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<div class="headertitle"><div class="title">trust_region_test.cc</div></div>
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<a href="trust__region__test_8cc.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno"> 1</span><span class="comment">// Copyright 2010-2021 Google LLC</span></div>
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<div class="line"><a id="l00002" name="l00002"></a><span class="lineno"> 2</span><span class="comment">// Licensed under the Apache License, Version 2.0 (the "License");</span></div>
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<div class="line"><a id="l00003" name="l00003"></a><span class="lineno"> 3</span><span class="comment">// you may not use this file except in compliance with the License.</span></div>
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<div class="line"><a id="l00004" name="l00004"></a><span class="lineno"> 4</span><span class="comment">// You may obtain a copy of the License at</span></div>
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<div class="line"><a id="l00005" name="l00005"></a><span class="lineno"> 5</span><span class="comment">//</span></div>
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<div class="line"><a id="l00006" name="l00006"></a><span class="lineno"> 6</span><span class="comment">// http://www.apache.org/licenses/LICENSE-2.0</span></div>
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<div class="line"><a id="l00007" name="l00007"></a><span class="lineno"> 7</span><span class="comment">//</span></div>
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<div class="line"><a id="l00008" name="l00008"></a><span class="lineno"> 8</span><span class="comment">// Unless required by applicable law or agreed to in writing, software</span></div>
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<div class="line"><a id="l00009" name="l00009"></a><span class="lineno"> 9</span><span class="comment">// distributed under the License is distributed on an "AS IS" BASIS,</span></div>
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<div class="line"><a id="l00010" name="l00010"></a><span class="lineno"> 10</span><span class="comment">// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span></div>
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<div class="line"><a id="l00011" name="l00011"></a><span class="lineno"> 11</span><span class="comment">// See the License for the specific language governing permissions and</span></div>
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<div class="line"><a id="l00012" name="l00012"></a><span class="lineno"> 12</span><span class="comment">// limitations under the License.</span></div>
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<div class="line"><a id="l00013" name="l00013"></a><span class="lineno"> 13</span> </div>
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<div class="line"><a id="l00014" name="l00014"></a><span class="lineno"> 14</span><span class="preprocessor">#include "<a class="code" href="trust__region_8h.html">ortools/pdlp/trust_region.h</a>"</span></div>
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<div class="line"><a id="l00015" name="l00015"></a><span class="lineno"> 15</span> </div>
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<div class="line"><a id="l00016" name="l00016"></a><span class="lineno"> 16</span><span class="preprocessor">#include <algorithm></span></div>
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<div class="line"><a id="l00017" name="l00017"></a><span class="lineno"> 17</span><span class="preprocessor">#include <cmath></span></div>
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<div class="line"><a id="l00018" name="l00018"></a><span class="lineno"> 18</span><span class="preprocessor">#include <cstdint></span></div>
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<div class="line"><a id="l00019" name="l00019"></a><span class="lineno"> 19</span><span class="preprocessor">#include <limits></span></div>
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<div class="line"><a id="l00020" name="l00020"></a><span class="lineno"> 20</span><span class="preprocessor">#include <vector></span></div>
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<div class="line"><a id="l00021" name="l00021"></a><span class="lineno"> 21</span> </div>
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<div class="line"><a id="l00022" name="l00022"></a><span class="lineno"> 22</span><span class="preprocessor">#include "Eigen/Core"</span></div>
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<div class="line"><a id="l00023" name="l00023"></a><span class="lineno"> 23</span><span class="preprocessor">#include "Eigen/SparseCore"</span></div>
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<div class="line"><a id="l00024" name="l00024"></a><span class="lineno"> 24</span><span class="preprocessor">#include "gmock/gmock.h"</span></div>
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<div class="line"><a id="l00025" name="l00025"></a><span class="lineno"> 25</span><span class="preprocessor">#include "gtest/gtest.h"</span></div>
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<div class="line"><a id="l00026" name="l00026"></a><span class="lineno"> 26</span><span class="preprocessor">#include "<a class="code" href="quadratic__program_8h.html">ortools/pdlp/quadratic_program.h</a>"</span></div>
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<div class="line"><a id="l00027" name="l00027"></a><span class="lineno"> 27</span><span class="preprocessor">#include "<a class="code" href="sharded__optimization__utils_8h.html">ortools/pdlp/sharded_optimization_utils.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="sharded__quadratic__program_8h.html">ortools/pdlp/sharded_quadratic_program.h</a>"</span></div>
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<div class="line"><a id="l00029" name="l00029"></a><span class="lineno"> 29</span><span class="preprocessor">#include "<a class="code" href="sharder_8h.html">ortools/pdlp/sharder.h</a>"</span></div>
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<div class="line"><a id="l00030" name="l00030"></a><span class="lineno"> 30</span><span class="preprocessor">#include "<a class="code" href="test__util_8h.html">ortools/pdlp/test_util.h</a>"</span></div>
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<div class="line"><a id="l00031" name="l00031"></a><span class="lineno"> 31</span> </div>
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<div class="line"><a id="l00032" name="l00032"></a><span class="lineno"> 32</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceoperations__research_1_1pdlp.html">operations_research::pdlp</a> {</div>
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<div class="line"><a id="l00033" name="l00033"></a><span class="lineno"> 33</span><span class="keyword">namespace </span>{</div>
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<div class="line"><a id="l00034" name="l00034"></a><span class="lineno"> 34</span> </div>
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<div class="line"><a id="l00035" name="l00035"></a><span class="lineno"> 35</span>using ::Eigen::VectorXd;</div>
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<div class="line"><a id="l00036" name="l00036"></a><span class="lineno"> 36</span>using ::testing::DoubleNear;</div>
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<div class="line"><a id="l00037" name="l00037"></a><span class="lineno"> 37</span>using ::testing::ElementsAre;</div>
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<div class="line"><a id="l00038" name="l00038"></a><span class="lineno"> 38</span> </div>
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<div class="line"><a id="l00039" name="l00039"></a><span class="lineno"> 39</span><span class="keyword">constexpr</span> <span class="keywordtype">double</span> <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a> = std::numeric_limits<double>::infinity();</div>
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<div class="line"><a id="l00040" name="l00040"></a><span class="lineno"> 40</span> </div>
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<div class="line"><a id="l00041" name="l00041"></a><span class="lineno"> 41</span><span class="keyword">class </span>TrustRegion : <span class="keyword">public</span> testing::TestWithParam<</div>
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<div class="line"><a id="l00042" name="l00042"></a><span class="lineno"> 42</span> <span class="comment">/*use_diagonal_solver=*/</span>bool> {};</div>
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<div class="line"><a id="l00043" name="l00043"></a><span class="lineno"> 43</span> </div>
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<div class="line"><a id="l00044" name="l00044"></a><span class="lineno"> 44</span>INSTANTIATE_TEST_SUITE_P(</div>
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<div class="line"><a id="l00045" name="l00045"></a><span class="lineno"> 45</span> TrustRegionSolvers, TrustRegion, testing::Bool(),</div>
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<div class="line"><a id="l00046" name="l00046"></a><span class="lineno"> 46</span> [](<span class="keyword">const</span> testing::TestParamInfo<TrustRegion::ParamType>& info) {</div>
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<div class="line"><a id="l00047" name="l00047"></a><span class="lineno"> 47</span> <span class="keywordflow">return</span> (info.param) ? <span class="stringliteral">"UseApproximateTRSolver"</span> : <span class="stringliteral">"UseLinearTimeTRSolver"</span>;</div>
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<div class="line"><a id="l00048" name="l00048"></a><span class="lineno"> 48</span> });</div>
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<div class="line"><a id="l00049" name="l00049"></a><span class="lineno"> 49</span> </div>
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<div class="line"><a id="l00050" name="l00050"></a><span class="lineno"> 50</span>TEST_P(TrustRegion, SolvesWithoutVariableBounds) {</div>
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<div class="line"><a id="l00051" name="l00051"></a><span class="lineno"> 51</span> <span class="comment">// min x + y</span></div>
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<div class="line"><a id="l00052" name="l00052"></a><span class="lineno"> 52</span> <span class="comment">// ||(x - 2.0, y - (-5.0))||_2 <= sqrt(2)</span></div>
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<div class="line"><a id="l00053" name="l00053"></a><span class="lineno"> 53</span> <span class="comment">// [x*, y*] = [1.0, -6.0]</span></div>
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<div class="line"><a id="l00054" name="l00054"></a><span class="lineno"> 54</span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>(2),</div>
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<div class="line"><a id="l00055" name="l00055"></a><span class="lineno"> 55</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>(2);</div>
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<div class="line"><a id="l00056" name="l00056"></a><span class="lineno"> 56</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a> << -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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<div class="line"><a id="l00057" name="l00057"></a><span class="lineno"> 57</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a> << <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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<div class="line"><a id="l00058" name="l00058"></a><span class="lineno"> 58</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a> << 2.0, -5.0;</div>
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<div class="line"><a id="l00059" name="l00059"></a><span class="lineno"> 59</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a> << 1.0, 1.0;</div>
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<div class="line"><a id="l00060" name="l00060"></a><span class="lineno"> 60</span> <span class="keyword">const</span> <span class="keywordtype">double</span> target_radius = std::sqrt(2.0);</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> Sharder sharder(<span class="comment">/*num_elements=*/</span>2, <span class="comment">/*num_shards=*/</span>2, <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00063" name="l00063"></a><span class="lineno"> 63</span> </div>
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<div class="line"><a id="l00064" name="l00064"></a><span class="lineno"> 64</span> VectorXd expected_solution(2);</div>
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<div class="line"><a id="l00065" name="l00065"></a><span class="lineno"> 65</span> expected_solution << 1.0, -6.0;</div>
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<div class="line"><a id="l00066" name="l00066"></a><span class="lineno"> 66</span> <span class="keyword">const</span> <span class="keywordtype">double</span> expected_objective_value = -2.0;</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="keywordflow">if</span> (GetParam()) {</div>
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<div class="line"><a id="l00069" name="l00069"></a><span class="lineno"> 69</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a5f128477eac14f0eda4b73fdfb3e24d4">SolveDiagonalTrustRegion</a>(</div>
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<div class="line"><a id="l00070" name="l00070"></a><span class="lineno"> 70</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <span class="comment">/*objective_matrix_diagonal=*/</span><a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(2),</div>
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<div class="line"><a id="l00071" name="l00071"></a><span class="lineno"> 71</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>,</div>
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<div class="line"><a id="l00072" name="l00072"></a><span class="lineno"> 72</span> <span class="comment">/*norm_weights=*/</span>VectorXd::Ones(2), target_radius, sharder,</div>
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<div class="line"><a id="l00073" name="l00073"></a><span class="lineno"> 73</span> <span class="comment">/*solve_tolerance=*/</span>1.0e-8);</div>
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<div class="line"><a id="l00074" name="l00074"></a><span class="lineno"> 74</span> EXPECT_THAT(result.solution, <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a3ae16963cfdf1d79ee0a65b6a02de904">EigenArrayNear</a>(expected_solution, 1.0e-6));</div>
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<div class="line"><a id="l00075" name="l00075"></a><span class="lineno"> 75</span> EXPECT_NEAR(result.objective_value, expected_objective_value, 1.0e-6);</div>
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<div class="line"><a id="l00076" name="l00076"></a><span class="lineno"> 76</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00077" name="l00077"></a><span class="lineno"> 77</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a8da80544adc685ee442522ede0e095a9">SolveTrustRegion</a>(</div>
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<div class="line"><a id="l00078" name="l00078"></a><span class="lineno"> 78</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>,</div>
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<div class="line"><a id="l00079" name="l00079"></a><span class="lineno"> 79</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>, <span class="comment">/*norm_weights=*/</span>VectorXd::Ones(2), target_radius,</div>
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<div class="line"><a id="l00080" name="l00080"></a><span class="lineno"> 80</span> sharder);</div>
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<div class="line"><a id="l00081" name="l00081"></a><span class="lineno"> 81</span> EXPECT_THAT(result.solution, <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a6932b4f981467325cc8e2b50ee7fbd13">EigenArrayEq</a>(expected_solution));</div>
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<div class="line"><a id="l00082" name="l00082"></a><span class="lineno"> 82</span> EXPECT_DOUBLE_EQ(result.objective_value, expected_objective_value);</div>
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<div class="line"><a id="l00083" name="l00083"></a><span class="lineno"> 83</span> }</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> </div>
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<div class="line"><a id="l00086" name="l00086"></a><span class="lineno"> 86</span>TEST_P(TrustRegion, SolvesWithVariableBounds) {</div>
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<div class="line"><a id="l00087" name="l00087"></a><span class="lineno"> 87</span> <span class="comment">// min x - y + z</span></div>
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<div class="line"><a id="l00088" name="l00088"></a><span class="lineno"> 88</span> <span class="comment">// ||(x - 2.0, y - (-5.0), z - 1.0)||_2 <= sqrt(2.0)</span></div>
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<div class="line"><a id="l00089" name="l00089"></a><span class="lineno"> 89</span> <span class="comment">// x >= 2.0</span></div>
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<div class="line"><a id="l00090" name="l00090"></a><span class="lineno"> 90</span> <span class="comment">// [x*, y*, z*] = [2.0, -4.0, 0.0]</span></div>
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<div class="line"><a id="l00091" name="l00091"></a><span class="lineno"> 91</span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>(3), <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>(3), <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>(3),</div>
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<div class="line"><a id="l00092" name="l00092"></a><span class="lineno"> 92</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>(3);</div>
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<div class="line"><a id="l00093" name="l00093"></a><span class="lineno"> 93</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a> << 2.0, -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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<div class="line"><a id="l00094" name="l00094"></a><span class="lineno"> 94</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a> << <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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<div class="line"><a id="l00095" name="l00095"></a><span class="lineno"> 95</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a> << 2.0, -5.0, 1.0;</div>
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<div class="line"><a id="l00096" name="l00096"></a><span class="lineno"> 96</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a> << 1.0, -1.0, 1.0;</div>
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<div class="line"><a id="l00097" name="l00097"></a><span class="lineno"> 97</span> <span class="keyword">const</span> <span class="keywordtype">double</span> target_radius = std::sqrt(2.0);</div>
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<div class="line"><a id="l00098" name="l00098"></a><span class="lineno"> 98</span> </div>
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<div class="line"><a id="l00099" name="l00099"></a><span class="lineno"> 99</span> Sharder sharder(<span class="comment">/*num_elements=*/</span>3, <span class="comment">/*num_shards=*/</span>2, <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00100" name="l00100"></a><span class="lineno"> 100</span> </div>
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<div class="line"><a id="l00101" name="l00101"></a><span class="lineno"> 101</span> VectorXd expected_solution(3);</div>
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<div class="line"><a id="l00102" name="l00102"></a><span class="lineno"> 102</span> expected_solution << 2.0, -4.0, 0.0;</div>
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<div class="line"><a id="l00103" name="l00103"></a><span class="lineno"> 103</span> <span class="keyword">const</span> <span class="keywordtype">double</span> expected_objective_value = -2.0;</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="keywordflow">if</span> (GetParam()) {</div>
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<div class="line"><a id="l00106" name="l00106"></a><span class="lineno"> 106</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a5f128477eac14f0eda4b73fdfb3e24d4">SolveDiagonalTrustRegion</a>(</div>
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<div class="line"><a id="l00107" name="l00107"></a><span class="lineno"> 107</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <span class="comment">/*objective_matrix_diagonal=*/</span><a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(3),</div>
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<div class="line"><a id="l00108" name="l00108"></a><span class="lineno"> 108</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>,</div>
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<div class="line"><a id="l00109" name="l00109"></a><span class="lineno"> 109</span> <span class="comment">/*norm_weights=*/</span>VectorXd::Ones(3), target_radius, sharder,</div>
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<div class="line"><a id="l00110" name="l00110"></a><span class="lineno"> 110</span> <span class="comment">/*solve_tolerance=*/</span>1.0e-6);</div>
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<div class="line"><a id="l00111" name="l00111"></a><span class="lineno"> 111</span> EXPECT_THAT(result.solution, <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a3ae16963cfdf1d79ee0a65b6a02de904">EigenArrayNear</a>(expected_solution, 1.0e-6));</div>
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<div class="line"><a id="l00112" name="l00112"></a><span class="lineno"> 112</span> EXPECT_NEAR(result.objective_value, expected_objective_value, 1.0e-6);</div>
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<div class="line"><a id="l00113" name="l00113"></a><span class="lineno"> 113</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00114" name="l00114"></a><span class="lineno"> 114</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a8da80544adc685ee442522ede0e095a9">SolveTrustRegion</a>(</div>
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<div class="line"><a id="l00115" name="l00115"></a><span class="lineno"> 115</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>,</div>
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<div class="line"><a id="l00116" name="l00116"></a><span class="lineno"> 116</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>, <span class="comment">/*norm_weights=*/</span>VectorXd::Ones(3), target_radius,</div>
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<div class="line"><a id="l00117" name="l00117"></a><span class="lineno"> 117</span> sharder);</div>
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<div class="line"><a id="l00118" name="l00118"></a><span class="lineno"> 118</span> </div>
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<div class="line"><a id="l00119" name="l00119"></a><span class="lineno"> 119</span> EXPECT_THAT(result.solution, <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a6932b4f981467325cc8e2b50ee7fbd13">EigenArrayEq</a>(expected_solution));</div>
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<div class="line"><a id="l00120" name="l00120"></a><span class="lineno"> 120</span> EXPECT_DOUBLE_EQ(result.objective_value, expected_objective_value);</div>
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<div class="line"><a id="l00121" name="l00121"></a><span class="lineno"> 121</span> }</div>
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<div class="line"><a id="l00122" name="l00122"></a><span class="lineno"> 122</span>}</div>
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<div class="line"><a id="l00123" name="l00123"></a><span class="lineno"> 123</span> </div>
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<div class="line"><a id="l00124" name="l00124"></a><span class="lineno"> 124</span>TEST_P(TrustRegion, SolvesAtVariableBounds) {</div>
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<div class="line"><a id="l00125" name="l00125"></a><span class="lineno"> 125</span> <span class="comment">// min x - y</span></div>
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<div class="line"><a id="l00126" name="l00126"></a><span class="lineno"> 126</span> <span class="comment">// ||(x - 2.0, y - (-5.0))||_2 <= 1</span></div>
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<div class="line"><a id="l00127" name="l00127"></a><span class="lineno"> 127</span> <span class="comment">// x >= 2.0, y <= -5.0</span></div>
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<div class="line"><a id="l00128" name="l00128"></a><span class="lineno"> 128</span> <span class="comment">// [x*, y*] = [2.0, -5.0]</span></div>
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<div class="line"><a id="l00129" name="l00129"></a><span class="lineno"> 129</span> <span class="comment">// The bound constraints block movement from the center point.</span></div>
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<div class="line"><a id="l00130" name="l00130"></a><span class="lineno"> 130</span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>(2),</div>
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<div class="line"><a id="l00131" name="l00131"></a><span class="lineno"> 131</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>(2);</div>
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<div class="line"><a id="l00132" name="l00132"></a><span class="lineno"> 132</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a> << 2.0, -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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<div class="line"><a id="l00133" name="l00133"></a><span class="lineno"> 133</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a> << <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, -5.0;</div>
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<div class="line"><a id="l00134" name="l00134"></a><span class="lineno"> 134</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a> << 2.0, -5.0;</div>
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<div class="line"><a id="l00135" name="l00135"></a><span class="lineno"> 135</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a> << 1.0, -1.0;</div>
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<div class="line"><a id="l00136" name="l00136"></a><span class="lineno"> 136</span> <span class="keyword">const</span> <span class="keywordtype">double</span> target_radius = 1.0;</div>
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<div class="line"><a id="l00137" name="l00137"></a><span class="lineno"> 137</span> </div>
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<div class="line"><a id="l00138" name="l00138"></a><span class="lineno"> 138</span> Sharder sharder(<span class="comment">/*num_elements=*/</span>2, <span class="comment">/*num_shards=*/</span>2, <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00139" name="l00139"></a><span class="lineno"> 139</span> </div>
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<div class="line"><a id="l00140" name="l00140"></a><span class="lineno"> 140</span> VectorXd expected_solution(2);</div>
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<div class="line"><a id="l00141" name="l00141"></a><span class="lineno"> 141</span> expected_solution << 2.0, -5.0;</div>
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<div class="line"><a id="l00142" name="l00142"></a><span class="lineno"> 142</span> <span class="keyword">const</span> <span class="keywordtype">double</span> expected_objective_value = 0.0;</div>
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<div class="line"><a id="l00143" name="l00143"></a><span class="lineno"> 143</span> </div>
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<div class="line"><a id="l00144" name="l00144"></a><span class="lineno"> 144</span> <span class="keywordflow">if</span> (GetParam()) {</div>
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<div class="line"><a id="l00145" name="l00145"></a><span class="lineno"> 145</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a5f128477eac14f0eda4b73fdfb3e24d4">SolveDiagonalTrustRegion</a>(</div>
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<div class="line"><a id="l00146" name="l00146"></a><span class="lineno"> 146</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <span class="comment">/*objective_matrix_diagonal=*/</span><a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(2),</div>
