operations_research::pdlp Namespace Reference

Namespaces
	internal

Classes
struct	PrimalAndDualSolution
struct	SolverResult
struct	IterationCallbackInfo
struct	QuadraticProgram
class	ShardedWeightedAverage
struct	RescalingOptions
struct	ScalingVectors
struct	LagrangianPart
struct	SingularValueAndIterations
class	ShardedQuadraticProgram
class	Sharder
struct	TerminationReasonAndPointType
struct	QuadraticProgramBoundNorms
struct	RelativeConvergenceInformation
class	DiagonalTrustRegionProblem
class	DiagonalTrustRegionProblemFromQp
struct	TrustRegionResult
struct	LocalizedLagrangianBounds

Enumerations
enum class	PrimalDualNorm { kMaxNorm , kEuclideanNorm }

Functions
ConvergenceInformation	ComputeConvergenceInformation (const PrimalDualHybridGradientParams &params, const ShardedQuadraticProgram &scaled_sharded_qp, const Eigen::VectorXd &col_scaling_vec, const Eigen::VectorXd &row_scaling_vec, const Eigen::VectorXd &scaled_primal_solution, const Eigen::VectorXd &scaled_dual_solution, const double componentwise_primal_residual_offset, const double componentwise_dual_residual_offset, PointType candidate_type)
InfeasibilityInformation	ComputeInfeasibilityInformation (const PrimalDualHybridGradientParams &params, const ShardedQuadraticProgram &scaled_sharded_qp, const Eigen::VectorXd &col_scaling_vec, const Eigen::VectorXd &row_scaling_vec, const Eigen::VectorXd &scaled_primal_ray, const Eigen::VectorXd &scaled_dual_ray, PointType candidate_type)
ConvergenceInformation	ComputeScaledConvergenceInformation (const PrimalDualHybridGradientParams &params, const ShardedQuadraticProgram &sharded_qp, const VectorXd &primal_solution, const VectorXd &dual_solution, const double componentwise_primal_residual_offset, const double componentwise_dual_residual_offset, PointType candidate_type)
VectorXd	ReducedCosts (const PrimalDualHybridGradientParams &params, const ShardedQuadraticProgram &sharded_qp, const VectorXd &primal_solution, const VectorXd &dual_solution, bool use_zero_primal_objective)
std::optional< ConvergenceInformation >	GetConvergenceInformation (const IterationStats &stats, PointType candidate_type)
std::optional< InfeasibilityInformation >	GetInfeasibilityInformation (const IterationStats &stats, PointType candidate_type)
std::optional< PointMetadata >	GetPointMetadata (const IterationStats &stats, const PointType point_type)
void	SetRandomProjections (const ShardedQuadraticProgram &sharded_qp, const Eigen::VectorXd &primal_solution, const Eigen::VectorXd &dual_solution, const std::vector< int > &random_projection_seeds, PointMetadata &metadata)
ConvergenceInformation	ComputeScaledConvergenceInformation (const PrimalDualHybridGradientParams &params, const ShardedQuadraticProgram &sharded_qp, const Eigen::VectorXd &primal_solution, const Eigen::VectorXd &dual_solution, double componentwise_primal_residual_offset, double componentwise_dual_residual_offset, PointType candidate_type)
Eigen::VectorXd	ReducedCosts (const PrimalDualHybridGradientParams &params, const ShardedQuadraticProgram &scaled_sharded_qp, const Eigen::VectorXd &primal_solution, const Eigen::VectorXd &dual_solution, bool use_zero_primal_objective=false)
SolverResult	PrimalDualHybridGradient (QuadraticProgram qp, const PrimalDualHybridGradientParams &params, const std::atomic< bool > *interrupt_solve, IterationStatsCallback iteration_stats_callback)
SolverResult	PrimalDualHybridGradient (QuadraticProgram qp, const PrimalDualHybridGradientParams &params, std::optional< PrimalAndDualSolution > initial_solution, const std::atomic< bool > *interrupt_solve, IterationStatsCallback iteration_stats_callback)
SolverResult	PrimalDualHybridGradient (QuadraticProgram qp, const PrimalDualHybridGradientParams &params, const std::atomic< bool > *interrupt_solve=nullptr, std::function< void(const IterationCallbackInfo &)> iteration_stats_callback=nullptr)
SolverResult	PrimalDualHybridGradient (QuadraticProgram qp, const PrimalDualHybridGradientParams &params, std::optional< PrimalAndDualSolution > initial_solution, const std::atomic< bool > *interrupt_solve=nullptr, std::function< void(const IterationCallbackInfo &)> iteration_stats_callback=nullptr)
absl::Status	ValidateQuadraticProgramDimensions (const QuadraticProgram &qp)
bool	HasValidBounds (const QuadraticProgram &qp)
absl::StatusOr< QuadraticProgram >	QpFromMpModelProto (const MPModelProto &proto, bool relax_integer_variables, bool include_names)
absl::Status	CanFitInMpModelProto (const QuadraticProgram &qp)
absl::StatusOr< MPModelProto >	QpToMpModelProto (const QuadraticProgram &qp)
void	SetEigenMatrixFromTriplets (std::vector< Eigen::Triplet< double, int64_t >> triplets, Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &matrix)
bool	IsLinearProgram (const QuadraticProgram &qp)
QuadraticProgram	ReadQuadraticProgramOrDie (const std::string &filename, bool include_names)
QuadraticProgram	ReadMpsLinearProgramOrDie (const std::string &lp_file, bool include_names)
QuadraticProgram	ReadMPModelProtoFileOrDie (const std::string &mpmodel_proto_file, bool include_names)
absl::Status	WriteLinearProgramToMps (const QuadraticProgram &linear_program, const std::string &mps_file)
absl::Status	WriteQuadraticProgramToMPModelProto (const QuadraticProgram &quadratic_program, const std::string &mpmodel_proto_file)
QuadraticProgramStats	ComputeStats (const ShardedQuadraticProgram &qp, const double infinite_constraint_bound_threshold)
void	LInfRuizRescaling (const ShardedQuadraticProgram &sharded_qp, const int num_iterations, VectorXd &row_scaling_vec, VectorXd &col_scaling_vec)
void	L2NormRescaling (const ShardedQuadraticProgram &sharded_qp, VectorXd &row_scaling_vec, VectorXd &col_scaling_vec)
ScalingVectors	ApplyRescaling (const RescalingOptions &rescaling_options, ShardedQuadraticProgram &sharded_qp)
LagrangianPart	ComputePrimalGradient (const ShardedQuadraticProgram &sharded_qp, const VectorXd &primal_solution, const VectorXd &dual_product)
double	DualSubgradientCoefficient (const double constraint_lower_bound, const double constraint_upper_bound, const double dual, const double primal_product)
LagrangianPart	ComputeDualGradient (const ShardedQuadraticProgram &sharded_qp, const VectorXd &dual_solution, const VectorXd &primal_product)
