div class="line"><a id="l00044" name="l00044"></a><span class="lineno"> 44</span><span class="comment">// solution.</span></div>
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<div class="line"><a id="l00045" name="l00045"></a><span class="lineno"> 45</span><span class="comment">// - The dual values are the "left inverse" of the basic objective by B.</span></div>
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<div class="line"><a id="l00046" name="l00046"></a><span class="lineno"> 46</span><span class="comment">// That is 'basic_objective_.B^{-1}'</span></div>
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<div class="line"><a id="l00047" name="l00047"></a><span class="lineno"> 47</span><span class="comment">// - The reduced cost of a column is also equal to the scalar product of this</span></div>
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<div class="line"><a id="l00048" name="l00048"></a><span class="lineno"> 48</span><span class="comment">// column with the vector of the dual values.</span></div>
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<div class="line"><a id="l00049" name="l00049"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html"> 49</a></span><span class="keyword">class </span><a class="code hl_class" href="classoperations__research_1_1glop_1_1_reduced_costs.html">ReducedCosts</a> {</div>
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<div class="line"><a id="l00050" name="l00050"></a><span class="lineno"> 50</span> <span class="keyword">public</span>:</div>
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<div class="line"><a id="l00051" name="l00051"></a><span class="lineno"> 51</span> <span class="comment">// Takes references to the linear program data we need.</span></div>
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<div class="line"><a id="l00052" name="l00052"></a><span class="lineno"> 52</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a1e791b0f7c5332a1089da9dd0c6be895">ReducedCosts</a>(<span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html">CompactSparseMatrix</a>& matrix_, <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& objective,</div>
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<div class="line"><a id="l00053" name="l00053"></a><span class="lineno"> 53</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">RowToColMapping</a>& basis,</div>
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<div class="line"><a id="l00054" name="l00054"></a><span class="lineno"> 54</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_variables_info.html">VariablesInfo</a>& variables_info,</div>
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<div class="line"><a id="l00055" name="l00055"></a><span class="lineno"> 55</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_basis_factorization.html">BasisFactorization</a>& basis_factorization,</div>
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<div class="line"><a id="l00056" name="l00056"></a><span class="lineno"> 56</span> absl::BitGenRef random);</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> <span class="comment">// If this is true, then the caller must re-factorize the basis before the</span></div>
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<div class="line"><a id="l00059" name="l00059"></a><span class="lineno"> 59</span> <span class="comment">// next call to GetReducedCosts().</span></div>
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<div class="line"><a id="l00060" name="l00060"></a><span class="lineno"> 60</span> <span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#af507437729fd1e93677772e748ca1cfc">NeedsBasisRefactorization</a>() <span class="keyword">const</span>;</div>
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<div class="line"><a id="l00061" name="l00061"></a><span class="lineno"> 61</span> </div>
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<div class="line"><a id="l00062" name="l00062"></a><span class="lineno"> 62</span> <span class="comment">// Checks the precision of the entering variable choice now that the direction</span></div>
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<div class="line"><a id="l00063" name="l00063"></a><span class="lineno"> 63</span> <span class="comment">// is computed. Returns its precise version. This will also trigger a</span></div>
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<div class="line"><a id="l00064" name="l00064"></a><span class="lineno"> 64</span> <span class="comment">// reduced cost recomputation if it was deemed too imprecise.</span></div>
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<div class="line"><a id="l00065" name="l00065"></a><span class="lineno"> 65</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4c84d90865988c9b4cf5e793be311bbf">TestEnteringReducedCostPrecision</a>(ColIndex entering_col,</div>
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<div class="line"><a id="l00066" name="l00066"></a><span class="lineno"> 66</span> <span class="keyword">const</span> <a class="code hl_struct" href="structoperations__research_1_1glop_1_1_scattered_column.html">ScatteredColumn</a>& direction);</div>
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<div class="line"><a id="l00067" name="l00067"></a><span class="lineno"> 67</span> </div>
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<div class="line"><a id="l00068" name="l00068"></a><span class="lineno"> 68</span> <span class="comment">// Computes the current dual residual and infeasibility. Note that these</span></div>
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<div class="line"><a id="l00069" name="l00069"></a><span class="lineno"> 69</span> <span class="comment">// functions are not really fast (many scalar products will be computed) and</span></div>
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<div class="line"><a id="l00070" name="l00070"></a><span class="lineno"> 70</span> <span class="comment">// shouldn't be called at each iteration.</span></div>
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<div class="line"><a id="l00071" name="l00071"></a><span class="lineno"> 71</span> <span class="comment">//</span></div>
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<div class="line"><a id="l00072" name="l00072"></a><span class="lineno"> 72</span> <span class="comment">// These function will compute the reduced costs if needed.</span></div>
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<div class="line"><a id="l00073" name="l00073"></a><span class="lineno"> 73</span> <span class="comment">// ComputeMaximumDualResidual() also needs ComputeBasicObjectiveLeftInverse()</span></div>
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<div class="line"><a id="l00074" name="l00074"></a><span class="lineno"> 74</span> <span class="comment">// and do not depends on reduced costs.</span></div>
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<div class="line"><a id="l00075" name="l00075"></a><span class="lineno"> 75</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#abe66b4ab180dc3214aeda5f430bab5ea">ComputeMaximumDualResidual</a>();</div>
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<div class="line"><a id="l00076" name="l00076"></a><span class="lineno"> 76</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#adbccaf804edd4b0dd0a1241f94796211">ComputeMaximumDualInfeasibility</a>();</div>
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<div class="line"><a id="l00077" name="l00077"></a><span class="lineno"> 77</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a8c6b06588c4c7831a7be2ad14be46772">ComputeSumOfDualInfeasibilities</a>();</div>
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<div class="line"><a id="l00078" name="l00078"></a><span class="lineno"> 78</span> </div>
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<div class="line"><a id="l00079" name="l00079"></a><span class="lineno"> 79</span> <span class="comment">// Same as ComputeMaximumDualInfeasibility() but ignore boxed variables.</span></div>
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<div class="line"><a id="l00080" name="l00080"></a><span class="lineno"> 80</span> <span class="comment">// Because we can always switch bounds of boxed variables, if this is under</span></div>
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<div class="line"><a id="l00081" name="l00081"></a><span class="lineno"> 81</span> <span class="comment">// the dual tolerance, then we can easily have a dual feasible solution and do</span></div>
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<div class="line"><a id="l00082" name="l00082"></a><span class="lineno"> 82</span> <span class="comment">// not need to run a dual phase I algorithm.</span></div>
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<div class="line"><a id="l00083" name="l00083"></a><span class="lineno"> 83</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a7020dbf208be9d5773aa72da00522a65">ComputeMaximumDualInfeasibilityOnNonBoxedVariables</a>();</div>
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<div class="line"><a id="l00084" name="l00084"></a><span class="lineno"> 84</span> </div>
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<div class="line"><a id="l00085" name="l00085"></a><span class="lineno"> 85</span> <span class="comment">// Updates any internal data BEFORE the given simplex pivot is applied to B.</span></div>
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<div class="line"><a id="l00086" name="l00086"></a><span class="lineno"> 86</span> <span class="comment">// Note that no updates are needed in case of a bound flip.</span></div>
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<div class="line"><a id="l00087" name="l00087"></a><span class="lineno"> 87</span> <span class="comment">// The arguments are in order:</span></div>
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<div class="line"><a id="l00088" name="l00088"></a><span class="lineno"> 88</span> <span class="comment">// - The index of the entering non-basic column of A.</span></div>
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<div class="line"><a id="l00089" name="l00089"></a><span class="lineno"> 89</span> <span class="comment">// - The index in B of the leaving basic variable.</span></div>
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<div class="line"><a id="l00090" name="l00090"></a><span class="lineno"> 90</span> <span class="comment">// - The 'direction', i.e. the right inverse of the entering column.</span></div>
