Google OR-Tools v9.11
a fast and portable software suite for combinatorial optimization
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Classes | |
class | Types |
Container for nested types declared in the GlopParameters message type. More... | |
Public Member Functions | |
GlopParameters () | |
GlopParameters (GlopParameters other) | |
GlopParameters | Clone () |
void | ClearScalingMethod () |
Clears the value of the "scaling_method" field. | |
void | ClearFeasibilityRule () |
Clears the value of the "feasibility_rule" field. | |
void | ClearOptimizationRule () |
Clears the value of the "optimization_rule" field. | |
void | ClearRefactorizationThreshold () |
Clears the value of the "refactorization_threshold" field. | |
void | ClearRecomputeReducedCostsThreshold () |
Clears the value of the "recompute_reduced_costs_threshold" field. | |
void | ClearRecomputeEdgesNormThreshold () |
Clears the value of the "recompute_edges_norm_threshold" field. | |
void | ClearPrimalFeasibilityTolerance () |
Clears the value of the "primal_feasibility_tolerance" field. | |
void | ClearDualFeasibilityTolerance () |
Clears the value of the "dual_feasibility_tolerance" field. | |
void | ClearRatioTestZeroThreshold () |
Clears the value of the "ratio_test_zero_threshold" field. | |
void | ClearHarrisToleranceRatio () |
Clears the value of the "harris_tolerance_ratio" field. | |
void | ClearSmallPivotThreshold () |
Clears the value of the "small_pivot_threshold" field. | |
void | ClearMinimumAcceptablePivot () |
Clears the value of the "minimum_acceptable_pivot" field. | |
void | ClearDropTolerance () |
Clears the value of the "drop_tolerance" field. | |
void | ClearUseScaling () |
Clears the value of the "use_scaling" field. | |
void | ClearCostScaling () |
Clears the value of the "cost_scaling" field. | |
void | ClearInitialBasis () |
Clears the value of the "initial_basis" field. | |
void | ClearUseTransposedMatrix () |
Clears the value of the "use_transposed_matrix" field. | |
void | ClearBasisRefactorizationPeriod () |
Clears the value of the "basis_refactorization_period" field. | |
void | ClearDynamicallyAdjustRefactorizationPeriod () |
Clears the value of the "dynamically_adjust_refactorization_period" field. | |
void | ClearSolveDualProblem () |
Clears the value of the "solve_dual_problem" field. | |
void | ClearDualizerThreshold () |
Clears the value of the "dualizer_threshold" field. | |
void | ClearSolutionFeasibilityTolerance () |
Clears the value of the "solution_feasibility_tolerance" field. | |
void | ClearProvideStrongOptimalGuarantee () |
Clears the value of the "provide_strong_optimal_guarantee" field. | |
void | ClearChangeStatusToImprecise () |
Clears the value of the "change_status_to_imprecise" field. | |
void | ClearMaxNumberOfReoptimizations () |
Clears the value of the "max_number_of_reoptimizations" field. | |
void | ClearLuFactorizationPivotThreshold () |
Clears the value of the "lu_factorization_pivot_threshold" field. | |
void | ClearMaxTimeInSeconds () |
Clears the value of the "max_time_in_seconds" field. | |
void | ClearMaxDeterministicTime () |
Clears the value of the "max_deterministic_time" field. | |
void | ClearMaxNumberOfIterations () |
Clears the value of the "max_number_of_iterations" field. | |
void | ClearMarkowitzZlatevParameter () |
Clears the value of the "markowitz_zlatev_parameter" field. | |
void | ClearMarkowitzSingularityThreshold () |
Clears the value of the "markowitz_singularity_threshold" field. | |
void | ClearUseDualSimplex () |
Clears the value of the "use_dual_simplex" field. | |
void | ClearAllowSimplexAlgorithmChange () |
Clears the value of the "allow_simplex_algorithm_change" field. | |
void | ClearDevexWeightsResetPeriod () |
Clears the value of the "devex_weights_reset_period" field. | |
void | ClearUsePreprocessing () |
Clears the value of the "use_preprocessing" field. | |
void | ClearUseMiddleProductFormUpdate () |
Clears the value of the "use_middle_product_form_update" field. | |
void | ClearInitializeDevexWithColumnNorms () |
Clears the value of the "initialize_devex_with_column_norms" field. | |
void | ClearExploitSingletonColumnInInitialBasis () |
Clears the value of the "exploit_singleton_column_in_initial_basis" field. | |
void | ClearDualSmallPivotThreshold () |
Clears the value of the "dual_small_pivot_threshold" field. | |
void | ClearPreprocessorZeroTolerance () |
Clears the value of the "preprocessor_zero_tolerance" field. | |
void | ClearObjectiveLowerLimit () |
Clears the value of the "objective_lower_limit" field. | |
void | ClearObjectiveUpperLimit () |
Clears the value of the "objective_upper_limit" field. | |
void | ClearDegenerateMinistepFactor () |
Clears the value of the "degenerate_ministep_factor" field. | |
void | ClearRandomSeed () |
Clears the value of the "random_seed" field. | |
void | ClearNumOmpThreads () |
Clears the value of the "num_omp_threads" field. | |
void | ClearPerturbCostsInDualSimplex () |
Clears the value of the "perturb_costs_in_dual_simplex" field. | |
void | ClearUseDedicatedDualFeasibilityAlgorithm () |
Clears the value of the "use_dedicated_dual_feasibility_algorithm" field. | |
void | ClearRelativeCostPerturbation () |
Clears the value of the "relative_cost_perturbation" field. | |
void | ClearRelativeMaxCostPerturbation () |
Clears the value of the "relative_max_cost_perturbation" field. | |
void | ClearInitialConditionNumberThreshold () |
Clears the value of the "initial_condition_number_threshold" field. | |
void | ClearLogSearchProgress () |
Clears the value of the "log_search_progress" field. | |
void | ClearLogToStdout () |
Clears the value of the "log_to_stdout" field. | |
