OR-Tools  9.6
sharded_optimization_utils.cc File Reference

Go to the source code of this file.

Namespaces

 operations_research
 Collection of objects used to extend the Constraint Solver library.
 
 operations_research::pdlp
 

Functions

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)
 

Variables

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

Variable Documentation

◆ average

double average = 0.0

Definition at line 104 of file sharded_optimization_utils.cc.

◆ col_norms

VectorInfo col_norms

Definition at line 111 of file sharded_optimization_utils.cc.

◆ l2_norm

double l2_norm = 0.0

Definition at line 106 of file sharded_optimization_utils.cc.

◆ largest

double largest = 0.0

Definition at line 100 of file sharded_optimization_utils.cc.

◆ num_finite_nonzero

int64_t num_finite_nonzero = 0

Definition at line 96 of file sharded_optimization_utils.cc.

◆ num_infinite

int64_t num_infinite = 0

Definition at line 97 of file sharded_optimization_utils.cc.

◆ num_zero

int64_t num_zero = 0

Definition at line 98 of file sharded_optimization_utils.cc.

◆ row_norms

VectorInfo row_norms

Definition at line 110 of file sharded_optimization_utils.cc.

◆ smallest

double smallest = 0.0

Definition at line 102 of file sharded_optimization_utils.cc.