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<div class="line"><a id="l00091" name="l00091"></a><span class="lineno"> 91</span> <span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9a45fa5802a8fec70bec2fc6f9258056">UpdateBeforeBasisPivot</a>(ColIndex entering_col, RowIndex leaving_row,</div>
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<div class="line"><a id="l00092" name="l00092"></a><span class="lineno"> 92</span> <span class="keyword">const</span> <a class="code hl_struct" href="structoperations__research_1_1glop_1_1_scattered_column.html">ScatteredColumn</a>& direction,</div>
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<div class="line"><a id="l00093" name="l00093"></a><span class="lineno"> 93</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_update_row.html">UpdateRow</a>* update_row);</div>
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<div class="line"><a id="l00094" name="l00094"></a><span class="lineno"> 94</span> </div>
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<div class="line"><a id="l00095" name="l00095"></a><span class="lineno"> 95</span> <span class="comment">// Sets the cost of the given non-basic variable to zero and updates its</span></div>
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<div class="line"><a id="l00096" name="l00096"></a><span class="lineno"> 96</span> <span class="comment">// reduced cost. Note that changing the cost of a non-basic variable only</span></div>
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<div class="line"><a id="l00097" name="l00097"></a><span class="lineno"> 97</span> <span class="comment">// impacts its reduced cost and not the one of any other variables.</span></div>
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<div class="line"><a id="l00098" name="l00098"></a><span class="lineno"> 98</span> <span class="comment">// The current_cost pointer must be equal to the address of objective[col]</span></div>
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<div class="line"><a id="l00099" name="l00099"></a><span class="lineno"> 99</span> <span class="comment">// where objective is the DenseRow passed at construction.</span></div>
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<div class="line"><a id="l00100" name="l00100"></a><span class="lineno"> 100</span> <span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a6601cb283594a187e1a513598f3a9b3d">SetNonBasicVariableCostToZero</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* current_cost);</div>
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<div class="line"><a id="l00101" name="l00101"></a><span class="lineno"> 101</span> </div>
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<div class="line"><a id="l00102" name="l00102"></a><span class="lineno"> 102</span> <span class="comment">// Sets the pricing parameters. This does not change the pricing rule.</span></div>
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<div class="line"><a id="l00103" name="l00103"></a><span class="lineno"> 103</span> <span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ae7202d055b6b172a8a1da4f5b136f9ea">SetParameters</a>(<span class="keyword">const</span> GlopParameters& <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>);</div>
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<div class="line"><a id="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="comment">// Returns true if the current reduced costs are computed with maximum</span></div>
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<div class="line"><a id="l00106" name="l00106"></a><span class="lineno"> 106</span> <span class="comment">// precision.</span></div>
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<div class="line"><a id="l00107" name="l00107"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5fa2e9840a56151a1bd964cb485d4fad"> 107</a></span> <span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5fa2e9840a56151a1bd964cb485d4fad">AreReducedCostsPrecise</a>() { <span class="keywordflow">return</span> are_reduced_costs_precise_; }</div>
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<div class="line"><a id="l00108" name="l00108"></a><span class="lineno"> 108</span> </div>
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<div class="line"><a id="l00109" name="l00109"></a><span class="lineno"> 109</span> <span class="comment">// Returns true if the current reduced costs where just recomputed or will be</span></div>
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<div class="line"><a id="l00110" name="l00110"></a><span class="lineno"> 110</span> <span class="comment">// on the next call to GetReducedCosts().</span></div>
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<div class="line"><a id="l00111" name="l00111"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5b05974f9610779eea6c8594ed42405c"> 111</a></span> <span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5b05974f9610779eea6c8594ed42405c">AreReducedCostsRecomputed</a>() {</div>
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<div class="line"><a id="l00112" name="l00112"></a><span class="lineno"> 112</span> <span class="keywordflow">return</span> recompute_reduced_costs_ || are_reduced_costs_recomputed_;</div>
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<div class="line"><a id="l00113" name="l00113"></a><span class="lineno"> 113</span> }</div>
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<div class="line"><a id="l00114" name="l00114"></a><span class="lineno"> 114</span> </div>
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<div class="line"><a id="l00115" name="l00115"></a><span class="lineno"> 115</span> <span class="comment">// Makes sure the next time the reduced cost are needed, they will be</span></div>
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<div class="line"><a id="l00116" name="l00116"></a><span class="lineno"> 116</span> <span class="comment">// recomputed with maximum precision (i.e. from scratch with a basis</span></div>
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<div class="line"><a id="l00117" name="l00117"></a><span class="lineno"> 117</span> <span class="comment">// refactorization first).</span></div>
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<div class="line"><a id="l00118" name="l00118"></a><span class="lineno"> 118</span> <span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">MakeReducedCostsPrecise</a>();</div>
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<div class="line"><a id="l00119" name="l00119"></a><span class="lineno"> 119</span> </div>
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<div class="line"><a id="l00120" name="l00120"></a><span class="lineno"> 120</span> <span class="comment">// Randomly perturb the costs. Both Koberstein and Huangfu recommend doing</span></div>
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<div class="line"><a id="l00121" name="l00121"></a><span class="lineno"> 121</span> <span class="comment">// that before the dual simplex starts in their Phd thesis.</span></div>
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<div class="line"><a id="l00122" name="l00122"></a><span class="lineno"> 122</span> <span class="comment">//</span></div>
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<div class="line"><a id="l00123" name="l00123"></a><span class="lineno"> 123</span> <span class="comment">// The perturbation follows what is explained in Huangfu Q (2013) "High</span></div>
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<div class="line"><a id="l00124" name="l00124"></a><span class="lineno"> 124</span> <span class="comment">// performance simplex solver", Ph.D, dissertation, University of Edinburgh,</span></div>
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<div class="line"><a id="l00125" name="l00125"></a><span class="lineno"> 125</span> <span class="comment">// section 3.2.3, page 58.</span></div>
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<div class="line"><a id="l00126" name="l00126"></a><span class="lineno"> 126</span> <span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a30f0ce948222e17e5992ebd66493316e">PerturbCosts</a>();</div>
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<div class="line"><a id="l00127" name="l00127"></a><span class="lineno"> 127</span> </div>
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<div class="line"><a id="l00128" name="l00128"></a><span class="lineno"> 128</span> <span class="comment">// Shifts the cost of the given non-basic column such that its current reduced</span></div>
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<div class="line"><a id="l00129" name="l00129"></a><span class="lineno"> 129</span> <span class="comment">// cost becomes 0.0. Actually, this shifts the cost a bit more according to</span></div>
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<div class="line"><a id="l00130" name="l00130"></a><span class="lineno"> 130</span> <span class="comment">// the positive_direction parameter.</span></div>
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<div class="line"><a id="l00131" name="l00131"></a><span class="lineno"> 131</span> <span class="comment">//</span></div>
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<div class="line"><a id="l00132" name="l00132"></a><span class="lineno"> 132</span> <span class="comment">// This is explained in Koberstein's thesis (section 6.2.2.3) and helps on</span></div>
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<div class="line"><a id="l00133" name="l00133"></a><span class="lineno"> 133</span> <span class="comment">// degenerate problems. As of july 2013, this allowed to pass dano3mip and</span></div>
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<div class="line"><a id="l00134" name="l00134"></a><span class="lineno"> 134</span> <span class="comment">// dbic1 without cycling forever. Note that contrary to what is explained in</span></div>
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<div class="line"><a id="l00135" name="l00135"></a><span class="lineno"> 135</span> <span class="comment">// the thesis, we do not shift any other variable costs. If any becomes</span></div>
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<div class="line"><a id="l00136" name="l00136"></a><span class="lineno"> 136</span> <span class="comment">// infeasible, it will be selected and shifted in subsequent iterations.</span></div>