void | ClearCrossoverBoundSnappingDistance () |
Clears the value of the "crossover_bound_snapping_distance" field. | |
void | ClearPushToVertex () |
Clears the value of the "push_to_vertex" field. | |
void | ClearUseImpliedFreePreprocessor () |
Clears the value of the "use_implied_free_preprocessor" field. | |
void | ClearMaxValidMagnitude () |
Clears the value of the "max_valid_magnitude" field. | |
void | ClearDropMagnitude () |
Clears the value of the "drop_magnitude" field. | |
void | ClearDualPricePrioritizeNorm () |
Clears the value of the "dual_price_prioritize_norm" field. | |
override bool | Equals (object other) |
bool | Equals (GlopParameters other) |
override int | GetHashCode () |
override string | ToString () |
void | WriteTo (pb::CodedOutputStream output) |
int | CalculateSize () |
void | MergeFrom (GlopParameters other) |
void | MergeFrom (pb::CodedInputStream input) |
Static Public Attributes | |
const int | ScalingMethodFieldNumber = 57 |
Field number for the "scaling_method" field. | |
const int | FeasibilityRuleFieldNumber = 1 |
Field number for the "feasibility_rule" field. | |
const int | OptimizationRuleFieldNumber = 2 |
Field number for the "optimization_rule" field. | |
const int | RefactorizationThresholdFieldNumber = 6 |
Field number for the "refactorization_threshold" field. | |
const int | RecomputeReducedCostsThresholdFieldNumber = 8 |
Field number for the "recompute_reduced_costs_threshold" field. | |
const int | RecomputeEdgesNormThresholdFieldNumber = 9 |
Field number for the "recompute_edges_norm_threshold" field. | |
const int | PrimalFeasibilityToleranceFieldNumber = 10 |
Field number for the "primal_feasibility_tolerance" field. | |
const int | DualFeasibilityToleranceFieldNumber = 11 |
Field number for the "dual_feasibility_tolerance" field. | |
const int | RatioTestZeroThresholdFieldNumber = 12 |
Field number for the "ratio_test_zero_threshold" field. | |
const int | HarrisToleranceRatioFieldNumber = 13 |
Field number for the "harris_tolerance_ratio" field. | |
const int | SmallPivotThresholdFieldNumber = 14 |
Field number for the "small_pivot_threshold" field. | |
const int | MinimumAcceptablePivotFieldNumber = 15 |
Field number for the "minimum_acceptable_pivot" field. | |
const int | DropToleranceFieldNumber = 52 |
Field number for the "drop_tolerance" field. | |
const int | UseScalingFieldNumber = 16 |
Field number for the "use_scaling" field. | |
const int | CostScalingFieldNumber = 60 |
Field number for the "cost_scaling" field. | |
const int | InitialBasisFieldNumber = 17 |
Field number for the "initial_basis" field. | |
const int | UseTransposedMatrixFieldNumber = 18 |
Field number for the "use_transposed_matrix" field. | |
const int | BasisRefactorizationPeriodFieldNumber = 19 |
Field number for the "basis_refactorization_period" field. | |
const int | DynamicallyAdjustRefactorizationPeriodFieldNumber = 63 |
Field number for the "dynamically_adjust_refactorization_period" field. | |
const int | SolveDualProblemFieldNumber = 20 |
Field number for the "solve_dual_problem" field. | |
const int | DualizerThresholdFieldNumber = 21 |
Field number for the "dualizer_threshold" field. | |
const int | SolutionFeasibilityToleranceFieldNumber = 22 |
Field number for the "solution_feasibility_tolerance" field. | |
const int | ProvideStrongOptimalGuaranteeFieldNumber = 24 |
Field number for the "provide_strong_optimal_guarantee" field. | |
const int | ChangeStatusToImpreciseFieldNumber = 58 |
Field number for the "change_status_to_imprecise" field. | |
const int | MaxNumberOfReoptimizationsFieldNumber = 56 |
Field number for the "max_number_of_reoptimizations" field. | |
const int | LuFactorizationPivotThresholdFieldNumber = 25 |
Field number for the "lu_factorization_pivot_threshold" field. | |
const int | MaxTimeInSecondsFieldNumber = 26 |
Field number for the "max_time_in_seconds" field. | |
const int | MaxDeterministicTimeFieldNumber = 45 |
Field number for the "max_deterministic_time" field. | |
const int | MaxNumberOfIterationsFieldNumber = 27 |
Field number for the "max_number_of_iterations" field. | |
const int | MarkowitzZlatevParameterFieldNumber = 29 |
Field number for the "markowitz_zlatev_parameter" field. | |
const int | MarkowitzSingularityThresholdFieldNumber = 30 |
Field number for the "markowitz_singularity_threshold" field. | |
const int | UseDualSimplexFieldNumber = 31 |
Field number for the "use_dual_simplex" field. | |
const int | AllowSimplexAlgorithmChangeFieldNumber = 32 |
Field number for the "allow_simplex_algorithm_change" field. | |
const int | DevexWeightsResetPeriodFieldNumber = 33 |
Field number for the "devex_weights_reset_period" field. | |
const int | UsePreprocessingFieldNumber = 34 |
Field number for the "use_preprocessing" field. | |
const int | UseMiddleProductFormUpdateFieldNumber = 35 |
Field number for the "use_middle_product_form_update" field. | |
const int | InitializeDevexWithColumnNormsFieldNumber = 36 |
Field number for the "initialize_devex_with_column_norms" field. | |
const int | ExploitSingletonColumnInInitialBasisFieldNumber = 37 |
Field number for the "exploit_singleton_column_in_initial_basis" field. | |
const int | DualSmallPivotThresholdFieldNumber = 38 |
Field number for the "dual_small_pivot_threshold" field. | |
const int | PreprocessorZeroToleranceFieldNumber = 39 |
Field number for the "preprocessor_zero_tolerance" field. | |
const int | ObjectiveLowerLimitFieldNumber = 40 |
Field number for the "objective_lower_limit" field. | |
const int | ObjectiveUpperLimitFieldNumber = 41 |
Field number for the "objective_upper_limit" field. | |