SingularValueAndIterations	EstimateMaximumSingularValueOfConstraintMatrix (const ShardedQuadraticProgram &sharded_qp, const std::optional< VectorXd > &primal_solution, const std::optional< VectorXd > &dual_solution, const double desired_relative_error, const double failure_probability, std::mt19937 &mt_generator)
bool	HasValidBounds (const ShardedQuadraticProgram &sharded_qp)
void	ProjectToPrimalVariableBounds (const ShardedQuadraticProgram &sharded_qp, VectorXd &primal)
void	ProjectToDualVariableBounds (const ShardedQuadraticProgram &sharded_qp, VectorXd &dual)
void	LInfRuizRescaling (const ShardedQuadraticProgram &sharded_qp, int num_iterations, Eigen::VectorXd &row_scaling_vec, Eigen::VectorXd &col_scaling_vec)
void	L2NormRescaling (const ShardedQuadraticProgram &sharded_qp, Eigen::VectorXd &row_scaling_vec, Eigen::VectorXd &col_scaling_vec)
LagrangianPart	ComputePrimalGradient (const ShardedQuadraticProgram &sharded_qp, const Eigen::VectorXd &primal_solution, const Eigen::VectorXd &dual_product)
LagrangianPart	ComputeDualGradient (const ShardedQuadraticProgram &sharded_qp, const Eigen::VectorXd &dual_solution, const Eigen::VectorXd &primal_product)
SingularValueAndIterations	EstimateMaximumSingularValueOfConstraintMatrix (const ShardedQuadraticProgram &sharded_qp, const std::optional< Eigen::VectorXd > &primal_solution, const std::optional< Eigen::VectorXd > &dual_solution, double desired_relative_error, double failure_probability, std::mt19937 &mt_generator)
void	ProjectToPrimalVariableBounds (const ShardedQuadraticProgram &sharded_qp, Eigen::VectorXd &primal)
void	ProjectToDualVariableBounds (const ShardedQuadraticProgram &sharded_qp, Eigen::VectorXd &dual)
VectorXd	TransposedMatrixVectorProduct (const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &matrix, const VectorXd &vector, const Sharder &sharder)
void	SetZero (const Sharder &sharder, VectorXd &dest)
VectorXd	ZeroVector (const Sharder &sharder)
VectorXd	OnesVector (const Sharder &sharder)
void	AddScaledVector (const double scale, const VectorXd &increment, const Sharder &sharder, VectorXd &dest)
void	AssignVector (const VectorXd &vec, const Sharder &sharder, VectorXd &dest)
VectorXd	CloneVector (const VectorXd &vec, const Sharder &sharder)
void	CoefficientWiseProductInPlace (const VectorXd &scale, const Sharder &sharder, VectorXd &dest)
void	CoefficientWiseQuotientInPlace (const VectorXd &scale, const Sharder &sharder, VectorXd &dest)
double	Dot (const VectorXd &v1, const VectorXd &v2, const Sharder &sharder)
double	LInfNorm (const VectorXd &vector, const Sharder &sharder)
double	L1Norm (const VectorXd &vector, const Sharder &sharder)
double	SquaredNorm (const VectorXd &vector, const Sharder &sharder)
double	Norm (const VectorXd &vector, const Sharder &sharder)
double	SquaredDistance (const VectorXd &vector1, const VectorXd &vector2, const Sharder &sharder)
double	Distance (const VectorXd &vector1, const VectorXd &vector2, const Sharder &sharder)
double	ScaledLInfNorm (const VectorXd &vector, const VectorXd &scale, const Sharder &sharder)
double	ScaledSquaredNorm (const VectorXd &vector, const VectorXd &scale, const Sharder &sharder)
double	ScaledNorm (const VectorXd &vector, const VectorXd &scale, const Sharder &sharder)
VectorXd	ScaledColLInfNorm (const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &matrix, const VectorXd &row_scaling_vec, const VectorXd &col_scaling_vec, const Sharder &sharder)
VectorXd	ScaledColL2Norm (const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &matrix, const VectorXd &row_scaling_vec, const VectorXd &col_scaling_vec, const Sharder &sharder)
Eigen::VectorXd	TransposedMatrixVectorProduct (const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &matrix, const Eigen::VectorXd &vector, const Sharder &sharder)
void	SetZero (const Sharder &sharder, Eigen::VectorXd &dest)
void	AddScaledVector (double scale, const Eigen::VectorXd &increment, const Sharder &sharder, Eigen::VectorXd &dest)
void	AssignVector (const Eigen::VectorXd &vec, const Sharder &sharder, Eigen::VectorXd &dest)
Eigen::VectorXd	CloneVector (const Eigen::VectorXd &vec, const Sharder &sharder)
void	CoefficientWiseProductInPlace (const Eigen::VectorXd &scale, const Sharder &sharder, Eigen::VectorXd &dest)
void	CoefficientWiseQuotientInPlace (const Eigen::VectorXd &scale, const Sharder &sharder, Eigen::VectorXd &dest)
double	Dot (const Eigen::VectorXd &v1, const Eigen::VectorXd &v2, const Sharder &sharder)
double	LInfNorm (const Eigen::VectorXd &vector, const Sharder &sharder)
double	L1Norm (const Eigen::VectorXd &vector, const Sharder &sharder)
double	SquaredNorm (const Eigen::VectorXd &vector, const Sharder &sharder)
double	Norm (const Eigen::VectorXd &vector, const Sharder &sharder)
double	SquaredDistance (const Eigen::VectorXd &vector1, const Eigen::VectorXd &vector2, const Sharder &sharder)
double	Distance (const Eigen::VectorXd &vector1, const Eigen::VectorXd &vector2, const Sharder &sharder)
double	ScaledLInfNorm (const Eigen::VectorXd &vector, const Eigen::VectorXd &scale, const Sharder &sharder)
double	ScaledSquaredNorm (const Eigen::VectorXd &vector, const Eigen::VectorXd &scale, const Sharder &sharder)
double	ScaledNorm (const Eigen::VectorXd &vector, const Eigen::VectorXd &scale, const Sharder &sharder)
Eigen::VectorXd	ScaledColLInfNorm (const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &matrix, const Eigen::VectorXd &row_scaling_vec, const Eigen::VectorXd &col_scaling_vec, const Sharder &sharder)
Eigen::VectorXd	ScaledColL2Norm (const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &matrix, const Eigen::VectorXd &row_scaling_vec, const Eigen::VectorXd &col_scaling_vec, const Sharder &sharder)
absl::Status	CheckNonNegative (const double value, const absl::string_view name)
absl::Status	ValidateTerminationCriteria (const TerminationCriteria &criteria)
absl::Status	ValidateAdaptiveLinesearchParams (const AdaptiveLinesearchParams &params)
absl::Status	ValidateMalitskyPockParams (const MalitskyPockParams &params)
absl::Status	ValidatePrimalDualHybridGradientParams (const PrimalDualHybridGradientParams &params)
bool	ObjectiveGapMet (const TerminationCriteria::DetailedOptimalityCriteria &optimality_criteria, const ConvergenceInformation &stats)
