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Google OR-Tools v9.14
a fast and portable software suite for combinatorial optimization
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#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 |
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.
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.