const int | DegenerateMinistepFactorFieldNumber = 42 |
Field number for the "degenerate_ministep_factor" field. | |
const int | RandomSeedFieldNumber = 43 |
Field number for the "random_seed" field. | |
const int | NumOmpThreadsFieldNumber = 44 |
Field number for the "num_omp_threads" field. | |
const int | PerturbCostsInDualSimplexFieldNumber = 53 |
Field number for the "perturb_costs_in_dual_simplex" field. | |
const int | UseDedicatedDualFeasibilityAlgorithmFieldNumber = 62 |
Field number for the "use_dedicated_dual_feasibility_algorithm" field. | |
const int | RelativeCostPerturbationFieldNumber = 54 |
Field number for the "relative_cost_perturbation" field. | |
const int | RelativeMaxCostPerturbationFieldNumber = 55 |
Field number for the "relative_max_cost_perturbation" field. | |
const int | InitialConditionNumberThresholdFieldNumber = 59 |
Field number for the "initial_condition_number_threshold" field. | |
const int | LogSearchProgressFieldNumber = 61 |
Field number for the "log_search_progress" field. | |
const int | LogToStdoutFieldNumber = 66 |
Field number for the "log_to_stdout" field. | |
const int | CrossoverBoundSnappingDistanceFieldNumber = 64 |
Field number for the "crossover_bound_snapping_distance" field. | |
const int | PushToVertexFieldNumber = 65 |
Field number for the "push_to_vertex" field. | |
const int | UseImpliedFreePreprocessorFieldNumber = 67 |
Field number for the "use_implied_free_preprocessor" field. | |
const int | MaxValidMagnitudeFieldNumber = 70 |
Field number for the "max_valid_magnitude" field. | |
const int | DropMagnitudeFieldNumber = 71 |
Field number for the "drop_magnitude" field. | |
const int | DualPricePrioritizeNormFieldNumber = 69 |
Field number for the "dual_price_prioritize_norm" field. | |
Properties | |
static pb::MessageParser< GlopParameters > | Parser [get] |
static pbr::MessageDescriptor | Descriptor [get] |
global::Google.OrTools.Glop.GlopParameters.Types.ScalingAlgorithm | ScalingMethod [get, set] |
bool | HasScalingMethod [get] |
Gets whether the "scaling_method" field is set. | |
global::Google.OrTools.Glop.GlopParameters.Types.PricingRule | FeasibilityRule [get, set] |
PricingRule to use during the feasibility phase. | |
bool | HasFeasibilityRule [get] |
Gets whether the "feasibility_rule" field is set. | |
global::Google.OrTools.Glop.GlopParameters.Types.PricingRule | OptimizationRule [get, set] |
PricingRule to use during the optimization phase. | |
bool | HasOptimizationRule [get] |
Gets whether the "optimization_rule" field is set. | |
double | RefactorizationThreshold [get, set] |
We estimate the factorization accuracy of B during each pivot by using the fact that we can compute the pivot coefficient in two ways: | |
bool | HasRefactorizationThreshold [get] |
Gets whether the "refactorization_threshold" field is set. | |
double | RecomputeReducedCostsThreshold [get, set] |
We estimate the accuracy of the iteratively computed reduced costs. If it falls below this threshold, we reinitialize them from scratch. Note that such an operation is pretty fast, so we can use a low threshold. It is important to have a good accuracy here (better than the dual_feasibility_tolerance below) to be sure of the sign of such a cost. | |
bool | HasRecomputeReducedCostsThreshold [get] |
Gets whether the "recompute_reduced_costs_threshold" field is set. | |
double | RecomputeEdgesNormThreshold [get, set] |
bool | HasRecomputeEdgesNormThreshold [get] |
Gets whether the "recompute_edges_norm_threshold" field is set. | |
double | PrimalFeasibilityTolerance [get, set] |
This tolerance indicates by how much we allow the variable values to go out of bounds and still consider the current solution primal-feasible. We also use the same tolerance for the error A.x - b. Note that the two errors are closely related if A is scaled in such a way that the greatest coefficient magnitude on each column is 1.0. | |
bool | HasPrimalFeasibilityTolerance [get] |
Gets whether the "primal_feasibility_tolerance" field is set. | |
double | DualFeasibilityTolerance [get, set] |
Variables whose reduced costs have an absolute value smaller than this tolerance are not considered as entering candidates. That is they do not take part in deciding whether a solution is dual-feasible or not. | |
bool | HasDualFeasibilityTolerance [get] |
Gets whether the "dual_feasibility_tolerance" field is set. | |
double | RatioTestZeroThreshold [get, set] |
During the primal simplex (resp. dual simplex), the coefficients of the direction (resp. update row) with a magnitude lower than this threshold are not considered during the ratio test. This tolerance is related to the precision at which a Solve() involving the basis matrix can be performed. | |
bool | HasRatioTestZeroThreshold [get] |
Gets whether the "ratio_test_zero_threshold" field is set. | |
double | HarrisToleranceRatio [get, set] |
This impacts the ratio test and indicates by how much we allow a basic variable value that we move to go out of bounds. The value should be in [0.0, 1.0) and should be interpreted as a ratio of the primal_feasibility_tolerance. Setting this to 0.0 basically disables the Harris ratio test while setting this too close to 1.0 will make it difficult to keep the variable values inside their bounds modulo the primal_feasibility_tolerance. | |
bool | HasHarrisToleranceRatio [get] |
Gets whether the "harris_tolerance_ratio" field is set. | |
double | SmallPivotThreshold [get, set] |
When we choose the leaving variable, we want to avoid small pivot because they are the less precise and may cause numerical instabilities. For a pivot under this threshold times the infinity norm of the direction, we try various countermeasures in order to avoid using it. | |