bool	OptimalityCriteriaMet (const TerminationCriteria::DetailedOptimalityCriteria &optimality_criteria, const ConvergenceInformation &stats, const OptimalityNorm optimality_norm, const QuadraticProgramBoundNorms &bound_norms)
TerminationCriteria::DetailedOptimalityCriteria	EffectiveOptimalityCriteria (const TerminationCriteria &termination_criteria)
TerminationCriteria::DetailedOptimalityCriteria	EffectiveOptimalityCriteria (const TerminationCriteria::SimpleOptimalityCriteria &simple_criteria)
std::optional< TerminationReasonAndPointType >	CheckSimpleTerminationCriteria (const TerminationCriteria &criteria, const IterationStats &stats, const std::atomic< bool > *interrupt_solve)
std::optional< TerminationReasonAndPointType >	CheckIterateTerminationCriteria (const TerminationCriteria &criteria, const IterationStats &stats, const QuadraticProgramBoundNorms &bound_norms, const bool force_numerical_termination)
QuadraticProgramBoundNorms	BoundNormsFromProblemStats (const QuadraticProgramStats &stats)
double	EpsilonRatio (const double epsilon_absolute, const double epsilon_relative)
RelativeConvergenceInformation	ComputeRelativeResiduals (const TerminationCriteria::DetailedOptimalityCriteria &optimality_criteria, const ConvergenceInformation &stats, const QuadraticProgramBoundNorms &bound_norms)
bool	operator== (const TerminationCriteria::DetailedOptimalityCriteria &lhs, const TerminationCriteria::DetailedOptimalityCriteria &rhs)
QuadraticProgram	TestLp ()
void	VerifyTestLp (const QuadraticProgram &qp, bool maximize)
QuadraticProgram	TinyLp ()
QuadraticProgram	CorrelationClusteringLp ()
QuadraticProgram	CorrelationClusteringStarLp ()
QuadraticProgram	TestDiagonalQp1 ()
QuadraticProgram	TestDiagonalQp2 ()
QuadraticProgram	TestDiagonalQp3 ()
QuadraticProgram	SmallInvalidProblemLp ()
QuadraticProgram	SmallInconsistentVariableBoundsLp ()
QuadraticProgram	SmallPrimalInfeasibleLp ()
QuadraticProgram	SmallDualInfeasibleLp ()
QuadraticProgram	SmallPrimalDualInfeasibleLp ()
QuadraticProgram	SmallInitializationLp ()
QuadraticProgram	LpWithoutConstraints ()
void	VerifyTestDiagonalQp1 (const QuadraticProgram &qp, bool maximize)
::Eigen::ArrayXXd	ToDense (const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &sparse_mat)
template<typename ContainerType >
decltype(testing::Pointwise(internal::TupleIsNear(0.0), ContainerType()))	FloatArrayNear (const ContainerType &container, double tolerance)
template<typename ContainerType >
decltype(testing::Pointwise(internal::TupleFloatEq(), ContainerType()))	FloatArrayEq (const ContainerType &container)
template<typename EigenType >
Eigen::Array< typename EigenType::Scalar, Eigen::Dynamic, Eigen::Dynamic, Eigen::ColMajor >	EvalAsColMajorEigenArray (const EigenType &input)
template<typename Scalar >
absl::Span< const Scalar >	EigenArrayAsSpan (const Eigen::Array< Scalar, Eigen::Dynamic, Eigen::Dynamic, Eigen::ColMajor > &array)
	MATCHER_P2 (EigenArrayNear, expected_array, tolerance, "array is near "+testing::PrintToString(expected_array)+" within tolerance "+testing::PrintToString(tolerance))
	MATCHER_P (EigenArrayEq, expected_array, "array is almost equal to "+testing::PrintToString(expected_array))
template<typename T >
EigenArrayNearMatcherP2< Eigen::Array< T, Eigen::Dynamic, 1 >, double >	EigenArrayNear (absl::Span< const T > data, double tolerance)
template<typename T >
EigenArrayNearMatcherP2< Eigen::Array< T, Eigen::Dynamic, Eigen::Dynamic >, double >	EigenArrayNear (absl::Span< const absl::Span< const T >> rows, double tolerance)
template<typename T >
EigenArrayEqMatcherP< Eigen::Array< T, Eigen::Dynamic, 1 > >	EigenArrayEq (absl::Span< const T > data)
template<typename T >
EigenArrayEqMatcherP< Eigen::Array< T, Eigen::Dynamic, Eigen::Dynamic > >	EigenArrayEq (absl::Span< const absl::Span< const T >> rows)
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)
template<typename DiagonalTrustRegionProblem >
double	ProjectedValueOfScaledDifference (const DiagonalTrustRegionProblem &problem, const int64_t index, const double scaling_factor)
template<typename DiagonalTrustRegionProblem >
double	NormOfDeltaProjection (const DiagonalTrustRegionProblem &problem, const Sharder &sharder, const double scaling_factor)
template<typename DiagonalTrustRegionProblem >
double	FindScalingFactor (const DiagonalTrustRegionProblem &problem, const Sharder &sharder, const double target_radius, const double solve_tol)
template<typename DiagonalTrustRegionProblem >
TrustRegionResult	SolveDiagonalTrustRegionProblem (const DiagonalTrustRegionProblem &problem, const Sharder &sharder, const double target_radius, const double solve_tol)
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)
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)
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)
TrustRegionResult	SolveTrustRegion (const Eigen::VectorXd &objective_vector, const Eigen::VectorXd &variable_lower_bounds, const Eigen::VectorXd &variable_upper_bounds, const Eigen::VectorXd &center_point, const Eigen::VectorXd &norm_weights, double target_radius, const Sharder &sharder)
TrustRegionResult	SolveDiagonalTrustRegion (const Eigen::VectorXd &objective_vector, const Eigen::VectorXd &objective_matrix_diagonal, const Eigen::VectorXd &variable_lower_bounds, const Eigen::VectorXd &variable_upper_bounds, const Eigen::VectorXd &center_point, const Eigen::VectorXd &norm_weights, double target_radius, const Sharder &sharder, double solve_tolerance)
TrustRegionResult	SolveDiagonalQpTrustRegion (const ShardedQuadraticProgram &sharded_qp, const Eigen::VectorXd &primal_solution, const Eigen::VectorXd &dual_solution, const Eigen::VectorXd &primal_gradient, const Eigen::VectorXd &dual_gradient, const double primal_weight, double target_radius, double solve_tolerance)
double	BoundGap (const LocalizedLagrangianBounds &bounds)
LocalizedLagrangianBounds	ComputeLocalizedLagrangianBounds (const ShardedQuadraticProgram &sharded_qp, const Eigen::VectorXd &primal_solution, const Eigen::VectorXd &dual_solution, PrimalDualNorm primal_dual_norm, double primal_weight, double radius, const Eigen::VectorXd *primal_product, const Eigen::VectorXd *dual_product, bool use_diagonal_qp_trust_region_solver, double diagonal_qp_trust_region_solver_tolerance)