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<div class="line"><a id="l00147" name="l00147"></a><span class="lineno"> 147</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>,</div>
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<div class="line"><a id="l00148" name="l00148"></a><span class="lineno"> 148</span> <span class="comment">/*norm_weights=*/</span>VectorXd::Ones(2), target_radius, sharder,</div>
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<div class="line"><a id="l00149" name="l00149"></a><span class="lineno"> 149</span> <span class="comment">/*solve_tolerance=*/</span>1.0e-6);</div>
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<div class="line"><a id="l00150" name="l00150"></a><span class="lineno"> 150</span> </div>
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<div class="line"><a id="l00151" name="l00151"></a><span class="lineno"> 151</span> EXPECT_THAT(result.solution, <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a3ae16963cfdf1d79ee0a65b6a02de904">EigenArrayNear</a>(expected_solution, 1.0e-6));</div>
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<div class="line"><a id="l00152" name="l00152"></a><span class="lineno"> 152</span> EXPECT_NEAR(result.objective_value, expected_objective_value, 1.0e-6);</div>
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<div class="line"><a id="l00153" name="l00153"></a><span class="lineno"> 153</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00154" name="l00154"></a><span class="lineno"> 154</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a8da80544adc685ee442522ede0e095a9">SolveTrustRegion</a>(</div>
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<div class="line"><a id="l00155" name="l00155"></a><span class="lineno"> 155</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>,</div>
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<div class="line"><a id="l00156" name="l00156"></a><span class="lineno"> 156</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>, <span class="comment">/*norm_weights=*/</span>VectorXd::Ones(2), target_radius,</div>
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<div class="line"><a id="l00157" name="l00157"></a><span class="lineno"> 157</span> sharder);</div>
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<div class="line"><a id="l00158" name="l00158"></a><span class="lineno"> 158</span> </div>
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<div class="line"><a id="l00159" name="l00159"></a><span class="lineno"> 159</span> EXPECT_THAT(result.solution, <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a6932b4f981467325cc8e2b50ee7fbd13">EigenArrayEq</a>(expected_solution));</div>
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<div class="line"><a id="l00160" name="l00160"></a><span class="lineno"> 160</span> EXPECT_DOUBLE_EQ(result.objective_value, expected_objective_value);</div>
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<div class="line"><a id="l00161" name="l00161"></a><span class="lineno"> 161</span> }</div>
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<div class="line"><a id="l00162" name="l00162"></a><span class="lineno"> 162</span>}</div>
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<div class="line"><a id="l00163" name="l00163"></a><span class="lineno"> 163</span> </div>
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<div class="line"><a id="l00164" name="l00164"></a><span class="lineno"> 164</span>TEST_P(TrustRegion, SolvesWithInactiveRadius) {</div>
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<div class="line"><a id="l00165" name="l00165"></a><span class="lineno"> 165</span> <span class="comment">// min x - y + z</span></div>
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<div class="line"><a id="l00166" name="l00166"></a><span class="lineno"> 166</span> <span class="comment">// ||(x - 2.0, y - (-5.0), z - 1.0)||_2 <= 1</span></div>
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<div class="line"><a id="l00167" name="l00167"></a><span class="lineno"> 167</span> <span class="comment">// x >= 2.0, y <= -5.0, z >= 0.5</span></div>
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<div class="line"><a id="l00168" name="l00168"></a><span class="lineno"> 168</span> <span class="comment">// [x*, y*, z*] = [2.0, -5.0, 0.5]</span></div>
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<div class="line"><a id="l00169" name="l00169"></a><span class="lineno"> 169</span> <span class="comment">// This is a corner case where the radius constraint is not active at the</span></div>
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<div class="line"><a id="l00170" name="l00170"></a><span class="lineno"> 170</span> <span class="comment">// solution.</span></div>
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<div class="line"><a id="l00171" name="l00171"></a><span class="lineno"> 171</span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>(3), <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>(3), <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>(3),</div>
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<div class="line"><a id="l00172" name="l00172"></a><span class="lineno"> 172</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>(3);</div>
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<div class="line"><a id="l00173" name="l00173"></a><span class="lineno"> 173</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a> << 2.0, -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, 0.5;</div>
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<div class="line"><a id="l00174" name="l00174"></a><span class="lineno"> 174</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a> << <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, -5.0, <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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<div class="line"><a id="l00175" name="l00175"></a><span class="lineno"> 175</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a> << 2.0, -5.0, 1.0;</div>
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<div class="line"><a id="l00176" name="l00176"></a><span class="lineno"> 176</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a> << 1.0, -1.0, 1.0;</div>
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<div class="line"><a id="l00177" name="l00177"></a><span class="lineno"> 177</span> <span class="keyword">const</span> <span class="keywordtype">double</span> target_radius = 1.0;</div>
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<div class="line"><a id="l00178" name="l00178"></a><span class="lineno"> 178</span> </div>
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<div class="line"><a id="l00179" name="l00179"></a><span class="lineno"> 179</span> Sharder sharder(<span class="comment">/*num_elements=*/</span>3, <span class="comment">/*num_shards=*/</span>2, <span class="keyword">nullptr</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> VectorXd expected_solution(3);</div>
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<div class="line"><a id="l00182" name="l00182"></a><span class="lineno"> 182</span> expected_solution << 2.0, -5.0, 0.5;</div>
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<div class="line"><a id="l00183" name="l00183"></a><span class="lineno"> 183</span> <span class="keyword">const</span> <span class="keywordtype">double</span> expected_objective_value = -0.5;</div>
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<div class="line"><a id="l00184" name="l00184"></a><span class="lineno"> 184</span> </div>
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<div class="line"><a id="l00185" name="l00185"></a><span class="lineno"> 185</span> <span class="keywordflow">if</span> (GetParam()) {</div>
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<div class="line"><a id="l00186" name="l00186"></a><span class="lineno"> 186</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a5f128477eac14f0eda4b73fdfb3e24d4">SolveDiagonalTrustRegion</a>(</div>
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<div class="line"><a id="l00187" name="l00187"></a><span class="lineno"> 187</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <span class="comment">/*objective_matrix_diagonal=*/</span><a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(3),</div>
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<div class="line"><a id="l00188" name="l00188"></a><span class="lineno"> 188</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>,</div>
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<div class="line"><a id="l00189" name="l00189"></a><span class="lineno"> 189</span> <span class="comment">/*norm_weights=*/</span>VectorXd::Ones(3), target_radius, sharder,</div>
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<div class="line"><a id="l00190" name="l00190"></a><span class="lineno"> 190</span> <span class="comment">/*solve_tolerance=*/</span>1.0e-6);</div>
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<div class="line"><a id="l00191" name="l00191"></a><span class="lineno"> 191</span> </div>
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<div class="line"><a id="l00192" name="l00192"></a><span class="lineno"> 192</span> EXPECT_THAT(result.solution, <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a3ae16963cfdf1d79ee0a65b6a02de904">EigenArrayNear</a>(expected_solution, 1.0e-6));</div>
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<div class="line"><a id="l00193" name="l00193"></a><span class="lineno"> 193</span> EXPECT_NEAR(result.objective_value, expected_objective_value, 1.0e-6);</div>
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<div class="line"><a id="l00194" name="l00194"></a><span class="lineno"> 194</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00195" name="l00195"></a><span class="lineno"> 195</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a8da80544adc685ee442522ede0e095a9">SolveTrustRegion</a>(</div>
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<div class="line"><a id="l00196" name="l00196"></a><span class="lineno"> 196</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>,</div>
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<div class="line"><a id="l00197" name="l00197"></a><span class="lineno"> 197</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>, <span class="comment">/*norm_weights=*/</span>VectorXd::Ones(3), target_radius,</div>
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<div class="line"><a id="l00198" name="l00198"></a><span class="lineno"> 198</span> sharder);</div>
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<div class="line"><a id="l00199" name="l00199"></a><span class="lineno"> 199</span> </div>
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<div class="line"><a id="l00200" name="l00200"></a><span class="lineno"> 200</span> EXPECT_THAT(result.solution, <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a6932b4f981467325cc8e2b50ee7fbd13">EigenArrayEq</a>(expected_solution));</div>
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<div class="line"><a id="l00201" name="l00201"></a><span class="lineno"> 201</span> EXPECT_DOUBLE_EQ(result.objective_value, expected_objective_value);</div>
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<div class="line"><a id="l00202" name="l00202"></a><span class="lineno"> 202</span> }</div>
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<div class="line"><a id="l00203" name="l00203"></a><span class="lineno"> 203</span>}</div>
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<div class="line"><a id="l00204" name="l00204"></a><span class="lineno"> 204</span> </div>
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<div class="line"><a id="l00205" name="l00205"></a><span class="lineno"> 205</span>TEST_P(TrustRegion, SolvesWithInfiniteRadius) {</div>
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<div class="line"><a id="l00206" name="l00206"></a><span class="lineno"> 206</span> <span class="comment">// min x - y + z</span></div>
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<div class="line"><a id="l00207" name="l00207"></a><span class="lineno"> 207</span> <span class="comment">// ||(x - 2.0, y - (-5.0), z - 1.0)||_2 <= Infinity</span></div>
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<div class="line"><a id="l00208" name="l00208"></a><span class="lineno"> 208</span> <span class="comment">// x >= 2.0, y <= -5.0, z >= 0.5</span></div>
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<div class="line"><a id="l00209" name="l00209"></a><span class="lineno"> 209</span> <span class="comment">// [x*, y*, z*] = [2.0, -5.0, 0.5]</span></div>
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<div class="line"><a id="l00210" name="l00210"></a><span class="lineno"> 210</span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>(3), <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>(3), <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>(3),</div>
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<div class="line"><a id="l00211" name="l00211"></a><span class="lineno"> 211</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>(3);</div>
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<div class="line"><a id="l00212" name="l00212"></a><span class="lineno"> 212</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a> << 2.0, -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, 0.5;</div>
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<div class="line"><a id="l00213" name="l00213"></a><span class="lineno"> 213</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a> << <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, -5.0, <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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<div class="line"><a id="l00214" name="l00214"></a><span class="lineno"> 214</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a> << 2.0, -5.0, 1.0;</div>
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<div class="line"><a id="l00215" name="l00215"></a><span class="lineno"> 215</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a> << 1.0, -1.0, 1.0;</div>
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<div class="line"><a id="l00216" name="l00216"></a><span class="lineno"> 216</span> <span class="keyword">const</span> <span class="keywordtype">double</span> target_radius = <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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<div class="line"><a id="l00217" name="l00217"></a><span class="lineno"> 217</span> </div>
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<div class="line"><a id="l00218" name="l00218"></a><span class="lineno"> 218</span> Sharder sharder(<span class="comment">/*num_elements=*/</span>3, <span class="comment">/*num_shards=*/</span>2, <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00219" name="l00219"></a><span class="lineno"> 219</span> </div>
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<div class="line"><a id="l00220" name="l00220"></a><span class="lineno"> 220</span> VectorXd expected_solution(3);</div>
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<div class="line"><a id="l00221" name="l00221"></a><span class="lineno"> 221</span> expected_solution << 2.0, -5.0, 0.5;</div>
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<div class="line"><a id="l00222" name="l00222"></a><span class="lineno"> 222</span> <span class="keyword">const</span> <span class="keywordtype">double</span> expected_objective_value = -0.5;</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="keywordflow">if</span> (GetParam()) {</div>
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<div class="line"><a id="l00225" name="l00225"></a><span class="lineno"> 225</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a5f128477eac14f0eda4b73fdfb3e24d4">SolveDiagonalTrustRegion</a>(</div>
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<div class="line"><a id="l00226" name="l00226"></a><span class="lineno"> 226</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <span class="comment">/*objective_matrix_diagonal=*/</span><a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(3),</div>
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<div class="line"><a id="l00227" name="l00227"></a><span class="lineno"> 227</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>,</div>
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<div class="line"><a id="l00228" name="l00228"></a><span class="lineno"> 228</span> <span class="comment">/*norm_weights=*/</span>VectorXd::Ones(3), target_radius, sharder,</div>
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<div class="line"><a id="l00229" name="l00229"></a><span class="lineno"> 229</span> <span class="comment">/*solve_tolerance=*/</span>1.0e-6);</div>
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<div class="line"><a id="l00230" name="l00230"></a><span class="lineno"> 230</span> </div>
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<div class="line"><a id="l00231" name="l00231"></a><span class="lineno"> 231</span> EXPECT_THAT(result.solution, <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a3ae16963cfdf1d79ee0a65b6a02de904">EigenArrayNear</a>(expected_solution, 1.0e-6));</div>
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<div class="line"><a id="l00232" name="l00232"></a><span class="lineno"> 232</span> EXPECT_NEAR(result.objective_value, expected_objective_value, 1.0e-6);</div>
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<div class="line"><a id="l00233" name="l00233"></a><span class="lineno"> 233</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00234" name="l00234"></a><span class="lineno"> 234</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a8da80544adc685ee442522ede0e095a9">SolveTrustRegion</a>(</div>
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<div class="line"><a id="l00235" name="l00235"></a><span class="lineno"> 235</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>,</div>
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<div class="line"><a id="l00236" name="l00236"></a><span class="lineno"> 236</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>, <span class="comment">/*norm_weights=*/</span>VectorXd::Ones(3), target_radius,</div>
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<div class="line"><a id="l00237" name="l00237"></a><span class="lineno"> 237</span> sharder);</div>
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<div class="line"><a id="l00238" name="l00238"></a><span class="lineno"> 238</span> </div>
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<div class="line"><a id="l00239" name="l00239"></a><span class="lineno"> 239</span> EXPECT_THAT(result.solution, <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a6932b4f981467325cc8e2b50ee7fbd13">EigenArrayEq</a>(expected_solution));</div>
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<div class="line"><a id="l00240" name="l00240"></a><span class="lineno"> 240</span> EXPECT_DOUBLE_EQ(result.objective_value, expected_objective_value);</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>}</div>
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<div class="line"><a id="l00243" name="l00243"></a><span class="lineno"> 243</span> </div>
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<div class="line"><a id="l00244" name="l00244"></a><span class="lineno"> 244</span>TEST_P(TrustRegion, SolvesWithMixedObjective) {</div>
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<div class="line"><a id="l00245" name="l00245"></a><span class="lineno"> 245</span> <span class="comment">// min 2x + y</span></div>
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<div class="line"><a id="l00246" name="l00246"></a><span class="lineno"> 246</span> <span class="comment">// ||(x - 2.0, y - 1.0)||_2 <= sqrt(1.25)</span></div>
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<div class="line"><a id="l00247" name="l00247"></a><span class="lineno"> 247</span> <span class="comment">// x >= 1.0, y >= 0</span></div>
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<div class="line"><a id="l00248" name="l00248"></a><span class="lineno"> 248</span> <span class="comment">// [x*, y*] = [1.0, 0.5]</span></div>
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<div class="line"><a id="l00249" name="l00249"></a><span class="lineno"> 249</span> <span class="comment">// We take a positive step in all coordinates. Only the first coordinate</span></div>
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<div class="line"><a id="l00250" name="l00250"></a><span class="lineno"> 250</span> <span class="comment">// hits its bound.</span></div>
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<div class="line"><a id="l00251" name="l00251"></a><span class="lineno"> 251</span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>(2),</div>
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<div class="line"><a id="l00252" name="l00252"></a><span class="lineno"> 252</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>(2);</div>
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<div class="line"><a id="l00253" name="l00253"></a><span class="lineno"> 253</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a> << 1.0, 0.0;</div>
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<div class="line"><a id="l00254" name="l00254"></a><span class="lineno"> 254</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a> << <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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<div class="line"><a id="l00255" name="l00255"></a><span class="lineno"> 255</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a> << 2.0, 1.0;</div>
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<div class="line"><a id="l00256" name="l00256"></a><span class="lineno"> 256</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a> << 2.0, 1.0;</div>
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<div class="line"><a id="l00257" name="l00257"></a><span class="lineno"> 257</span> <span class="keyword">const</span> <span class="keywordtype">double</span> target_radius = std::sqrt(1.25);</div>
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<div class="line"><a id="l00258" name="l00258"></a><span class="lineno"> 258</span> </div>
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<div class="line"><a id="l00259" name="l00259"></a><span class="lineno"> 259</span> Sharder sharder(<span class="comment">/*num_elements=*/</span>2, <span class="comment">/*num_shards=*/</span>2, <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00260" name="l00260"></a><span class="lineno"> 260</span> </div>
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<div class="line"><a id="l00261" name="l00261"></a><span class="lineno"> 261</span> VectorXd expected_solution(2);</div>
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<div class="line"><a id="l00262" name="l00262"></a><span class="lineno"> 262</span> expected_solution << 1.0, 0.5;</div>
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<div class="line"><a id="l00263" name="l00263"></a><span class="lineno"> 263</span> <span class="keyword">const</span> <span class="keywordtype">double</span> expected_objective_value = -2.5;</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="keywordflow">if</span> (GetParam()) {</div>
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<div class="line"><a id="l00266" name="l00266"></a><span class="lineno"> 266</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a5f128477eac14f0eda4b73fdfb3e24d4">SolveDiagonalTrustRegion</a>(</div>
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<div class="line"><a id="l00267" name="l00267"></a><span class="lineno"> 267</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <span class="comment">/*objective_matrix_diagonal=*/</span><a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(2),</div>
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<div class="line"><a id="l00268" name="l00268"></a><span class="lineno"> 268</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>,</div>
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<div class="line"><a id="l00269" name="l00269"></a><span class="lineno"> 269</span> <span class="comment">/*norm_weights=*/</span>VectorXd::Ones(2), target_radius, sharder,</div>
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<div class="line"><a id="l00270" name="l00270"></a><span class="lineno"> 270</span> <span class="comment">/*solve_tolerance=*/</span>1.0e-6);</div>
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<div class="line"><a id="l00271" name="l00271"></a><span class="lineno"> 271</span> EXPECT_THAT(result.solution, <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a3ae16963cfdf1d79ee0a65b6a02de904">EigenArrayNear</a>(expected_solution, 1.0e-6));</div>
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<div class="line"><a id="l00272" name="l00272"></a><span class="lineno"> 272</span> EXPECT_NEAR(result.objective_value, expected_objective_value, 2.0e-6);</div>
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<div class="line"><a id="l00273" name="l00273"></a><span class="lineno"> 273</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00274" name="l00274"></a><span class="lineno"> 274</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a8da80544adc685ee442522ede0e095a9">SolveTrustRegion</a>(</div>
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<div class="line"><a id="l00275" name="l00275"></a><span class="lineno"> 275</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>,</div>
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<div class="line"><a id="l00276" name="l00276"></a><span class="lineno"> 276</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>, <span class="comment">/*norm_weights=*/</span>VectorXd::Ones(2), target_radius,</div>
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<div class="line"><a id="l00277" name="l00277"></a><span class="lineno"> 277</span> sharder);</div>
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<div class="line"><a id="l00278" name="l00278"></a><span class="lineno"> 278</span> </div>
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<div class="line"><a id="l00279" name="l00279"></a><span class="lineno"> 279</span> EXPECT_THAT(result.solution, <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a6932b4f981467325cc8e2b50ee7fbd13">EigenArrayEq</a>(expected_solution));</div>
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<div class="line"><a id="l00280" name="l00280"></a><span class="lineno"> 280</span> EXPECT_DOUBLE_EQ(result.objective_value, expected_objective_value);</div>
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<div class="line"><a id="l00281" name="l00281"></a><span class="lineno"> 281</span> }</div>
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<div class="line"><a id="l00282" name="l00282"></a><span class="lineno"> 282</span>}</div>
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<div class="line"><a id="l00283" name="l00283"></a><span class="lineno"> 283</span> </div>
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<div class="line"><a id="l00284" name="l00284"></a><span class="lineno"> 284</span>TEST_P(TrustRegion, SolvesWithZeroObjectiveNoBounds) {</div>
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<div class="line"><a id="l00285" name="l00285"></a><span class="lineno"> 285</span> <span class="comment">// min 0*x</span></div>
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<div class="line"><a id="l00286" name="l00286"></a><span class="lineno"> 286</span> <span class="comment">// ||(x - 2.0)||_2 <= 1</span></div>
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<div class="line"><a id="l00287" name="l00287"></a><span class="lineno"> 287</span> <span class="comment">// x* = 2.0</span></div>
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<div class="line"><a id="l00288" name="l00288"></a><span class="lineno"> 288</span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>(1), <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>(1), <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>(1),</div>
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<div class="line"><a id="l00289" name="l00289"></a><span class="lineno"> 289</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>(1);</div>