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<div class="line"><a id="l00137" name="l00137"></a><span class="lineno"> 137</span> <span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ad505e9a2cef08b82d01e13dbd031e2b4">ShiftCostIfNeeded</a>(<span class="keywordtype">bool</span> increasing_rc_is_needed, ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00138" name="l00138"></a><span class="lineno"> 138</span> </div>
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<div class="line"><a id="l00139" name="l00139"></a><span class="lineno"> 139</span> <span class="comment">// Returns true if ShiftCostIfNeeded() was applied since the last</span></div>
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<div class="line"><a id="l00140" name="l00140"></a><span class="lineno"> 140</span> <span class="comment">// ClearAndRemoveCostShifts().</span></div>
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<div class="line"><a id="l00141" name="l00141"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a6dd88bcd4c2eef9d67f0496c9bf7e236"> 141</a></span> <span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a6dd88bcd4c2eef9d67f0496c9bf7e236">HasCostShift</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> has_cost_shift_; }</div>
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<div class="line"><a id="l00142" name="l00142"></a><span class="lineno"> 142</span> </div>
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<div class="line"><a id="l00143" name="l00143"></a><span class="lineno"> 143</span> <span class="comment">// Returns true if this step direction make the given column even more</span></div>
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<div class="line"><a id="l00144" name="l00144"></a><span class="lineno"> 144</span> <span class="comment">// infeasible. This is just used for reporting stats.</span></div>
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<div class="line"><a id="l00145" name="l00145"></a><span class="lineno"> 145</span> <span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a748f3c689d4d77942316d8be3f105d33">StepIsDualDegenerate</a>(<span class="keywordtype">bool</span> increasing_rc_is_needed, ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</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> <span class="comment">// Removes any cost shift and cost perturbation. This also lazily forces a</span></div>
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<div class="line"><a id="l00148" name="l00148"></a><span class="lineno"> 148</span> <span class="comment">// recomputation of all the derived quantities. This effectively resets the</span></div>
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<div class="line"><a id="l00149" name="l00149"></a><span class="lineno"> 149</span> <span class="comment">// class to its initial state.</span></div>
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<div class="line"><a id="l00150" name="l00150"></a><span class="lineno"> 150</span> <span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">ClearAndRemoveCostShifts</a>();</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"> 152</span> <span class="comment">// Invalidates all internal structure that depends on the objective function.</span></div>
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<div class="line"><a id="l00153" name="l00153"></a><span class="lineno"> 153</span> <span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c">ResetForNewObjective</a>();</div>
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<div class="line"><a id="l00154" name="l00154"></a><span class="lineno"> 154</span> </div>
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<div class="line"><a id="l00155" name="l00155"></a><span class="lineno"> 155</span> <span class="comment">// Invalidates the data that depends on the order of the column in basis_.</span></div>
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<div class="line"><a id="l00156" name="l00156"></a><span class="lineno"> 156</span> <span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ac51f5d5ea0bb75f2f55e836527c43f58">UpdateDataOnBasisPermutation</a>();</div>
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<div class="line"><a id="l00157" name="l00157"></a><span class="lineno"> 157</span> </div>
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<div class="line"><a id="l00158" name="l00158"></a><span class="lineno"> 158</span> <span class="comment">// Returns the current reduced costs. If AreReducedCostsPrecise() is true,</span></div>
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<div class="line"><a id="l00159" name="l00159"></a><span class="lineno"> 159</span> <span class="comment">// then for basic columns, this gives the error between 'c_B' and 'y.B' and</span></div>
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<div class="line"><a id="l00160" name="l00160"></a><span class="lineno"> 160</span> <span class="comment">// for non-basic columns, this is the classic reduced cost. If it is false,</span></div>
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<div class="line"><a id="l00161" name="l00161"></a><span class="lineno"> 161</span> <span class="comment">// then this is defined only for the columns in</span></div>
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<div class="line"><a id="l00162" name="l00162"></a><span class="lineno"> 162</span> <span class="comment">// variables_info_.GetIsRelevantBitRow().</span></div>
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<div class="line"><a id="l00163" name="l00163"></a><span class="lineno"> 163</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
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<div class="line"><a id="l00164" name="l00164"></a><span class="lineno"> 164</span> </div>
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<div class="line"><a id="l00165" name="l00165"></a><span class="lineno"> 165</span> <span class="comment">// Same as GetReducedCosts() but trigger a recomputation if not already done</span></div>
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<div class="line"><a id="l00166" name="l00166"></a><span class="lineno"> 166</span> <span class="comment">// to have access to the reduced costs on all positions, not just the relevant</span></div>
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<div class="line"><a id="l00167" name="l00167"></a><span class="lineno"> 167</span> <span class="comment">// one.</span></div>
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<div class="line"><a id="l00168" name="l00168"></a><span class="lineno"> 168</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a95434616ab4c32fad60527c49fb7cfe5">GetFullReducedCosts</a>();</div>
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<div class="line"><a id="l00169" name="l00169"></a><span class="lineno"> 169</span> </div>
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<div class="line"><a id="l00170" name="l00170"></a><span class="lineno"> 170</span> <span class="comment">// Returns the dual values associated to the current basis.</span></div>
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<div class="line"><a id="l00171" name="l00171"></a><span class="lineno"> 171</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a>& <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aafa77a9d37843a7c27694231735465bc">GetDualValues</a>();</div>
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<div class="line"><a id="l00172" name="l00172"></a><span class="lineno"> 172</span> </div>
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<div class="line"><a id="l00173" name="l00173"></a><span class="lineno"> 173</span> <span class="comment">// Stats related functions.</span></div>
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<div class="line"><a id="l00174" name="l00174"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#af9bc435481ae9e6e60d66a65d5394a7f"> 174</a></span> std::string <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#af9bc435481ae9e6e60d66a65d5394a7f">StatString</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> stats_.StatString(); }</div>
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<div class="line"><a id="l00175" name="l00175"></a><span class="lineno"> 175</span> </div>
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<div class="line"><a id="l00176" name="l00176"></a><span class="lineno"> 176</span> <span class="comment">// Returns the current dual feasibility tolerance.</span></div>
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<div class="line"><a id="l00177" name="l00177"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa6a9551b792028d16dc7123c80f429d1"> 177</a></span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa6a9551b792028d16dc7123c80f429d1">GetDualFeasibilityTolerance</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00178" name="l00178"></a><span class="lineno"> 178</span> <span class="keywordflow">return</span> dual_feasibility_tolerance_;</div>
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<div class="line"><a id="l00179" name="l00179"></a><span class="lineno"> 179</span> }</div>
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<div class="line"><a id="l00180" name="l00180"></a><span class="lineno"> 180</span> </div>
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<div class="line"><a id="l00181" name="l00181"></a><span class="lineno"> 181</span> <span class="comment">// Does basic checking of an entering candidate.</span></div>
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<div class="line"><a id="l00182" name="l00182"></a><span class="lineno"> 182</span> <span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b">IsValidPrimalEnteringCandidate</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) <span class="keyword">const</span>;</div>
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<div class="line"><a id="l00183" name="l00183"></a><span class="lineno"> 183</span> </div>
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<div class="line"><a id="l00184" name="l00184"></a><span class="lineno"> 184</span> <span class="comment">// Visible for testing.</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_1glop_1_1_reduced_costs.html#add702649541e82bd72e0fa54538b9be7"> 185</a></span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#add702649541e82bd72e0fa54538b9be7">GetCostPerturbations</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> cost_perturbations_; }</div>
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<div class="line"><a id="l00186" name="l00186"></a><span class="lineno"> 186</span> </div>
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<div class="line"><a id="l00187" name="l00187"></a><span class="lineno"> 187</span> <span class="comment">// The deterministic time used by this class.</span></div>