Variables
constexpr double	kInfinity = std::numeric_limits<double>::infinity()

Enumeration Type Documentation

PrimalDualNorm

enum PrimalDualNorm

strong

Enumerator
kMaxNorm
kEuclideanNorm

Definition at line 120 of file trust_region.h.

Function Documentation

AddScaledVector() [1/2]

void operations_research::pdlp::AddScaledVector	(	const double	scale,
		const VectorXd &	increment,
		const Sharder &	sharder,
		VectorXd &	dest
	)

Definition at line 192 of file sharder.cc.

AddScaledVector() [2/2]

void operations_research::pdlp::AddScaledVector	(	double	scale,
		const Eigen::VectorXd &	increment,
		const Sharder &	sharder,
		Eigen::VectorXd &	dest
	)

ApplyRescaling()

ScalingVectors ApplyRescaling	(	const RescalingOptions &	rescaling_options,
		ShardedQuadraticProgram &	sharded_qp
	)

Definition at line 418 of file sharded_optimization_utils.cc.

AssignVector() [1/2]

void operations_research::pdlp::AssignVector	(	const Eigen::VectorXd &	vec,
		const Sharder &	sharder,
		Eigen::VectorXd &	dest
	)

AssignVector() [2/2]

void operations_research::pdlp::AssignVector	(	const VectorXd &	vec,
		const Sharder &	sharder,
		VectorXd &	dest
	)

Definition at line 199 of file sharder.cc.

BoundGap()

double operations_research::pdlp::BoundGap ( const LocalizedLagrangianBounds &  bounds )

inline

Definition at line 113 of file trust_region.h.

BoundNormsFromProblemStats()

QuadraticProgramBoundNorms BoundNormsFromProblemStats

(

const QuadraticProgramStats &

stats

)

Definition at line 222 of file termination.cc.

CanFitInMpModelProto()

absl::Status CanFitInMpModelProto

(

const QuadraticProgram &

qp

)

Definition at line 211 of file quadratic_program.cc.

CheckIterateTerminationCriteria()

std::optional< TerminationReasonAndPointType > CheckIterateTerminationCriteria	(	const TerminationCriteria &	criteria,
		const IterationStats &	stats,
		const QuadraticProgramBoundNorms &	bound_norms,
		const bool	force_numerical_termination
	)

Definition at line 187 of file termination.cc.

CheckNonNegative()

absl::Status operations_research::pdlp::CheckNonNegative	(	const double	value,
		const absl::string_view	name
	)

Definition at line 29 of file solvers_proto_validation.cc.

CheckSimpleTerminationCriteria()

std::optional< TerminationReasonAndPointType > CheckSimpleTerminationCriteria	(	const TerminationCriteria &	criteria,
		const IterationStats &	stats,
		const std::atomic< bool > *	interrupt_solve
	)

Definition at line 162 of file termination.cc.

CloneVector() [1/2]

Eigen::VectorXd operations_research::pdlp::CloneVector	(	const Eigen::VectorXd &	vec,
		const Sharder &	sharder
	)

CloneVector() [2/2]

VectorXd operations_research::pdlp::CloneVector	(	const VectorXd &	vec,
		const Sharder &	sharder
	)

Definition at line 205 of file sharder.cc.

CoefficientWiseProductInPlace() [1/2]

void operations_research::pdlp::CoefficientWiseProductInPlace	(	const Eigen::VectorXd &	scale,
		const Sharder &	sharder,
		Eigen::VectorXd &	dest
	)

CoefficientWiseProductInPlace() [2/2]

void operations_research::pdlp::CoefficientWiseProductInPlace	(	const VectorXd &	scale,
		const Sharder &	sharder,
		VectorXd &	dest
	)

Definition at line 211 of file sharder.cc.

CoefficientWiseQuotientInPlace() [1/2]

void operations_research::pdlp::CoefficientWiseQuotientInPlace	(	const Eigen::VectorXd &	scale,
		const Sharder &	sharder,
		Eigen::VectorXd &	dest
	)

CoefficientWiseQuotientInPlace() [2/2]

void operations_research::pdlp::CoefficientWiseQuotientInPlace	(	const VectorXd &	scale,
		const Sharder &	sharder,
		VectorXd &	dest
	)

Definition at line 218 of file sharder.cc.

ComputeConvergenceInformation()

ConvergenceInformation ComputeConvergenceInformation	(	const PrimalDualHybridGradientParams &	params,
		const ShardedQuadraticProgram &	scaled_sharded_qp,
		const Eigen::VectorXd &	col_scaling_vec,
		const Eigen::VectorXd &	row_scaling_vec,
		const Eigen::VectorXd &	scaled_primal_solution,
		const Eigen::VectorXd &	scaled_dual_solution,
		const double	componentwise_primal_residual_offset,
		const double	componentwise_dual_residual_offset,
		PointType	candidate_type
	)

Definition at line 349 of file iteration_stats.cc.

ComputeDualGradient() [1/2]

LagrangianPart operations_research::pdlp::ComputeDualGradient	(	const ShardedQuadraticProgram &	sharded_qp,
		const Eigen::VectorXd &	dual_solution,
		const Eigen::VectorXd &	primal_product
	)

ComputeDualGradient() [2/2]

LagrangianPart operations_research::pdlp::ComputeDualGradient	(	const ShardedQuadraticProgram &	sharded_qp,
		const VectorXd &	dual_solution,
		const VectorXd &	primal_product
	)

Definition at line 497 of file sharded_optimization_utils.cc.

ComputeInfeasibilityInformation()

InfeasibilityInformation ComputeInfeasibilityInformation	(	const PrimalDualHybridGradientParams &	params,
		const ShardedQuadraticProgram &	scaled_sharded_qp,
		const Eigen::VectorXd &	col_scaling_vec,
		const Eigen::VectorXd &	row_scaling_vec,
		const Eigen::VectorXd &	scaled_primal_ray,
		const Eigen::VectorXd &	scaled_dual_ray,
		PointType	candidate_type
	)

Definition at line 421 of file iteration_stats.cc.

ComputeLocalizedLagrangianBounds() [1/2]

LocalizedLagrangianBounds operations_research::pdlp::ComputeLocalizedLagrangianBounds	(	const ShardedQuadraticProgram &	sharded_qp,
		const Eigen::VectorXd &	primal_solution,
		const Eigen::VectorXd &	dual_solution,
		PrimalDualNorm	primal_dual_norm,
		double	primal_weight,
		double	radius,
		const Eigen::VectorXd *	primal_product,
		const Eigen::VectorXd *	dual_product,
		bool	use_diagonal_qp_trust_region_solver,
		double	diagonal_qp_trust_region_solver_tolerance
	)

ComputeLocalizedLagrangianBounds() [2/2]

LocalizedLagrangianBounds operations_research::pdlp::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
	)

Definition at line 965 of file trust_region.cc.

ComputePrimalGradient() [1/2]

LagrangianPart operations_research::pdlp::ComputePrimalGradient	(	const ShardedQuadraticProgram &	sharded_qp,
		const Eigen::VectorXd &	primal_solution,
		const Eigen::VectorXd &	dual_product
	)

ComputePrimalGradient() [2/2]

LagrangianPart operations_research::pdlp::ComputePrimalGradient	(	const ShardedQuadraticProgram &	sharded_qp,
		const VectorXd &	primal_solution,
		const VectorXd &	dual_product
	)

Definition at line 441 of file sharded_optimization_utils.cc.