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<div class="line"><a id="l00290" name="l00290"></a><span class="lineno"> 290</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a> << -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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<div class="line"><a id="l00291" name="l00291"></a><span class="lineno"> 291</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a> << <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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<div class="line"><a id="l00292" name="l00292"></a><span class="lineno"> 292</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a> << 2.0;</div>
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<div class="line"><a id="l00293" name="l00293"></a><span class="lineno"> 293</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a> << 0.0;</div>
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<div class="line"><a id="l00294" name="l00294"></a><span class="lineno"> 294</span> <span class="keyword">const</span> <span class="keywordtype">double</span> target_radius = 1.0;</div>
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<div class="line"><a id="l00295" name="l00295"></a><span class="lineno"> 295</span> </div>
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<div class="line"><a id="l00296" name="l00296"></a><span class="lineno"> 296</span> Sharder sharder(<span class="comment">/*num_elements=*/</span>1, <span class="comment">/*num_shards=*/</span>1, <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00297" name="l00297"></a><span class="lineno"> 297</span> </div>
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<div class="line"><a id="l00298" name="l00298"></a><span class="lineno"> 298</span> VectorXd expected_solution(1);</div>
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<div class="line"><a id="l00299" name="l00299"></a><span class="lineno"> 299</span> expected_solution << 2.0;</div>
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<div class="line"><a id="l00300" name="l00300"></a><span class="lineno"> 300</span> <span class="keyword">const</span> <span class="keywordtype">double</span> expected_objective_value = 0.0;</div>
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<div class="line"><a id="l00301" name="l00301"></a><span class="lineno"> 301</span> </div>
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<div class="line"><a id="l00302" name="l00302"></a><span class="lineno"> 302</span> <span class="keywordflow">if</span> (GetParam()) {</div>
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<div class="line"><a id="l00303" name="l00303"></a><span class="lineno"> 303</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a5f128477eac14f0eda4b73fdfb3e24d4">SolveDiagonalTrustRegion</a>(</div>
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<div class="line"><a id="l00304" name="l00304"></a><span class="lineno"> 304</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <span class="comment">/*objective_matrix_diagonal=*/</span><a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(1),</div>
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<div class="line"><a id="l00305" name="l00305"></a><span class="lineno"> 305</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>,</div>
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<div class="line"><a id="l00306" name="l00306"></a><span class="lineno"> 306</span> <span class="comment">/*norm_weights=*/</span>VectorXd::Ones(1), target_radius, sharder,</div>
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<div class="line"><a id="l00307" name="l00307"></a><span class="lineno"> 307</span> <span class="comment">/*solve_tolerance=*/</span>1.0e-6);</div>
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<div class="line"><a id="l00308" name="l00308"></a><span class="lineno"> 308</span> </div>
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<div class="line"><a id="l00309" name="l00309"></a><span class="lineno"> 309</span> EXPECT_THAT(result.solution, <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a3ae16963cfdf1d79ee0a65b6a02de904">EigenArrayNear</a>(expected_solution, 1.0e-6));</div>
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<div class="line"><a id="l00310" name="l00310"></a><span class="lineno"> 310</span> EXPECT_NEAR(result.objective_value, expected_objective_value, 1.0e-6);</div>
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<div class="line"><a id="l00311" name="l00311"></a><span class="lineno"> 311</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00312" name="l00312"></a><span class="lineno"> 312</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a8da80544adc685ee442522ede0e095a9">SolveTrustRegion</a>(</div>
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<div class="line"><a id="l00313" name="l00313"></a><span class="lineno"> 313</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>,</div>
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<div class="line"><a id="l00314" name="l00314"></a><span class="lineno"> 314</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>, <span class="comment">/*norm_weights=*/</span>VectorXd::Ones(1), target_radius,</div>
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<div class="line"><a id="l00315" name="l00315"></a><span class="lineno"> 315</span> sharder);</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> EXPECT_THAT(result.solution, <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a6932b4f981467325cc8e2b50ee7fbd13">EigenArrayEq</a>(expected_solution));</div>
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<div class="line"><a id="l00318" name="l00318"></a><span class="lineno"> 318</span> EXPECT_DOUBLE_EQ(result.objective_value, expected_objective_value);</div>
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<div class="line"><a id="l00319" name="l00319"></a><span class="lineno"> 319</span> }</div>
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<div class="line"><a id="l00320" name="l00320"></a><span class="lineno"> 320</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">class </span>TrustRegionWithWeights : <span class="keyword">public</span> testing::TestWithParam<</div>
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<div class="line"><a id="l00323" name="l00323"></a><span class="lineno"> 323</span> <span class="comment">/*use_diagonal_solver=*/</span>bool> {};</div>
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<div class="line"><a id="l00324" name="l00324"></a><span class="lineno"> 324</span> </div>
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<div class="line"><a id="l00325" name="l00325"></a><span class="lineno"> 325</span>INSTANTIATE_TEST_SUITE_P(</div>
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<div class="line"><a id="l00326" name="l00326"></a><span class="lineno"> 326</span> TrustRegionSolverWithWeights, TrustRegionWithWeights, testing::Bool(),</div>
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<div class="line"><a id="l00327" name="l00327"></a><span class="lineno"> 327</span> [](<span class="keyword">const</span> testing::TestParamInfo<TrustRegion::ParamType>& info) {</div>
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<div class="line"><a id="l00328" name="l00328"></a><span class="lineno"> 328</span> <span class="keywordflow">return</span> (info.param) ? <span class="stringliteral">"UseApproximateTRSolver"</span> : <span class="stringliteral">"UseLinearTimeTRSolver"</span>;</div>
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<div class="line"><a id="l00329" name="l00329"></a><span class="lineno"> 329</span> });</div>
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<div class="line"><a id="l00330" name="l00330"></a><span class="lineno"> 330</span> </div>
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<div class="line"><a id="l00331" name="l00331"></a><span class="lineno"> 331</span>TEST_P(TrustRegionWithWeights, SolvesWithoutVariableBounds) {</div>
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<div class="line"><a id="l00332" name="l00332"></a><span class="lineno"> 332</span> <span class="comment">// min x + 2.0 y</span></div>
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<div class="line"><a id="l00333" name="l00333"></a><span class="lineno"> 333</span> <span class="comment">// ||(x - 2.0, y - (-5.0))||_W <= sqrt(3)</span></div>
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<div class="line"><a id="l00334" name="l00334"></a><span class="lineno"> 334</span> <span class="comment">// norm_weights = [1.0, 2.0]</span></div>
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<div class="line"><a id="l00335" name="l00335"></a><span class="lineno"> 335</span> <span class="comment">// [x*, y*] = [1.0, -6.0]</span></div>
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<div class="line"><a id="l00336" name="l00336"></a><span class="lineno"> 336</span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>(2),</div>
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<div class="line"><a id="l00337" name="l00337"></a><span class="lineno"> 337</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a>(2);</div>
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<div class="line"><a id="l00338" name="l00338"></a><span class="lineno"> 338</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a> << -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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<div class="line"><a id="l00339" name="l00339"></a><span class="lineno"> 339</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a> << <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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<div class="line"><a id="l00340" name="l00340"></a><span class="lineno"> 340</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a> << 2.0, -5.0;</div>
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<div class="line"><a id="l00341" name="l00341"></a><span class="lineno"> 341</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a> << 1.0, 2.0;</div>
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<div class="line"><a id="l00342" name="l00342"></a><span class="lineno"> 342</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a> << 1.0, 2.0;</div>
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<div class="line"><a id="l00343" name="l00343"></a><span class="lineno"> 343</span> <span class="keyword">const</span> <span class="keywordtype">double</span> target_radius = std::sqrt(3.0);</div>
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<div class="line"><a id="l00344" name="l00344"></a><span class="lineno"> 344</span> </div>
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<div class="line"><a id="l00345" name="l00345"></a><span class="lineno"> 345</span> Sharder sharder(<span class="comment">/*num_elements=*/</span>2, <span class="comment">/*num_shards=*/</span>2, <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00346" name="l00346"></a><span class="lineno"> 346</span> </div>
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<div class="line"><a id="l00347" name="l00347"></a><span class="lineno"> 347</span> VectorXd expected_solution(2);</div>
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<div class="line"><a id="l00348" name="l00348"></a><span class="lineno"> 348</span> expected_solution << 1.0, -6.0;</div>
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<div class="line"><a id="l00349" name="l00349"></a><span class="lineno"> 349</span> <span class="keyword">const</span> <span class="keywordtype">double</span> expected_objective_value = -3.0;</div>
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<div class="line"><a id="l00350" name="l00350"></a><span class="lineno"> 350</span> </div>
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<div class="line"><a id="l00351" name="l00351"></a><span class="lineno"> 351</span> <span class="keywordflow">if</span> (GetParam()) {</div>
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<div class="line"><a id="l00352" name="l00352"></a><span class="lineno"> 352</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a5f128477eac14f0eda4b73fdfb3e24d4">SolveDiagonalTrustRegion</a>(</div>
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<div class="line"><a id="l00353" name="l00353"></a><span class="lineno"> 353</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <span class="comment">/*objective_matrix_diagonal=*/</span><a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(2),</div>
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<div class="line"><a id="l00354" name="l00354"></a><span class="lineno"> 354</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>,</div>
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<div class="line"><a id="l00355" name="l00355"></a><span class="lineno"> 355</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a>, target_radius, sharder, <span class="comment">/*solve_tolerance=*/</span>1.0e-6);</div>
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<div class="line"><a id="l00356" name="l00356"></a><span class="lineno"> 356</span> </div>
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<div class="line"><a id="l00357" name="l00357"></a><span class="lineno"> 357</span> EXPECT_THAT(result.solution, <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a3ae16963cfdf1d79ee0a65b6a02de904">EigenArrayNear</a>(expected_solution, 1.0e-6));</div>
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<div class="line"><a id="l00358" name="l00358"></a><span class="lineno"> 358</span> EXPECT_NEAR(result.objective_value, expected_objective_value, 1.0e-5);</div>
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<div class="line"><a id="l00359" name="l00359"></a><span class="lineno"> 359</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00360" name="l00360"></a><span class="lineno"> 360</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a8da80544adc685ee442522ede0e095a9">SolveTrustRegion</a>(</div>
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<div class="line"><a id="l00361" name="l00361"></a><span class="lineno"> 361</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>,</div>
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<div class="line"><a id="l00362" name="l00362"></a><span class="lineno"> 362</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a>, target_radius, sharder);</div>
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<div class="line"><a id="l00363" name="l00363"></a><span class="lineno"> 363</span> </div>
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<div class="line"><a id="l00364" name="l00364"></a><span class="lineno"> 364</span> EXPECT_THAT(result.solution, <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a6932b4f981467325cc8e2b50ee7fbd13">EigenArrayEq</a>(expected_solution));</div>
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<div class="line"><a id="l00365" name="l00365"></a><span class="lineno"> 365</span> EXPECT_DOUBLE_EQ(result.objective_value, expected_objective_value);</div>
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<div class="line"><a id="l00366" name="l00366"></a><span class="lineno"> 366</span> }</div>
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<div class="line"><a id="l00367" name="l00367"></a><span class="lineno"> 367</span>}</div>
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<div class="line"><a id="l00368" name="l00368"></a><span class="lineno"> 368</span> </div>
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<div class="line"><a id="l00369" name="l00369"></a><span class="lineno"> 369</span>TEST_P(TrustRegionWithWeights, SolvesWithVariableBounds) {</div>
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<div class="line"><a id="l00370" name="l00370"></a><span class="lineno"> 370</span> <span class="comment">// min 0.5 x - 2.0 y + 3.0 z</span></div>
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<div class="line"><a id="l00371" name="l00371"></a><span class="lineno"> 371</span> <span class="comment">// ||(x - 2.0, y - (-5.0), z - 1.0)||_W <= sqrt(5)</span></div>
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<div class="line"><a id="l00372" name="l00372"></a><span class="lineno"> 372</span> <span class="comment">// x >= 2.0</span></div>
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<div class="line"><a id="l00373" name="l00373"></a><span class="lineno"> 373</span> <span class="comment">// norm_weights = [0.5, 2.0, 3.0]</span></div>
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<div class="line"><a id="l00374" name="l00374"></a><span class="lineno"> 374</span> <span class="comment">// [x*, y*, z*] = [2.0, -4.0, 0.0]</span></div>
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<div class="line"><a id="l00375" name="l00375"></a><span class="lineno"> 375</span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>(3), <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>(3), <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>(3),</div>
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<div class="line"><a id="l00376" name="l00376"></a><span class="lineno"> 376</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>(3), <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a>(3);</div>
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<div class="line"><a id="l00377" name="l00377"></a><span class="lineno"> 377</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a> << 2.0, -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
|
|
<div class="line"><a id="l00378" name="l00378"></a><span class="lineno"> 378</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a> << <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
|
|
<div class="line"><a id="l00379" name="l00379"></a><span class="lineno"> 379</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a> << 2.0, -5.0, 1.0;</div>
|
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<div class="line"><a id="l00380" name="l00380"></a><span class="lineno"> 380</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a> << 0.5, -2.0, 3.0;</div>
|
|
<div class="line"><a id="l00381" name="l00381"></a><span class="lineno"> 381</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a> << 0.5, 2.0, 3.0;</div>
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<div class="line"><a id="l00382" name="l00382"></a><span class="lineno"> 382</span> <span class="keyword">const</span> <span class="keywordtype">double</span> target_radius = std::sqrt(5.0);</div>
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<div class="line"><a id="l00383" name="l00383"></a><span class="lineno"> 383</span> </div>
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<div class="line"><a id="l00384" name="l00384"></a><span class="lineno"> 384</span> Sharder sharder(<span class="comment">/*num_elements=*/</span>3, <span class="comment">/*num_shards=*/</span>2, <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00385" name="l00385"></a><span class="lineno"> 385</span> </div>
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<div class="line"><a id="l00386" name="l00386"></a><span class="lineno"> 386</span> VectorXd expected_solution(3);</div>
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<div class="line"><a id="l00387" name="l00387"></a><span class="lineno"> 387</span> expected_solution << 2.0, -4.0, 0.0;</div>
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<div class="line"><a id="l00388" name="l00388"></a><span class="lineno"> 388</span> <span class="keyword">const</span> <span class="keywordtype">double</span> expected_objective_value = -5.0;</div>
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<div class="line"><a id="l00389" name="l00389"></a><span class="lineno"> 389</span> </div>
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<div class="line"><a id="l00390" name="l00390"></a><span class="lineno"> 390</span> <span class="keywordflow">if</span> (GetParam()) {</div>
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<div class="line"><a id="l00391" name="l00391"></a><span class="lineno"> 391</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a5f128477eac14f0eda4b73fdfb3e24d4">SolveDiagonalTrustRegion</a>(</div>
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<div class="line"><a id="l00392" name="l00392"></a><span class="lineno"> 392</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <span class="comment">/*objective_matrix_diagonal=*/</span><a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(3),</div>
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<div class="line"><a id="l00393" name="l00393"></a><span class="lineno"> 393</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>,</div>
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|
<div class="line"><a id="l00394" name="l00394"></a><span class="lineno"> 394</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a>, target_radius, sharder, <span class="comment">/*solve_tolerance=*/</span>1.0e-6);</div>
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<div class="line"><a id="l00395" name="l00395"></a><span class="lineno"> 395</span> </div>
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<div class="line"><a id="l00396" name="l00396"></a><span class="lineno"> 396</span> EXPECT_THAT(result.solution, <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a3ae16963cfdf1d79ee0a65b6a02de904">EigenArrayNear</a>(expected_solution, 1.0e-6));</div>
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|
<div class="line"><a id="l00397" name="l00397"></a><span class="lineno"> 397</span> EXPECT_NEAR(result.objective_value, expected_objective_value, 1.0e-5);</div>
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|
<div class="line"><a id="l00398" name="l00398"></a><span class="lineno"> 398</span> } <span class="keywordflow">else</span> {</div>
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|
<div class="line"><a id="l00399" name="l00399"></a><span class="lineno"> 399</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a8da80544adc685ee442522ede0e095a9">SolveTrustRegion</a>(</div>
|
|
<div class="line"><a id="l00400" name="l00400"></a><span class="lineno"> 400</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>,</div>
|
|
<div class="line"><a id="l00401" name="l00401"></a><span class="lineno"> 401</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a>, target_radius, sharder);</div>
|
|
<div class="line"><a id="l00402" name="l00402"></a><span class="lineno"> 402</span> </div>
|
|
<div class="line"><a id="l00403" name="l00403"></a><span class="lineno"> 403</span> EXPECT_THAT(result.solution, <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a6932b4f981467325cc8e2b50ee7fbd13">EigenArrayEq</a>(expected_solution));</div>
|
|
<div class="line"><a id="l00404" name="l00404"></a><span class="lineno"> 404</span> EXPECT_DOUBLE_EQ(result.objective_value, expected_objective_value);</div>
|
|
<div class="line"><a id="l00405" name="l00405"></a><span class="lineno"> 405</span> }</div>
|
|
<div class="line"><a id="l00406" name="l00406"></a><span class="lineno"> 406</span>}</div>
|
|
<div class="line"><a id="l00407" name="l00407"></a><span class="lineno"> 407</span> </div>
|
|
<div class="line"><a id="l00408" name="l00408"></a><span class="lineno"> 408</span>TEST_P(TrustRegionWithWeights, SolvesWithVariableThatHitsBounds) {</div>
|
|
<div class="line"><a id="l00409" name="l00409"></a><span class="lineno"> 409</span> <span class="comment">// min x + 2y</span></div>
|
|
<div class="line"><a id="l00410" name="l00410"></a><span class="lineno"> 410</span> <span class="comment">// ||(x - 2.0, y - 1.0)||_2 <= 1</span></div>
|
|
<div class="line"><a id="l00411" name="l00411"></a><span class="lineno"> 411</span> <span class="comment">// x >= 1.0, y >= 0</span></div>
|
|
<div class="line"><a id="l00412" name="l00412"></a><span class="lineno"> 412</span> <span class="comment">// [x*, y*] = [1.0, 0.5]</span></div>
|
|
<div class="line"><a id="l00413" name="l00413"></a><span class="lineno"> 413</span> <span class="comment">// norm_weights = [0.5, 2.0]</span></div>
|
|
<div class="line"><a id="l00414" name="l00414"></a><span class="lineno"> 414</span> <span class="comment">// We take a positive step in all coordinates. Only the first coordinate</span></div>
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|
<div class="line"><a id="l00415" name="l00415"></a><span class="lineno"> 415</span> <span class="comment">// hits its bound.</span></div>
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|
<div class="line"><a id="l00416" name="l00416"></a><span class="lineno"> 416</span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>(2),</div>
|
|
<div class="line"><a id="l00417" name="l00417"></a><span class="lineno"> 417</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a>(2);</div>
|
|
<div class="line"><a id="l00418" name="l00418"></a><span class="lineno"> 418</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a> << 1.0, 0.0;</div>
|
|
<div class="line"><a id="l00419" name="l00419"></a><span class="lineno"> 419</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a> << <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
|
|
<div class="line"><a id="l00420" name="l00420"></a><span class="lineno"> 420</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a> << 2.0, 1.0;</div>
|
|
<div class="line"><a id="l00421" name="l00421"></a><span class="lineno"> 421</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a> << 1.0, 2.0;</div>
|
|
<div class="line"><a id="l00422" name="l00422"></a><span class="lineno"> 422</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a> << 0.5, 2.0;</div>
|
|
<div class="line"><a id="l00423" name="l00423"></a><span class="lineno"> 423</span> <span class="keyword">const</span> <span class="keywordtype">double</span> target_radius = 1;</div>
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<div class="line"><a id="l00424" name="l00424"></a><span class="lineno"> 424</span> </div>
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<div class="line"><a id="l00425" name="l00425"></a><span class="lineno"> 425</span> Sharder sharder(<span class="comment">/*num_elements=*/</span>2, <span class="comment">/*num_shards=*/</span>2, <span class="keyword">nullptr</span>);</div>
|
|
<div class="line"><a id="l00426" name="l00426"></a><span class="lineno"> 426</span> </div>
|
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<div class="line"><a id="l00427" name="l00427"></a><span class="lineno"> 427</span> VectorXd expected_solution(2);</div>
|
|
<div class="line"><a id="l00428" name="l00428"></a><span class="lineno"> 428</span> expected_solution << 1.0, 0.5;</div>
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<div class="line"><a id="l00429" name="l00429"></a><span class="lineno"> 429</span> <span class="keyword">const</span> <span class="keywordtype">double</span> expected_objective_value = -2.0;</div>
|
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<div class="line"><a id="l00430" name="l00430"></a><span class="lineno"> 430</span> </div>
|
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<div class="line"><a id="l00431" name="l00431"></a><span class="lineno"> 431</span> <span class="keywordflow">if</span> (GetParam()) {</div>
|
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<div class="line"><a id="l00432" name="l00432"></a><span class="lineno"> 432</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a5f128477eac14f0eda4b73fdfb3e24d4">SolveDiagonalTrustRegion</a>(</div>
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<div class="line"><a id="l00433" name="l00433"></a><span class="lineno"> 433</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <span class="comment">/*objective_matrix_diagonal=*/</span><a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(2),</div>
|
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<div class="line"><a id="l00434" name="l00434"></a><span class="lineno"> 434</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>,</div>
|
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<div class="line"><a id="l00435" name="l00435"></a><span class="lineno"> 435</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a>, target_radius, sharder,</div>
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<div class="line"><a id="l00436" name="l00436"></a><span class="lineno"> 436</span> <span class="comment">/*solve_tolerance=*/</span>1.0e-6);</div>
|
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<div class="line"><a id="l00437" name="l00437"></a><span class="lineno"> 437</span> </div>
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<div class="line"><a id="l00438" name="l00438"></a><span class="lineno"> 438</span> EXPECT_THAT(result.solution, <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a3ae16963cfdf1d79ee0a65b6a02de904">EigenArrayNear</a>(expected_solution, 1.0e-6));</div>
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<div class="line"><a id="l00439" name="l00439"></a><span class="lineno"> 439</span> EXPECT_NEAR(result.objective_value, expected_objective_value, 1.0e-6);</div>
|
