Google OR-Tools v9.11
a fast and portable software suite for combinatorial optimization
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#include <solution.h>
Public Member Functions | |
DualRayProto | Proto () const |
Returns the proto equivalent of this. | |
Static Public Member Functions | |
static absl::StatusOr< DualRay > | FromProto (const ModelStorage *model, const DualRayProto &dual_ray_proto) |
Public Attributes | |
LinearConstraintMap< double > | dual_values |
VariableMap< double > | reduced_costs |
A direction of unbounded improvement to the dual of an optimization problem; equivalently, a certificate of primal infeasibility.
E.g. consider the primal dual linear program pair: (Primal) (Dual) min c * x max b * y s.t. A * x >= b s.t. y * A + r = c x >= 0 y, r >= 0. The dual ray is the pair (y, r) satisfying: b * y > 0 y * A + r = 0 y, r >= 0 Observe that adding a positive multiple of (y, r) to dual feasible solution maintains dual feasibility and improves the objective (proving the dual is unbounded). The dual ray also proves the primal problem is infeasible.
In the class DualRay, y is dual_values and r is reduced_costs.
Definition at line 176 of file solution.h.
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static |
Returns the DualRay equivalent of dual_ray_proto.
Returns an error when either of:
Definition at line 162 of file solution.cc.
DualRayProto operations_research::math_opt::DualRay::Proto | ( | ) | const |
Returns the proto equivalent of this.
Definition at line 176 of file solution.cc.
LinearConstraintMap<double> operations_research::math_opt::DualRay::dual_values |
Definition at line 188 of file solution.h.
VariableMap<double> operations_research::math_opt::DualRay::reduced_costs |
Definition at line 189 of file solution.h.