ComputeRelativeResiduals()

RelativeConvergenceInformation ComputeRelativeResiduals	(	const TerminationCriteria::DetailedOptimalityCriteria &	optimality_criteria,
		const ConvergenceInformation &	stats,
		const QuadraticProgramBoundNorms &	bound_norms
	)

Definition at line 240 of file termination.cc.

ComputeScaledConvergenceInformation() [1/2]

ConvergenceInformation operations_research::pdlp::ComputeScaledConvergenceInformation	(	const PrimalDualHybridGradientParams &	params,
		const ShardedQuadraticProgram &	sharded_qp,
		const Eigen::VectorXd &	primal_solution,
		const Eigen::VectorXd &	dual_solution,
		double	componentwise_primal_residual_offset,
		double	componentwise_dual_residual_offset,
		PointType	candidate_type
	)

ComputeScaledConvergenceInformation() [2/2]

ConvergenceInformation operations_research::pdlp::ComputeScaledConvergenceInformation	(	const PrimalDualHybridGradientParams &	params,
		const ShardedQuadraticProgram &	sharded_qp,
		const VectorXd &	primal_solution,
		const VectorXd &	dual_solution,
		const double	componentwise_primal_residual_offset,
		const double	componentwise_dual_residual_offset,
		PointType	candidate_type
	)

Definition at line 520 of file iteration_stats.cc.

ComputeStats()

QuadraticProgramStats ComputeStats	(	const ShardedQuadraticProgram &	qp,
		const double	infinite_constraint_bound_threshold
	)

Definition at line 274 of file sharded_optimization_utils.cc.

CorrelationClusteringLp()

QuadraticProgram CorrelationClusteringLp

(

)

Definition at line 87 of file test_util.cc.

CorrelationClusteringStarLp()

QuadraticProgram CorrelationClusteringStarLp

(

)

Definition at line 108 of file test_util.cc.

Distance() [1/2]

double operations_research::pdlp::Distance	(	const Eigen::VectorXd &	vector1,
		const Eigen::VectorXd &	vector2,
		const Sharder &	sharder
	)

Distance() [2/2]

double operations_research::pdlp::Distance	(	const VectorXd &	vector1,
		const VectorXd &	vector2,
		const Sharder &	sharder
	)

Definition at line 259 of file sharder.cc.

Dot() [1/2]

double operations_research::pdlp::Dot	(	const Eigen::VectorXd &	v1,
		const Eigen::VectorXd &	v2,
		const Sharder &	sharder
	)

Dot() [2/2]

double operations_research::pdlp::Dot	(	const VectorXd &	v1,
		const VectorXd &	v2,
		const Sharder &	sharder
	)

Definition at line 225 of file sharder.cc.

DualSubgradientCoefficient()

double DualSubgradientCoefficient	(	const double	constraint_lower_bound,
		const double	constraint_upper_bound,
		const double	dual,
		const double	primal_product
	)

Definition at line 471 of file sharded_optimization_utils.cc.

EffectiveOptimalityCriteria() [1/2]

TerminationCriteria::DetailedOptimalityCriteria EffectiveOptimalityCriteria

(

const TerminationCriteria &

termination_criteria

)

Definition at line 127 of file termination.cc.

EffectiveOptimalityCriteria() [2/2]

TerminationCriteria::DetailedOptimalityCriteria EffectiveOptimalityCriteria

(

const TerminationCriteria::SimpleOptimalityCriteria &

simple_criteria

)

Definition at line 144 of file termination.cc.

EigenArrayAsSpan()

absl::Span<const Scalar> operations_research::pdlp::EigenArrayAsSpan

(

const Eigen::Array< Scalar, Eigen::Dynamic, Eigen::Dynamic, Eigen::ColMajor > &

array

)

Definition at line 287 of file test_util.h.

EigenArrayEq() [1/2]

EigenArrayEqMatcherP<Eigen::Array<T, Eigen::Dynamic, Eigen::Dynamic> > operations_research::pdlp::EigenArrayEq

(

absl::Span< const absl::Span< const T >>

rows

)

Definition at line 385 of file test_util.h.

EigenArrayEq() [2/2]

EigenArrayEqMatcherP<Eigen::Array<T, Eigen::Dynamic, 1> > operations_research::pdlp::EigenArrayEq

(

absl::Span< const T >

data

)

Definition at line 375 of file test_util.h.

EigenArrayNear() [1/2]

EigenArrayNearMatcherP2<Eigen::Array<T, Eigen::Dynamic, Eigen::Dynamic>, double> operations_research::pdlp::EigenArrayNear	(	absl::Span< const absl::Span< const T >>	rows,
		double	tolerance
	)

Definition at line 370 of file test_util.h.

EigenArrayNear() [2/2]

EigenArrayNearMatcherP2<Eigen::Array<T, Eigen::Dynamic, 1>, double> operations_research::pdlp::EigenArrayNear	(	absl::Span< const T >	data,
		double	tolerance
	)

Definition at line 361 of file test_util.h.

EpsilonRatio()

double EpsilonRatio	(	const double	epsilon_absolute,
		const double	epsilon_relative
	)

Definition at line 231 of file termination.cc.

EstimateMaximumSingularValueOfConstraintMatrix() [1/2]

SingularValueAndIterations operations_research::pdlp::EstimateMaximumSingularValueOfConstraintMatrix	(	const ShardedQuadraticProgram &	sharded_qp,
		const std::optional< Eigen::VectorXd > &	primal_solution,
		const std::optional< Eigen::VectorXd > &	dual_solution,
		double	desired_relative_error,
		double	failure_probability,
		std::mt19937 &	mt_generator
	)

EstimateMaximumSingularValueOfConstraintMatrix() [2/2]

SingularValueAndIterations operations_research::pdlp::EstimateMaximumSingularValueOfConstraintMatrix	(	const ShardedQuadraticProgram &	sharded_qp,
		const std::optional< VectorXd > &	primal_solution,
		const std::optional< VectorXd > &	dual_solution,
		const double	desired_relative_error,
		const double	failure_probability,
		std::mt19937 &	mt_generator
	)

Definition at line 671 of file sharded_optimization_utils.cc.

EvalAsColMajorEigenArray()

Eigen::Array<typename EigenType::Scalar, Eigen::Dynamic, Eigen::Dynamic, Eigen::ColMajor> operations_research::pdlp::EvalAsColMajorEigenArray

(

const EigenType &

input

)

Definition at line 281 of file test_util.h.

FindScalingFactor()

double operations_research::pdlp::FindScalingFactor	(	const DiagonalTrustRegionProblem &	problem,
		const Sharder &	sharder,
		const double	target_radius,
		const double	solve_tol
	)

Definition at line 663 of file trust_region.cc.

FloatArrayEq()

decltype(testing::Pointwise(internal::TupleFloatEq(), ContainerType())) operations_research::pdlp::FloatArrayEq

(

const ContainerType &

container

)

Definition at line 273 of file test_util.h.

FloatArrayNear()

decltype(testing::Pointwise(internal::TupleIsNear(0.0), ContainerType())) operations_research::pdlp::FloatArrayNear	(	const ContainerType &	container,
		double	tolerance
	)

Definition at line 255 of file test_util.h.