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<div class="line"><a id="l00440" name="l00440"></a><span class="lineno"> 440</span> } <span class="keywordflow">else</span> {</div>
|
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<div class="line"><a id="l00441" name="l00441"></a><span class="lineno"> 441</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a8da80544adc685ee442522ede0e095a9">SolveTrustRegion</a>(</div>
|
|
<div class="line"><a id="l00442" name="l00442"></a><span class="lineno"> 442</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>,</div>
|
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<div class="line"><a id="l00443" name="l00443"></a><span class="lineno"> 443</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a>, target_radius, sharder);</div>
|
|
<div class="line"><a id="l00444" name="l00444"></a><span class="lineno"> 444</span> </div>
|
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<div class="line"><a id="l00445" name="l00445"></a><span class="lineno"> 445</span> EXPECT_THAT(result.solution,</div>
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<div class="line"><a id="l00446" name="l00446"></a><span class="lineno"> 446</span> ElementsAre(expected_solution[0],</div>
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<div class="line"><a id="l00447" name="l00447"></a><span class="lineno"> 447</span> DoubleNear(expected_solution[1], 1.0e-13)));</div>
|
|
<div class="line"><a id="l00448" name="l00448"></a><span class="lineno"> 448</span> EXPECT_DOUBLE_EQ(result.objective_value, expected_objective_value);</div>
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<div class="line"><a id="l00449" name="l00449"></a><span class="lineno"> 449</span> }</div>
|
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<div class="line"><a id="l00450" name="l00450"></a><span class="lineno"> 450</span>}</div>
|
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<div class="line"><a id="l00451" name="l00451"></a><span class="lineno"> 451</span> </div>
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<div class="line"><a id="l00452" name="l00452"></a><span class="lineno"> 452</span>TEST_P(TrustRegionWithWeights, SolvesWithLargeWeight) {</div>
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<div class="line"><a id="l00453" name="l00453"></a><span class="lineno"> 453</span> <span class="comment">// min 1000.0 x + 2y</span></div>
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<div class="line"><a id="l00454" name="l00454"></a><span class="lineno"> 454</span> <span class="comment">// ||(x - 2.0, y - 1.0)||_W <= sqrt(500.5)</span></div>
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<div class="line"><a id="l00455" name="l00455"></a><span class="lineno"> 455</span> <span class="comment">// x >= 1.0, y >= 0</span></div>
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<div class="line"><a id="l00456" name="l00456"></a><span class="lineno"> 456</span> <span class="comment">// [x*, y*] = [1.0, 0.5]</span></div>
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<div class="line"><a id="l00457" name="l00457"></a><span class="lineno"> 457</span> <span class="comment">// norm_weights = [500.0, 2.0]</span></div>
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<div class="line"><a id="l00458" name="l00458"></a><span class="lineno"> 458</span> <span class="comment">// We take a positive step in all coordinates. Only the first coordinate</span></div>
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<div class="line"><a id="l00459" name="l00459"></a><span class="lineno"> 459</span> <span class="comment">// hits its bound. The large norm weight stresses the code.</span></div>
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<div class="line"><a id="l00460" name="l00460"></a><span class="lineno"> 460</span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>(2),</div>
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<div class="line"><a id="l00461" name="l00461"></a><span class="lineno"> 461</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a>(2);</div>
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<div class="line"><a id="l00462" name="l00462"></a><span class="lineno"> 462</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a> << 1.0, 0.0;</div>
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<div class="line"><a id="l00463" name="l00463"></a><span class="lineno"> 463</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a> << <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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<div class="line"><a id="l00464" name="l00464"></a><span class="lineno"> 464</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a> << 2.0, 1.0;</div>
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<div class="line"><a id="l00465" name="l00465"></a><span class="lineno"> 465</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a> << 1000.0, 2.0;</div>
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<div class="line"><a id="l00466" name="l00466"></a><span class="lineno"> 466</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a> << 500.0, 2.0;</div>
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<div class="line"><a id="l00467" name="l00467"></a><span class="lineno"> 467</span> <span class="keyword">const</span> <span class="keywordtype">double</span> target_radius = std::sqrt(500.5);</div>
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<div class="line"><a id="l00468" name="l00468"></a><span class="lineno"> 468</span> </div>
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<div class="line"><a id="l00469" name="l00469"></a><span class="lineno"> 469</span> Sharder sharder(<span class="comment">/*num_elements=*/</span>2, <span class="comment">/*num_shards=*/</span>2, <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00470" name="l00470"></a><span class="lineno"> 470</span> </div>
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<div class="line"><a id="l00471" name="l00471"></a><span class="lineno"> 471</span> VectorXd expected_solution(2);</div>
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<div class="line"><a id="l00472" name="l00472"></a><span class="lineno"> 472</span> expected_solution << 1.0, 0.5;</div>
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<div class="line"><a id="l00473" name="l00473"></a><span class="lineno"> 473</span> <span class="keyword">const</span> <span class="keywordtype">double</span> expected_objective_value = -1001.0;</div>
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<div class="line"><a id="l00474" name="l00474"></a><span class="lineno"> 474</span> </div>
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<div class="line"><a id="l00475" name="l00475"></a><span class="lineno"> 475</span> <span class="keywordflow">if</span> (GetParam()) {</div>
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<div class="line"><a id="l00476" name="l00476"></a><span class="lineno"> 476</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a5f128477eac14f0eda4b73fdfb3e24d4">SolveDiagonalTrustRegion</a>(</div>
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<div class="line"><a id="l00477" name="l00477"></a><span class="lineno"> 477</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <span class="comment">/*objective_matrix_diagonal=*/</span><a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(2),</div>
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<div class="line"><a id="l00478" name="l00478"></a><span class="lineno"> 478</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>,</div>
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|
<div class="line"><a id="l00479" name="l00479"></a><span class="lineno"> 479</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a>, target_radius, sharder,</div>
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<div class="line"><a id="l00480" name="l00480"></a><span class="lineno"> 480</span> <span class="comment">/*solve_tolerance=*/</span>1.0e-6);</div>
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<div class="line"><a id="l00481" name="l00481"></a><span class="lineno"> 481</span> </div>
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<div class="line"><a id="l00482" name="l00482"></a><span class="lineno"> 482</span> EXPECT_THAT(result.solution, <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a3ae16963cfdf1d79ee0a65b6a02de904">EigenArrayNear</a>(expected_solution, 1.0e-6));</div>
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<div class="line"><a id="l00483" name="l00483"></a><span class="lineno"> 483</span> EXPECT_NEAR(result.objective_value, expected_objective_value, 1.0e-6);</div>
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<div class="line"><a id="l00484" name="l00484"></a><span class="lineno"> 484</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00485" name="l00485"></a><span class="lineno"> 485</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a8da80544adc685ee442522ede0e095a9">SolveTrustRegion</a>(</div>
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|
<div class="line"><a id="l00486" name="l00486"></a><span class="lineno"> 486</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>,</div>
|
|
<div class="line"><a id="l00487" name="l00487"></a><span class="lineno"> 487</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a>, target_radius, sharder);</div>
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<div class="line"><a id="l00488" name="l00488"></a><span class="lineno"> 488</span> </div>
|
|
<div class="line"><a id="l00489" name="l00489"></a><span class="lineno"> 489</span> EXPECT_THAT(result.solution,</div>
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|
<div class="line"><a id="l00490" name="l00490"></a><span class="lineno"> 490</span> ElementsAre(expected_solution[0],</div>
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|
<div class="line"><a id="l00491" name="l00491"></a><span class="lineno"> 491</span> DoubleNear(expected_solution[1], 1.0e-13)));</div>
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|
<div class="line"><a id="l00492" name="l00492"></a><span class="lineno"> 492</span> EXPECT_DOUBLE_EQ(result.objective_value, -1001.0);</div>
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|
<div class="line"><a id="l00493" name="l00493"></a><span class="lineno"> 493</span> }</div>
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<div class="line"><a id="l00494" name="l00494"></a><span class="lineno"> 494</span>}</div>
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|
<div class="line"><a id="l00495" name="l00495"></a><span class="lineno"> 495</span> </div>
|
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<div class="line"><a id="l00496" name="l00496"></a><span class="lineno"> 496</span><a class="code hl_function" href="namespaceoperations__research.html#a817553ad64738460e5c339f24fe5ea13">TEST</a>(TrustRegionDeathTest, CheckFailsWithNonPositiveWeights) {</div>
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|
<div class="line"><a id="l00497" name="l00497"></a><span class="lineno"> 497</span> <span class="comment">// min x + y</span></div>
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|
<div class="line"><a id="l00498" name="l00498"></a><span class="lineno"> 498</span> <span class="comment">// ||(x - 2.0, y - (-5.0))||_2 <= sqrt(2)</span></div>
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<div class="line"><a id="l00499" name="l00499"></a><span class="lineno"> 499</span> <span class="comment">// [x*, y*] = [1.0, -6.0]</span></div>
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<div class="line"><a id="l00500" name="l00500"></a><span class="lineno"> 500</span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>(2),</div>
|
|
<div class="line"><a id="l00501" name="l00501"></a><span class="lineno"> 501</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a>(2);</div>
|
|
<div class="line"><a id="l00502" name="l00502"></a><span class="lineno"> 502</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a> << -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
|
|
<div class="line"><a id="l00503" name="l00503"></a><span class="lineno"> 503</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a> << <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
|
|
<div class="line"><a id="l00504" name="l00504"></a><span class="lineno"> 504</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a> << 2.0, -5.0;</div>
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|
<div class="line"><a id="l00505" name="l00505"></a><span class="lineno"> 505</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a> << 1.0, 1.0;</div>
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|
<div class="line"><a id="l00506" name="l00506"></a><span class="lineno"> 506</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a> << 0.0, 1.0;</div>
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|
<div class="line"><a id="l00507" name="l00507"></a><span class="lineno"> 507</span> <span class="keyword">const</span> <span class="keywordtype">double</span> target_radius = std::sqrt(2.0);</div>
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|
<div class="line"><a id="l00508" name="l00508"></a><span class="lineno"> 508</span> </div>
|
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<div class="line"><a id="l00509" name="l00509"></a><span class="lineno"> 509</span> Sharder sharder(<span class="comment">/*num_elements=*/</span>2, <span class="comment">/*num_shards=*/</span>2, <span class="keyword">nullptr</span>);</div>
|
|
<div class="line"><a id="l00510" name="l00510"></a><span class="lineno"> 510</span> </div>
|
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<div class="line"><a id="l00511" name="l00511"></a><span class="lineno"> 511</span> EXPECT_DEATH(TrustRegionResult result =</div>
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|
<div class="line"><a id="l00512" name="l00512"></a><span class="lineno"> 512</span> <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a8da80544adc685ee442522ede0e095a9">SolveTrustRegion</a>(<a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>,</div>
|
|
<div class="line"><a id="l00513" name="l00513"></a><span class="lineno"> 513</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>,</div>
|
|
<div class="line"><a id="l00514" name="l00514"></a><span class="lineno"> 514</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a>, target_radius, sharder),</div>
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<div class="line"><a id="l00515" name="l00515"></a><span class="lineno"> 515</span> <span class="stringliteral">"Check failed: norm_weights_are_positive"</span>);</div>
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<div class="line"><a id="l00516" name="l00516"></a><span class="lineno"> 516</span>}</div>
|
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<div class="line"><a id="l00517" name="l00517"></a><span class="lineno"> 517</span> </div>
|
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<div class="line"><a id="l00518" name="l00518"></a><span class="lineno"> 518</span><a class="code hl_function" href="namespaceoperations__research.html#a817553ad64738460e5c339f24fe5ea13">TEST</a>(TrustRegionDeathTest, CheckFailsWithNonPositiveWeightsForDiagonalSolver) {</div>
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|
<div class="line"><a id="l00519" name="l00519"></a><span class="lineno"> 519</span> <span class="comment">// min x + y</span></div>
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<div class="line"><a id="l00520" name="l00520"></a><span class="lineno"> 520</span> <span class="comment">// ||(x - 2.0, y - (-5.0))||_2 <= sqrt(2)</span></div>
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<div class="line"><a id="l00521" name="l00521"></a><span class="lineno"> 521</span> <span class="comment">// [x*, y*] = [1.0, -6.0]</span></div>
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<div class="line"><a id="l00522" name="l00522"></a><span class="lineno"> 522</span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>(2),</div>
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<div class="line"><a id="l00523" name="l00523"></a><span class="lineno"> 523</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a>(2);</div>
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<div class="line"><a id="l00524" name="l00524"></a><span class="lineno"> 524</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a> << -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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|
<div class="line"><a id="l00525" name="l00525"></a><span class="lineno"> 525</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a> << <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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<div class="line"><a id="l00526" name="l00526"></a><span class="lineno"> 526</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a> << 2.0, -5.0;</div>
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<div class="line"><a id="l00527" name="l00527"></a><span class="lineno"> 527</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a> << 1.0, 1.0;</div>
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<div class="line"><a id="l00528" name="l00528"></a><span class="lineno"> 528</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a> << 0.0, 1.0;</div>
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<div class="line"><a id="l00529" name="l00529"></a><span class="lineno"> 529</span> <span class="keyword">const</span> <span class="keywordtype">double</span> target_radius = std::sqrt(2.0);</div>
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<div class="line"><a id="l00530" name="l00530"></a><span class="lineno"> 530</span> </div>
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<div class="line"><a id="l00531" name="l00531"></a><span class="lineno"> 531</span> Sharder sharder(<span class="comment">/*num_elements=*/</span>2, <span class="comment">/*num_shards=*/</span>2, <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00532" name="l00532"></a><span class="lineno"> 532</span> </div>
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<div class="line"><a id="l00533" name="l00533"></a><span class="lineno"> 533</span> EXPECT_DEATH(</div>
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<div class="line"><a id="l00534" name="l00534"></a><span class="lineno"> 534</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a5f128477eac14f0eda4b73fdfb3e24d4">SolveDiagonalTrustRegion</a>(</div>
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<div class="line"><a id="l00535" name="l00535"></a><span class="lineno"> 535</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <span class="comment">/*objective_matrix_diagonal=*/</span><a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(2),</div>
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<div class="line"><a id="l00536" name="l00536"></a><span class="lineno"> 536</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>,</div>
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<div class="line"><a id="l00537" name="l00537"></a><span class="lineno"> 537</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a>, target_radius, sharder,</div>
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<div class="line"><a id="l00538" name="l00538"></a><span class="lineno"> 538</span> <span class="comment">/*solve_tolerance=*/</span>1.0e-6),</div>
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<div class="line"><a id="l00539" name="l00539"></a><span class="lineno"> 539</span> <span class="stringliteral">"Check failed: norm_weights_are_positive"</span>);</div>
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<div class="line"><a id="l00540" name="l00540"></a><span class="lineno"> 540</span>}</div>
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<div class="line"><a id="l00541" name="l00541"></a><span class="lineno"> 541</span> </div>
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<div class="line"><a id="l00542" name="l00542"></a><span class="lineno"> 542</span><a class="code hl_function" href="namespaceoperations__research.html#a817553ad64738460e5c339f24fe5ea13">TEST</a>(TrustRegionDeathTest, CheckFailsWithNegativeRadius) {</div>
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<div class="line"><a id="l00543" name="l00543"></a><span class="lineno"> 543</span> <span class="comment">// min x + y</span></div>
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<div class="line"><a id="l00544" name="l00544"></a><span class="lineno"> 544</span> <span class="comment">// ||(x - 2.0, y - (-5.0))||_2 <= sqrt(2)</span></div>
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<div class="line"><a id="l00545" name="l00545"></a><span class="lineno"> 545</span> <span class="comment">// [x*, y*] = [1.0, -6.0]</span></div>
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<div class="line"><a id="l00546" name="l00546"></a><span class="lineno"> 546</span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>(2),</div>
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<div class="line"><a id="l00547" name="l00547"></a><span class="lineno"> 547</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>(2);</div>
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<div class="line"><a id="l00548" name="l00548"></a><span class="lineno"> 548</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a> << -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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<div class="line"><a id="l00549" name="l00549"></a><span class="lineno"> 549</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a> << <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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<div class="line"><a id="l00550" name="l00550"></a><span class="lineno"> 550</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a> << 2.0, -5.0;</div>
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<div class="line"><a id="l00551" name="l00551"></a><span class="lineno"> 551</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a> << 1.0, 1.0;</div>
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<div class="line"><a id="l00552" name="l00552"></a><span class="lineno"> 552</span> <span class="keyword">const</span> <span class="keywordtype">double</span> target_radius = -std::sqrt(2.0);</div>
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<div class="line"><a id="l00553" name="l00553"></a><span class="lineno"> 553</span> </div>
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<div class="line"><a id="l00554" name="l00554"></a><span class="lineno"> 554</span> Sharder sharder(<span class="comment">/*num_elements=*/</span>2, <span class="comment">/*num_shards=*/</span>2, <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00555" name="l00555"></a><span class="lineno"> 555</span> </div>
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<div class="line"><a id="l00556" name="l00556"></a><span class="lineno"> 556</span> EXPECT_DEATH(TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a8da80544adc685ee442522ede0e095a9">SolveTrustRegion</a>(</div>
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<div class="line"><a id="l00557" name="l00557"></a><span class="lineno"> 557</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>,</div>
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<div class="line"><a id="l00558" name="l00558"></a><span class="lineno"> 558</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>,</div>
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|
<div class="line"><a id="l00559" name="l00559"></a><span class="lineno"> 559</span> <span class="comment">/*norm_weights=*/</span>VectorXd::Ones(2), target_radius, sharder),</div>
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<div class="line"><a id="l00560" name="l00560"></a><span class="lineno"> 560</span> <span class="stringliteral">"Check failed: target_radius >= 0.0"</span>);</div>
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<div class="line"><a id="l00561" name="l00561"></a><span class="lineno"> 561</span>}</div>
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<div class="line"><a id="l00562" name="l00562"></a><span class="lineno"> 562</span> </div>
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<div class="line"><a id="l00563" name="l00563"></a><span class="lineno"> 563</span><a class="code hl_function" href="namespaceoperations__research.html#a817553ad64738460e5c339f24fe5ea13">TEST</a>(TrustRegionDeathTest, CheckFailsWithNegativeRadiusForDiagonalSolver) {</div>
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<div class="line"><a id="l00564" name="l00564"></a><span class="lineno"> 564</span> <span class="comment">// min x + y</span></div>
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<div class="line"><a id="l00565" name="l00565"></a><span class="lineno"> 565</span> <span class="comment">// ||(x - 2.0, y - (-5.0))||_2 <= sqrt(2)</span></div>
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<div class="line"><a id="l00566" name="l00566"></a><span class="lineno"> 566</span> <span class="comment">// [x*, y*] = [1.0, -6.0]</span></div>
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<div class="line"><a id="l00567" name="l00567"></a><span class="lineno"> 567</span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>(2),</div>
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<div class="line"><a id="l00568" name="l00568"></a><span class="lineno"> 568</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>(2);</div>
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<div class="line"><a id="l00569" name="l00569"></a><span class="lineno"> 569</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a> << -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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<div class="line"><a id="l00570" name="l00570"></a><span class="lineno"> 570</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a> << <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>, <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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<div class="line"><a id="l00571" name="l00571"></a><span class="lineno"> 571</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a> << 2.0, -5.0;</div>
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<div class="line"><a id="l00572" name="l00572"></a><span class="lineno"> 572</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a> << 1.0, 1.0;</div>
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<div class="line"><a id="l00573" name="l00573"></a><span class="lineno"> 573</span> <span class="keyword">const</span> <span class="keywordtype">double</span> target_radius = -std::sqrt(2.0);</div>
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<div class="line"><a id="l00574" name="l00574"></a><span class="lineno"> 574</span> </div>
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<div class="line"><a id="l00575" name="l00575"></a><span class="lineno"> 575</span> Sharder sharder(<span class="comment">/*num_elements=*/</span>2, <span class="comment">/*num_shards=*/</span>2, <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00576" name="l00576"></a><span class="lineno"> 576</span> </div>
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<div class="line"><a id="l00577" name="l00577"></a><span class="lineno"> 577</span> EXPECT_DEATH(</div>
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<div class="line"><a id="l00578" name="l00578"></a><span class="lineno"> 578</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a5f128477eac14f0eda4b73fdfb3e24d4">SolveDiagonalTrustRegion</a>(</div>
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<div class="line"><a id="l00579" name="l00579"></a><span class="lineno"> 579</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>, <span class="comment">/*objective_matrix_diagonal=*/</span><a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(2),</div>
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<div class="line"><a id="l00580" name="l00580"></a><span class="lineno"> 580</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>, <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>,</div>
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|
<div class="line"><a id="l00581" name="l00581"></a><span class="lineno"> 581</span> <span class="comment">/*norm_weights=*/</span>VectorXd::Ones(2), target_radius, sharder,</div>
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<div class="line"><a id="l00582" name="l00582"></a><span class="lineno"> 582</span> <span class="comment">/*solve_tolerance=*/</span>1.0e-6),</div>
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<div class="line"><a id="l00583" name="l00583"></a><span class="lineno"> 583</span> <span class="stringliteral">"Check failed: target_radius >= 0.0"</span>);</div>
