sharded_optimization_utils.cc File Reference

#include "ortools/pdlp/sharded_optimization_utils.h"
#include <algorithm>
#include <cmath>
#include <cstdint>
#include <limits>
#include <optional>
#include <random>
#include <utility>
#include <vector>
#include "Eigen/Core"
#include "Eigen/SparseCore"
#include "absl/log/check.h"
#include "absl/random/distributions.h"
#include "ortools/base/logging.h"
#include "ortools/base/mathutil.h"
#include "ortools/pdlp/quadratic_program.h"
#include "ortools/pdlp/sharded_quadratic_program.h"
#include "ortools/pdlp/sharder.h"

Go to the source code of this file.

Namespaces
namespace	operations_research
	In SWIG mode, we don't want anything besides these top-level includes.
namespace	operations_research::pdlp
	Validation utilities for solvers.proto.

Functions
QuadraticProgramStats	operations_research::pdlp::ComputeStats (const ShardedQuadraticProgram &qp)
	Returns a QuadraticProgramStats for a ShardedQuadraticProgram.
void	operations_research::pdlp::LInfRuizRescaling (const ShardedQuadraticProgram &sharded_qp, const int num_iterations, VectorXd &row_scaling_vec, VectorXd &col_scaling_vec)
void	operations_research::pdlp::L2NormRescaling (const ShardedQuadraticProgram &sharded_qp, VectorXd &row_scaling_vec, VectorXd &col_scaling_vec)
ScalingVectors	operations_research::pdlp::ApplyRescaling (const RescalingOptions &rescaling_options, ShardedQuadraticProgram &sharded_qp)
LagrangianPart	operations_research::pdlp::ComputePrimalGradient (const ShardedQuadraticProgram &sharded_qp, const VectorXd &primal_solution, const VectorXd &dual_product)
double	operations_research::pdlp::DualSubgradientCoefficient (const double constraint_lower_bound, const double constraint_upper_bound, const double dual, const double primal_product)
LagrangianPart	operations_research::pdlp::ComputeDualGradient (const ShardedQuadraticProgram &sharded_qp, const VectorXd &dual_solution, const VectorXd &primal_product)
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)
bool	operations_research::pdlp::HasValidBounds (const ShardedQuadraticProgram &sharded_qp)
void	operations_research::pdlp::ProjectToPrimalVariableBounds (const ShardedQuadraticProgram &sharded_qp, VectorXd &primal, const bool use_feasibility_bounds)
void	operations_research::pdlp::ProjectToDualVariableBounds (const ShardedQuadraticProgram &sharded_qp, VectorXd &dual)

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