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<div class="line"><a id="l00188" name="l00188"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aeccc8138b268e621d96d105e0ddd474a"> 188</a></span> <span class="keywordtype">double</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aeccc8138b268e621d96d105e0ddd474a">DeterministicTime</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> deterministic_time_; }</div>
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<div class="line"><a id="l00189" name="l00189"></a><span class="lineno"> 189</span> </div>
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<div class="line"><a id="l00190" name="l00190"></a><span class="lineno"> 190</span> <span class="comment">// Registers a boolean that will be set to true each time the reduced costs</span></div>
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<div class="line"><a id="l00191" name="l00191"></a><span class="lineno"> 191</span> <span class="comment">// are or will be recomputed. This allows anyone that depends on this to know</span></div>
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<div class="line"><a id="l00192" name="l00192"></a><span class="lineno"> 192</span> <span class="comment">// that it cannot just assume an incremental changes and needs to updates its</span></div>
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<div class="line"><a id="l00193" name="l00193"></a><span class="lineno"> 193</span> <span class="comment">// data. Important: UpdateBeforeBasisPivot() will not trigger this.</span></div>
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<div class="line"><a id="l00194" name="l00194"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a241d43fe7b6c19b4705e688db918fea7"> 194</a></span> <span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a241d43fe7b6c19b4705e688db918fea7">AddRecomputationWatcher</a>(<span class="keywordtype">bool</span>* watcher) { watchers_.push_back(watcher); }</div>
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<div class="line"><a id="l00195" name="l00195"></a><span class="lineno"> 195</span> </div>
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<div class="line"><a id="l00196" name="l00196"></a><span class="lineno"> 196</span> <span class="keyword">private</span>:</div>
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<div class="line"><a id="l00197" name="l00197"></a><span class="lineno"> 197</span> <span class="comment">// Statistics about this class.</span></div>
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<div class="line"><a id="l00198" name="l00198"></a><span class="lineno"> 198</span> <span class="keyword">struct </span>Stats : <span class="keyword">public</span> <a class="code hl_class" href="classoperations__research_1_1_stats_group.html">StatsGroup</a> {</div>
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<div class="line"><a id="l00199" name="l00199"></a><span class="lineno"> 199</span> Stats()</div>
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<div class="line"><a id="l00200" name="l00200"></a><span class="lineno"> 200</span> : <a class="code hl_class" href="classoperations__research_1_1_stats_group.html">StatsGroup</a>(<span class="stringliteral">"ReducedCosts"</span>),</div>
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<div class="line"><a id="l00201" name="l00201"></a><span class="lineno"> 201</span> basic_objective_left_inverse_density(</div>
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<div class="line"><a id="l00202" name="l00202"></a><span class="lineno"> 202</span> <span class="stringliteral">"basic_objective_left_inverse_density"</span>, this),</div>
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<div class="line"><a id="l00203" name="l00203"></a><span class="lineno"> 203</span> reduced_costs_accuracy(<span class="stringliteral">"reduced_costs_accuracy"</span>, this),</div>
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<div class="line"><a id="l00204" name="l00204"></a><span class="lineno"> 204</span> cost_shift(<span class="stringliteral">"cost_shift"</span>, this) {}</div>
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<div class="line"><a id="l00205" name="l00205"></a><span class="lineno"> 205</span> <a class="code hl_class" href="classoperations__research_1_1_ratio_distribution.html">RatioDistribution</a> basic_objective_left_inverse_density;</div>
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<div class="line"><a id="l00206" name="l00206"></a><span class="lineno"> 206</span> <a class="code hl_class" href="classoperations__research_1_1_double_distribution.html">DoubleDistribution</a> reduced_costs_accuracy;</div>
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<div class="line"><a id="l00207" name="l00207"></a><span class="lineno"> 207</span> <a class="code hl_class" href="classoperations__research_1_1_double_distribution.html">DoubleDistribution</a> cost_shift;</div>
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<div class="line"><a id="l00208" name="l00208"></a><span class="lineno"> 208</span> };</div>
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<div class="line"><a id="l00209" name="l00209"></a><span class="lineno"> 209</span> </div>
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<div class="line"><a id="l00210" name="l00210"></a><span class="lineno"> 210</span> <span class="comment">// All these Compute() functions fill the corresponding DenseRow using</span></div>
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<div class="line"><a id="l00211" name="l00211"></a><span class="lineno"> 211</span> <span class="comment">// the current problem data.</span></div>
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<div class="line"><a id="l00212" name="l00212"></a><span class="lineno"> 212</span> <span class="keywordtype">void</span> ComputeBasicObjective();</div>
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<div class="line"><a id="l00213" name="l00213"></a><span class="lineno"> 213</span> <span class="keywordtype">void</span> ComputeReducedCosts();</div>
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<div class="line"><a id="l00214" name="l00214"></a><span class="lineno"> 214</span> <span class="keywordtype">void</span> ComputeBasicObjectiveLeftInverse();</div>
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<div class="line"><a id="l00215" name="l00215"></a><span class="lineno"> 215</span> </div>
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<div class="line"><a id="l00216" name="l00216"></a><span class="lineno"> 216</span> <span class="comment">// Updates reduced_costs_ according to the given pivot. This adds a multiple</span></div>
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<div class="line"><a id="l00217" name="l00217"></a><span class="lineno"> 217</span> <span class="comment">// of the vector equal to 1.0 on the leaving column and given by</span></div>
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<div class="line"><a id="l00218" name="l00218"></a><span class="lineno"> 218</span> <span class="comment">// ComputeUpdateRow() on the non-basic columns. The multiple is such that the</span></div>
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<div class="line"><a id="l00219" name="l00219"></a><span class="lineno"> 219</span> <span class="comment">// new leaving reduced cost is zero.</span></div>
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<div class="line"><a id="l00220" name="l00220"></a><span class="lineno"> 220</span> <span class="keywordtype">void</span> UpdateReducedCosts(ColIndex entering_col, ColIndex leaving_col,</div>
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<div class="line"><a id="l00221" name="l00221"></a><span class="lineno"> 221</span> RowIndex leaving_row, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> pivot,</div>
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<div class="line"><a id="l00222" name="l00222"></a><span class="lineno"> 222</span> UpdateRow* update_row);</div>
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<div class="line"><a id="l00223" name="l00223"></a><span class="lineno"> 223</span> </div>
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<div class="line"><a id="l00224" name="l00224"></a><span class="lineno"> 224</span> <span class="comment">// Updates basic_objective_ according to the given pivot.</span></div>
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<div class="line"><a id="l00225" name="l00225"></a><span class="lineno"> 225</span> <span class="keywordtype">void</span> UpdateBasicObjective(ColIndex entering_col, RowIndex leaving_row);</div>
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<div class="line"><a id="l00226" name="l00226"></a><span class="lineno"> 226</span> </div>
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<div class="line"><a id="l00227" name="l00227"></a><span class="lineno"> 227</span> <span class="comment">// All places that do 'recompute_reduced_costs_ = true' must go through here.</span></div>
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<div class="line"><a id="l00228" name="l00228"></a><span class="lineno"> 228</span> <span class="keywordtype">void</span> SetRecomputeReducedCostsAndNotifyWatchers();</div>
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<div class="line"><a id="l00229" name="l00229"></a><span class="lineno"> 229</span> </div>
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<div class="line"><a id="l00230" name="l00230"></a><span class="lineno"> 230</span> <span class="comment">// Problem data that should be updated from outside.</span></div>
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<div class="line"><a id="l00231" name="l00231"></a><span class="lineno"> 231</span> <span class="keyword">const</span> CompactSparseMatrix& matrix_;</div>
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<div class="line"><a id="l00232" name="l00232"></a><span class="lineno"> 232</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& objective_;</div>
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<div class="line"><a id="l00233" name="l00233"></a><span class="lineno"> 233</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#ad73165f71f932e8ccc240d4db5097803">RowToColMapping</a>& basis_;</div>
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<div class="line"><a id="l00234" name="l00234"></a><span class="lineno"> 234</span> <span class="keyword">const</span> VariablesInfo& variables_info_;</div>