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<div class="line"><a id="l00584" name="l00584"></a><span class="lineno"> 584</span>}</div>
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<div class="line"><a id="l00585" name="l00585"></a><span class="lineno"> 585</span> </div>
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<div class="line"><a id="l00586" name="l00586"></a><span class="lineno"> 586</span><span class="keyword">class </span>ComputeLocalizedLagrangianBoundsTest</div>
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<div class="line"><a id="l00587" name="l00587"></a><span class="lineno"> 587</span> : <span class="keyword">public</span> testing::TestWithParam<std::tuple<PrimalDualNorm, bool>> {</div>
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<div class="line"><a id="l00588" name="l00588"></a><span class="lineno"> 588</span> <span class="keyword">protected</span>:</div>
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<div class="line"><a id="l00589" name="l00589"></a><span class="lineno"> 589</span> <span class="keywordtype">void</span> SetUp()<span class="keyword"> override </span>{</div>
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<div class="line"><a id="l00590" name="l00590"></a><span class="lineno"> 590</span> <span class="keyword">const</span> <span class="keyword">auto</span> [primal_dual_norm, use_diagonal_qp_trust_region_solver] =</div>
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<div class="line"><a id="l00591" name="l00591"></a><span class="lineno"> 591</span> GetParam();</div>
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<div class="line"><a id="l00592" name="l00592"></a><span class="lineno"> 592</span> <span class="keywordflow">if</span> (use_diagonal_qp_trust_region_solver &&</div>
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<div class="line"><a id="l00593" name="l00593"></a><span class="lineno"> 593</span> (primal_dual_norm == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1pdlp.html#a39f9a12aa1bd94ddb3a56816d4d25eb0a974f1270f89b99d15b58a4d35c26aedc">PrimalDualNorm::kMaxNorm</a>)) {</div>
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<div class="line"><a id="l00594" name="l00594"></a><span class="lineno"> 594</span> GTEST_SKIP() << <span class="stringliteral">"The diagonal QP trust region solver can only be used "</span></div>
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<div class="line"><a id="l00595" name="l00595"></a><span class="lineno"> 595</span> << <span class="stringliteral">"when the underlying norms are Euclidean."</span>;</div>
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<div class="line"><a id="l00596" name="l00596"></a><span class="lineno"> 596</span> }</div>
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<div class="line"><a id="l00597" name="l00597"></a><span class="lineno"> 597</span> }</div>
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<div class="line"><a id="l00598" name="l00598"></a><span class="lineno"> 598</span>};</div>
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<div class="line"><a id="l00599" name="l00599"></a><span class="lineno"> 599</span> </div>
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<div class="line"><a id="l00600" name="l00600"></a><span class="lineno"> 600</span>INSTANTIATE_TEST_SUITE_P(</div>
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<div class="line"><a id="l00601" name="l00601"></a><span class="lineno"> 601</span> TrustRegionNorm, ComputeLocalizedLagrangianBoundsTest,</div>
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<div class="line"><a id="l00602" name="l00602"></a><span class="lineno"> 602</span> testing::Combine(testing::Values(<a class="code hl_enumvalue" href="namespaceoperations__research_1_1pdlp.html#a39f9a12aa1bd94ddb3a56816d4d25eb0aaafbdb17e2f1da89be62331fa0cf5503">PrimalDualNorm::kEuclideanNorm</a>,</div>
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<div class="line"><a id="l00603" name="l00603"></a><span class="lineno"> 603</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1pdlp.html#a39f9a12aa1bd94ddb3a56816d4d25eb0a974f1270f89b99d15b58a4d35c26aedc">PrimalDualNorm::kMaxNorm</a>),</div>
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<div class="line"><a id="l00604" name="l00604"></a><span class="lineno"> 604</span> testing::Bool()),</div>
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<div class="line"><a id="l00605" name="l00605"></a><span class="lineno"> 605</span> [](<span class="keyword">const</span> testing::TestParamInfo<</div>
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<div class="line"><a id="l00606" name="l00606"></a><span class="lineno"> 606</span> ComputeLocalizedLagrangianBoundsTest::ParamType>& info) {</div>
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<div class="line"><a id="l00607" name="l00607"></a><span class="lineno"> 607</span> <span class="keyword">const</span> absl::string_view suffix =</div>
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<div class="line"><a id="l00608" name="l00608"></a><span class="lineno"> 608</span> std::get<1>(info.param) ? <span class="stringliteral">"DiagonalTRSolver"</span> : <span class="stringliteral">"LinearTimeTRSolver"</span>;</div>
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<div class="line"><a id="l00609" name="l00609"></a><span class="lineno"> 609</span> <span class="keywordflow">switch</span> (std::get<0>(info.param)) {</div>
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<div class="line"><a id="l00610" name="l00610"></a><span class="lineno"> 610</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1pdlp.html#a39f9a12aa1bd94ddb3a56816d4d25eb0aaafbdb17e2f1da89be62331fa0cf5503">PrimalDualNorm::kEuclideanNorm</a>:</div>
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<div class="line"><a id="l00611" name="l00611"></a><span class="lineno"> 611</span> <span class="keywordflow">return</span> absl::StrCat(<span class="stringliteral">"EuclideanNorm"</span>, <span class="stringliteral">"_"</span>, suffix);</div>
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<div class="line"><a id="l00612" name="l00612"></a><span class="lineno"> 612</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1pdlp.html#a39f9a12aa1bd94ddb3a56816d4d25eb0a974f1270f89b99d15b58a4d35c26aedc">PrimalDualNorm::kMaxNorm</a>:</div>
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<div class="line"><a id="l00613" name="l00613"></a><span class="lineno"> 613</span> <span class="keywordflow">return</span> absl::StrCat(<span class="stringliteral">"MaxNorm"</span>, <span class="stringliteral">"_"</span>, suffix);</div>
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<div class="line"><a id="l00614" name="l00614"></a><span class="lineno"> 614</span> }</div>
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<div class="line"><a id="l00615" name="l00615"></a><span class="lineno"> 615</span> });</div>
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<div class="line"><a id="l00616" name="l00616"></a><span class="lineno"> 616</span> </div>
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<div class="line"><a id="l00617" name="l00617"></a><span class="lineno"> 617</span>TEST_P(ComputeLocalizedLagrangianBoundsTest, ZeroGapAtOptimal) {</div>
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<div class="line"><a id="l00618" name="l00618"></a><span class="lineno"> 618</span> ShardedQuadraticProgram lp(<a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#ad795f23e2a85f4ae05efa1e2d0e0de4d">TestLp</a>(), <span class="comment">/*num_threads=*/</span>2, <span class="comment">/*num_shards=*/</span>2);</div>
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<div class="line"><a id="l00619" name="l00619"></a><span class="lineno"> 619</span> </div>
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<div class="line"><a id="l00620" name="l00620"></a><span class="lineno"> 620</span> VectorXd primal_solution(4), dual_solution(4);</div>
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<div class="line"><a id="l00621" name="l00621"></a><span class="lineno"> 621</span> primal_solution << -1.0, 8.0, 1.0, 2.5;</div>
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<div class="line"><a id="l00622" name="l00622"></a><span class="lineno"> 622</span> dual_solution << -2.0, 0.0, 2.375, 2.0 / 3.0;</div>
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<div class="line"><a id="l00623" name="l00623"></a><span class="lineno"> 623</span> </div>
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<div class="line"><a id="l00624" name="l00624"></a><span class="lineno"> 624</span> <span class="keyword">const</span> <span class="keyword">auto</span> [primal_dual_norm, use_diagonal_qp_solver] = GetParam();</div>
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<div class="line"><a id="l00625" name="l00625"></a><span class="lineno"> 625</span> </div>
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<div class="line"><a id="l00626" name="l00626"></a><span class="lineno"> 626</span> LocalizedLagrangianBounds <a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a> = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#adb77e7cede2fecf6bccfa93226b49c0b">ComputeLocalizedLagrangianBounds</a>(</div>
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<div class="line"><a id="l00627" name="l00627"></a><span class="lineno"> 627</span> lp, primal_solution, dual_solution, primal_dual_norm,</div>
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<div class="line"><a id="l00628" name="l00628"></a><span class="lineno"> 628</span> <span class="comment">/*primal_weight=*/</span>1.0, <span class="comment">/*radius=*/</span>1.0,</div>
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<div class="line"><a id="l00629" name="l00629"></a><span class="lineno"> 629</span> <span class="comment">/*primal_product=*/</span><span class="keyword">nullptr</span>,</div>
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<div class="line"><a id="l00630" name="l00630"></a><span class="lineno"> 630</span> <span class="comment">/*dual_product=*/</span><span class="keyword">nullptr</span>, use_diagonal_qp_solver,</div>
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<div class="line"><a id="l00631" name="l00631"></a><span class="lineno"> 631</span> <span class="comment">/*diagonal_qp_trust_region_solver_tolerance=*/</span>1.0e-2);</div>
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<div class="line"><a id="l00632" name="l00632"></a><span class="lineno"> 632</span> </div>
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<div class="line"><a id="l00633" name="l00633"></a><span class="lineno"> 633</span> EXPECT_DOUBLE_EQ(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.radius, 1.0);</div>
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<div class="line"><a id="l00634" name="l00634"></a><span class="lineno"> 634</span> EXPECT_DOUBLE_EQ(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lagrangian_value, -20.0);</div>
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<div class="line"><a id="l00635" name="l00635"></a><span class="lineno"> 635</span> EXPECT_DOUBLE_EQ(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lower_bound, -20.0);</div>
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<div class="line"><a id="l00636" name="l00636"></a><span class="lineno"> 636</span> EXPECT_DOUBLE_EQ(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.upper_bound, -20.0);</div>
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<div class="line"><a id="l00637" name="l00637"></a><span class="lineno"> 637</span>}</div>
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<div class="line"><a id="l00638" name="l00638"></a><span class="lineno"> 638</span> </div>
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<div class="line"><a id="l00639" name="l00639"></a><span class="lineno"> 639</span><span class="comment">// Sets the radius to the exact distance to optimal and checks that the</span></div>
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<div class="line"><a id="l00640" name="l00640"></a><span class="lineno"> 640</span><span class="comment">// optimal lagrangian value is contained in the computed interval.</span></div>
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|
<div class="line"><a id="l00641" name="l00641"></a><span class="lineno"> 641</span>TEST_P(ComputeLocalizedLagrangianBoundsTest, OptimalInBoundRange) {</div>
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|
<div class="line"><a id="l00642" name="l00642"></a><span class="lineno"> 642</span> ShardedQuadraticProgram lp(<a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#ad795f23e2a85f4ae05efa1e2d0e0de4d">TestLp</a>(), <span class="comment">/*num_threads=*/</span>2, <span class="comment">/*num_shards=*/</span>2);</div>
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|
<div class="line"><a id="l00643" name="l00643"></a><span class="lineno"> 643</span> </div>
|
|
<div class="line"><a id="l00644" name="l00644"></a><span class="lineno"> 644</span> <span class="comment">// x_3 has a lower bound of 2.5.</span></div>
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|
<div class="line"><a id="l00645" name="l00645"></a><span class="lineno"> 645</span> VectorXd primal_solution(4);</div>
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|
<div class="line"><a id="l00646" name="l00646"></a><span class="lineno"> 646</span> primal_solution << 0.0, 0.0, 0.0, 3.0;</div>
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|
<div class="line"><a id="l00647" name="l00647"></a><span class="lineno"> 647</span> VectorXd dual_solution = <a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(4);</div>
|
|
<div class="line"><a id="l00648" name="l00648"></a><span class="lineno"> 648</span> </div>
|
|
<div class="line"><a id="l00649" name="l00649"></a><span class="lineno"> 649</span> <span class="keyword">const</span> <span class="keyword">auto</span> [primal_dual_norm, use_diagonal_qp_solver] = GetParam();</div>
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|
<div class="line"><a id="l00650" name="l00650"></a><span class="lineno"> 650</span> </div>
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<div class="line"><a id="l00651" name="l00651"></a><span class="lineno"> 651</span> <span class="keyword">const</span> <span class="keywordtype">double</span> primal_distance_squared_to_optimal =</div>
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<div class="line"><a id="l00652" name="l00652"></a><span class="lineno"> 652</span> 0.5 * (1.0 + 8.0 * 8.0 + 1.0 + 0.5 * 0.5);</div>
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|
<div class="line"><a id="l00653" name="l00653"></a><span class="lineno"> 653</span> <span class="keyword">const</span> <span class="keywordtype">double</span> dual_distance_squared_to_optimal =</div>
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|
<div class="line"><a id="l00654" name="l00654"></a><span class="lineno"> 654</span> 0.5 * (4.0 + 2.375 * 2.375 + 4.0 / 9.0);</div>
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<div class="line"><a id="l00655" name="l00655"></a><span class="lineno"> 655</span> <span class="keyword">const</span> <span class="keywordtype">double</span> distance_to_optimal =</div>
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|
<div class="line"><a id="l00656" name="l00656"></a><span class="lineno"> 656</span> primal_dual_norm == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1pdlp.html#a39f9a12aa1bd94ddb3a56816d4d25eb0aaafbdb17e2f1da89be62331fa0cf5503">PrimalDualNorm::kEuclideanNorm</a></div>
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<div class="line"><a id="l00657" name="l00657"></a><span class="lineno"> 657</span> ? std::sqrt(primal_distance_squared_to_optimal +</div>
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|
<div class="line"><a id="l00658" name="l00658"></a><span class="lineno"> 658</span> dual_distance_squared_to_optimal)</div>
|
|
<div class="line"><a id="l00659" name="l00659"></a><span class="lineno"> 659</span> : <a class="code hl_namespace" href="namespacestd.html">std</a>::sqrt(<a class="code hl_namespace" href="namespacestd.html">std</a>::<a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">max</a>(primal_distance_squared_to_optimal,</div>
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<div class="line"><a id="l00660" name="l00660"></a><span class="lineno"> 660</span> dual_distance_squared_to_optimal));</div>
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|
<div class="line"><a id="l00661" name="l00661"></a><span class="lineno"> 661</span> </div>
|
|
<div class="line"><a id="l00662" name="l00662"></a><span class="lineno"> 662</span> LocalizedLagrangianBounds <a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a> = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#adb77e7cede2fecf6bccfa93226b49c0b">ComputeLocalizedLagrangianBounds</a>(</div>
|
|
<div class="line"><a id="l00663" name="l00663"></a><span class="lineno"> 663</span> lp, primal_solution, dual_solution, primal_dual_norm,</div>
|
|
<div class="line"><a id="l00664" name="l00664"></a><span class="lineno"> 664</span> <span class="comment">/*primal_weight=*/</span>1.0,</div>
|
|
<div class="line"><a id="l00665" name="l00665"></a><span class="lineno"> 665</span> <span class="comment">/*radius=*/</span>distance_to_optimal,</div>
|
|
<div class="line"><a id="l00666" name="l00666"></a><span class="lineno"> 666</span> <span class="comment">/*primal_product=*/</span><span class="keyword">nullptr</span>,</div>
|
|
<div class="line"><a id="l00667" name="l00667"></a><span class="lineno"> 667</span> <span class="comment">/*dual_product=*/</span><span class="keyword">nullptr</span>, use_diagonal_qp_solver,</div>
|
|
<div class="line"><a id="l00668" name="l00668"></a><span class="lineno"> 668</span> <span class="comment">/*diagonal_qp_trust_region_solver_tolerance=*/</span>1.0e-6);</div>
|
|
<div class="line"><a id="l00669" name="l00669"></a><span class="lineno"> 669</span> </div>
|
|
<div class="line"><a id="l00670" name="l00670"></a><span class="lineno"> 670</span> EXPECT_DOUBLE_EQ(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lagrangian_value, 3.0);</div>
|
|
<div class="line"><a id="l00671" name="l00671"></a><span class="lineno"> 671</span> EXPECT_LE(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lower_bound, -20.0);</div>
|
|
<div class="line"><a id="l00672" name="l00672"></a><span class="lineno"> 672</span> EXPECT_GE(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.upper_bound, -20.0);</div>
|
|
<div class="line"><a id="l00673" name="l00673"></a><span class="lineno"> 673</span>}</div>
|
|
<div class="line"><a id="l00674" name="l00674"></a><span class="lineno"> 674</span> </div>
|
|
<div class="line"><a id="l00675" name="l00675"></a><span class="lineno"> 675</span><span class="comment">// When the radius is too small, the optimal value will not be contained in</span></div>
|
|
<div class="line"><a id="l00676" name="l00676"></a><span class="lineno"> 676</span><span class="comment">// the computed interval.</span></div>
|
|
<div class="line"><a id="l00677" name="l00677"></a><span class="lineno"> 677</span>TEST_P(ComputeLocalizedLagrangianBoundsTest, OptimalNotInBoundRange) {</div>
|
|
<div class="line"><a id="l00678" name="l00678"></a><span class="lineno"> 678</span> ShardedQuadraticProgram lp(<a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#ad795f23e2a85f4ae05efa1e2d0e0de4d">TestLp</a>(), <span class="comment">/*num_threads=*/</span>2, <span class="comment">/*num_shards=*/</span>2);</div>
|
|
<div class="line"><a id="l00679" name="l00679"></a><span class="lineno"> 679</span> </div>
|
|
<div class="line"><a id="l00680" name="l00680"></a><span class="lineno"> 680</span> <span class="comment">// x_3 has a lower bound of 2.5.</span></div>
|
|
<div class="line"><a id="l00681" name="l00681"></a><span class="lineno"> 681</span> VectorXd primal_solution(4);</div>
|
|
<div class="line"><a id="l00682" name="l00682"></a><span class="lineno"> 682</span> primal_solution << 0.0, 0.0, 0.0, 3.0;</div>
|
|
<div class="line"><a id="l00683" name="l00683"></a><span class="lineno"> 683</span> VectorXd dual_solution = <a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(4);</div>
|
|
<div class="line"><a id="l00684" name="l00684"></a><span class="lineno"> 684</span> </div>
|
|
<div class="line"><a id="l00685" name="l00685"></a><span class="lineno"> 685</span> <span class="keyword">const</span> <span class="keyword">auto</span> [primal_dual_norm, use_diagonal_qp_solver] = GetParam();</div>
|
|
<div class="line"><a id="l00686" name="l00686"></a><span class="lineno"> 686</span> </div>
|
|
<div class="line"><a id="l00687" name="l00687"></a><span class="lineno"> 687</span> LocalizedLagrangianBounds <a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a> = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#adb77e7cede2fecf6bccfa93226b49c0b">ComputeLocalizedLagrangianBounds</a>(</div>
|
|
<div class="line"><a id="l00688" name="l00688"></a><span class="lineno"> 688</span> lp, primal_solution, dual_solution, primal_dual_norm,</div>
|
|
<div class="line"><a id="l00689" name="l00689"></a><span class="lineno"> 689</span> <span class="comment">/*primal_weight=*/</span>1.0,</div>
|
|
<div class="line"><a id="l00690" name="l00690"></a><span class="lineno"> 690</span> <span class="comment">/*radius=*/</span>0.1,</div>
|
|
<div class="line"><a id="l00691" name="l00691"></a><span class="lineno"> 691</span> <span class="comment">/*primal_product=*/</span><span class="keyword">nullptr</span>,</div>
|
|
<div class="line"><a id="l00692" name="l00692"></a><span class="lineno"> 692</span> <span class="comment">/*dual_product=*/</span><span class="keyword">nullptr</span>, use_diagonal_qp_solver,</div>
|
|
<div class="line"><a id="l00693" name="l00693"></a><span class="lineno"> 693</span> <span class="comment">/*diagonal_qp_trust_region_solver_tolerance=*/</span>1.0e-6);</div>
|
|
<div class="line"><a id="l00694" name="l00694"></a><span class="lineno"> 694</span> <span class="keyword">const</span> <span class="keywordtype">double</span> expected_lagrangian = 3.0;</div>
|
|
<div class="line"><a id="l00695" name="l00695"></a><span class="lineno"> 695</span> EXPECT_DOUBLE_EQ(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lagrangian_value, expected_lagrangian);</div>
|
|
<div class="line"><a id="l00696" name="l00696"></a><span class="lineno"> 696</span> </div>
|
|
<div class="line"><a id="l00697" name="l00697"></a><span class="lineno"> 697</span> <span class="comment">// Because the dual solution is all zero, the primal gradient is just the</span></div>
|
|
<div class="line"><a id="l00698" name="l00698"></a><span class="lineno"> 698</span> <span class="comment">// objective, [5.5, -2, -1, 1]. The dual gradient is the dual subgradient</span></div>
|
|
<div class="line"><a id="l00699" name="l00699"></a><span class="lineno"> 699</span> <span class="comment">// coefficient minus the primal product. With a zero dual, for one-sided</span></div>
|
|
<div class="line"><a id="l00700" name="l00700"></a><span class="lineno"> 700</span> <span class="comment">// constraints, the dual subgradient coefficient is the bound, and for</span></div>
|
|
<div class="line"><a id="l00701" name="l00701"></a><span class="lineno"> 701</span> <span class="comment">// two-sided constraints it is the violated bound (or zero if feasible). Thus,</span></div>
|
|
<div class="line"><a id="l00702" name="l00702"></a><span class="lineno"> 702</span> <span class="comment">// the dual subgradient coefficients are [12, 7, -4, -1], and the primal</span></div>
|
|
<div class="line"><a id="l00703" name="l00703"></a><span class="lineno"> 703</span> <span class="comment">// product is [6, 0, 0, -3], giving a dual gradient of [6, 7, -4, 2].</span></div>
|
|
<div class="line"><a id="l00704" name="l00704"></a><span class="lineno"> 704</span> </div>
|
|
<div class="line"><a id="l00705" name="l00705"></a><span class="lineno"> 705</span> <span class="keywordflow">switch</span> (primal_dual_norm) {</div>
|
|
<div class="line"><a id="l00706" name="l00706"></a><span class="lineno"> 706</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1pdlp.html#a39f9a12aa1bd94ddb3a56816d4d25eb0a974f1270f89b99d15b58a4d35c26aedc">PrimalDualNorm::kMaxNorm</a>:</div>
|
|
<div class="line"><a id="l00707" name="l00707"></a><span class="lineno"> 707</span> <span class="comment">// The target_radius r = sqrt(2) * 0.1 ≈ 0.14, and the projected primal</span></div>
|
|
<div class="line"><a id="l00708" name="l00708"></a><span class="lineno"> 708</span> <span class="comment">// direction is d=[-5.5, 2, 1, -1]. The resulting delta is d / ||d|| * r,</span></div>
|
|
<div class="line"><a id="l00709" name="l00709"></a><span class="lineno"> 709</span> <span class="comment">// giving an objective delta of</span></div>
|
|
<div class="line"><a id="l00710" name="l00710"></a><span class="lineno"> 710</span> <span class="comment">// ||d|| * r.</span></div>
|
|
<div class="line"><a id="l00711" name="l00711"></a><span class="lineno"> 711</span> EXPECT_NEAR(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lower_bound,</div>
|
|
<div class="line"><a id="l00712" name="l00712"></a><span class="lineno"> 712</span> expected_lagrangian - 0.1 * sqrt(2) * sqrt(36.25), 1.0e-6);</div>
|
|
<div class="line"><a id="l00713" name="l00713"></a><span class="lineno"> 713</span> <span class="comment">// The target_radius r = sqrt(2) * 0.1 ≈ 0.14, and the projected dual</span></div>
|
|
<div class="line"><a id="l00714" name="l00714"></a><span class="lineno"> 714</span> <span class="comment">// direction is d=[6, 0, 0, 2]. The resulting delta is d / ||d|| * r,</span></div>
|
|
<div class="line"><a id="l00715" name="l00715"></a><span class="lineno"> 715</span> <span class="comment">// giving an objective delta of</span></div>
|
|
<div class="line"><a id="l00716" name="l00716"></a><span class="lineno"> 716</span> <span class="comment">// ||d|| * r.</span></div>
|
|
<div class="line"><a id="l00717" name="l00717"></a><span class="lineno"> 717</span> EXPECT_NEAR(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.upper_bound,</div>
|
|
<div class="line"><a id="l00718" name="l00718"></a><span class="lineno"> 718</span> expected_lagrangian + 0.1 * sqrt(2) * sqrt(40.0), 1.0e-6);</div>
|
|
<div class="line"><a id="l00719" name="l00719"></a><span class="lineno"> 719</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00720" name="l00720"></a><span class="lineno"> 720</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1pdlp.html#a39f9a12aa1bd94ddb3a56816d4d25eb0aaafbdb17e2f1da89be62331fa0cf5503">PrimalDualNorm::kEuclideanNorm</a>:</div>
|
|
<div class="line"><a id="l00721" name="l00721"></a><span class="lineno"> 721</span> <span class="comment">// In this case, r = target_radius * sqrt(2) (because the euclidean norm</span></div>
|
|
<div class="line"><a id="l00722" name="l00722"></a><span class="lineno"> 722</span> <span class="comment">// includes a factor of 0.5). The projected combined direction is d=[-5.5,</span></div>
|
|
<div class="line"><a id="l00723" name="l00723"></a><span class="lineno"> 723</span> <span class="comment">// 2, 1, -1; 6, 0, 0, 2]. The resulting primal delta is d[primal] / ||d||</span></div>
|
|
<div class="line"><a id="l00724" name="l00724"></a><span class="lineno"> 724</span> <span class="comment">// * r, and the resulting dual delta is d[dual] / ||d|| * r.</span></div>
|
|
<div class="line"><a id="l00725" name="l00725"></a><span class="lineno"> 725</span> EXPECT_NEAR(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lower_bound,</div>
|
|
<div class="line"><a id="l00726" name="l00726"></a><span class="lineno"> 726</span> expected_lagrangian - 0.1 * sqrt(2) * 36.25 / sqrt(76.25),</div>
|
|
<div class="line"><a id="l00727" name="l00727"></a><span class="lineno"> 727</span> 1.0e-6);</div>
|
|
<div class="line"><a id="l00728" name="l00728"></a><span class="lineno"> 728</span> EXPECT_NEAR(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.upper_bound,</div>
|
|
<div class="line"><a id="l00729" name="l00729"></a><span class="lineno"> 729</span> expected_lagrangian + 0.1 * sqrt(2) * 40 / sqrt(76.25),</div>
|
|
<div class="line"><a id="l00730" name="l00730"></a><span class="lineno"> 730</span> 1.0e-6);</div>
|
|
<div class="line"><a id="l00731" name="l00731"></a><span class="lineno"> 731</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00732" name="l00732"></a><span class="lineno"> 732</span> }</div>
|
|
<div class="line"><a id="l00733" name="l00733"></a><span class="lineno"> 733</span>}</div>
|
|
<div class="line"><a id="l00734" name="l00734"></a><span class="lineno"> 734</span> </div>
|
|
<div class="line"><a id="l00735" name="l00735"></a><span class="lineno"> 735</span><span class="comment">// kEuclideanNorm isn't covered by this test because the analysis of the</span></div>