GetConvergenceInformation()

std::optional< ConvergenceInformation > GetConvergenceInformation	(	const IterationStats &	stats,
		PointType	candidate_type
	)

Definition at line 567 of file iteration_stats.cc.

GetInfeasibilityInformation()

std::optional< InfeasibilityInformation > GetInfeasibilityInformation	(	const IterationStats &	stats,
		PointType	candidate_type
	)

Definition at line 577 of file iteration_stats.cc.

GetPointMetadata()

std::optional< PointMetadata > GetPointMetadata	(	const IterationStats &	stats,
		const PointType	point_type
	)

Definition at line 588 of file iteration_stats.cc.

HasValidBounds() [1/2]

bool HasValidBounds

(

const QuadraticProgram &

qp

)

Definition at line 82 of file quadratic_program.cc.

HasValidBounds() [2/2]

bool HasValidBounds

(

const ShardedQuadraticProgram &

sharded_qp

)

Definition at line 696 of file sharded_optimization_utils.cc.

IsLinearProgram()

bool operations_research::pdlp::IsLinearProgram ( const QuadraticProgram &  qp )

inline

Definition at line 149 of file quadratic_program.h.

L1Norm() [1/2]

double operations_research::pdlp::L1Norm	(	const Eigen::VectorXd &	vector,
		const Sharder &	sharder
	)

L1Norm() [2/2]

double operations_research::pdlp::L1Norm	(	const VectorXd &	vector,
		const Sharder &	sharder
	)

Definition at line 238 of file sharder.cc.

L2NormRescaling() [1/2]

void operations_research::pdlp::L2NormRescaling	(	const ShardedQuadraticProgram &	sharded_qp,
		Eigen::VectorXd &	row_scaling_vec,
		Eigen::VectorXd &	col_scaling_vec
	)

L2NormRescaling() [2/2]

void operations_research::pdlp::L2NormRescaling	(	const ShardedQuadraticProgram &	sharded_qp,
		VectorXd &	row_scaling_vec,
		VectorXd &	col_scaling_vec
	)

Definition at line 411 of file sharded_optimization_utils.cc.

LInfNorm() [1/2]

double operations_research::pdlp::LInfNorm	(	const Eigen::VectorXd &	vector,
		const Sharder &	sharder
	)

LInfNorm() [2/2]

double operations_research::pdlp::LInfNorm	(	const VectorXd &	vector,
		const Sharder &	sharder
	)

Definition at line 230 of file sharder.cc.

LInfRuizRescaling() [1/2]

void operations_research::pdlp::LInfRuizRescaling	(	const ShardedQuadraticProgram &	sharded_qp,
		const int	num_iterations,
		VectorXd &	row_scaling_vec,
		VectorXd &	col_scaling_vec
	)

Definition at line 404 of file sharded_optimization_utils.cc.

LInfRuizRescaling() [2/2]

void operations_research::pdlp::LInfRuizRescaling	(	const ShardedQuadraticProgram &	sharded_qp,
		int	num_iterations,
		Eigen::VectorXd &	row_scaling_vec,
		Eigen::VectorXd &	col_scaling_vec
	)

LpWithoutConstraints()

QuadraticProgram LpWithoutConstraints

(

)

Definition at line 262 of file test_util.cc.

MATCHER_P()

operations_research::pdlp::MATCHER_P	(	EigenArrayEq	,
		expected_array	,
		"array is almost equal to "+	testing::PrintToStringexpected_array
	)

Definition at line 329 of file test_util.h.

MATCHER_P2()

operations_research::pdlp::MATCHER_P2	(	EigenArrayNear	,
		expected_array	,
		tolerance	,
		"array is near "+	testing::PrintToStringexpected_array)+" within tolerance "+testing::PrintToString(tolerance
	)

Definition at line 301 of file test_util.h.

Norm() [1/2]

double operations_research::pdlp::Norm	(	const Eigen::VectorXd &	vector,
		const Sharder &	sharder
	)

Norm() [2/2]

double operations_research::pdlp::Norm	(	const VectorXd &	vector,
		const Sharder &	sharder
	)

Definition at line 248 of file sharder.cc.

NormOfDeltaProjection()

double operations_research::pdlp::NormOfDeltaProjection	(	const DiagonalTrustRegionProblem &	problem,
		const Sharder &	sharder,
		const double	scaling_factor
	)

Definition at line 636 of file trust_region.cc.

ObjectiveGapMet()

bool ObjectiveGapMet	(	const TerminationCriteria::DetailedOptimalityCriteria &	optimality_criteria,
		const ConvergenceInformation &	stats
	)

Definition at line 27 of file termination.cc.

OnesVector()

Eigen::VectorXd OnesVector

(

const Sharder &

sharder

)

Definition at line 185 of file sharder.cc.

operator==()

bool operations_research::pdlp::operator==	(	const TerminationCriteria::DetailedOptimalityCriteria &	lhs,
		const TerminationCriteria::DetailedOptimalityCriteria &	rhs
	)

Definition at line 28 of file termination_test.cc.

OptimalityCriteriaMet()

bool OptimalityCriteriaMet	(	const TerminationCriteria::DetailedOptimalityCriteria &	optimality_criteria,
		const ConvergenceInformation &	stats,
		const OptimalityNorm	optimality_norm,
		const QuadraticProgramBoundNorms &	bound_norms
	)

Definition at line 44 of file termination.cc.

PrimalDualHybridGradient() [1/4]

SolverResult operations_research::pdlp::PrimalDualHybridGradient	(	QuadraticProgram	qp,
		const PrimalDualHybridGradientParams &	params,
		const std::atomic< bool > *	interrupt_solve,
		IterationStatsCallback	iteration_stats_callback
	)

Definition at line 2302 of file primal_dual_hybrid_gradient.cc.

PrimalDualHybridGradient() [2/4]

SolverResult operations_research::pdlp::PrimalDualHybridGradient	(	QuadraticProgram	qp,
		const PrimalDualHybridGradientParams &	params,
		const std::atomic< bool > *	interrupt_solve = nullptr,
		std::function< void(const IterationCallbackInfo &)>	iteration_stats_callback = nullptr
	)

PrimalDualHybridGradient() [3/4]

SolverResult operations_research::pdlp::PrimalDualHybridGradient	(	QuadraticProgram	qp,
		const PrimalDualHybridGradientParams &	params,
		std::optional< PrimalAndDualSolution >	initial_solution,
		const std::atomic< bool > *	interrupt_solve,
		IterationStatsCallback	iteration_stats_callback
	)

Definition at line 2311 of file primal_dual_hybrid_gradient.cc.

PrimalDualHybridGradient() [4/4]

SolverResult operations_research::pdlp::PrimalDualHybridGradient	(	QuadraticProgram	qp,
		const PrimalDualHybridGradientParams &	params,
		std::optional< PrimalAndDualSolution >	initial_solution,
		const std::atomic< bool > *	interrupt_solve = nullptr,
		std::function< void(const IterationCallbackInfo &)>	iteration_stats_callback = nullptr
	)

ProjectedValueOfScaledDifference()

double operations_research::pdlp::ProjectedValueOfScaledDifference	(	const DiagonalTrustRegionProblem &	problem,
		const int64_t	index,
		const double	scaling_factor
	)

Definition at line 616 of file trust_region.cc.