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<div class="line"><a id="l00235" name="l00235"></a><span class="lineno"> 235</span> <span class="keyword">const</span> BasisFactorization& basis_factorization_;</div>
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<div class="line"><a id="l00236" name="l00236"></a><span class="lineno"> 236</span> absl::BitGenRef random_;</div>
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<div class="line"><a id="l00237" name="l00237"></a><span class="lineno"> 237</span> </div>
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<div class="line"><a id="l00238" name="l00238"></a><span class="lineno"> 238</span> <span class="comment">// Internal data.</span></div>
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<div class="line"><a id="l00239" name="l00239"></a><span class="lineno"> 239</span> GlopParameters parameters_;</div>
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<div class="line"><a id="l00240" name="l00240"></a><span class="lineno"> 240</span> <span class="keyword">mutable</span> Stats stats_;</div>
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<div class="line"><a id="l00241" name="l00241"></a><span class="lineno"> 241</span> </div>
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<div class="line"><a id="l00242" name="l00242"></a><span class="lineno"> 242</span> <span class="comment">// Booleans to control what happens on the next ChooseEnteringColumn() call.</span></div>
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<div class="line"><a id="l00243" name="l00243"></a><span class="lineno"> 243</span> <span class="keywordtype">bool</span> must_refactorize_basis_;</div>
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<div class="line"><a id="l00244" name="l00244"></a><span class="lineno"> 244</span> <span class="keywordtype">bool</span> recompute_basic_objective_left_inverse_;</div>
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<div class="line"><a id="l00245" name="l00245"></a><span class="lineno"> 245</span> <span class="keywordtype">bool</span> recompute_basic_objective_;</div>
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<div class="line"><a id="l00246" name="l00246"></a><span class="lineno"> 246</span> <span class="keywordtype">bool</span> recompute_reduced_costs_;</div>
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<div class="line"><a id="l00247" name="l00247"></a><span class="lineno"> 247</span> </div>
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<div class="line"><a id="l00248" name="l00248"></a><span class="lineno"> 248</span> <span class="comment">// Indicates if we have computed the reduced costs with a good precision.</span></div>
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<div class="line"><a id="l00249" name="l00249"></a><span class="lineno"> 249</span> <span class="keywordtype">bool</span> are_reduced_costs_precise_;</div>
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<div class="line"><a id="l00250" name="l00250"></a><span class="lineno"> 250</span> <span class="keywordtype">bool</span> are_reduced_costs_recomputed_;</div>
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<div class="line"><a id="l00251" name="l00251"></a><span class="lineno"> 251</span> </div>
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<div class="line"><a id="l00252" name="l00252"></a><span class="lineno"> 252</span> <span class="keywordtype">bool</span> has_cost_shift_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00253" name="l00253"></a><span class="lineno"> 253</span> </div>
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<div class="line"><a id="l00254" name="l00254"></a><span class="lineno"> 254</span> <span class="comment">// Values of the objective on the columns of the basis. The order is given by</span></div>
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<div class="line"><a id="l00255" name="l00255"></a><span class="lineno"> 255</span> <span class="comment">// the basis_ mapping. It is usually denoted as 'c_B' in the literature .</span></div>
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<div class="line"><a id="l00256" name="l00256"></a><span class="lineno"> 256</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a> basic_objective_;</div>
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<div class="line"><a id="l00257" name="l00257"></a><span class="lineno"> 257</span> </div>
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<div class="line"><a id="l00258" name="l00258"></a><span class="lineno"> 258</span> <span class="comment">// Perturbations to the objective function. This may be introduced to</span></div>
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<div class="line"><a id="l00259" name="l00259"></a><span class="lineno"> 259</span> <span class="comment">// counter degenerecency. It will be removed at the end of the algorithm.</span></div>
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<div class="line"><a id="l00260" name="l00260"></a><span class="lineno"> 260</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a> cost_perturbations_;</div>
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<div class="line"><a id="l00261" name="l00261"></a><span class="lineno"> 261</span> </div>
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<div class="line"><a id="l00262" name="l00262"></a><span class="lineno"> 262</span> <span class="comment">// Reduced costs of the relevant columns of A.</span></div>
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<div class="line"><a id="l00263" name="l00263"></a><span class="lineno"> 263</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a> reduced_costs_;</div>
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<div class="line"><a id="l00264" name="l00264"></a><span class="lineno"> 264</span> </div>
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<div class="line"><a id="l00265" name="l00265"></a><span class="lineno"> 265</span> <span class="comment">// Left inverse by B of the basic_objective_. This is known as 'y' or 'pi' in</span></div>
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<div class="line"><a id="l00266" name="l00266"></a><span class="lineno"> 266</span> <span class="comment">// the literature. Its scalar product with a column 'a' of A gives the value</span></div>
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<div class="line"><a id="l00267" name="l00267"></a><span class="lineno"> 267</span> <span class="comment">// of the scalar product of the basic objective with the right inverse of 'a'.</span></div>
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<div class="line"><a id="l00268" name="l00268"></a><span class="lineno"> 268</span> <span class="comment">//</span></div>
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<div class="line"><a id="l00269" name="l00269"></a><span class="lineno"> 269</span> <span class="comment">// TODO(user): using the unit_row_left_inverse_, we can update the</span></div>
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<div class="line"><a id="l00270" name="l00270"></a><span class="lineno"> 270</span> <span class="comment">// basic_objective_left_inverse_ at each iteration, this is not needed for the</span></div>
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<div class="line"><a id="l00271" name="l00271"></a><span class="lineno"> 271</span> <span class="comment">// algorithm, but may gives us a good idea of the current precision of our</span></div>
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<div class="line"><a id="l00272" name="l00272"></a><span class="lineno"> 272</span> <span class="comment">// estimates. It is also faster to compute the unit_row_left_inverse_ because</span></div>
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<div class="line"><a id="l00273" name="l00273"></a><span class="lineno"> 273</span> <span class="comment">// of sparsity.</span></div>
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<div class="line"><a id="l00274" name="l00274"></a><span class="lineno"> 274</span> ScatteredRow basic_objective_left_inverse_;</div>
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<div class="line"><a id="l00275" name="l00275"></a><span class="lineno"> 275</span> </div>
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<div class="line"><a id="l00276" name="l00276"></a><span class="lineno"> 276</span> <span class="comment">// This is usually parameters_.dual_feasibility_tolerance() except when the</span></div>
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<div class="line"><a id="l00277" name="l00277"></a><span class="lineno"> 277</span> <span class="comment">// dual residual error |y.B - c_B| is higher than it and we have to increase</span></div>
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<div class="line"><a id="l00278" name="l00278"></a><span class="lineno"> 278</span> <span class="comment">// the tolerance.</span></div>
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<div class="line"><a id="l00279" name="l00279"></a><span class="lineno"> 279</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dual_feasibility_tolerance_;</div>
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<div class="line"><a id="l00280" name="l00280"></a><span class="lineno"> 280</span> </div>
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<div class="line"><a id="l00281" name="l00281"></a><span class="lineno"> 281</span> <span class="comment">// Boolean(s) to set to false when the reduced cost are changed outside of the</span></div>
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<div class="line"><a id="l00282" name="l00282"></a><span class="lineno"> 282</span> <span class="comment">// UpdateBeforeBasisPivot() function.</span></div>
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<div class="line"><a id="l00283" name="l00283"></a><span class="lineno"> 283</span> std::vector<bool*> watchers_;</div>
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<div class="line"><a id="l00284" name="l00284"></a><span class="lineno"> 284</span> </div>
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<div class="line"><a id="l00285" name="l00285"></a><span class="lineno"> 285</span> <span class="keywordtype">double</span> deterministic_time_ = 0.0;</div>
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<div class="line"><a id="l00286" name="l00286"></a><span class="lineno"> 286</span> </div>
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<div class="line"><a id="l00287" name="l00287"></a><span class="lineno"> 287</span> DISALLOW_COPY_AND_ASSIGN(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a1e791b0f7c5332a1089da9dd0c6be895">ReducedCosts</a>);</div>