bool | HasSmallPivotThreshold [get] |
Gets whether the "small_pivot_threshold" field is set. | |
double | MinimumAcceptablePivot [get, set] |
We never follow a basis change with a pivot under this threshold. | |
bool | HasMinimumAcceptablePivot [get] |
Gets whether the "minimum_acceptable_pivot" field is set. | |
double | DropTolerance [get, set] |
In order to increase the sparsity of the manipulated vectors, floating point values with a magnitude smaller than this parameter are set to zero (only in some places). This parameter should be positive or zero. | |
bool | HasDropTolerance [get] |
Gets whether the "drop_tolerance" field is set. | |
bool | UseScaling [get, set] |
Whether or not we scale the matrix A so that the maximum coefficient on each line and each column is 1.0. | |
bool | HasUseScaling [get] |
Gets whether the "use_scaling" field is set. | |
global::Google.OrTools.Glop.GlopParameters.Types.CostScalingAlgorithm | CostScaling [get, set] |
bool | HasCostScaling [get] |
Gets whether the "cost_scaling" field is set. | |
global::Google.OrTools.Glop.GlopParameters.Types.InitialBasisHeuristic | InitialBasis [get, set] |
What heuristic is used to try to replace the fixed slack columns in the initial basis of the primal simplex. | |
bool | HasInitialBasis [get] |
Gets whether the "initial_basis" field is set. | |
bool | UseTransposedMatrix [get, set] |
Whether or not we keep a transposed version of the matrix A to speed-up the pricing at the cost of extra memory and the initial tranposition computation. | |
bool | HasUseTransposedMatrix [get] |
Gets whether the "use_transposed_matrix" field is set. | |
int | BasisRefactorizationPeriod [get, set] |
Number of iterations between two basis refactorizations. Note that various conditions in the algorithm may trigger a refactorization before this period is reached. Set this to 0 if you want to refactorize at each step. | |
bool | HasBasisRefactorizationPeriod [get] |
Gets whether the "basis_refactorization_period" field is set. | |
bool | DynamicallyAdjustRefactorizationPeriod [get, set] |
If this is true, then basis_refactorization_period becomes a lower bound on the number of iterations between two refactorization (provided there is no numerical accuracy issues). Depending on the estimated time to refactorize vs the extra time spend in each solves because of the LU update, we try to balance the two times. | |
bool | HasDynamicallyAdjustRefactorizationPeriod [get] |
Gets whether the "dynamically_adjust_refactorization_period" field is set. | |
global::Google.OrTools.Glop.GlopParameters.Types.SolverBehavior | SolveDualProblem [get, set] |
Whether or not we solve the dual of the given problem. With a value of auto, the algorithm decide which approach is probably the fastest depending on the problem dimensions (see dualizer_threshold). | |
bool | HasSolveDualProblem [get] |
Gets whether the "solve_dual_problem" field is set. | |
double | DualizerThreshold [get, set] |
When solve_dual_problem is LET_SOLVER_DECIDE, take the dual if the number of constraints of the problem is more than this threshold times the number of variables. | |
bool | HasDualizerThreshold [get] |
Gets whether the "dualizer_threshold" field is set. | |
double | SolutionFeasibilityTolerance [get, set] |
When the problem status is OPTIMAL, we check the optimality using this relative tolerance and change the status to IMPRECISE if an issue is detected. | |
bool | HasSolutionFeasibilityTolerance [get] |
Gets whether the "solution_feasibility_tolerance" field is set. | |
bool | ProvideStrongOptimalGuarantee [get, set] |
If true, then when the solver returns a solution with an OPTIMAL status, we can guarantee that: | |
bool | HasProvideStrongOptimalGuarantee [get] |
Gets whether the "provide_strong_optimal_guarantee" field is set. | |
bool | ChangeStatusToImprecise [get, set] |
If true, the internal API will change the return status to imprecise if the solution does not respect the internal tolerances. | |
bool | HasChangeStatusToImprecise [get] |
Gets whether the "change_status_to_imprecise" field is set. | |
double | MaxNumberOfReoptimizations [get, set] |
When the solution of phase II is imprecise, we re-run the phase II with the opposite algorithm from that imprecise solution (i.e., if primal or dual simplex was used, we use dual or primal simplex, respectively). We repeat such re-optimization until the solution is precise, or we hit this limit. | |
bool | HasMaxNumberOfReoptimizations [get] |
Gets whether the "max_number_of_reoptimizations" field is set. | |
double | LuFactorizationPivotThreshold [get, set] |
Threshold for LU-factorization: for stability reasons, the magnitude of the chosen pivot at a given step is guaranteed to be greater than this threshold times the maximum magnitude of all the possible pivot choices in the same column. The value must be in [0,1]. | |
bool | HasLuFactorizationPivotThreshold [get] |
Gets whether the "lu_factorization_pivot_threshold" field is set. | |
double | MaxTimeInSeconds [get, set] |
Maximum time allowed in seconds to solve a problem. | |
bool | HasMaxTimeInSeconds [get] |
Gets whether the "max_time_in_seconds" field is set. | |
double | MaxDeterministicTime [get, set] |
Maximum deterministic time allowed to solve a problem. The deterministic time is more or less correlated to the running time, and its unit should be around the second (at least on a Xeon(R) CPU E5-1650 v2 @ 3.50GHz). | |
bool | HasMaxDeterministicTime [get] |
Gets whether the "max_deterministic_time" field is set. | |
long | MaxNumberOfIterations [get, set] |