ProjectToDualVariableBounds() [1/2]

void operations_research::pdlp::ProjectToDualVariableBounds	(	const ShardedQuadraticProgram &	sharded_qp,
		Eigen::VectorXd &	dual
	)

ProjectToDualVariableBounds() [2/2]

void operations_research::pdlp::ProjectToDualVariableBounds	(	const ShardedQuadraticProgram &	sharded_qp,
		VectorXd &	dual
	)

Definition at line 727 of file sharded_optimization_utils.cc.

ProjectToPrimalVariableBounds() [1/2]

void operations_research::pdlp::ProjectToPrimalVariableBounds	(	const ShardedQuadraticProgram &	sharded_qp,
		Eigen::VectorXd &	primal
	)

ProjectToPrimalVariableBounds() [2/2]

void operations_research::pdlp::ProjectToPrimalVariableBounds	(	const ShardedQuadraticProgram &	sharded_qp,
		VectorXd &	primal
	)

Definition at line 716 of file sharded_optimization_utils.cc.

QpFromMpModelProto()

absl::StatusOr< QuadraticProgram > QpFromMpModelProto	(	const MPModelProto &	proto,
		bool	relax_integer_variables,
		bool	include_names
	)

Definition at line 92 of file quadratic_program.cc.

QpToMpModelProto()

absl::StatusOr< MPModelProto > QpToMpModelProto

(

const QuadraticProgram &

qp

)

Definition at line 235 of file quadratic_program.cc.

ReadMPModelProtoFileOrDie()

QuadraticProgram ReadMPModelProtoFileOrDie	(	const std::string &	mpmodel_proto_file,
		bool	include_names
	)

Definition at line 82 of file quadratic_program_io.cc.

ReadMpsLinearProgramOrDie()

QuadraticProgram ReadMpsLinearProgramOrDie	(	const std::string &	lp_file,
		bool	include_names
	)

Definition at line 67 of file quadratic_program_io.cc.

ReadQuadraticProgramOrDie()

QuadraticProgram ReadQuadraticProgramOrDie	(	const std::string &	filename,
		bool	include_names
	)

Definition at line 50 of file quadratic_program_io.cc.

ReducedCosts() [1/2]

Eigen::VectorXd operations_research::pdlp::ReducedCosts	(	const PrimalDualHybridGradientParams &	params,
		const ShardedQuadraticProgram &	scaled_sharded_qp,
		const Eigen::VectorXd &	primal_solution,
		const Eigen::VectorXd &	dual_solution,
		bool	use_zero_primal_objective = false
	)

ReducedCosts() [2/2]

VectorXd operations_research::pdlp::ReducedCosts	(	const PrimalDualHybridGradientParams &	params,
		const ShardedQuadraticProgram &	sharded_qp,
		const VectorXd &	primal_solution,
		const VectorXd &	dual_solution,
		bool	use_zero_primal_objective
	)

Definition at line 533 of file iteration_stats.cc.

ScaledColL2Norm() [1/2]

Eigen::VectorXd operations_research::pdlp::ScaledColL2Norm	(	const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &	matrix,
		const Eigen::VectorXd &	row_scaling_vec,
		const Eigen::VectorXd &	col_scaling_vec,
		const Sharder &	sharder
	)

ScaledColL2Norm() [2/2]

VectorXd operations_research::pdlp::ScaledColL2Norm	(	const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &	matrix,
		const VectorXd &	row_scaling_vec,
		const VectorXd &	col_scaling_vec,
		const Sharder &	sharder
	)

Definition at line 308 of file sharder.cc.

ScaledColLInfNorm() [1/2]

Eigen::VectorXd operations_research::pdlp::ScaledColLInfNorm	(	const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &	matrix,
		const Eigen::VectorXd &	row_scaling_vec,
		const Eigen::VectorXd &	col_scaling_vec,
		const Sharder &	sharder
	)

ScaledColLInfNorm() [2/2]

VectorXd operations_research::pdlp::ScaledColLInfNorm	(	const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &	matrix,
		const VectorXd &	row_scaling_vec,
		const VectorXd &	col_scaling_vec,
		const Sharder &	sharder
	)

Definition at line 286 of file sharder.cc.

ScaledLInfNorm() [1/2]

double operations_research::pdlp::ScaledLInfNorm	(	const Eigen::VectorXd &	vector,
		const Eigen::VectorXd &	scale,
		const Sharder &	sharder
	)

ScaledLInfNorm() [2/2]

double operations_research::pdlp::ScaledLInfNorm	(	const VectorXd &	vector,
		const VectorXd &	scale,
		const Sharder &	sharder
	)

Definition at line 264 of file sharder.cc.

ScaledNorm() [1/2]

double operations_research::pdlp::ScaledNorm	(	const Eigen::VectorXd &	vector,
		const Eigen::VectorXd &	scale,
		const Sharder &	sharder
	)

ScaledNorm() [2/2]

double operations_research::pdlp::ScaledNorm	(	const VectorXd &	vector,
		const VectorXd &	scale,
		const Sharder &	sharder
	)

Definition at line 281 of file sharder.cc.

ScaledSquaredNorm() [1/2]

double operations_research::pdlp::ScaledSquaredNorm	(	const Eigen::VectorXd &	vector,
		const Eigen::VectorXd &	scale,
		const Sharder &	sharder
	)

ScaledSquaredNorm() [2/2]

double operations_research::pdlp::ScaledSquaredNorm	(	const VectorXd &	vector,
		const VectorXd &	scale,
		const Sharder &	sharder
	)

Definition at line 274 of file sharder.cc.

SetEigenMatrixFromTriplets()

void SetEigenMatrixFromTriplets	(	std::vector< Eigen::Triplet< double, int64_t >>	triplets,
		Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &	matrix
	)

Definition at line 315 of file quadratic_program.cc.

SetRandomProjections()

void SetRandomProjections	(	const ShardedQuadraticProgram &	sharded_qp,
		const Eigen::VectorXd &	primal_solution,
		const Eigen::VectorXd &	dual_solution,
		const std::vector< int > &	random_projection_seeds,
		PointMetadata &	metadata
	)

Definition at line 598 of file iteration_stats.cc.

SetZero() [1/2]

void operations_research::pdlp::SetZero	(	const Sharder &	sharder,
		Eigen::VectorXd &	dest
	)

SetZero() [2/2]

void operations_research::pdlp::SetZero	(	const Sharder &	sharder,
		VectorXd &	dest
	)

Definition at line 173 of file sharder.cc.

SmallDualInfeasibleLp()

QuadraticProgram SmallDualInfeasibleLp

(

)

Definition at line 233 of file test_util.cc.

SmallInconsistentVariableBoundsLp()

QuadraticProgram SmallInconsistentVariableBoundsLp

(

)

Definition at line 204 of file test_util.cc.

SmallInitializationLp()

QuadraticProgram SmallInitializationLp

(

)

Definition at line 246 of file test_util.cc.