|
|
<div class="line"><a id="l00736" name="l00736"></a><span class="lineno"> 736</span><span class="comment">// correct solution is more complex.</span></div>
|
|
<div class="line"><a id="l00737" name="l00737"></a><span class="lineno"> 737</span><a class="code hl_function" href="namespaceoperations__research.html#a817553ad64738460e5c339f24fe5ea13">TEST</a>(ComputeLocalizedLagrangianBoundsTest, ProcessesPrimalWeight) {</div>
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|
<div class="line"><a id="l00738" name="l00738"></a><span class="lineno"> 738</span> ShardedQuadraticProgram lp(<a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#ad795f23e2a85f4ae05efa1e2d0e0de4d">TestLp</a>(), <span class="comment">/*num_threads=*/</span>2, <span class="comment">/*num_shards=*/</span>2);</div>
|
|
<div class="line"><a id="l00739" name="l00739"></a><span class="lineno"> 739</span> </div>
|
|
<div class="line"><a id="l00740" name="l00740"></a><span class="lineno"> 740</span> <span class="comment">// x_3 has a lower bound of 2.5.</span></div>
|
|
<div class="line"><a id="l00741" name="l00741"></a><span class="lineno"> 741</span> VectorXd primal_solution(4);</div>
|
|
<div class="line"><a id="l00742" name="l00742"></a><span class="lineno"> 742</span> primal_solution << 0.0, 0.0, 0.0, 3.0;</div>
|
|
<div class="line"><a id="l00743" name="l00743"></a><span class="lineno"> 743</span> VectorXd dual_solution = <a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(4);</div>
|
|
<div class="line"><a id="l00744" name="l00744"></a><span class="lineno"> 744</span> </div>
|
|
<div class="line"><a id="l00745" name="l00745"></a><span class="lineno"> 745</span> LocalizedLagrangianBounds <a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a> = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#adb77e7cede2fecf6bccfa93226b49c0b">ComputeLocalizedLagrangianBounds</a>(</div>
|
|
<div class="line"><a id="l00746" name="l00746"></a><span class="lineno"> 746</span> lp, primal_solution, dual_solution, <a class="code hl_enumvalue" href="namespaceoperations__research_1_1pdlp.html#a39f9a12aa1bd94ddb3a56816d4d25eb0a974f1270f89b99d15b58a4d35c26aedc">PrimalDualNorm::kMaxNorm</a>,</div>
|
|
<div class="line"><a id="l00747" name="l00747"></a><span class="lineno"> 747</span> <span class="comment">/*primal_weight=*/</span>100.0,</div>
|
|
<div class="line"><a id="l00748" name="l00748"></a><span class="lineno"> 748</span> <span class="comment">/*radius=*/</span>0.1,</div>
|
|
<div class="line"><a id="l00749" name="l00749"></a><span class="lineno"> 749</span> <span class="comment">/*primal_product=*/</span><span class="keyword">nullptr</span>,</div>
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|
<div class="line"><a id="l00750" name="l00750"></a><span class="lineno"> 750</span> <span class="comment">/*dual_product=*/</span><span class="keyword">nullptr</span>,</div>
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<div class="line"><a id="l00751" name="l00751"></a><span class="lineno"> 751</span> <span class="comment">/*use_diagonal_qp_trust_region_solver=*/</span><span class="keyword">false</span>,</div>
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<div class="line"><a id="l00752" name="l00752"></a><span class="lineno"> 752</span> <span class="comment">/*diagonal_qp_trust_region_solver_tolerance=*/</span>0.0);</div>
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<div class="line"><a id="l00753" name="l00753"></a><span class="lineno"> 753</span> <span class="keyword">const</span> <span class="keywordtype">double</span> expected_lagrangian = 3.0;</div>
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<div class="line"><a id="l00754" name="l00754"></a><span class="lineno"> 754</span> EXPECT_DOUBLE_EQ(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lagrangian_value, expected_lagrangian);</div>
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<div class="line"><a id="l00755" name="l00755"></a><span class="lineno"> 755</span> </div>
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<div class="line"><a id="l00756" name="l00756"></a><span class="lineno"> 756</span> <span class="comment">// Compared with OptimalNotInBoundRange, a primal weight of 100.0 translates</span></div>
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<div class="line"><a id="l00757" name="l00757"></a><span class="lineno"> 757</span> <span class="comment">// to a 10x smaller radius in the primal and 10x larger radius in the dual.</span></div>
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<div class="line"><a id="l00758" name="l00758"></a><span class="lineno"> 758</span> EXPECT_LE(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lower_bound, expected_lagrangian - 0.028);</div>
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<div class="line"><a id="l00759" name="l00759"></a><span class="lineno"> 759</span> EXPECT_GE(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lower_bound, expected_lagrangian - 0.28);</div>
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<div class="line"><a id="l00760" name="l00760"></a><span class="lineno"> 760</span> EXPECT_GE(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.upper_bound, expected_lagrangian + 2.8);</div>
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|
<div class="line"><a id="l00761" name="l00761"></a><span class="lineno"> 761</span> EXPECT_LE(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.upper_bound, expected_lagrangian + 28);</div>
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<div class="line"><a id="l00762" name="l00762"></a><span class="lineno"> 762</span>}</div>
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<div class="line"><a id="l00763" name="l00763"></a><span class="lineno"> 763</span> </div>
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<div class="line"><a id="l00764" name="l00764"></a><span class="lineno"> 764</span><span class="comment">// Same as OptimalInBoundRange but providing primal_product and dual_product.</span></div>
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<div class="line"><a id="l00765" name="l00765"></a><span class="lineno"> 765</span>TEST_P(ComputeLocalizedLagrangianBoundsTest, AcceptsCachedProducts) {</div>
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<div class="line"><a id="l00766" name="l00766"></a><span class="lineno"> 766</span> ShardedQuadraticProgram lp(<a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#ad795f23e2a85f4ae05efa1e2d0e0de4d">TestLp</a>(), <span class="comment">/*num_threads=*/</span>2, <span class="comment">/*num_shards=*/</span>2);</div>
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|
<div class="line"><a id="l00767" name="l00767"></a><span class="lineno"> 767</span> </div>
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|
<div class="line"><a id="l00768" name="l00768"></a><span class="lineno"> 768</span> <span class="comment">// x_3 has a lower bound of 2.5.</span></div>
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<div class="line"><a id="l00769" name="l00769"></a><span class="lineno"> 769</span> VectorXd primal_solution(4);</div>
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<div class="line"><a id="l00770" name="l00770"></a><span class="lineno"> 770</span> primal_solution << 0.0, 0.0, 0.0, 3.0;</div>
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<div class="line"><a id="l00771" name="l00771"></a><span class="lineno"> 771</span> VectorXd dual_solution = <a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(4);</div>
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|
<div class="line"><a id="l00772" name="l00772"></a><span class="lineno"> 772</span> </div>
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|
<div class="line"><a id="l00773" name="l00773"></a><span class="lineno"> 773</span> VectorXd primal_product(4);</div>
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|
<div class="line"><a id="l00774" name="l00774"></a><span class="lineno"> 774</span> primal_product << 6.0, 0.0, 0.0, -3.0;</div>
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|
<div class="line"><a id="l00775" name="l00775"></a><span class="lineno"> 775</span> VectorXd dual_product = <a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(4);</div>
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<div class="line"><a id="l00776" name="l00776"></a><span class="lineno"> 776</span> </div>
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<div class="line"><a id="l00777" name="l00777"></a><span class="lineno"> 777</span> <span class="keyword">const</span> <span class="keyword">auto</span> [primal_dual_norm, use_diagonal_qp_solver] = GetParam();</div>
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<div class="line"><a id="l00778" name="l00778"></a><span class="lineno"> 778</span> </div>
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<div class="line"><a id="l00779" name="l00779"></a><span class="lineno"> 779</span> <span class="keyword">const</span> <span class="keywordtype">double</span> primal_distance_squared_to_optimal =</div>
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|
<div class="line"><a id="l00780" name="l00780"></a><span class="lineno"> 780</span> 0.5 * (1.0 + 8.0 * 8.0 + 1.0 + 0.5 * 0.5);</div>
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<div class="line"><a id="l00781" name="l00781"></a><span class="lineno"> 781</span> <span class="keyword">const</span> <span class="keywordtype">double</span> dual_distance_squared_to_optimal =</div>
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<div class="line"><a id="l00782" name="l00782"></a><span class="lineno"> 782</span> 0.5 * (4.0 + 2.375 * 2.375 + 4.0 / 9.0);</div>
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<div class="line"><a id="l00783" name="l00783"></a><span class="lineno"> 783</span> <span class="keyword">const</span> <span class="keywordtype">double</span> distance_to_optimal =</div>
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<div class="line"><a id="l00784" name="l00784"></a><span class="lineno"> 784</span> primal_dual_norm == <a class="code hl_enumvalue" href="namespaceoperations__research_1_1pdlp.html#a39f9a12aa1bd94ddb3a56816d4d25eb0aaafbdb17e2f1da89be62331fa0cf5503">PrimalDualNorm::kEuclideanNorm</a></div>
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|
<div class="line"><a id="l00785" name="l00785"></a><span class="lineno"> 785</span> ? std::sqrt(primal_distance_squared_to_optimal +</div>
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|
<div class="line"><a id="l00786" name="l00786"></a><span class="lineno"> 786</span> dual_distance_squared_to_optimal)</div>
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|
<div class="line"><a id="l00787" name="l00787"></a><span class="lineno"> 787</span> : <a class="code hl_namespace" href="namespacestd.html">std</a>::sqrt(<a class="code hl_namespace" href="namespacestd.html">std</a>::<a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">max</a>(primal_distance_squared_to_optimal,</div>
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|
<div class="line"><a id="l00788" name="l00788"></a><span class="lineno"> 788</span> dual_distance_squared_to_optimal));</div>
|
|
<div class="line"><a id="l00789" name="l00789"></a><span class="lineno"> 789</span> </div>
|
|
<div class="line"><a id="l00790" name="l00790"></a><span class="lineno"> 790</span> LocalizedLagrangianBounds <a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a> = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#adb77e7cede2fecf6bccfa93226b49c0b">ComputeLocalizedLagrangianBounds</a>(</div>
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|
<div class="line"><a id="l00791" name="l00791"></a><span class="lineno"> 791</span> lp, primal_solution, dual_solution, primal_dual_norm,</div>
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|
<div class="line"><a id="l00792" name="l00792"></a><span class="lineno"> 792</span> <span class="comment">/*primal_weight=*/</span>1.0,</div>
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|
<div class="line"><a id="l00793" name="l00793"></a><span class="lineno"> 793</span> <span class="comment">/*radius=*/</span>distance_to_optimal,</div>
|
|
<div class="line"><a id="l00794" name="l00794"></a><span class="lineno"> 794</span> <span class="comment">/*primal_product=*/</span>&primal_product,</div>
|
|
<div class="line"><a id="l00795" name="l00795"></a><span class="lineno"> 795</span> <span class="comment">/*dual_product=*/</span>&dual_product, use_diagonal_qp_solver,</div>
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|
<div class="line"><a id="l00796" name="l00796"></a><span class="lineno"> 796</span> <span class="comment">/*diagonal_qp_trust_region_solver_tolerance=*/</span>1.0e-6);</div>
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|
<div class="line"><a id="l00797" name="l00797"></a><span class="lineno"> 797</span> </div>
|
|
<div class="line"><a id="l00798" name="l00798"></a><span class="lineno"> 798</span> EXPECT_DOUBLE_EQ(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lagrangian_value, 3.0);</div>
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|
<div class="line"><a id="l00799" name="l00799"></a><span class="lineno"> 799</span> EXPECT_LE(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lower_bound, -20.0);</div>
|
|
<div class="line"><a id="l00800" name="l00800"></a><span class="lineno"> 800</span> EXPECT_GE(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.upper_bound, -20.0);</div>
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|
<div class="line"><a id="l00801" name="l00801"></a><span class="lineno"> 801</span>}</div>
|
|
<div class="line"><a id="l00802" name="l00802"></a><span class="lineno"> 802</span> </div>
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|
<div class="line"><a id="l00803" name="l00803"></a><span class="lineno"> 803</span><span class="comment">// The LP:</span></div>
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|
<div class="line"><a id="l00804" name="l00804"></a><span class="lineno"> 804</span><span class="comment">// minimize 1.0 x</span></div>
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|
<div class="line"><a id="l00805" name="l00805"></a><span class="lineno"> 805</span><span class="comment">// s.t. 0 <= x <= 1 (as a constraint, not variable bound).</span></div>
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|
<div class="line"><a id="l00806" name="l00806"></a><span class="lineno"> 806</span>QuadraticProgram OneDimLp() {</div>
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<div class="line"><a id="l00807" name="l00807"></a><span class="lineno"> 807</span> QuadraticProgram lp(1, 1);</div>
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<div class="line"><a id="l00808" name="l00808"></a><span class="lineno"> 808</span> lp.constraint_lower_bounds << 0;</div>
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<div class="line"><a id="l00809" name="l00809"></a><span class="lineno"> 809</span> lp.constraint_upper_bounds << 1;</div>
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|
<div class="line"><a id="l00810" name="l00810"></a><span class="lineno"> 810</span> lp.variable_lower_bounds << -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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|
<div class="line"><a id="l00811" name="l00811"></a><span class="lineno"> 811</span> lp.variable_upper_bounds << <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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|
<div class="line"><a id="l00812" name="l00812"></a><span class="lineno"> 812</span> std::vector<Eigen::Triplet<double, int64_t>> triplets = {{0, 0, 1}};</div>
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<div class="line"><a id="l00813" name="l00813"></a><span class="lineno"> 813</span> lp.constraint_matrix.setFromTriplets(triplets.begin(), triplets.end());</div>
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<div class="line"><a id="l00814" name="l00814"></a><span class="lineno"> 814</span> lp.objective_vector << 1.0;</div>
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|
<div class="line"><a id="l00815" name="l00815"></a><span class="lineno"> 815</span> <span class="keywordflow">return</span> lp;</div>
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|
<div class="line"><a id="l00816" name="l00816"></a><span class="lineno"> 816</span>}</div>
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<div class="line"><a id="l00817" name="l00817"></a><span class="lineno"> 817</span> </div>
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<div class="line"><a id="l00818" name="l00818"></a><span class="lineno"> 818</span><span class="comment">// The QP:</span></div>
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<div class="line"><a id="l00819" name="l00819"></a><span class="lineno"> 819</span><span class="comment">// minimize 1.0 x + 1.0 * x^2</span></div>
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|
<div class="line"><a id="l00820" name="l00820"></a><span class="lineno"> 820</span><span class="comment">// s.t. 0 <= x <= 1 (as a constraint, not variable bound).</span></div>
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|
<div class="line"><a id="l00821" name="l00821"></a><span class="lineno"> 821</span>QuadraticProgram OneDimQp() {</div>
|
|
<div class="line"><a id="l00822" name="l00822"></a><span class="lineno"> 822</span> QuadraticProgram qp(1, 1);</div>
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<div class="line"><a id="l00823" name="l00823"></a><span class="lineno"> 823</span> qp.constraint_lower_bounds << 0;</div>
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<div class="line"><a id="l00824" name="l00824"></a><span class="lineno"> 824</span> qp.constraint_upper_bounds << 1;</div>
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<div class="line"><a id="l00825" name="l00825"></a><span class="lineno"> 825</span> qp.variable_lower_bounds << -<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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|
<div class="line"><a id="l00826" name="l00826"></a><span class="lineno"> 826</span> qp.variable_upper_bounds << <a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>;</div>
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|
<div class="line"><a id="l00827" name="l00827"></a><span class="lineno"> 827</span> std::vector<Eigen::Triplet<double, int64_t>> constraint_matrix_triplets = {</div>
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<div class="line"><a id="l00828" name="l00828"></a><span class="lineno"> 828</span> {0, 0, 1}};</div>
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<div class="line"><a id="l00829" name="l00829"></a><span class="lineno"> 829</span> qp.constraint_matrix.setFromTriplets(constraint_matrix_triplets.begin(),</div>
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<div class="line"><a id="l00830" name="l00830"></a><span class="lineno"> 830</span> constraint_matrix_triplets.end());</div>
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<div class="line"><a id="l00831" name="l00831"></a><span class="lineno"> 831</span> qp.objective_matrix.emplace();</div>
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|
<div class="line"><a id="l00832" name="l00832"></a><span class="lineno"> 832</span> qp.objective_matrix->resize(1);</div>
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<div class="line"><a id="l00833" name="l00833"></a><span class="lineno"> 833</span> qp.objective_matrix->diagonal() << 2;</div>
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|
<div class="line"><a id="l00834" name="l00834"></a><span class="lineno"> 834</span> qp.objective_vector << 1;</div>
|
|
<div class="line"><a id="l00835" name="l00835"></a><span class="lineno"> 835</span> <span class="keywordflow">return</span> qp;</div>
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|
<div class="line"><a id="l00836" name="l00836"></a><span class="lineno"> 836</span>}</div>
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<div class="line"><a id="l00837" name="l00837"></a><span class="lineno"> 837</span> </div>
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<div class="line"><a id="l00838" name="l00838"></a><span class="lineno"> 838</span><span class="comment">// Helper functions to compute the primal and dual gradient at a given point.</span></div>
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<div class="line"><a id="l00839" name="l00839"></a><span class="lineno"> 839</span>VectorXd GetPrimalGradient(<span class="keyword">const</span> ShardedQuadraticProgram& sharded_qp,</div>
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<div class="line"><a id="l00840" name="l00840"></a><span class="lineno"> 840</span> <span class="keyword">const</span> VectorXd& primal_solution,</div>
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<div class="line"><a id="l00841" name="l00841"></a><span class="lineno"> 841</span> <span class="keyword">const</span> VectorXd& dual_solution) {</div>
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<div class="line"><a id="l00842" name="l00842"></a><span class="lineno"> 842</span> <span class="keyword">const</span> <span class="keyword">auto</span> dual_product = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a463586ded0a114d3ca4b97a048d37d8a">TransposedMatrixVectorProduct</a>(</div>
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<div class="line"><a id="l00843" name="l00843"></a><span class="lineno"> 843</span> sharded_qp.Qp().constraint_matrix, dual_solution,</div>
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<div class="line"><a id="l00844" name="l00844"></a><span class="lineno"> 844</span> sharded_qp.ConstraintMatrixSharder());</div>
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|
<div class="line"><a id="l00845" name="l00845"></a><span class="lineno"> 845</span> <span class="keywordflow">return</span> <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a259d3f73717a2ababa9df2dd43914656">ComputePrimalGradient</a>(sharded_qp, primal_solution, dual_product)</div>
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<div class="line"><a id="l00846" name="l00846"></a><span class="lineno"> 846</span> .<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_lagrangian_part.html#a1cb87fb26e738040e82cbc0c02444be9">gradient</a>;</div>
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<div class="line"><a id="l00847" name="l00847"></a><span class="lineno"> 847</span>}</div>
|
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<div class="line"><a id="l00848" name="l00848"></a><span class="lineno"> 848</span> </div>
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<div class="line"><a id="l00849" name="l00849"></a><span class="lineno"> 849</span>VectorXd GetDualGradient(<span class="keyword">const</span> ShardedQuadraticProgram& sharded_qp,</div>
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<div class="line"><a id="l00850" name="l00850"></a><span class="lineno"> 850</span> <span class="keyword">const</span> VectorXd& primal_solution,</div>
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<div class="line"><a id="l00851" name="l00851"></a><span class="lineno"> 851</span> <span class="keyword">const</span> VectorXd& dual_solution) {</div>
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|
<div class="line"><a id="l00852" name="l00852"></a><span class="lineno"> 852</span> <span class="keyword">const</span> <span class="keyword">auto</span> primal_product = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a463586ded0a114d3ca4b97a048d37d8a">TransposedMatrixVectorProduct</a>(</div>
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<div class="line"><a id="l00853" name="l00853"></a><span class="lineno"> 853</span> sharded_qp.TransposedConstraintMatrix(), primal_solution,</div>
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|
<div class="line"><a id="l00854" name="l00854"></a><span class="lineno"> 854</span> sharded_qp.TransposedConstraintMatrixSharder());</div>
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|
<div class="line"><a id="l00855" name="l00855"></a><span class="lineno"> 855</span> <span class="keywordflow">return</span> <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a608ed26a4c7ff3bdcb22d25ff890f47d">ComputeDualGradient</a>(sharded_qp, dual_solution, primal_product)</div>
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<div class="line"><a id="l00856" name="l00856"></a><span class="lineno"> 856</span> .<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_lagrangian_part.html#a1cb87fb26e738040e82cbc0c02444be9">gradient</a>;</div>
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|
<div class="line"><a id="l00857" name="l00857"></a><span class="lineno"> 857</span>}</div>
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|
<div class="line"><a id="l00858" name="l00858"></a><span class="lineno"> 858</span> </div>
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<div class="line"><a id="l00859" name="l00859"></a><span class="lineno"> 859</span><span class="keyword">struct </span>TestProblemData {</div>
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|
<div class="line"><a id="l00860" name="l00860"></a><span class="lineno"><a class="line" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65"> 860</a></span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>;</div>
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|
<div class="line"><a id="l00861" name="l00861"></a><span class="lineno"><a class="line" href="trust__region__test_8cc.html#ad8dc72e7835d167fffffac5769c55076"> 861</a></span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#ad8dc72e7835d167fffffac5769c55076">objective_matrix_diagonal</a>;</div>
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|
<div class="line"><a id="l00862" name="l00862"></a><span class="lineno"><a class="line" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe"> 862</a></span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>;</div>
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<div class="line"><a id="l00863" name="l00863"></a><span class="lineno"><a class="line" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c"> 863</a></span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>;</div>
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<div class="line"><a id="l00864" name="l00864"></a><span class="lineno"><a class="line" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267"> 864</a></span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>;</div>
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<div class="line"><a id="l00865" name="l00865"></a><span class="lineno"><a class="line" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d"> 865</a></span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a>;</div>
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<div class="line"><a id="l00866" name="l00866"></a><span class="lineno"> 866</span>};</div>
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<div class="line"><a id="l00867" name="l00867"></a><span class="lineno"> 867</span> </div>
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<div class="line"><a id="l00868" name="l00868"></a><span class="lineno"> 868</span><span class="comment">// Generates the problem data corresponding to OneDimLp() as raw vectors with</span></div>
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<div class="line"><a id="l00869" name="l00869"></a><span class="lineno"> 869</span><span class="comment">// center point [x, y] = [0, -1].</span></div>
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<div class="line"><a id="l00870" name="l00870"></a><span class="lineno"> 870</span>TestProblemData GenerateTestLpProblemData(<span class="keyword">const</span> <span class="keywordtype">double</span> primal_weight) {</div>
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<div class="line"><a id="l00871" name="l00871"></a><span class="lineno"> 871</span> <span class="comment">// Extract objective vector from primal and dual gradients.</span></div>
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<div class="line"><a id="l00872" name="l00872"></a><span class="lineno"> 872</span> VectorXd <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a>(2),</div>
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<div class="line"><a id="l00873" name="l00873"></a><span class="lineno"> 873</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>(2), <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>(2);</div>
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<div class="line"><a id="l00874" name="l00874"></a><span class="lineno"> 874</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a> << 2, -1;</div>
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<div class="line"><a id="l00875" name="l00875"></a><span class="lineno"> 875</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a> << 0, -1;</div>