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<div class="line"><a id="l00288" name="l00288"></a><span class="lineno"> 288</span>};</div>
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<div class="line"><a id="l00289" name="l00289"></a><span class="lineno"> 289</span> </div>
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<div class="line"><a id="l00290" name="l00290"></a><span class="lineno"> 290</span><span class="comment">// Maintains the list of dual infeasible positions and their associated prices.</span></div>
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<div class="line"><a id="l00291" name="l00291"></a><span class="lineno"> 291</span><span class="comment">//</span></div>
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<div class="line"><a id="l00292" name="l00292"></a><span class="lineno"> 292</span><span class="comment">// TODO(user): Not high priority but should probably be moved to its own file.</span></div>
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<div class="line"><a id="l00293" name="l00293"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_primal_prices.html"> 293</a></span><span class="keyword">class </span><a class="code hl_class" href="classoperations__research_1_1glop_1_1_primal_prices.html">PrimalPrices</a> {</div>
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<div class="line"><a id="l00294" name="l00294"></a><span class="lineno"> 294</span> <span class="keyword">public</span>:</div>
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<div class="line"><a id="l00295" name="l00295"></a><span class="lineno"> 295</span> <span class="comment">// Takes references to what we need.</span></div>
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<div class="line"><a id="l00296" name="l00296"></a><span class="lineno"> 296</span> <span class="comment">// TODO(user): Switch to a model based API like in CP-SAT.</span></div>
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<div class="line"><a id="l00297" name="l00297"></a><span class="lineno"> 297</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_prices.html#aaa00400326cbb8ea63aad47d6d09d5d2">PrimalPrices</a>(absl::BitGenRef random, <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_variables_info.html">VariablesInfo</a>& variables_info,</div>
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<div class="line"><a id="l00298" name="l00298"></a><span class="lineno"> 298</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html">PrimalEdgeNorms</a>* primal_edge_norms, <a class="code hl_class" href="classoperations__research_1_1glop_1_1_reduced_costs.html">ReducedCosts</a>* reduced_costs);</div>
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<div class="line"><a id="l00299" name="l00299"></a><span class="lineno"> 299</span> </div>
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<div class="line"><a id="l00300" name="l00300"></a><span class="lineno"> 300</span> <span class="comment">// Returns the best candidate out of the dual infeasible positions to enter</span></div>
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<div class="line"><a id="l00301" name="l00301"></a><span class="lineno"> 301</span> <span class="comment">// the basis during a primal simplex iterations.</span></div>
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<div class="line"><a id="l00302" name="l00302"></a><span class="lineno"> 302</span> ColIndex <a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_prices.html#afcbf91eb87421ba5ddeaf193febe3453">GetBestEnteringColumn</a>();</div>
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<div class="line"><a id="l00303" name="l00303"></a><span class="lineno"> 303</span> </div>
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<div class="line"><a id="l00304" name="l00304"></a><span class="lineno"> 304</span> <span class="comment">// Similar to the other UpdateBeforeBasisPivot() functions.</span></div>
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<div class="line"><a id="l00305" name="l00305"></a><span class="lineno"> 305</span> <span class="comment">//</span></div>
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<div class="line"><a id="l00306" name="l00306"></a><span class="lineno"> 306</span> <span class="comment">// Important: Both the primal norms and reduced costs must have been updated</span></div>
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<div class="line"><a id="l00307" name="l00307"></a><span class="lineno"> 307</span> <span class="comment">// before this is called.</span></div>
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<div class="line"><a id="l00308" name="l00308"></a><span class="lineno"> 308</span> <span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_prices.html#a807603acb92a43313d5d7d5d4210e33a">UpdateBeforeBasisPivot</a>(ColIndex entering_col, <a class="code hl_class" href="classoperations__research_1_1glop_1_1_update_row.html">UpdateRow</a>* update_row);</div>
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<div class="line"><a id="l00309" name="l00309"></a><span class="lineno"> 309</span> </div>
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<div class="line"><a id="l00310" name="l00310"></a><span class="lineno"> 310</span> <span class="comment">// Triggers a recomputation of the price at the given column only.</span></div>
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<div class="line"><a id="l00311" name="l00311"></a><span class="lineno"> 311</span> <span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_prices.html#af4e081e5eec4e1d0a50f20753640b9c7">RecomputePriceAt</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00312" name="l00312"></a><span class="lineno"> 312</span> </div>
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<div class="line"><a id="l00313" name="l00313"></a><span class="lineno"> 313</span> <span class="comment">// Same than RecomputePriceAt() for the case where we know the position is</span></div>
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<div class="line"><a id="l00314" name="l00314"></a><span class="lineno"> 314</span> <span class="comment">// dual feasible.</span></div>
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<div class="line"><a id="l00315" name="l00315"></a><span class="lineno"> 315</span> <span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_prices.html#a74fea3dc78cd1ea3532f9959c4abfceb">SetAndDebugCheckThatColumnIsDualFeasible</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00316" name="l00316"></a><span class="lineno"> 316</span> </div>
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<div class="line"><a id="l00317" name="l00317"></a><span class="lineno"> 317</span> <span class="comment">// If the incremental updates are not properly called for a while, then it is</span></div>
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<div class="line"><a id="l00318" name="l00318"></a><span class="lineno"> 318</span> <span class="comment">// important to make sure that the prices will be recomputed the next time</span></div>
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<div class="line"><a id="l00319" name="l00319"></a><span class="lineno"> 319</span> <span class="comment">// GetBestEnteringColumn() is called.</span></div>
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<div class="line"><a id="l00320" name="l00320"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_primal_prices.html#a08cd653dbdbc9cfded34931c7ebaf9d8"> 320</a></span> <span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_primal_prices.html#a08cd653dbdbc9cfded34931c7ebaf9d8">ForceRecomputation</a>() { recompute_ = <span class="keyword">true</span>; }</div>
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<div class="line"><a id="l00321" name="l00321"></a><span class="lineno"> 321</span> </div>
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<div class="line"><a id="l00322" name="l00322"></a><span class="lineno"> 322</span> <span class="keyword">private</span>:</div>
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<div class="line"><a id="l00323" name="l00323"></a><span class="lineno"> 323</span> <span class="comment">// Recomputes the primal prices but only for the given column indices. If</span></div>
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<div class="line"><a id="l00324" name="l00324"></a><span class="lineno"> 324</span> <span class="comment">// from_clean_state is true, then we assume that there is currently no</span></div>
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<div class="line"><a id="l00325" name="l00325"></a><span class="lineno"> 325</span> <span class="comment">// candidates in prices_.</span></div>
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<div class="line"><a id="l00326" name="l00326"></a><span class="lineno"> 326</span> <span class="keyword">template</span> <<span class="keywordtype">bool</span> from_clean_state, <span class="keyword">typename</span> ColumnsToUpdate></div>
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<div class="line"><a id="l00327" name="l00327"></a><span class="lineno"> 327</span> <span class="keywordtype">void</span> UpdateEnteringCandidates(<span class="keyword">const</span> ColumnsToUpdate& cols);</div>
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<div class="line"><a id="l00328" name="l00328"></a><span class="lineno"> 328</span> </div>
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<div class="line"><a id="l00329" name="l00329"></a><span class="lineno"> 329</span> <span class="keywordtype">bool</span> recompute_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00330" name="l00330"></a><span class="lineno"> 330</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_dynamic_maximum.html">DynamicMaximum<ColIndex></a> prices_;</div>
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<div class="line"><a id="l00331" name="l00331"></a><span class="lineno"> 331</span> </div>
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<div class="line"><a id="l00332" name="l00332"></a><span class="lineno"> 332</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_variables_info.html">VariablesInfo</a>& variables_info_;</div>
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<div class="line"><a id="l00333" name="l00333"></a><span class="lineno"> 333</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html">PrimalEdgeNorms</a>* primal_edge_norms_;</div>
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<div class="line"><a id="l00334" name="l00334"></a><span class="lineno"> 334</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_reduced_costs.html">ReducedCosts</a>* reduced_costs_;</div>