SmallInvalidProblemLp()

QuadraticProgram SmallInvalidProblemLp

(

)

Definition at line 191 of file test_util.cc.

SmallPrimalDualInfeasibleLp()

QuadraticProgram SmallPrimalDualInfeasibleLp

(

)

Definition at line 240 of file test_util.cc.

SmallPrimalInfeasibleLp()

QuadraticProgram SmallPrimalInfeasibleLp

(

)

Definition at line 217 of file test_util.cc.

SolveDiagonalQpTrustRegion() [1/2]

TrustRegionResult operations_research::pdlp::SolveDiagonalQpTrustRegion	(	const ShardedQuadraticProgram &	sharded_qp,
		const Eigen::VectorXd &	primal_solution,
		const Eigen::VectorXd &	dual_solution,
		const Eigen::VectorXd &	primal_gradient,
		const Eigen::VectorXd &	dual_gradient,
		const double	primal_weight,
		double	target_radius,
		double	solve_tolerance
	)

SolveDiagonalQpTrustRegion() [2/2]

TrustRegionResult operations_research::pdlp::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
	)

Definition at line 755 of file trust_region.cc.

SolveDiagonalTrustRegion() [1/2]

TrustRegionResult operations_research::pdlp::SolveDiagonalTrustRegion	(	const Eigen::VectorXd &	objective_vector,
		const Eigen::VectorXd &	objective_matrix_diagonal,
		const Eigen::VectorXd &	variable_lower_bounds,
		const Eigen::VectorXd &	variable_upper_bounds,
		const Eigen::VectorXd &	center_point,
		const Eigen::VectorXd &	norm_weights,
		double	target_radius,
		const Sharder &	sharder,
		double	solve_tolerance
	)

SolveDiagonalTrustRegion() [2/2]

TrustRegionResult operations_research::pdlp::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
	)

Definition at line 742 of file trust_region.cc.

SolveDiagonalTrustRegionProblem()

TrustRegionResult operations_research::pdlp::SolveDiagonalTrustRegionProblem	(	const DiagonalTrustRegionProblem &	problem,
		const Sharder &	sharder,
		const double	target_radius,
		const double	solve_tol
	)

Definition at line 694 of file trust_region.cc.

SolveTrustRegion() [1/2]

TrustRegionResult operations_research::pdlp::SolveTrustRegion	(	const Eigen::VectorXd &	objective_vector,
		const Eigen::VectorXd &	variable_lower_bounds,
		const Eigen::VectorXd &	variable_upper_bounds,
		const Eigen::VectorXd &	center_point,
		const Eigen::VectorXd &	norm_weights,
		double	target_radius,
		const Sharder &	sharder
	)

SolveTrustRegion() [2/2]

TrustRegionResult operations_research::pdlp::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
	)

Definition at line 453 of file trust_region.cc.

SquaredDistance() [1/2]

double operations_research::pdlp::SquaredDistance	(	const Eigen::VectorXd &	vector1,
		const Eigen::VectorXd &	vector2,
		const Sharder &	sharder
	)

SquaredDistance() [2/2]

double operations_research::pdlp::SquaredDistance	(	const VectorXd &	vector1,
		const VectorXd &	vector2,
		const Sharder &	sharder
	)

Definition at line 252 of file sharder.cc.

SquaredNorm() [1/2]

double operations_research::pdlp::SquaredNorm	(	const Eigen::VectorXd &	vector,
		const Sharder &	sharder
	)

SquaredNorm() [2/2]

double operations_research::pdlp::SquaredNorm	(	const VectorXd &	vector,
		const Sharder &	sharder
	)

Definition at line 243 of file sharder.cc.

TestDiagonalQp1()

QuadraticProgram TestDiagonalQp1

(

)

Definition at line 143 of file test_util.cc.

TestDiagonalQp2()

QuadraticProgram TestDiagonalQp2

(

)

Definition at line 159 of file test_util.cc.

TestDiagonalQp3()

QuadraticProgram TestDiagonalQp3

(

)

Definition at line 175 of file test_util.cc.

TestLp()

QuadraticProgram TestLp

(

)

Definition at line 33 of file test_util.cc.

TinyLp()

QuadraticProgram TinyLp

(

)

Definition at line 67 of file test_util.cc.

ToDense()

Eigen::ArrayXXd ToDense

(

const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &

sparse_mat

)

Definition at line 285 of file test_util.cc.

TransposedMatrixVectorProduct() [1/2]

Eigen::VectorXd operations_research::pdlp::TransposedMatrixVectorProduct	(	const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &	matrix,
		const Eigen::VectorXd &	vector,
		const Sharder &	sharder
	)

TransposedMatrixVectorProduct() [2/2]

VectorXd operations_research::pdlp::TransposedMatrixVectorProduct	(	const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &	matrix,
		const VectorXd &	vector,
		const Sharder &	sharder
	)

Definition at line 158 of file sharder.cc.

ValidateAdaptiveLinesearchParams()

absl::Status ValidateAdaptiveLinesearchParams

(

const AdaptiveLinesearchParams &

params

)

Definition at line 115 of file solvers_proto_validation.cc.

ValidateMalitskyPockParams()

absl::Status ValidateMalitskyPockParams

(

const MalitskyPockParams &

params

)

Definition at line 133 of file solvers_proto_validation.cc.

ValidatePrimalDualHybridGradientParams()

absl::Status ValidatePrimalDualHybridGradientParams

(

const PrimalDualHybridGradientParams &

params

)

Definition at line 159 of file solvers_proto_validation.cc.

ValidateQuadraticProgramDimensions()

absl::Status ValidateQuadraticProgramDimensions

(

const QuadraticProgram &

qp

)

Definition at line 37 of file quadratic_program.cc.

ValidateTerminationCriteria()

absl::Status ValidateTerminationCriteria

(

const TerminationCriteria &

criteria

)

Definition at line 40 of file solvers_proto_validation.cc.

VerifyTestDiagonalQp1()

void VerifyTestDiagonalQp1	(	const QuadraticProgram &	qp,
		bool	maximize
	)

Definition at line 270 of file test_util.cc.

VerifyTestLp()

void VerifyTestLp	(	const QuadraticProgram &	qp,
		bool	maximize
	)

Definition at line 49 of file test_util.cc.

WriteLinearProgramToMps()

absl::Status WriteLinearProgramToMps	(	const QuadraticProgram &	linear_program,
		const std::string &	mps_file
	)

Definition at line 92 of file quadratic_program_io.cc.

WriteQuadraticProgramToMPModelProto()

absl::Status WriteQuadraticProgramToMPModelProto	(	const QuadraticProgram &	quadratic_program,
		const std::string &	mpmodel_proto_file
	)

Definition at line 107 of file quadratic_program_io.cc.

ZeroVector()

Eigen::VectorXd ZeroVector

(

const Sharder &

sharder

)

Definition at line 179 of file sharder.cc.

Variable Documentation

kInfinity

constexpr double kInfinity = std::numeric_limits<double>::infinity()

constexpr

Definition at line 37 of file sharded_optimization_utils.cc.