Maximum number of simplex iterations to solve a problem. A value of -1 means no limit. | |
bool | HasMaxNumberOfIterations [get] |
Gets whether the "max_number_of_iterations" field is set. | |
int | MarkowitzZlatevParameter [get, set] |
How many columns do we look at in the Markowitz pivoting rule to find a good pivot. See markowitz.h. | |
bool | HasMarkowitzZlatevParameter [get] |
Gets whether the "markowitz_zlatev_parameter" field is set. | |
double | MarkowitzSingularityThreshold [get, set] |
If a pivot magnitude is smaller than this during the Markowitz LU factorization, then the matrix is assumed to be singular. Note that this is an absolute threshold and is not relative to the other possible pivots on the same column (see lu_factorization_pivot_threshold). | |
bool | HasMarkowitzSingularityThreshold [get] |
Gets whether the "markowitz_singularity_threshold" field is set. | |
bool | UseDualSimplex [get, set] |
Whether or not we use the dual simplex algorithm instead of the primal. | |
bool | HasUseDualSimplex [get] |
Gets whether the "use_dual_simplex" field is set. | |
bool | AllowSimplexAlgorithmChange [get, set] |
During incremental solve, let the solver decide if it use the primal or dual simplex algorithm depending on the current solution and on the new problem. Note that even if this is true, the value of use_dual_simplex still indicates the default algorithm that the solver will use. | |
bool | HasAllowSimplexAlgorithmChange [get] |
Gets whether the "allow_simplex_algorithm_change" field is set. | |
int | DevexWeightsResetPeriod [get, set] |
Devex weights will be reset to 1.0 after that number of updates. | |
bool | HasDevexWeightsResetPeriod [get] |
Gets whether the "devex_weights_reset_period" field is set. | |
bool | UsePreprocessing [get, set] |
Whether or not we use advanced preprocessing techniques. | |
bool | HasUsePreprocessing [get] |
Gets whether the "use_preprocessing" field is set. | |
bool | UseMiddleProductFormUpdate [get, set] |
Whether or not to use the middle product form update rather than the standard eta LU update. The middle form product update should be a lot more efficient (close to the Forrest-Tomlin update, a bit slower but easier to implement). See for more details: Qi Huangfu, J. A. Julian Hall, "Novel update techniques for the revised
simplex method", 28 january 2013, Technical Report ERGO-13-0001 http://www.maths.ed.ac.uk/hall/HuHa12/ERGO-13-001.pdf. | |
bool | HasUseMiddleProductFormUpdate [get] |
Gets whether the "use_middle_product_form_update" field is set. | |
bool | InitializeDevexWithColumnNorms [get, set] |
Whether we initialize devex weights to 1.0 or to the norms of the matrix columns. | |
bool | HasInitializeDevexWithColumnNorms [get] |
Gets whether the "initialize_devex_with_column_norms" field is set. | |
bool | ExploitSingletonColumnInInitialBasis [get, set] |
Whether or not we exploit the singleton columns already present in the problem when we create the initial basis. | |
bool | HasExploitSingletonColumnInInitialBasis [get] |
Gets whether the "exploit_singleton_column_in_initial_basis" field is set. | |
double | DualSmallPivotThreshold [get, set] |
Like small_pivot_threshold but for the dual simplex. This is needed because the dual algorithm does not interpret this value in the same way. | |
bool | HasDualSmallPivotThreshold [get] |
Gets whether the "dual_small_pivot_threshold" field is set. | |
double | PreprocessorZeroTolerance [get, set] |
A floating point tolerance used by the preprocessors. This is used for things like detecting if two columns/rows are proportional or if an interval is empty. | |
bool | HasPreprocessorZeroTolerance [get] |
Gets whether the "preprocessor_zero_tolerance" field is set. | |
double | ObjectiveLowerLimit [get, set] |
The solver will stop as soon as it has proven that the objective is smaller than objective_lower_limit or greater than objective_upper_limit. Depending on the simplex algorithm (primal or dual) and the optimization direction,. | |
bool | HasObjectiveLowerLimit [get] |
Gets whether the "objective_lower_limit" field is set. | |
double | ObjectiveUpperLimit [get, set] |
bool | HasObjectiveUpperLimit [get] |
Gets whether the "objective_upper_limit" field is set. | |
double | DegenerateMinistepFactor [get, set] |
During a degenerate iteration, the more conservative approach is to do a step of length zero (while shifting the bound of the leaving variable). That is, the variable values are unchanged for the primal simplex or the reduced cost are unchanged for the dual simplex. However, instead of doing a step of length zero, it seems to be better on degenerate problems to do a small positive step. This is what is recommended in the EXPAND procedure described in: P. E. Gill, W. Murray, M. A. Saunders, and M. H. Wright. "A practical anti-
cycling procedure for linearly constrained optimization". Mathematical Programming, 45:437\u2013474, 1989. | |
bool | HasDegenerateMinistepFactor [get] |
Gets whether the "degenerate_ministep_factor" field is set. | |
int | RandomSeed [get, set] |
At the beginning of each solve, the random number generator used in some part of the solver is reinitialized to this seed. If you change the random seed, the solver may make different choices during the solving process. | |
bool | HasRandomSeed [get] |
Gets whether the "random_seed" field is set. | |
int | NumOmpThreads [get, set] |
Number of threads in the OMP parallel sections. If left to 1, the code will not create any OMP threads and will remain single-threaded. | |
bool | HasNumOmpThreads [get] |
Gets whether the "num_omp_threads" field is set. | |
bool | PerturbCostsInDualSimplex [get, set] |