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<div class="line"><a id="l00335" name="l00335"></a><span class="lineno"> 335</span>};</div>
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<div class="line"><a id="l00336" name="l00336"></a><span class="lineno"> 336</span> </div>
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<div class="line"><a id="l00337" name="l00337"></a><span class="lineno"> 337</span>} <span class="comment">// namespace glop</span></div>
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<div class="line"><a id="l00338" name="l00338"></a><span class="lineno"> 338</span>} <span class="comment">// namespace operations_research</span></div>
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<div class="line"><a id="l00339" name="l00339"></a><span class="lineno"> 339</span> </div>
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<div class="line"><a id="l00340" name="l00340"></a><span class="lineno"> 340</span><span class="preprocessor">#endif </span><span class="comment">// OR_TOOLS_GLOP_REDUCED_COSTS_H_</span></div>
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<div class="ttc" id="abasis__representation_8h_html"><div class="ttname"><a href="basis__representation_8h.html">basis_representation.h</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_double_distribution_html"><div class="ttname"><a href="classoperations__research_1_1_double_distribution.html">operations_research::DoubleDistribution</a></div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00275">stats.h:275</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_ratio_distribution_html"><div class="ttname"><a href="classoperations__research_1_1_ratio_distribution.html">operations_research::RatioDistribution</a></div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00263">stats.h:263</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_stats_group_html"><div class="ttname"><a href="classoperations__research_1_1_stats_group.html">operations_research::StatsGroup</a></div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00131">stats.h:131</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html">operations_research::glop::BasisFactorization</a></div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8h_source.html#l00151">basis_representation.h:151</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html">operations_research::glop::CompactSparseMatrix</a></div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00289">sparse.h:289</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dynamic_maximum_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dynamic_maximum.html">operations_research::glop::DynamicMaximum< ColIndex ></a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_edge_norms_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_edge_norms.html">operations_research::glop::PrimalEdgeNorms</a></div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8h_source.html#l00056">primal_edge_norms.h:56</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_prices_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_prices.html">operations_research::glop::PrimalPrices</a></div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00293">reduced_costs.h:293</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_prices_html_a08cd653dbdbc9cfded34931c7ebaf9d8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_prices.html#a08cd653dbdbc9cfded34931c7ebaf9d8">operations_research::glop::PrimalPrices::ForceRecomputation</a></div><div class="ttdeci">void ForceRecomputation()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00320">reduced_costs.h:320</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_prices_html_a74fea3dc78cd1ea3532f9959c4abfceb"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_prices.html#a74fea3dc78cd1ea3532f9959c4abfceb">operations_research::glop::PrimalPrices::SetAndDebugCheckThatColumnIsDualFeasible</a></div><div class="ttdeci">void SetAndDebugCheckThatColumnIsDualFeasible(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00546">reduced_costs.cc:546</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_prices_html_a807603acb92a43313d5d7d5d4210e33a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_prices.html#a807603acb92a43313d5d7d5d4210e33a">operations_research::glop::PrimalPrices::UpdateBeforeBasisPivot</a></div><div class="ttdeci">void UpdateBeforeBasisPivot(ColIndex entering_col, UpdateRow *update_row)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00522">reduced_costs.cc:522</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_prices_html_aaa00400326cbb8ea63aad47d6d09d5d2"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_prices.html#aaa00400326cbb8ea63aad47d6d09d5d2">operations_research::glop::PrimalPrices::PrimalPrices</a></div><div class="ttdeci">PrimalPrices(absl::BitGenRef random, const VariablesInfo &variables_info, PrimalEdgeNorms *primal_edge_norms, ReducedCosts *reduced_costs)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00510">reduced_costs.cc:510</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_prices_html_af4e081e5eec4e1d0a50f20753640b9c7"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_prices.html#af4e081e5eec4e1d0a50f20753640b9c7">operations_research::glop::PrimalPrices::RecomputePriceAt</a></div><div class="ttdeci">void RecomputePriceAt(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00534">reduced_costs.cc:534</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_prices_html_afcbf91eb87421ba5ddeaf193febe3453"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_prices.html#afcbf91eb87421ba5ddeaf193febe3453">operations_research::glop::PrimalPrices::GetBestEnteringColumn</a></div><div class="ttdeci">ColIndex GetBestEnteringColumn()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00555">reduced_costs.cc:555</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html">operations_research::glop::ReducedCosts</a></div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00049">reduced_costs.h:49</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a1e791b0f7c5332a1089da9dd0c6be895"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a1e791b0f7c5332a1089da9dd0c6be895">operations_research::glop::ReducedCosts::ReducedCosts</a></div><div class="ttdeci">ReducedCosts(const CompactSparseMatrix &matrix_, const DenseRow &objective, const RowToColMapping &basis, const VariablesInfo &variables_info, const BasisFactorization &basis_factorization, absl::BitGenRef random)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00027">reduced_costs.cc:27</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a241d43fe7b6c19b4705e688db918fea7"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a241d43fe7b6c19b4705e688db918fea7">operations_research::glop::ReducedCosts::AddRecomputationWatcher</a></div><div class="ttdeci">void AddRecomputationWatcher(bool *watcher)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00194">reduced_costs.h:194</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a30f0ce948222e17e5992ebd66493316e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a30f0ce948222e17e5992ebd66493316e">operations_research::glop::ReducedCosts::PerturbCosts</a></div><div class="ttdeci">void PerturbCosts()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00224">reduced_costs.cc:224</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a385e5d3d11acfdf7a24318aaba18589c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c">operations_research::glop::ReducedCosts::ResetForNewObjective</a></div><div class="ttdeci">void ResetForNewObjective()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00202">reduced_costs.cc:202</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a4c84d90865988c9b4cf5e793be311bbf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4c84d90865988c9b4cf5e793be311bbf">operations_research::glop::ReducedCosts::TestEnteringReducedCostPrecision</a></div><div class="ttdeci">Fractional TestEnteringReducedCostPrecision(ColIndex entering_col, const ScatteredColumn &direction)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00056">reduced_costs.cc:56</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a4d2715d1aa0805cc72a6fdd909b575a2"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">operations_research::glop::ReducedCosts::MakeReducedCostsPrecise</a></div><div class="ttdeci">void MakeReducedCostsPrecise()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00216">reduced_costs.cc:216</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a5b05974f9610779eea6c8594ed42405c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5b05974f9610779eea6c8594ed42405c">operations_research::glop::ReducedCosts::AreReducedCostsRecomputed</a></div><div class="ttdeci">bool AreReducedCostsRecomputed()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00111">reduced_costs.h:111</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a5fa2e9840a56151a1bd964cb485d4fad"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5fa2e9840a56151a1bd964cb485d4fad">operations_research::glop::ReducedCosts::AreReducedCostsPrecise</a></div><div class="ttdeci">bool AreReducedCostsPrecise()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00107">reduced_costs.h:107</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a64f77679a598b14d2c5b6455921fb07b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b">operations_research::glop::ReducedCosts::IsValidPrimalEnteringCandidate</a></div><div class="ttdeci">bool IsValidPrimalEnteringCandidate(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00488">reduced_costs.cc:488</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a6601cb283594a187e1a513598f3a9b3d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a6601cb283594a187e1a513598f3a9b3d">operations_research::glop::ReducedCosts::SetNonBasicVariableCostToZero</a></div><div class="ttdeci">void SetNonBasicVariableCostToZero(ColIndex col, Fractional *current_cost)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00190">reduced_costs.cc:190</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a6dd88bcd4c2eef9d67f0496c9bf7e236"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a6dd88bcd4c2eef9d67f0496c9bf7e236">operations_research::glop::ReducedCosts::HasCostShift</a></div><div class="ttdeci">bool HasCostShift() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00141">reduced_costs.h:141</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a7020dbf208be9d5773aa72da00522a65"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a7020dbf208be9d5773aa72da00522a65">operations_research::glop::ReducedCosts::ComputeMaximumDualInfeasibilityOnNonBoxedVariables</a></div><div