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<div class="line"><a id="l00876" name="l00876"></a><span class="lineno"> 876</span> <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a> << 0.5 * primal_weight, 0.5 / primal_weight;</div>
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<div class="line"><a id="l00877" name="l00877"></a><span class="lineno"> 877</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>.fill(-<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>);</div>
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<div class="line"><a id="l00878" name="l00878"></a><span class="lineno"> 878</span> <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>.fill(<a class="code hl_variable" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a>);</div>
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<div class="line"><a id="l00879" name="l00879"></a><span class="lineno"> 879</span> <span class="keywordflow">return</span> {.objective_vector = <a class="code hl_variable" href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a>,</div>
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<div class="line"><a id="l00880" name="l00880"></a><span class="lineno"> 880</span> .objective_matrix_diagonal = <a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(2),</div>
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<div class="line"><a id="l00881" name="l00881"></a><span class="lineno"> 881</span> .center_point = <a class="code hl_variable" href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a>,</div>
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|
<div class="line"><a id="l00882" name="l00882"></a><span class="lineno"> 882</span> .variable_lower_bounds = <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>,</div>
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<div class="line"><a id="l00883" name="l00883"></a><span class="lineno"> 883</span> .variable_upper_bounds = <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>,</div>
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|
<div class="line"><a id="l00884" name="l00884"></a><span class="lineno"> 884</span> .norm_weights = <a class="code hl_variable" href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a>};</div>
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<div class="line"><a id="l00885" name="l00885"></a><span class="lineno"> 885</span>}</div>
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|
<div class="line"><a id="l00886" name="l00886"></a><span class="lineno"> 886</span> </div>
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|
<div class="line"><a id="l00887" name="l00887"></a><span class="lineno"> 887</span><span class="comment">// Generates the problem data corresponding to OneDimQp() as raw vectors with</span></div>
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|
<div class="line"><a id="l00888" name="l00888"></a><span class="lineno"> 888</span><span class="comment">// center point [x, y] = [0, -1].</span></div>
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<div class="line"><a id="l00889" name="l00889"></a><span class="lineno"> 889</span>TestProblemData GenerateTestQpProblemData(<span class="keyword">const</span> <span class="keywordtype">double</span> primal_weight) {</div>
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<div class="line"><a id="l00890" name="l00890"></a><span class="lineno"> 890</span> TestProblemData lp_data = GenerateTestLpProblemData(primal_weight);</div>
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|
<div class="line"><a id="l00891" name="l00891"></a><span class="lineno"> 891</span> lp_data.objective_matrix_diagonal[0] = 2.0;</div>
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|
<div class="line"><a id="l00892" name="l00892"></a><span class="lineno"> 892</span> <span class="keywordflow">return</span> lp_data;</div>
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<div class="line"><a id="l00893" name="l00893"></a><span class="lineno"> 893</span>}</div>
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|
<div class="line"><a id="l00894" name="l00894"></a><span class="lineno"> 894</span> </div>
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|
<div class="line"><a id="l00895" name="l00895"></a><span class="lineno"> 895</span><span class="comment">// This is a tiny problem where we can compute the exact solution, checking</span></div>
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|
<div class="line"><a id="l00896" name="l00896"></a><span class="lineno"> 896</span><span class="comment">// that kMaxNorm and kEuclideanNorm give different answers.</span></div>
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|
<div class="line"><a id="l00897" name="l00897"></a><span class="lineno"> 897</span>TEST_P(ComputeLocalizedLagrangianBoundsTest, NormsBehaveDifferently) {</div>
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|
<div class="line"><a id="l00898" name="l00898"></a><span class="lineno"> 898</span> ShardedQuadraticProgram lp(OneDimLp(), <span class="comment">/*num_threads=*/</span>2, <span class="comment">/*num_shards=*/</span>2);</div>
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|
<div class="line"><a id="l00899" name="l00899"></a><span class="lineno"> 899</span> </div>
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<div class="line"><a id="l00900" name="l00900"></a><span class="lineno"> 900</span> VectorXd primal_solution = <a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(1);</div>
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|
<div class="line"><a id="l00901" name="l00901"></a><span class="lineno"> 901</span> VectorXd dual_solution(1);</div>
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|
<div class="line"><a id="l00902" name="l00902"></a><span class="lineno"> 902</span> dual_solution << -1; <span class="comment">// The upper bound is active.</span></div>
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|
<div class="line"><a id="l00903" name="l00903"></a><span class="lineno"> 903</span> </div>
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|
<div class="line"><a id="l00904" name="l00904"></a><span class="lineno"> 904</span> <span class="comment">// The primal gradient is [2], and the dual gradient is [1]. Hence, the norm</span></div>
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|
<div class="line"><a id="l00905" name="l00905"></a><span class="lineno"> 905</span> <span class="comment">// of the gradient is sqrt(5).</span></div>
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|
<div class="line"><a id="l00906" name="l00906"></a><span class="lineno"> 906</span> </div>
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|
<div class="line"><a id="l00907" name="l00907"></a><span class="lineno"> 907</span> <span class="keyword">const</span> <span class="keyword">auto</span> [primal_dual_norm, use_diagonal_qp_solver] = GetParam();</div>
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|
<div class="line"><a id="l00908" name="l00908"></a><span class="lineno"> 908</span> </div>
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|
<div class="line"><a id="l00909" name="l00909"></a><span class="lineno"> 909</span> LocalizedLagrangianBounds <a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a> = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#adb77e7cede2fecf6bccfa93226b49c0b">ComputeLocalizedLagrangianBounds</a>(</div>
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|
<div class="line"><a id="l00910" name="l00910"></a><span class="lineno"> 910</span> lp, primal_solution, dual_solution, primal_dual_norm,</div>
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|
<div class="line"><a id="l00911" name="l00911"></a><span class="lineno"> 911</span> <span class="comment">/*primal_weight=*/</span>1.0, <span class="comment">/*radius=*/</span>1.0 / std::sqrt(2.0),</div>
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|
<div class="line"><a id="l00912" name="l00912"></a><span class="lineno"> 912</span> <span class="comment">/*primal_product=*/</span><span class="keyword">nullptr</span>,</div>
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|
<div class="line"><a id="l00913" name="l00913"></a><span class="lineno"> 913</span> <span class="comment">/*dual_product=*/</span><span class="keyword">nullptr</span>, use_diagonal_qp_solver,</div>
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|
<div class="line"><a id="l00914" name="l00914"></a><span class="lineno"> 914</span> <span class="comment">/*diagonal_qp_trust_region_solver_tolerance=*/</span>1.0e-6);</div>
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|
<div class="line"><a id="l00915" name="l00915"></a><span class="lineno"> 915</span> <span class="keyword">const</span> <span class="keywordtype">double</span> expected_lagrangian = -1;</div>
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<div class="line"><a id="l00916" name="l00916"></a><span class="lineno"> 916</span> EXPECT_DOUBLE_EQ(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lagrangian_value, expected_lagrangian);</div>
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|
<div class="line"><a id="l00917" name="l00917"></a><span class="lineno"> 917</span> </div>
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|
<div class="line"><a id="l00918" name="l00918"></a><span class="lineno"> 918</span> <span class="keywordflow">switch</span> (primal_dual_norm) {</div>
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|
<div class="line"><a id="l00919" name="l00919"></a><span class="lineno"> 919</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1pdlp.html#a39f9a12aa1bd94ddb3a56816d4d25eb0a974f1270f89b99d15b58a4d35c26aedc">PrimalDualNorm::kMaxNorm</a>:</div>
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<div class="line"><a id="l00920" name="l00920"></a><span class="lineno"> 920</span> EXPECT_DOUBLE_EQ(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lower_bound, expected_lagrangian - 2.0);</div>
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|
<div class="line"><a id="l00921" name="l00921"></a><span class="lineno"> 921</span> EXPECT_DOUBLE_EQ(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.upper_bound, expected_lagrangian + 1.0);</div>
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|
<div class="line"><a id="l00922" name="l00922"></a><span class="lineno"> 922</span> <span class="keywordflow">break</span>;</div>
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|
<div class="line"><a id="l00923" name="l00923"></a><span class="lineno"> 923</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1pdlp.html#a39f9a12aa1bd94ddb3a56816d4d25eb0aaafbdb17e2f1da89be62331fa0cf5503">PrimalDualNorm::kEuclideanNorm</a>:</div>
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|
<div class="line"><a id="l00924" name="l00924"></a><span class="lineno"> 924</span> <span class="keywordflow">if</span> (use_diagonal_qp_solver) {</div>
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|
<div class="line"><a id="l00925" name="l00925"></a><span class="lineno"> 925</span> EXPECT_NEAR(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lower_bound,</div>
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|
<div class="line"><a id="l00926" name="l00926"></a><span class="lineno"> 926</span> expected_lagrangian - 4.0 / std::sqrt(5), 1.0e-6);</div>
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|
<div class="line"><a id="l00927" name="l00927"></a><span class="lineno"> 927</span> EXPECT_NEAR(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.upper_bound,</div>
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|
<div class="line"><a id="l00928" name="l00928"></a><span class="lineno"> 928</span> expected_lagrangian + 1.0 / std::sqrt(5), 1.0e-6);</div>
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|
<div class="line"><a id="l00929" name="l00929"></a><span class="lineno"> 929</span> } <span class="keywordflow">else</span> {</div>
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|
<div class="line"><a id="l00930" name="l00930"></a><span class="lineno"> 930</span> EXPECT_DOUBLE_EQ(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lower_bound,</div>
|
|
<div class="line"><a id="l00931" name="l00931"></a><span class="lineno"> 931</span> expected_lagrangian - 4.0 / std::sqrt(5));</div>
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|
<div class="line"><a id="l00932" name="l00932"></a><span class="lineno"> 932</span> EXPECT_DOUBLE_EQ(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.upper_bound,</div>
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|
<div class="line"><a id="l00933" name="l00933"></a><span class="lineno"> 933</span> expected_lagrangian + 1.0 / std::sqrt(5));</div>
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|
<div class="line"><a id="l00934" name="l00934"></a><span class="lineno"> 934</span> }</div>
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|
<div class="line"><a id="l00935" name="l00935"></a><span class="lineno"> 935</span> <span class="keywordflow">break</span>;</div>
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|
<div class="line"><a id="l00936" name="l00936"></a><span class="lineno"> 936</span> }</div>
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|
<div class="line"><a id="l00937" name="l00937"></a><span class="lineno"> 937</span>}</div>
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|
<div class="line"><a id="l00938" name="l00938"></a><span class="lineno"> 938</span> </div>
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|
<div class="line"><a id="l00939" name="l00939"></a><span class="lineno"> 939</span><span class="comment">// Like NormsBehaveDifferently but with a larger primal weight.</span></div>
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|
<div class="line"><a id="l00940" name="l00940"></a><span class="lineno"> 940</span>TEST_P(ComputeLocalizedLagrangianBoundsTest,</div>
|
|
<div class="line"><a id="l00941" name="l00941"></a><span class="lineno"> 941</span> NormsBehaveDifferentlyWithLargePrimalWeight) {</div>
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<div class="line"><a id="l00942" name="l00942"></a><span class="lineno"> 942</span> ShardedQuadraticProgram lp(OneDimLp(), <span class="comment">/*num_threads=*/</span>2, <span class="comment">/*num_shards=*/</span>2);</div>
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<div class="line"><a id="l00943" name="l00943"></a><span class="lineno"> 943</span> </div>
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|
<div class="line"><a id="l00944" name="l00944"></a><span class="lineno"> 944</span> VectorXd primal_solution = <a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(1);</div>
|
|
<div class="line"><a id="l00945" name="l00945"></a><span class="lineno"> 945</span> VectorXd dual_solution(1);</div>
|
|
<div class="line"><a id="l00946" name="l00946"></a><span class="lineno"> 946</span> dual_solution << -1; <span class="comment">// The upper bound is active.</span></div>
|
|
<div class="line"><a id="l00947" name="l00947"></a><span class="lineno"> 947</span> </div>
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|
<div class="line"><a id="l00948" name="l00948"></a><span class="lineno"> 948</span> <span class="comment">// The primal gradient is [2], and the dual gradient is [1].</span></div>
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|
<div class="line"><a id="l00949" name="l00949"></a><span class="lineno"> 949</span> </div>
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<div class="line"><a id="l00950" name="l00950"></a><span class="lineno"> 950</span> <span class="keyword">const</span> <span class="keyword">auto</span> [primal_dual_norm, use_diagonal_qp_solver] = GetParam();</div>
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|
<div class="line"><a id="l00951" name="l00951"></a><span class="lineno"> 951</span> </div>
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<div class="line"><a id="l00952" name="l00952"></a><span class="lineno"> 952</span> LocalizedLagrangianBounds <a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a> = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#adb77e7cede2fecf6bccfa93226b49c0b">ComputeLocalizedLagrangianBounds</a>(</div>
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|
<div class="line"><a id="l00953" name="l00953"></a><span class="lineno"> 953</span> lp, primal_solution, dual_solution, primal_dual_norm,</div>
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|
<div class="line"><a id="l00954" name="l00954"></a><span class="lineno"> 954</span> <span class="comment">/*primal_weight=*/</span>100.0, <span class="comment">/*radius=*/</span>1.0 / std::sqrt(2.0),</div>
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|
<div class="line"><a id="l00955" name="l00955"></a><span class="lineno"> 955</span> <span class="comment">/*primal_product=*/</span><span class="keyword">nullptr</span>,</div>
|
|
<div class="line"><a id="l00956" name="l00956"></a><span class="lineno"> 956</span> <span class="comment">/*dual_product=*/</span><span class="keyword">nullptr</span>, use_diagonal_qp_solver,</div>
|
|
<div class="line"><a id="l00957" name="l00957"></a><span class="lineno"> 957</span> <span class="comment">/*diagonal_qp_trust_region_solver_tolerance=*/</span>1.0e-8);</div>
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|
<div class="line"><a id="l00958" name="l00958"></a><span class="lineno"> 958</span> <span class="keyword">const</span> <span class="keywordtype">double</span> expected_lagrangian = -1;</div>
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|
<div class="line"><a id="l00959" name="l00959"></a><span class="lineno"> 959</span> EXPECT_DOUBLE_EQ(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lagrangian_value, expected_lagrangian);</div>
|
|
<div class="line"><a id="l00960" name="l00960"></a><span class="lineno"> 960</span> </div>
|
|
<div class="line"><a id="l00961" name="l00961"></a><span class="lineno"> 961</span> <span class="keywordflow">switch</span> (primal_dual_norm) {</div>
|
|
<div class="line"><a id="l00962" name="l00962"></a><span class="lineno"> 962</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1pdlp.html#a39f9a12aa1bd94ddb3a56816d4d25eb0a974f1270f89b99d15b58a4d35c26aedc">PrimalDualNorm::kMaxNorm</a>:</div>
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|
<div class="line"><a id="l00963" name="l00963"></a><span class="lineno"> 963</span> EXPECT_DOUBLE_EQ(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lower_bound, expected_lagrangian - 0.2);</div>
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|
<div class="line"><a id="l00964" name="l00964"></a><span class="lineno"> 964</span> EXPECT_DOUBLE_EQ(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.upper_bound, expected_lagrangian + 10.0);</div>
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|
<div class="line"><a id="l00965" name="l00965"></a><span class="lineno"> 965</span> <span class="keywordflow">break</span>;</div>
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|
<div class="line"><a id="l00966" name="l00966"></a><span class="lineno"> 966</span> <span class="keywordflow">case</span> <a class="code hl_enumvalue" href="namespaceoperations__research_1_1pdlp.html#a39f9a12aa1bd94ddb3a56816d4d25eb0aaafbdb17e2f1da89be62331fa0cf5503">PrimalDualNorm::kEuclideanNorm</a>:</div>
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|
<div class="line"><a id="l00967" name="l00967"></a><span class="lineno"> 967</span> <span class="comment">// Given c = [2.0, -1], w = [100.0, 0.01], this value is</span></div>
|
|
<div class="line"><a id="l00968" name="l00968"></a><span class="lineno"> 968</span> <span class="comment">// dot(c, (c ./ w) / norm(c ./ sqrt.(w))) (in Julia syntax).</span></div>
|
|
<div class="line"><a id="l00969" name="l00969"></a><span class="lineno"> 969</span> <span class="keywordflow">if</span> (use_diagonal_qp_solver) {</div>
|
|
<div class="line"><a id="l00970" name="l00970"></a><span class="lineno"> 970</span> EXPECT_NEAR(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.upper_bound - <a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lower_bound, 10.00199980003999,</div>
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|
<div class="line"><a id="l00971" name="l00971"></a><span class="lineno"> 971</span> 10.002 * 1.0e-8);</div>
|
|
<div class="line"><a id="l00972" name="l00972"></a><span class="lineno"> 972</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00973" name="l00973"></a><span class="lineno"> 973</span> EXPECT_DOUBLE_EQ(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.upper_bound - <a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lower_bound,</div>
|
|
<div class="line"><a id="l00974" name="l00974"></a><span class="lineno"> 974</span> 10.00199980003999);</div>
|
|
<div class="line"><a id="l00975" name="l00975"></a><span class="lineno"> 975</span> }</div>
|
|
<div class="line"><a id="l00976" name="l00976"></a><span class="lineno"> 976</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l00977" name="l00977"></a><span class="lineno"> 977</span> }</div>
|
|
<div class="line"><a id="l00978" name="l00978"></a><span class="lineno"> 978</span>}</div>
|
|
<div class="line"><a id="l00979" name="l00979"></a><span class="lineno"> 979</span> </div>
|
|
<div class="line"><a id="l00980" name="l00980"></a><span class="lineno"> 980</span><a class="code hl_function" href="namespaceoperations__research.html#a817553ad64738460e5c339f24fe5ea13">TEST</a>(DiagonalTrustRegionSolverTest, JointSolverWorksWithOneDimQpUnitWeight) {</div>
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|
<div class="line"><a id="l00981" name="l00981"></a><span class="lineno"> 981</span> ShardedQuadraticProgram sharded_qp(OneDimQp(), <span class="comment">/*num_threads=*/</span>2,</div>
|
|
<div class="line"><a id="l00982" name="l00982"></a><span class="lineno"> 982</span> <span class="comment">/*num_shards=*/</span>2);</div>
|
|
<div class="line"><a id="l00983" name="l00983"></a><span class="lineno"> 983</span> <span class="keyword">const</span> <span class="keyword">auto</span> problem_data = GenerateTestQpProblemData(<span class="comment">/*primal_weight=*/</span>1.0);</div>
|
|
<div class="line"><a id="l00984" name="l00984"></a><span class="lineno"> 984</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a5f128477eac14f0eda4b73fdfb3e24d4">SolveDiagonalTrustRegion</a>(</div>
|
|
<div class="line"><a id="l00985" name="l00985"></a><span class="lineno"> 985</span> problem_data.objective_vector, problem_data.objective_matrix_diagonal,</div>
|
|
<div class="line"><a id="l00986" name="l00986"></a><span class="lineno"> 986</span> problem_data.variable_lower_bounds, problem_data.variable_upper_bounds,</div>
|
|
<div class="line"><a id="l00987" name="l00987"></a><span class="lineno"> 987</span> problem_data.center_point, problem_data.norm_weights,</div>
|
|
<div class="line"><a id="l00988" name="l00988"></a><span class="lineno"> 988</span> <span class="comment">/*target_radius=*/</span>0.5,</div>
|
|
<div class="line"><a id="l00989" name="l00989"></a><span class="lineno"> 989</span> Sharder(<span class="comment">/*num_elements=*/</span>2, <span class="comment">/*num_shards=*/</span>2, <span class="keyword">nullptr</span>),</div>
|
|
<div class="line"><a id="l00990" name="l00990"></a><span class="lineno"> 990</span> <span class="comment">/*solve_tolerance=*/</span>1.0e-6);</div>
|
|
<div class="line"><a id="l00991" name="l00991"></a><span class="lineno"> 991</span> EXPECT_THAT(result.solution,</div>
|
|
<div class="line"><a id="l00992" name="l00992"></a><span class="lineno"> 992</span> ElementsAre(DoubleNear(-0.5, 1.0e-6), DoubleNear(-0.5, 1.0e-6)));</div>
|
|
<div class="line"><a id="l00993" name="l00993"></a><span class="lineno"> 993</span> EXPECT_NEAR(result.solution_step_size, 4.0, 4.0 * 1.0e-6);</div>
|
|
<div class="line"><a id="l00994" name="l00994"></a><span class="lineno"> 994</span> EXPECT_NEAR(result.objective_value, -1.25, 1.0e-6);</div>
|
|
<div class="line"><a id="l00995" name="l00995"></a><span class="lineno"> 995</span>}</div>
|
|
<div class="line"><a id="l00996" name="l00996"></a><span class="lineno"> 996</span> </div>
|
|
<div class="line"><a id="l00997" name="l00997"></a><span class="lineno"> 997</span><a class="code hl_function" href="namespaceoperations__research.html#a817553ad64738460e5c339f24fe5ea13">TEST</a>(DiagonalTrustRegionSolverTest,</div>
|
|
<div class="line"><a id="l00998" name="l00998"></a><span class="lineno"> 998</span> DiagonalQpSolverWorksWithOneDimQpUnitWeight) {</div>
|
|
<div class="line"><a id="l00999" name="l00999"></a><span class="lineno"> 999</span> ShardedQuadraticProgram sharded_qp(OneDimQp(), <span class="comment">/*num_threads=*/</span>2,</div>
|
|
<div class="line"><a id="l01000" name="l01000"></a><span class="lineno"> 1000</span> <span class="comment">/*num_shards=*/</span>2);</div>
|
|
<div class="line"><a id="l01001" name="l01001"></a><span class="lineno"> 1001</span> VectorXd primal_solution = <a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(1);</div>
|
|
<div class="line"><a id="l01002" name="l01002"></a><span class="lineno"> 1002</span> VectorXd dual_solution = -1.0 * VectorXd::Ones(1);</div>
|
|
<div class="line"><a id="l01003" name="l01003"></a><span class="lineno"> 1003</span> VectorXd primal_gradient =</div>
|
|
<div class="line"><a id="l01004" name="l01004"></a><span class="lineno"> 1004</span> GetPrimalGradient(sharded_qp, primal_solution, dual_solution);</div>
|
|
<div class="line"><a id="l01005" name="l01005"></a><span class="lineno"> 1005</span> VectorXd dual_gradient =</div>
|
|
<div class="line"><a id="l01006" name="l01006"></a><span class="lineno"> 1006</span> GetDualGradient(sharded_qp, primal_solution, dual_solution);</div>
|
|
<div class="line"><a id="l01007" name="l01007"></a><span class="lineno"> 1007</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a64c21ba4bf7d15e5dd1f8396074a9dfa">SolveDiagonalQpTrustRegion</a>(</div>
|
|
<div class="line"><a id="l01008" name="l01008"></a><span class="lineno"> 1008</span> sharded_qp, primal_solution, dual_solution, primal_gradient,</div>
|
|
<div class="line"><a id="l01009" name="l01009"></a><span class="lineno"> 1009</span> dual_gradient, <span class="comment">/*primal_weight=*/</span>1.0, <span class="comment">/*target_radius=*/</span>0.5,</div>
|
|
<div class="line"><a id="l01010" name="l01010"></a><span class="lineno"> 1010</span> <span class="comment">/*solve_tolerance=*/</span>1.0e-6);</div>
|
|
<div class="line"><a id="l01011" name="l01011"></a><span class="lineno"> 1011</span> EXPECT_THAT(result.solution,</div>
|
|
<div class="line"><a id="l01012" name="l01012"></a><span class="lineno"> 1012</span> ElementsAre(DoubleNear(-0.5, 1.0e-6), DoubleNear(-0.5, 1.0e-6)));</div>
|
|
<div class="line"><a id="l01013" name="l01013"></a><span class="lineno"> 1013</span> EXPECT_NEAR(result.solution_step_size, 4.0, 4.0 * 1.0e-6);</div>
|
|
<div class="line"><a id="l01014" name="l01014"></a><span class="lineno"> 1014</span> EXPECT_NEAR(result.objective_value, -1.25, 1.0e-6);</div>
|
|
<div class="line"><a id="l01015" name="l01015"></a><span class="lineno"> 1015</span>}</div>
|
|
<div class="line"><a id="l01016" name="l01016"></a><span class="lineno"> 1016</span> </div>
|
|
<div class="line"><a id="l01017" name="l01017"></a><span class="lineno"> 1017</span><a class="code hl_function" href="namespaceoperations__research.html#a817553ad64738460e5c339f24fe5ea13">TEST</a>(DiagonalTrustRegionSolverTest, JointSolverWorksWithOneDimQpLargeWeight) {</div>
|
|
<div class="line"><a id="l01018" name="l01018"></a><span class="lineno"> 1018</span> ShardedQuadraticProgram sharded_qp(OneDimQp(), <span class="comment">/*num_threads=*/</span>2,</div>
|
|
<div class="line"><a id="l01019" name="l01019"></a><span class="lineno"> 1019</span> <span class="comment">/*num_shards=*/</span>2);</div>
|
|
<div class="line"><a id="l01020" name="l01020"></a><span class="lineno"> 1020</span> <span class="keyword">const</span> <span class="keyword">auto</span> problem_data = GenerateTestQpProblemData(<span class="comment">/*primal_weight=*/</span>100.0);</div>
|
|
<div class="line"><a id="l01021" name="l01021"></a><span class="lineno"> 1021</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a5f128477eac14f0eda4b73fdfb3e24d4">SolveDiagonalTrustRegion</a>(</div>
|
|
<div class="line"><a id="l01022" name="l01022"></a><span class="lineno"> 1022</span> problem_data.objective_vector, problem_data.objective_matrix_diagonal,</div>
|
|
<div class="line"><a id="l01023" name="l01023"></a><span class="lineno"> 1023</span> problem_data.variable_lower_bounds, problem_data.variable_upper_bounds,</div>
|
|
<div class="line"><a id="l01024" name="l01024"></a><span class="lineno"> 1024</span> problem_data.center_point, problem_data.norm_weights,</div>
