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Google OR-Tools v9.14
a fast and portable software suite for combinatorial optimization
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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 |
double operations_research::pdlp::RelativeConvergenceInformation::relative_l2_dual_residual = 0 |
Definition at line 109 of file termination.h.
double operations_research::pdlp::RelativeConvergenceInformation::relative_l2_primal_residual = 0 |
Definition at line 107 of file termination.h.
double operations_research::pdlp::RelativeConvergenceInformation::relative_l_inf_dual_residual = 0 |
Definition at line 108 of file termination.h.
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.
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.