When this is true, then the costs are randomly perturbed before the dual simplex is even started. This has been shown to improve the dual simplex performance. For a good reference, see Huangfu Q (2013) "High performance
simplex solver", Ph.D, dissertation, University of Edinburgh. | |
bool | HasPerturbCostsInDualSimplex [get] |
Gets whether the "perturb_costs_in_dual_simplex" field is set. | |
bool | UseDedicatedDualFeasibilityAlgorithm [get, set] |
We have two possible dual phase I algorithms. Both work on an LP that minimize the sum of dual infeasiblities. One use dedicated code (when this param is true), the other one use exactly the same code as the dual phase II but on an auxiliary problem where the variable bounds of the original problem are changed. | |
bool | HasUseDedicatedDualFeasibilityAlgorithm [get] |
Gets whether the "use_dedicated_dual_feasibility_algorithm" field is set. | |
double | RelativeCostPerturbation [get, set] |
The magnitude of the cost perturbation is given by RandomIn(1.0, 2.0) * ( relative_cost_perturbation * cost. | |
bool | HasRelativeCostPerturbation [get] |
Gets whether the "relative_cost_perturbation" field is set. | |
double | RelativeMaxCostPerturbation [get, set] |
bool | HasRelativeMaxCostPerturbation [get] |
Gets whether the "relative_max_cost_perturbation" field is set. | |
double | InitialConditionNumberThreshold [get, set] |
If our upper bound on the condition number of the initial basis (from our heurisitic or a warm start) is above this threshold, we revert to an all slack basis. | |
bool | HasInitialConditionNumberThreshold [get] |
Gets whether the "initial_condition_number_threshold" field is set. | |
bool | LogSearchProgress [get, set] |
If true, logs the progress of a solve to LOG(INFO). Note that the same messages can also be turned on by displaying logs at level 1 for the relevant files. | |
bool | HasLogSearchProgress [get] |
Gets whether the "log_search_progress" field is set. | |
bool | LogToStdout [get, set] |
If true, logs will be displayed to stdout instead of using Google log info. | |
bool | HasLogToStdout [get] |
Gets whether the "log_to_stdout" field is set. | |
double | CrossoverBoundSnappingDistance [get, set] |
If the starting basis contains FREE variable with bounds, we will move any such variable to their closer bounds if the distance is smaller than this parameter. | |
bool | HasCrossoverBoundSnappingDistance [get] |
Gets whether the "crossover_bound_snapping_distance" field is set. | |
bool | PushToVertex [get, set] |
If the optimization phases finishes with super-basic variables (i.e., variables that either 1) have bounds but are FREE in the basis, or 2) have no bounds and are FREE in the basis at a nonzero value), then run a "push" phase to push these variables to bounds, obtaining a vertex solution. Note this situation can happen only if a starting value was specified via SetStartingVariableValuesForNextSolve(). | |
bool | HasPushToVertex [get] |
Gets whether the "push_to_vertex" field is set. | |
bool | UseImpliedFreePreprocessor [get, set] |
If presolve runs, include the pass that detects implied free variables. | |
bool | HasUseImpliedFreePreprocessor [get] |
Gets whether the "use_implied_free_preprocessor" field is set. | |
double | MaxValidMagnitude [get, set] |
Any finite values in the input LP must be below this threshold, otherwise the model will be reported invalid. This is needed to avoid floating point overflow when evaluating bounds * coeff for instance. In practice, users shouldn't use super large values in an LP. With the default threshold, even evaluating large constraint with variables at their bound shouldn't cause any overflow. | |
bool | HasMaxValidMagnitude [get] |
Gets whether the "max_valid_magnitude" field is set. | |
double | DropMagnitude [get, set] |
Value in the input LP lower than this will be ignored. This is similar to drop_tolerance but more aggressive as this is used before scaling. This is mainly here to avoid underflow and have simpler invariant in the code, like a * b == 0 iff a or b is zero and things like this. | |
bool | HasDropMagnitude [get] |
Gets whether the "drop_magnitude" field is set. | |
bool | DualPricePrioritizeNorm [get, set] |
On some problem like stp3d or pds-100 this makes a huge difference in speed and number of iterations of the dual simplex. | |
bool | HasDualPricePrioritizeNorm [get] |
Gets whether the "dual_price_prioritize_norm" field is set. | |
next id = 72
Definition at line 114 of file Parameters.pb.cs.
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inline |
Definition at line 141 of file Parameters.pb.cs.
|
inline |
Definition at line 149 of file Parameters.pb.cs.
|
inline |
Definition at line 2810 of file Parameters.pb.cs.
|
inline |
Clears the value of the "allow_simplex_algorithm_change" field.
Definition at line 1314 of file Parameters.pb.cs.
|
inline |
Clears the value of the "basis_refactorization_period" field.
Definition at line 809 of file Parameters.pb.cs.
|
inline |
Clears the value of the "change_status_to_imprecise" field.
Definition at line 1025 of file Parameters.pb.cs.
|
inline |
Clears the value of the "cost_scaling" field.
Definition at line 714 of file Parameters.pb.cs.
|
inline |
Clears the value of the "crossover_bound_snapping_distance" field.
Definition at line 2004 of file Parameters.pb.cs.
|
inline |
Clears the value of the "degenerate_ministep_factor" field.
Definition at line 1655 of file Parameters.pb.cs.
|
inline |
Clears the value of the "devex_weights_reset_period" field.
Definition at line 1344 of file Parameters.pb.cs.
|
inline |
Clears the value of the "drop_magnitude" field.