|
|
<div class="line"><a id="l01025" name="l01025"></a><span class="lineno"> 1025</span> <span class="comment">/*target_radius=*/</span>std::sqrt(2705.0 / 2) * (5.0 / 13),</div>
|
|
<div class="line"><a id="l01026" name="l01026"></a><span class="lineno"> 1026</span> Sharder(<span class="comment">/*num_elements=*/</span>2, <span class="comment">/*num_shards=*/</span>2, <span class="keyword">nullptr</span>),</div>
|
|
<div class="line"><a id="l01027" name="l01027"></a><span class="lineno"> 1027</span> <span class="comment">/*solve_tolerance=*/</span>1.0e-6);</div>
|
|
<div class="line"><a id="l01028" name="l01028"></a><span class="lineno"> 1028</span> EXPECT_NEAR(result.solution_step_size, 1.0, 1.0e-6);</div>
|
|
<div class="line"><a id="l01029" name="l01029"></a><span class="lineno"> 1029</span>}</div>
|
|
<div class="line"><a id="l01030" name="l01030"></a><span class="lineno"> 1030</span> </div>
|
|
<div class="line"><a id="l01031" name="l01031"></a><span class="lineno"> 1031</span><a class="code hl_function" href="namespaceoperations__research.html#a817553ad64738460e5c339f24fe5ea13">TEST</a>(DiagonalTrustRegionSolverTest,</div>
|
|
<div class="line"><a id="l01032" name="l01032"></a><span class="lineno"> 1032</span> DiagonalQpSolverWorksWithOneDimQpLargeWeight) {</div>
|
|
<div class="line"><a id="l01033" name="l01033"></a><span class="lineno"> 1033</span> ShardedQuadraticProgram sharded_qp(OneDimQp(), <span class="comment">/*num_threads=*/</span>2,</div>
|
|
<div class="line"><a id="l01034" name="l01034"></a><span class="lineno"> 1034</span> <span class="comment">/*num_shards=*/</span>2);</div>
|
|
<div class="line"><a id="l01035" name="l01035"></a><span class="lineno"> 1035</span> VectorXd primal_solution = <a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(1);</div>
|
|
<div class="line"><a id="l01036" name="l01036"></a><span class="lineno"> 1036</span> VectorXd dual_solution = -1.0 * VectorXd::Ones(1);</div>
|
|
<div class="line"><a id="l01037" name="l01037"></a><span class="lineno"> 1037</span> VectorXd primal_gradient =</div>
|
|
<div class="line"><a id="l01038" name="l01038"></a><span class="lineno"> 1038</span> GetPrimalGradient(sharded_qp, primal_solution, dual_solution);</div>
|
|
<div class="line"><a id="l01039" name="l01039"></a><span class="lineno"> 1039</span> VectorXd dual_gradient =</div>
|
|
<div class="line"><a id="l01040" name="l01040"></a><span class="lineno"> 1040</span> GetDualGradient(sharded_qp, primal_solution, dual_solution);</div>
|
|
<div class="line"><a id="l01041" name="l01041"></a><span class="lineno"> 1041</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a64c21ba4bf7d15e5dd1f8396074a9dfa">SolveDiagonalQpTrustRegion</a>(</div>
|
|
<div class="line"><a id="l01042" name="l01042"></a><span class="lineno"> 1042</span> sharded_qp, primal_solution, dual_solution, primal_gradient,</div>
|
|
<div class="line"><a id="l01043" name="l01043"></a><span class="lineno"> 1043</span> dual_gradient, <span class="comment">/*primal_weight=*/</span>100.0,</div>
|
|
<div class="line"><a id="l01044" name="l01044"></a><span class="lineno"> 1044</span> <span class="comment">/*target_radius=*/</span>std::sqrt(2705.0 / 2.0) * (5.0 / 13),</div>
|
|
<div class="line"><a id="l01045" name="l01045"></a><span class="lineno"> 1045</span> <span class="comment">/*solve_tolerance=*/</span>1.0e-6);</div>
|
|
<div class="line"><a id="l01046" name="l01046"></a><span class="lineno"> 1046</span> EXPECT_NEAR(result.solution_step_size, 1.0, 1.0e-6);</div>
|
|
<div class="line"><a id="l01047" name="l01047"></a><span class="lineno"> 1047</span>}</div>
|
|
<div class="line"><a id="l01048" name="l01048"></a><span class="lineno"> 1048</span> </div>
|
|
<div class="line"><a id="l01049" name="l01049"></a><span class="lineno"> 1049</span><a class="code hl_function" href="namespaceoperations__research.html#a817553ad64738460e5c339f24fe5ea13">TEST</a>(DiagonalTrustRegionSolverTest, JointSolverWorksWithOneDimQpSmallWeight) {</div>
|
|
<div class="line"><a id="l01050" name="l01050"></a><span class="lineno"> 1050</span> ShardedQuadraticProgram sharded_qp(OneDimQp(), <span class="comment">/*num_threads=*/</span>2,</div>
|
|
<div class="line"><a id="l01051" name="l01051"></a><span class="lineno"> 1051</span> <span class="comment">/*num_shards=*/</span>2);</div>
|
|
<div class="line"><a id="l01052" name="l01052"></a><span class="lineno"> 1052</span> <span class="keyword">const</span> <span class="keyword">auto</span> problem_data = GenerateTestQpProblemData(<span class="comment">/*primal_weight=*/</span>0.01);</div>
|
|
<div class="line"><a id="l01053" name="l01053"></a><span class="lineno"> 1053</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a5f128477eac14f0eda4b73fdfb3e24d4">SolveDiagonalTrustRegion</a>(</div>
|
|
<div class="line"><a id="l01054" name="l01054"></a><span class="lineno"> 1054</span> problem_data.objective_vector, problem_data.objective_matrix_diagonal,</div>
|
|
<div class="line"><a id="l01055" name="l01055"></a><span class="lineno"> 1055</span> problem_data.variable_lower_bounds, problem_data.variable_upper_bounds,</div>
|
|
<div class="line"><a id="l01056" name="l01056"></a><span class="lineno"> 1056</span> problem_data.center_point, problem_data.norm_weights,</div>
|
|
<div class="line"><a id="l01057" name="l01057"></a><span class="lineno"> 1057</span> <span class="comment">/*target_radius=*/</span>0.71063,</div>
|
|
<div class="line"><a id="l01058" name="l01058"></a><span class="lineno"> 1058</span> Sharder(<span class="comment">/*num_elements=*/</span>2, <span class="comment">/*num_shards=*/</span>2, <span class="keyword">nullptr</span>),</div>
|
|
<div class="line"><a id="l01059" name="l01059"></a><span class="lineno"> 1059</span> <span class="comment">/*solve_tolerance=*/</span>1.0e-6);</div>
|
|
<div class="line"><a id="l01060" name="l01060"></a><span class="lineno"> 1060</span> EXPECT_THAT(result.solution, ElementsAre(DoubleNear(-0.99950025, 1.0e-6),</div>
|
|
<div class="line"><a id="l01061" name="l01061"></a><span class="lineno"> 1061</span> DoubleNear(-0.9, 1.0e-6)));</div>
|
|
<div class="line"><a id="l01062" name="l01062"></a><span class="lineno"> 1062</span> EXPECT_NEAR(result.solution_step_size, 0.2, 1.0e-6);</div>
|
|
<div class="line"><a id="l01063" name="l01063"></a><span class="lineno"> 1063</span> EXPECT_NEAR(result.objective_value, -1.0999996, 1.0e-6);</div>
|
|
<div class="line"><a id="l01064" name="l01064"></a><span class="lineno"> 1064</span>}</div>
|
|
<div class="line"><a id="l01065" name="l01065"></a><span class="lineno"> 1065</span> </div>
|
|
<div class="line"><a id="l01066" name="l01066"></a><span class="lineno"> 1066</span><a class="code hl_function" href="namespaceoperations__research.html#a817553ad64738460e5c339f24fe5ea13">TEST</a>(DiagonalTrustRegionSolverTest,</div>
|
|
<div class="line"><a id="l01067" name="l01067"></a><span class="lineno"> 1067</span> DiagonalQpSolverWorksWithOneDimQpSmallWeight) {</div>
|
|
<div class="line"><a id="l01068" name="l01068"></a><span class="lineno"> 1068</span> ShardedQuadraticProgram sharded_qp(OneDimQp(), <span class="comment">/*num_threads=*/</span>2,</div>
|
|
<div class="line"><a id="l01069" name="l01069"></a><span class="lineno"> 1069</span> <span class="comment">/*num_shards=*/</span>2);</div>
|
|
<div class="line"><a id="l01070" name="l01070"></a><span class="lineno"> 1070</span> VectorXd primal_solution = <a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(1);</div>
|
|
<div class="line"><a id="l01071" name="l01071"></a><span class="lineno"> 1071</span> VectorXd dual_solution = -1.0 * VectorXd::Ones(1);</div>
|
|
<div class="line"><a id="l01072" name="l01072"></a><span class="lineno"> 1072</span> VectorXd primal_gradient =</div>
|
|
<div class="line"><a id="l01073" name="l01073"></a><span class="lineno"> 1073</span> GetPrimalGradient(sharded_qp, primal_solution, dual_solution);</div>
|
|
<div class="line"><a id="l01074" name="l01074"></a><span class="lineno"> 1074</span> VectorXd dual_gradient =</div>
|
|
<div class="line"><a id="l01075" name="l01075"></a><span class="lineno"> 1075</span> GetDualGradient(sharded_qp, primal_solution, dual_solution);</div>
|
|
<div class="line"><a id="l01076" name="l01076"></a><span class="lineno"> 1076</span> TrustRegionResult result = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a64c21ba4bf7d15e5dd1f8396074a9dfa">SolveDiagonalQpTrustRegion</a>(</div>
|
|
<div class="line"><a id="l01077" name="l01077"></a><span class="lineno"> 1077</span> sharded_qp, primal_solution, dual_solution, primal_gradient,</div>
|
|
<div class="line"><a id="l01078" name="l01078"></a><span class="lineno"> 1078</span> dual_gradient, <span class="comment">/*primal_weight=*/</span>0.01,</div>
|
|
<div class="line"><a id="l01079" name="l01079"></a><span class="lineno"> 1079</span> <span class="comment">/*target_radius=*/</span>0.71063,</div>
|
|
<div class="line"><a id="l01080" name="l01080"></a><span class="lineno"> 1080</span> <span class="comment">/*solve_tolerance=*/</span>1.0e-6);</div>
|
|
<div class="line"><a id="l01081" name="l01081"></a><span class="lineno"> 1081</span> EXPECT_THAT(result.solution, ElementsAre(DoubleNear(-0.99950025, 1.0e-6),</div>
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<div class="line"><a id="l01082" name="l01082"></a><span class="lineno"> 1082</span> DoubleNear(-0.9, 1.0e-6)));</div>
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<div class="line"><a id="l01083" name="l01083"></a><span class="lineno"> 1083</span> EXPECT_NEAR(result.solution_step_size, 0.2, 1.0e-6);</div>
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<div class="line"><a id="l01084" name="l01084"></a><span class="lineno"> 1084</span> EXPECT_NEAR(result.objective_value, -1.0999996, 1.0e-6);</div>
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<div class="line"><a id="l01085" name="l01085"></a><span class="lineno"> 1085</span>}</div>
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<div class="line"><a id="l01086" name="l01086"></a><span class="lineno"> 1086</span> </div>
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<div class="line"><a id="l01087" name="l01087"></a><span class="lineno"> 1087</span><span class="comment">// This is a tiny QP where we can compute the exact solution.</span></div>
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<div class="line"><a id="l01088" name="l01088"></a><span class="lineno"> 1088</span><a class="code hl_function" href="namespaceoperations__research.html#a817553ad64738460e5c339f24fe5ea13">TEST</a>(ComputeLocalizedLagrangianBoundsTest, SolvesForTestQpUnitWeight) {</div>
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<div class="line"><a id="l01089" name="l01089"></a><span class="lineno"> 1089</span> ShardedQuadraticProgram qp(OneDimQp(), <span class="comment">/*num_threads=*/</span>2, <span class="comment">/*num_shards=*/</span>2);</div>
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<div class="line"><a id="l01090" name="l01090"></a><span class="lineno"> 1090</span> </div>
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<div class="line"><a id="l01091" name="l01091"></a><span class="lineno"> 1091</span> VectorXd primal_solution = <a class="code hl_function" href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">VectorXd::Zero</a>(1);</div>
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<div class="line"><a id="l01092" name="l01092"></a><span class="lineno"> 1092</span> VectorXd dual_solution(1);</div>
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<div class="line"><a id="l01093" name="l01093"></a><span class="lineno"> 1093</span> dual_solution << -1; <span class="comment">// The upper bound is active.</span></div>
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<div class="line"><a id="l01094" name="l01094"></a><span class="lineno"> 1094</span> </div>
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<div class="line"><a id="l01095" name="l01095"></a><span class="lineno"> 1095</span> <span class="comment">// The primal gradient is [2], and the dual gradient is [1]. Hence, the norm</span></div>
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<div class="line"><a id="l01096" name="l01096"></a><span class="lineno"> 1096</span> <span class="comment">// of the gradient is sqrt(5).</span></div>
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<div class="line"><a id="l01097" name="l01097"></a><span class="lineno"> 1097</span> </div>
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<div class="line"><a id="l01098" name="l01098"></a><span class="lineno"> 1098</span> LocalizedLagrangianBounds <a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a> = <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#adb77e7cede2fecf6bccfa93226b49c0b">ComputeLocalizedLagrangianBounds</a>(</div>
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<div class="line"><a id="l01099" name="l01099"></a><span class="lineno"> 1099</span> qp, primal_solution, dual_solution, <a class="code hl_enumvalue" href="namespaceoperations__research_1_1pdlp.html#a39f9a12aa1bd94ddb3a56816d4d25eb0aaafbdb17e2f1da89be62331fa0cf5503">PrimalDualNorm::kEuclideanNorm</a>,</div>
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<div class="line"><a id="l01100" name="l01100"></a><span class="lineno"> 1100</span> <span class="comment">/*primal_weight=*/</span>1.0, <span class="comment">/*radius=*/</span>0.5,</div>
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<div class="line"><a id="l01101" name="l01101"></a><span class="lineno"> 1101</span> <span class="comment">/*primal_product=*/</span><span class="keyword">nullptr</span>,</div>
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<div class="line"><a id="l01102" name="l01102"></a><span class="lineno"> 1102</span> <span class="comment">/*dual_product=*/</span><span class="keyword">nullptr</span>, <span class="comment">/*use_diagonal_qp_trust_region_solver=*/</span><span class="keyword">true</span>,</div>
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<div class="line"><a id="l01103" name="l01103"></a><span class="lineno"> 1103</span> <span class="comment">/*diagonal_qp_trust_region_solver_tolerance=*/</span>1.0e-6);</div>
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<div class="line"><a id="l01104" name="l01104"></a><span class="lineno"> 1104</span> <span class="keyword">const</span> <span class="keywordtype">double</span> expected_lagrangian = -1;</div>
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<div class="line"><a id="l01105" name="l01105"></a><span class="lineno"> 1105</span> EXPECT_DOUBLE_EQ(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lagrangian_value, expected_lagrangian);</div>
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<div class="line"><a id="l01106" name="l01106"></a><span class="lineno"> 1106</span> EXPECT_NEAR(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.upper_bound, expected_lagrangian + 0.5, 1.0e-5);</div>
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<div class="line"><a id="l01107" name="l01107"></a><span class="lineno"> 1107</span> EXPECT_NEAR(<a class="code hl_variable" href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a>.lower_bound, expected_lagrangian - 0.75, 1.0e-5);</div>
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<div class="line"><a id="l01108" name="l01108"></a><span class="lineno"> 1108</span>}</div>
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<div class="line"><a id="l01109" name="l01109"></a><span class="lineno"> 1109</span> </div>
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<div class="line"><a id="l01110" name="l01110"></a><span class="lineno"> 1110</span>} <span class="comment">// namespace</span></div>
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<div class="line"><a id="l01111" name="l01111"></a><span class="lineno"> 1111</span>} <span class="comment">// namespace operations_research::pdlp</span></div>
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<div class="ttc" id="aalldiff__cst_8cc_html_a26e6db9bcc64b584051ecc28171ed11f"><div class="ttname"><a href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">max</a></div><div class="ttdeci">int64_t max</div><div class="ttdef"><b>Definition:</b> <a href="alldiff__cst_8cc_source.html#l00140">alldiff_cst.cc:140</a></div></div>
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<div class="ttc" id="acp__model__solver_8cc_html_a06dad0852d85b0686e01c084207c03a7"><div class="ttname"><a href="cp__model__solver_8cc.html#a06dad0852d85b0686e01c084207c03a7">bounds</a></div><div class="ttdeci">SharedBoundsManager * bounds</div><div class="ttdef"><b>Definition:</b> <a href="cp__model__solver_8cc_source.html#l02051">cp_model_solver.cc:2051</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html">operations_research::pdlp</a></div><div class="ttdef"><b>Definition:</b> <a href="iteration__stats_8cc_source.html#l00040">iteration_stats.cc:40</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a259d3f73717a2ababa9df2dd43914656"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a259d3f73717a2ababa9df2dd43914656">operations_research::pdlp::ComputePrimalGradient</a></div><div class="ttdeci">LagrangianPart ComputePrimalGradient(const ShardedQuadraticProgram &sharded_qp, const VectorXd &primal_solution, const VectorXd &dual_product)</div><div class="ttdef"><b>Definition:</b> <a href="sharded__optimization__utils_8cc_source.html#l00462">sharded_optimization_utils.cc:462</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a39f9a12aa1bd94ddb3a56816d4d25eb0a974f1270f89b99d15b58a4d35c26aedc"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a39f9a12aa1bd94ddb3a56816d4d25eb0a974f1270f89b99d15b58a4d35c26aedc">operations_research::pdlp::PrimalDualNorm::kMaxNorm</a></div><div class="ttdeci">@ kMaxNorm</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a39f9a12aa1bd94ddb3a56816d4d25eb0aaafbdb17e2f1da89be62331fa0cf5503"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a39f9a12aa1bd94ddb3a56816d4d25eb0aaafbdb17e2f1da89be62331fa0cf5503">operations_research::pdlp::PrimalDualNorm::kEuclideanNorm</a></div><div class="ttdeci">@ kEuclideanNorm</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a3ae16963cfdf1d79ee0a65b6a02de904"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a3ae16963cfdf1d79ee0a65b6a02de904">operations_research::pdlp::EigenArrayNear</a></div><div class="ttdeci">EigenArrayNearMatcherP2< Eigen::Array< T, Eigen::Dynamic, 1 >, double > EigenArrayNear(absl::Span< const T > data, double tolerance)</div><div class="ttdef"><b>Definition:</b> <a href="test__util_8h_source.html#l00375">test_util.h:375</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a463586ded0a114d3ca4b97a048d37d8a"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a463586ded0a114d3ca4b97a048d37d8a">operations_research::pdlp::TransposedMatrixVectorProduct</a></div><div class="ttdeci">VectorXd TransposedMatrixVectorProduct(const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &matrix, const VectorXd &vector, const Sharder &sharder)</div><div class="ttdef"><b>Definition:</b> <a href="sharder_8cc_source.html#l00151">sharder.cc:151</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a5f128477eac14f0eda4b73fdfb3e24d4"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a5f128477eac14f0eda4b73fdfb3e24d4">operations_research::pdlp::SolveDiagonalTrustRegion</a></div><div class="ttdeci">TrustRegionResult SolveDiagonalTrustRegion(const VectorXd &objective_vector, const VectorXd &objective_matrix_diagonal, const VectorXd &variable_lower_bounds, const VectorXd &variable_upper_bounds, const VectorXd &center_point, const VectorXd &norm_weights, const double target_radius, const Sharder &sharder, const double solve_tolerance)</div><div class="ttdef"><b>Definition:</b> <a href="trust__region_8cc_source.html#l00741">trust_region.cc:741</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a608ed26a4c7ff3bdcb22d25ff890f47d"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a608ed26a4c7ff3bdcb22d25ff890f47d">operations_research::pdlp::ComputeDualGradient</a></div><div class="ttdeci">LagrangianPart ComputeDualGradient(const ShardedQuadraticProgram &sharded_qp, const Eigen::VectorXd &dual_solution, const Eigen::VectorXd &primal_product)</div><div class="ttdef"><b>Definition:</b> <a href="sharded__optimization__utils_8cc_source.html#l00518">sharded_optimization_utils.cc:518</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a649a0e24412692f36d1d6c1301caf1d1"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">operations_research::pdlp::kInfinity</a></div><div class="ttdeci">constexpr double kInfinity</div><div class="ttdef"><b>Definition:</b> <a href="sharded__optimization__utils_8cc_source.html#l00039">sharded_optimization_utils.cc:39</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a64c21ba4bf7d15e5dd1f8396074a9dfa"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a64c21ba4bf7d15e5dd1f8396074a9dfa">operations_research::pdlp::SolveDiagonalQpTrustRegion</a></div><div class="ttdeci">TrustRegionResult SolveDiagonalQpTrustRegion(const ShardedQuadraticProgram &sharded_qp, const VectorXd &primal_solution, const VectorXd &dual_solution, const VectorXd &primal_gradient, const VectorXd &dual_gradient, const double primal_weight, double target_radius, const double solve_tolerance)</div><div class="ttdef"><b>Definition:</b> <a href="trust__region_8cc_source.html#l00754">trust_region.cc:754</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a6932b4f981467325cc8e2b50ee7fbd13"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a6932b4f981467325cc8e2b50ee7fbd13">operations_research::pdlp::EigenArrayEq</a></div><div class="ttdeci">EigenArrayEqMatcherP< Eigen::Array< T, Eigen::Dynamic, 1 > > EigenArrayEq(absl::Span< const T > data)</div><div class="ttdef"><b>Definition:</b> <a href="test__util_8h_source.html#l00389">test_util.h:389</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a8da80544adc685ee442522ede0e095a9"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a8da80544adc685ee442522ede0e095a9">operations_research::pdlp::SolveTrustRegion</a></div><div class="ttdeci">TrustRegionResult SolveTrustRegion(const VectorXd &objective_vector, const VectorXd &variable_lower_bounds, const VectorXd &variable_upper_bounds, const VectorXd &center_point, const VectorXd &norm_weights, const double target_radius, const Sharder &sharder)</div><div class="ttdef"><b>Definition:</b> <a href="trust__region_8cc_source.html#l00452">trust_region.cc:452</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_ad795f23e2a85f4ae05efa1e2d0e0de4d"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#ad795f23e2a85f4ae05efa1e2d0e0de4d">operations_research::pdlp::TestLp</a></div><div class="ttdeci">QuadraticProgram TestLp()</div><div class="ttdef"><b>Definition:</b> <a href="test__util_8cc_source.html#l00032">test_util.cc:32</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_adb77e7cede2fecf6bccfa93226b49c0b"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#adb77e7cede2fecf6bccfa93226b49c0b">operations_research::pdlp::ComputeLocalizedLagrangianBounds</a></div><div class="ttdeci">LocalizedLagrangianBounds ComputeLocalizedLagrangianBounds(const ShardedQuadraticProgram &sharded_qp, const VectorXd &primal_solution, const VectorXd &dual_solution, const PrimalDualNorm primal_dual_norm, const double primal_weight, const double radius, const VectorXd *primal_product, const VectorXd *dual_product, const bool use_diagonal_qp_trust_region_solver, const double diagonal_qp_trust_region_solver_tolerance)</div><div class="ttdef"><b>Definition:</b> <a href="trust__region_8cc_source.html#l00963">trust_region.cc:963</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_html_a5a9881f8a07b166ef2cbde572cea27b6"><div class="ttname"><a href="namespaceoperations__research.html#a5a9881f8a07b166ef2cbde572cea27b6">operations_research::Zero</a></div><div class="ttdeci">int64_t Zero()</div><div class="ttdoc">NOLINT.</div><div class="ttdef"><b>Definition:</b> <a href="constraint__solver_8h_source.html#l03161">constraint_solver.h:3161</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_html_a817553ad64738460e5c339f24fe5ea13"><div class="ttname"><a href="namespaceoperations__research.html#a817553ad64738460e5c339f24fe5ea13">operations_research::TEST</a></div><div class="ttdeci">TEST(LinearAssignmentTest, NullMatrix)</div><div class="ttdef"><b>Definition:</b> <a href="hungarian__test_8cc_source.html#l00074">hungarian_test.cc:74</a></div></div>
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<div class="ttc" id="anamespacestd_html"><div class="ttname"><a href="namespacestd.html">std</a></div><div class="ttdoc">STL namespace.</div></div>
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<div class="ttc" id="aquadratic__program_8h_html"><div class="ttname"><a href="quadratic__program_8h.html">quadratic_program.h</a></div></div>
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<div class="ttc" id="asharded__optimization__utils_8h_html"><div class="ttname"><a href="sharded__optimization__utils_8h.html">sharded_optimization_utils.h</a></div></div>
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<div class="ttc" id="asharded__quadratic__program_8h_html"><div class="ttname"><a href="sharded__quadratic__program_8h.html">sharded_quadratic_program.h</a></div></div>
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<div class="ttc" id="asharder_8h_html"><div class="ttname"><a href="sharder_8h.html">sharder.h</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_lagrangian_part_html_a1cb87fb26e738040e82cbc0c02444be9"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_lagrangian_part.html#a1cb87fb26e738040e82cbc0c02444be9">operations_research::pdlp::LagrangianPart::gradient</a></div><div class="ttdeci">Eigen::VectorXd gradient</div><div class="ttdef"><b>Definition:</b> <a href="sharded__optimization__utils_8h_source.html#l00127">sharded_optimization_utils.h:127</a></div></div>
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<div class="ttc" id="atest__util_8h_html"><div class="ttname"><a href="test__util_8h.html">test_util.h</a></div></div>
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<div class="ttc" id="atrust__region_8h_html"><div class="ttname"><a href="trust__region_8h.html">trust_region.h</a></div></div>
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<div class="ttc" id="atrust__region__test_8cc_html_a16346c4c462dec8f0cf38493c5e0358c"><div class="ttname"><a href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a></div><div class="ttdeci">VectorXd variable_lower_bounds</div><div class="ttdef"><b>Definition:</b> <a href="trust__region__test_8cc_source.html#l00863">trust_region_test.cc:863</a></div></div>
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<div class="ttc" id="atrust__region__test_8cc_html_a2cc94fcc3b7abf4cdc59197b0c10cefe"><div class="ttname"><a href="trust__region__test_8cc.html#a2cc94fcc3b7abf4cdc59197b0c10cefe">center_point</a></div><div class="ttdeci">VectorXd center_point</div><div class="ttdef"><b>Definition:</b> <a href="trust__region__test_8cc_source.html#l00862">trust_region_test.cc:862</a></div></div>
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<div class="ttc" id="atrust__region__test_8cc_html_a868af74445e29f368ccf4a9e053f9267"><div class="ttname"><a href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a></div><div class="ttdeci">VectorXd variable_upper_bounds</div><div class="ttdef"><b>Definition:</b> <a href="trust__region__test_8cc_source.html#l00864">trust_region_test.cc:864</a></div></div>
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<div class="ttc" id="atrust__region__test_8cc_html_ac824522e23b1d307c272d07493af3a65"><div class="ttname"><a href="trust__region__test_8cc.html#ac824522e23b1d307c272d07493af3a65">objective_vector</a></div><div class="ttdeci">VectorXd objective_vector</div><div class="ttdef"><b>Definition:</b> <a href="trust__region__test_8cc_source.html#l00860">trust_region_test.cc:860</a></div></div>
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<div class="ttc" id="atrust__region__test_8cc_html_ad31783425c63eac33cc6aade41a6537d"><div class="ttname"><a href="trust__region__test_8cc.html#ad31783425c63eac33cc6aade41a6537d">norm_weights</a></div><div class="ttdeci">VectorXd norm_weights</div><div class="ttdef"><b>Definition:</b> <a href="trust__region__test_8cc_source.html#l00865">trust_region_test.cc:865</a></div></div>
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<div class="ttc" id="atrust__region__test_8cc_html_ad8dc72e7835d167fffffac5769c55076"><div class="ttname"><a href="trust__region__test_8cc.html#ad8dc72e7835d167fffffac5769c55076">objective_matrix_diagonal</a></div><div class="ttdeci">VectorXd objective_matrix_diagonal</div><div class="ttdef"><b>Definition:</b> <a href="trust__region__test_8cc_source.html#l00861">trust_region_test.cc:861</a></div></div>
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