trust_region.h File Reference

#include <algorithm>
#include <cmath>
#include <cstdint>
#include <limits>
#include <vector>
#include "Eigen/Core"
#include "absl/algorithm/container.h"
#include "absl/log/check.h"
#include "ortools/base/mathutil.h"
#include "ortools/pdlp/sharded_quadratic_program.h"
#include "ortools/pdlp/sharder.h"

Go to the source code of this file.

Classes
struct	operations_research::pdlp::TrustRegionResult
struct	operations_research::pdlp::LocalizedLagrangianBounds
class	operations_research::pdlp::internal::PrimalTrustRegionProblem
class	operations_research::pdlp::internal::DualTrustRegionProblem

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.
namespace	operations_research::pdlp::internal
	Utility functions for internal use only.

Enumerations
enum class	operations_research::pdlp::PrimalDualNorm { operations_research::pdlp::kMaxNorm , operations_research::pdlp::kEuclideanNorm }

Functions
TrustRegionResult	operations_research::pdlp::SolveTrustRegion (const Eigen::VectorXd &objective_vector, const Eigen::VectorXd &variable_lower_bounds, const Eigen::VectorXd &variable_upper_bounds, const Eigen::VectorXd &center_point, const Eigen::VectorXd &norm_weights, double target_radius, const Sharder &sharder)
TrustRegionResult	operations_research::pdlp::SolveDiagonalTrustRegion (const Eigen::VectorXd &objective_vector, const Eigen::VectorXd &objective_matrix_diagonal, const Eigen::VectorXd &variable_lower_bounds, const Eigen::VectorXd &variable_upper_bounds, const Eigen::VectorXd &center_point, const Eigen::VectorXd &norm_weights, double target_radius, const Sharder &sharder, double solve_tolerance)
TrustRegionResult	operations_research::pdlp::SolveDiagonalQpTrustRegion (const ShardedQuadraticProgram &sharded_qp, const Eigen::VectorXd &primal_solution, const Eigen::VectorXd &dual_solution, const Eigen::VectorXd &primal_gradient, const Eigen::VectorXd &dual_gradient, const double primal_weight, double target_radius, double solve_tolerance)
double	operations_research::pdlp::BoundGap (const LocalizedLagrangianBounds &bounds)
*x LocalizedLagrangianBounds	operations_research::pdlp::ComputeLocalizedLagrangianBounds (const ShardedQuadraticProgram &sharded_qp, const Eigen::VectorXd &primal_solution, const Eigen::VectorXd &dual_solution, PrimalDualNorm primal_dual_norm, double primal_weight, double radius, const Eigen::VectorXd *primal_product, const Eigen::VectorXd *dual_product, bool use_diagonal_qp_trust_region_solver, double diagonal_qp_trust_region_solver_tolerance)
template<typename TrustRegionProblem >
double	operations_research::pdlp::internal::DistanceAtCriticalStepSize (const TrustRegionProblem &problem, const int64_t index)
template<typename TrustRegionProblem >
double	operations_research::pdlp::internal::CriticalStepSize (const TrustRegionProblem &problem, const int64_t index)
template<typename TrustRegionProblem >
double	operations_research::pdlp::internal::ProjectedValue (const TrustRegionProblem &problem, const int64_t index, const double step_size)
template<typename ArrayType , typename ValueFunction >
double	operations_research::pdlp::internal::EasyMedian (ArrayType array, ValueFunction value_function)
template<typename TrustRegionProblem >
double	operations_research::pdlp::internal::ComputeInitialUndecidedComponents (const TrustRegionProblem &problem, int64_t start_index, int64_t end_index, std::vector< int64_t > &undecided_components)
template<typename TrustRegionProblem >
double	operations_research::pdlp::internal::RadiusSquaredOfUndecidedComponents (const TrustRegionProblem &problem, const double step_size, const std::vector< int64_t > &undecided_components)
template<typename TrustRegionProblem >
double	operations_research::pdlp::internal::RemoveCriticalStepsAboveThreshold (const TrustRegionProblem &problem, const double step_size_threshold, std::vector< int64_t > &undecided_components)
template<typename TrustRegionProblem >
double	operations_research::pdlp::internal::RemoveCriticalStepsBelowThreshold (const TrustRegionProblem &problem, const double step_size_threshold, std::vector< int64_t > &undecided_components)

Variables
*x	operations_research::pdlp::primal_solution