Definition at line 2137 of file Parameters.pb.cs.
|
inline |
Clears the value of the "drop_tolerance" field.
Definition at line 656 of file Parameters.pb.cs.
|
inline |
Clears the value of the "dual_feasibility_tolerance" field.
Definition at line 483 of file Parameters.pb.cs.
|
inline |
Clears the value of the "dualizer_threshold" field.
Definition at line 907 of file Parameters.pb.cs.
|
inline |
Clears the value of the "dual_price_prioritize_norm" field.
Definition at line 2168 of file Parameters.pb.cs.
|
inline |
Clears the value of the "dual_small_pivot_threshold" field.
Definition at line 1504 of file Parameters.pb.cs.
|
inline |
Clears the value of the "dynamically_adjust_refactorization_period" field.
Definition at line 843 of file Parameters.pb.cs.
|
inline |
Clears the value of the "exploit_singleton_column_in_initial_basis" field.
Definition at line 1472 of file Parameters.pb.cs.
|
inline |
Clears the value of the "feasibility_rule" field.
Definition at line 272 of file Parameters.pb.cs.
|
inline |
Clears the value of the "harris_tolerance_ratio" field.
Definition at line 561 of file Parameters.pb.cs.
|
inline |
Clears the value of the "initial_basis" field.
Definition at line 745 of file Parameters.pb.cs.
|
inline |
Clears the value of the "initial_condition_number_threshold" field.
Definition at line 1895 of file Parameters.pb.cs.
|
inline |
Clears the value of the "initialize_devex_with_column_norms" field.
Definition at line 1441 of file Parameters.pb.cs.
|
inline |
Clears the value of the "log_search_progress" field.
Definition at line 1927 of file Parameters.pb.cs.
|
inline |
Clears the value of the "log_to_stdout" field.
Definition at line 1957 of file Parameters.pb.cs.
|
inline |
Clears the value of the "lu_factorization_pivot_threshold" field.
Definition at line 1091 of file Parameters.pb.cs.
|
inline |
Clears the value of the "markowitz_singularity_threshold" field.
Definition at line 1251 of file Parameters.pb.cs.
|
inline |
Clears the value of the "markowitz_zlatev_parameter" field.
Definition at line 1218 of file Parameters.pb.cs.
|
inline |
Clears the value of the "max_deterministic_time" field.
Definition at line 1156 of file Parameters.pb.cs.
|
inline |
Clears the value of the "max_number_of_iterations" field.
Definition at line 1187 of file Parameters.pb.cs.
|
inline |
Clears the value of the "max_number_of_reoptimizations" field.
Definition at line 1058 of file Parameters.pb.cs.
|
inline |
Clears the value of the "max_time_in_seconds" field.
Definition at line 1121 of file Parameters.pb.cs.
|
inline |
Clears the value of the "max_valid_magnitude" field.
Definition at line 2104 of file Parameters.pb.cs.
|
inline |
Clears the value of the "minimum_acceptable_pivot" field.
Definition at line 624 of file Parameters.pb.cs.
|
inline |
Clears the value of the "num_omp_threads" field.
Definition at line 1732 of file Parameters.pb.cs.
|
inline |
Clears the value of the "objective_lower_limit" field.
Definition at line 1579 of file Parameters.pb.cs.
|
inline |
Clears the value of the "objective_upper_limit" field.
Definition at line 1606 of file Parameters.pb.cs.
|
inline |
Clears the value of the "optimization_rule" field.
Definition at line 302 of file Parameters.pb.cs.
|
inline |
Clears the value of the "perturb_costs_in_dual_simplex" field.
Definition at line 1765 of file Parameters.pb.cs.
|
inline |
Clears the value of the "preprocessor_zero_tolerance" field.
Definition at line 1540 of file Parameters.pb.cs.
|
inline |
Clears the value of the "primal_feasibility_tolerance" field.
Definition at line 442 of file Parameters.pb.cs.
|
inline |
Clears the value of the "provide_strong_optimal_guarantee" field.
Definition at line 994 of file Parameters.pb.cs.
|
inline |
Clears the value of the "push_to_vertex" field.
Definition at line 2039 of file Parameters.pb.cs.
|
inline |
Clears the value of the "random_seed" field.
Definition at line 1701 of file Parameters.pb.cs.
|
inline |
Clears the value of the "ratio_test_zero_threshold" field.
Definition at line 520 of file Parameters.pb.cs.
|
inline |
Clears the value of the "recompute_edges_norm_threshold" field.
Definition at line 405 of file Parameters.pb.cs.
|
inline |
Clears the value of the "recompute_reduced_costs_threshold" field.
Definition at line 371 of file Parameters.pb.cs.
|
inline |
Clears the value of the "refactorization_threshold" field.
Definition at line 337 of file Parameters.pb.cs.
|
inline |
Clears the value of the "relative_cost_perturbation" field.
Definition at line 1836 of file Parameters.pb.cs.
|
inline |
Clears the value of the "relative_max_cost_perturbation" field.
Definition at line 1863 of file Parameters.pb.cs.
|
inline |
Clears the value of the "scaling_method" field.
Definition at line 242 of file Parameters.pb.cs.
|
inline |
Clears the value of the "small_pivot_threshold" field.
Definition at line 594 of file Parameters.pb.cs.
|
inline |
Clears the value of the "solution_feasibility_tolerance" field.
Definition at line 945 of file Parameters.pb.cs.
|
inline |
Clears the value of the "solve_dual_problem" field.
Definition at line 875 of file Parameters.pb.cs.
|
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Clears the value of the "use_dedicated_dual_feasibility_algorithm" field.
Definition at line 1803 of file Parameters.pb.cs.
|
inline |
Clears the value of the "use_dual_simplex" field.
