Detailed Description

Metrics for tracking progress when relative convergence criteria are used. These depend on the ConvergenceInformation, the problem data, and the convergence tolerances.

Definition at line 92 of file termination.h.

#include <termination.h>

Public Attributes
double	relative_l_inf_primal_residual = 0
double	relative_l2_primal_residual = 0
double	relative_l_inf_dual_residual = 0
double	relative_l2_dual_residual = 0
double	relative_optimality_gap = 0

Member Data Documentation

◆ relative_l2_dual_residual

double operations_research::pdlp::RelativeConvergenceInformation::relative_l2_dual_residual = 0

Definition at line 109 of file termination.h.

◆ relative_l2_primal_residual

double operations_research::pdlp::RelativeConvergenceInformation::relative_l2_primal_residual = 0

Definition at line 107 of file termination.h.

◆ relative_l_inf_dual_residual

double operations_research::pdlp::RelativeConvergenceInformation::relative_l_inf_dual_residual = 0

Definition at line 108 of file termination.h.

◆ relative_l_inf_primal_residual

double operations_research::pdlp::RelativeConvergenceInformation::relative_l_inf_primal_residual = 0

Relative versions of the residuals, defined as relative_residual = residual / (eps_ratio + norm), where eps_ratio = eps_optimal_absolute / eps_optimal_relative residual = one of the residuals (l{2,inf}{primal,dual}_residual) norm = the relative norm (l{2,_inf} norm of {constraint_bounds,primal_linear_objective} respectively). If eps_optimal_relative == eps_optimal_absolute, eps_ratio will be 1.0 (even if eps_optimal_relative == 0.0 or inf). Otherwise, if eps_optimal_relative == 0.0, these will all be 0.0.

If eps_optimal_relative > 0.0, the absolute and relative termination criteria translate to relative_residual <= eps_optimal_relative.

Definition at line 106 of file termination.h.

◆ relative_optimality_gap

double operations_research::pdlp::RelativeConvergenceInformation::relative_optimality_gap = 0

Relative optimality gap: (primal_objective - dual_objective) / (eps_ratio + primal_objective + dual_objective)

Definition at line 114 of file termination.h.

The documentation for this struct was generated from the following file:

ortools/pdlp/termination.h