class="ttdeci">Fractional ComputeMaximumDualInfeasibilityOnNonBoxedVariables()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00129">reduced_costs.cc:129</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a748f3c689d4d77942316d8be3f105d33"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a748f3c689d4d77942316d8be3f105d33">operations_research::glop::ReducedCosts::StepIsDualDegenerate</a></div><div class="ttdeci">bool StepIsDualDegenerate(bool increasing_rc_is_needed, ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00294">reduced_costs.cc:294</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a8c6b06588c4c7831a7be2ad14be46772"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a8c6b06588c4c7831a7be2ad14be46772">operations_research::glop::ReducedCosts::ComputeSumOfDualInfeasibilities</a></div><div class="ttdeci">Fractional ComputeSumOfDualInfeasibilities()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00151">reduced_costs.cc:151</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a95434616ab4c32fad60527c49fb7cfe5"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a95434616ab4c32fad60527c49fb7cfe5">operations_research::glop::ReducedCosts::GetFullReducedCosts</a></div><div class="ttdeci">const DenseRow & GetFullReducedCosts()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00311">reduced_costs.cc:311</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a9a45fa5802a8fec70bec2fc6f9258056"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9a45fa5802a8fec70bec2fc6f9258056">operations_research::glop::ReducedCosts::UpdateBeforeBasisPivot</a></div><div class="ttdeci">void UpdateBeforeBasisPivot(ColIndex entering_col, RowIndex leaving_row, const ScatteredColumn &direction, UpdateRow *update_row)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00170">reduced_costs.cc:170</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a9f7d17ed171863f104fbb2a450f89251"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">operations_research::glop::ReducedCosts::GetReducedCosts</a></div><div class="ttdeci">const DenseRow & GetReducedCosts()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00319">reduced_costs.cc:319</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_aa6a9551b792028d16dc7123c80f429d1"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa6a9551b792028d16dc7123c80f429d1">operations_research::glop::ReducedCosts::GetDualFeasibilityTolerance</a></div><div class="ttdeci">Fractional GetDualFeasibilityTolerance() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00177">reduced_costs.h:177</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_aafa77a9d37843a7c27694231735465bc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#aafa77a9d37843a7c27694231735465bc">operations_research::glop::ReducedCosts::GetDualValues</a></div><div class="ttdeci">const DenseColumn & GetDualValues()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00330">reduced_costs.cc:330</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_ab621f81a664a0dc316f158e526dd17d6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">operations_research::glop::ReducedCosts::ClearAndRemoveCostShifts</a></div><div class="ttdeci">void ClearAndRemoveCostShifts()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00301">reduced_costs.cc:301</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_abe66b4ab180dc3214aeda5f430bab5ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#abe66b4ab180dc3214aeda5f430bab5ea">operations_research::glop::ReducedCosts::ComputeMaximumDualResidual</a></div><div class="ttdeci">Fractional ComputeMaximumDualResidual()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00094">reduced_costs.cc:94</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_ac51f5d5ea0bb75f2f55e836527c43f58"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#ac51f5d5ea0bb75f2f55e836527c43f58">operations_research::glop::ReducedCosts::UpdateDataOnBasisPermutation</a></div><div class="ttdeci">void UpdateDataOnBasisPermutation()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00210">reduced_costs.cc:210</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_ad505e9a2cef08b82d01e13dbd031e2b4"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#ad505e9a2cef08b82d01e13dbd031e2b4">operations_research::glop::ReducedCosts::ShiftCostIfNeeded</a></div><div class="ttdeci">void ShiftCostIfNeeded(bool increasing_rc_is_needed, ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00275">reduced_costs.cc:275</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_adbccaf804edd4b0dd0a1241f94796211"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#adbccaf804edd4b0dd0a1241f94796211">operations_research::glop::ReducedCosts::ComputeMaximumDualInfeasibility</a></div><div class="ttdeci">Fractional ComputeMaximumDualInfeasibility()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00109">reduced_costs.cc:109</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_add702649541e82bd72e0fa54538b9be7"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#add702649541e82bd72e0fa54538b9be7">operations_research::glop::ReducedCosts::GetCostPerturbations</a></div><div class="ttdeci">const DenseRow & GetCostPerturbations() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00185">reduced_costs.h:185</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_ae7202d055b6b172a8a1da4f5b136f9ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#ae7202d055b6b172a8a1da4f5b136f9ea">operations_research::glop::ReducedCosts::SetParameters</a></div><div class="ttdeci">void SetParameters(const GlopParameters &parameters)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00198">reduced_costs.cc:198</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_aeccc8138b268e621d96d105e0ddd474a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#aeccc8138b268e621d96d105e0ddd474a">operations_research::glop::ReducedCosts::DeterministicTime</a></div><div class="ttdeci">double DeterministicTime() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00188">reduced_costs.h:188</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_af507437729fd1e93677772e748ca1cfc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#af507437729fd1e93677772e748ca1cfc">operations_research::glop::ReducedCosts::NeedsBasisRefactorization</a></div><div class="ttdeci">bool NeedsBasisRefactorization() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00052">reduced_costs.cc:52</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_af9bc435481ae9e6e60d66a65d5394a7f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#af9bc435481ae9e6e60d66a65d5394a7f">operations_research::glop::ReducedCosts::StatString</a></div><div class="ttdeci">std::string StatString() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00174">reduced_costs.h:174</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">operations_research::glop::StrictITIVector< ColIndex, Fractional ></a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html">operations_research::glop::UpdateRow</a></div><div class="ttdef"><b>Definition:</b> <a href="update__row_8h_source.html#l00040">update_row.h:40</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html">operations_research::glop::VariablesInfo</a></div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8h_source.html#l00055">variables_info.h:55</a></div></div>
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<div class="ttc" id="acp__model__fz__solver_8cc_html_a10a1eab179b472c030bdc2a2efef7219"><div class="ttname"><a href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a></div><div class="ttdeci">SatParameters parameters</div><div class="ttdef"><b>Definition:</b> <a href="cp__model__fz__solver_8cc_source.html#l00119">cp_model_fz_solver.cc:119</a></div></div>
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<div class="ttc" id="alp__data_8h_html"><div class="ttname"><a href="lp__data_8h.html">lp_data.h</a></div></div>
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<div class="ttc" id="alp__types_8h_html"><div class="ttname"><a href="lp__types_8h.html">lp_types.h</a></div></div>
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<div class="ttc" id="amarkowitz_8cc_html_aa9d6c98fdf8d89b0e2321fda02adc82c"><div class="ttname"><a href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a></div><div class="ttdeci">ColIndex col</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00183">markowitz.cc:183</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a4dc8ae0f97c4110f3cc770715b2bbd12"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">operations_research::glop::DenseRow</a></div><div class="ttdeci">StrictITIVector< ColIndex, Fractional > DenseRow</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00303">lp_types.h:303</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a733947145e3e1631165b618b05c9ccb7"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">operations_research::glop::Fractional</a></div><div class="ttdeci">double Fractional</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00078">lp_types.h:78</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ad73165f71f932e8ccc240d4db5097803"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ad73165f71f932e8ccc240d4db5097803">operations_research::glop::RowToColMapping</a></div><div class="ttdeci">StrictITIVector< RowIndex, ColIndex > RowToColMapping</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00346">lp_types.h:346</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="apricing_8h_html"><div class="ttname"><a href="pricing_8h.html">pricing.h</a></div></div>
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<div class="ttc" id="aprimal__edge__norms_8h_html"><div class="ttname"><a href="primal__edge__norms_8h.html">primal_edge_norms.h</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_scattered_column_html"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_scattered_column.html">operations_research::glop::ScatteredColumn</a></div><div class="ttdef"><b>Definition:</b> <a href="scattered__vector_8h_source.html#l00195">scattered_vector.h:196</a></div></div>
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<div class="ttc" id="aupdate__row_8h_html"><div class="ttname"><a href="update__row_8h.html">update_row.h</a></div></div>
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<div class="ttc" id="avariables__info_8h_html"><div class="ttname"><a href="variables__info_8h.html">variables_info.h</a></div></div>
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