Definition at line 1281 of file Parameters.pb.cs.
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inline |
Clears the value of the "use_implied_free_preprocessor" field.
Definition at line 2069 of file Parameters.pb.cs.
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inline |
Clears the value of the "use_middle_product_form_update" field.
Definition at line 1410 of file Parameters.pb.cs.
|
inline |
Clears the value of the "use_preprocessing" field.
Definition at line 1374 of file Parameters.pb.cs.
|
inline |
Clears the value of the "use_scaling" field.
Definition at line 687 of file Parameters.pb.cs.
|
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Clears the value of the "use_transposed_matrix" field.
Definition at line 777 of file Parameters.pb.cs.
|
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Definition at line 215 of file Parameters.pb.cs.
|
inline |
Definition at line 2180 of file Parameters.pb.cs.
|
inline |
Definition at line 2174 of file Parameters.pb.cs.
|
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Definition at line 2250 of file Parameters.pb.cs.
|
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Definition at line 2994 of file Parameters.pb.cs.
|
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Definition at line 3177 of file Parameters.pb.cs.
|
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Definition at line 2318 of file Parameters.pb.cs.
|
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Definition at line 2324 of file Parameters.pb.cs.
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static |
Field number for the "allow_simplex_algorithm_change" field.
Definition at line 1286 of file Parameters.pb.cs.
|
static |
Field number for the "basis_refactorization_period" field.
Definition at line 782 of file Parameters.pb.cs.
|
static |
Field number for the "change_status_to_imprecise" field.
Definition at line 999 of file Parameters.pb.cs.
|
static |
Field number for the "cost_scaling" field.
Definition at line 692 of file Parameters.pb.cs.
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static |
Field number for the "crossover_bound_snapping_distance" field.
Definition at line 1962 of file Parameters.pb.cs.
|
static |
Field number for the "degenerate_ministep_factor" field.
Definition at line 1611 of file Parameters.pb.cs.
|
static |
Field number for the "devex_weights_reset_period" field.
Definition at line 1319 of file Parameters.pb.cs.
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static |
Field number for the "drop_magnitude" field.
Definition at line 2109 of file Parameters.pb.cs.
|
static |
Field number for the "drop_tolerance" field.
Definition at line 629 of file Parameters.pb.cs.
|
static |
Field number for the "dual_feasibility_tolerance" field.
Definition at line 447 of file Parameters.pb.cs.
|
static |
Field number for the "dualizer_threshold" field.
Definition at line 880 of file Parameters.pb.cs.
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static |
Field number for the "dual_price_prioritize_norm" field.
Definition at line 2142 of file Parameters.pb.cs.
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static |
Field number for the "dual_small_pivot_threshold" field.
Definition at line 1477 of file Parameters.pb.cs.
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static |
Field number for the "dynamically_adjust_refactorization_period" field.
Definition at line 814 of file Parameters.pb.cs.
|
static |
Field number for the "exploit_singleton_column_in_initial_basis" field.
Definition at line 1446 of file Parameters.pb.cs.
|
static |
Field number for the "feasibility_rule" field.
Definition at line 247 of file Parameters.pb.cs.
|
static |
Field number for the "harris_tolerance_ratio" field.
Definition at line 525 of file Parameters.pb.cs.
|
static |
Field number for the "initial_basis" field.
Definition at line 719 of file Parameters.pb.cs.
|
static |
Field number for the "initial_condition_number_threshold" field.
Definition at line 1868 of file Parameters.pb.cs.
|
static |
Field number for the "initialize_devex_with_column_norms" field.
Definition at line 1415 of file Parameters.pb.cs.
|
static |
Field number for the "log_search_progress" field.
Definition at line 1900 of file Parameters.pb.cs.
|
static |
Field number for the "log_to_stdout" field.
Definition at line 1932 of file Parameters.pb.cs.
|
static |
Field number for the "lu_factorization_pivot_threshold" field.
Definition at line 1063 of file Parameters.pb.cs.
|
static |
Field number for the "markowitz_singularity_threshold" field.
Definition at line 1223 of file Parameters.pb.cs.
|
static |
Field number for the "markowitz_zlatev_parameter" field.
Definition at line 1192 of file Parameters.pb.cs.
|
static |
Field number for the "max_deterministic_time" field.
Definition at line 1126 of file Parameters.pb.cs.
|
static |
Field number for the "max_number_of_iterations" field.
Definition at line 1161 of file Parameters.pb.cs.
|
static |
Field number for the "max_number_of_reoptimizations" field.
Definition at line 1030 of file Parameters.pb.cs.
|
static |
Field number for the "max_time_in_seconds" field.
Definition at line 1096 of file Parameters.pb.cs.
|
static |
Field number for the "max_valid_magnitude" field.
Definition at line 2074 of file Parameters.pb.cs.
|
static |
Field number for the "minimum_acceptable_pivot" field.
Definition at line 599 of file Parameters.pb.cs.
|
static |
Field number for the "num_omp_threads" field.
Definition at line 1706 of file Parameters.pb.cs.
|
static |
Field number for the "objective_lower_limit" field.
Definition at line 1545 of file Parameters.pb.cs.
|
static |
Field number for the "objective_upper_limit" field.
Definition at line 1584 of file Parameters.pb.cs.
|
static |
Field number for the "optimization_rule" field.
Definition at line 277 of file Parameters.pb.cs.
|
static |
Field number for the "perturb_costs_in_dual_simplex" field.
Definition at line 1737 of file Parameters.pb.cs.
|
static |
Field number for the "preprocessor_zero_tolerance" field.
Definition at line 1509 of file Parameters.pb.cs.
|
static |
Field number for the "primal_feasibility_tolerance" field.
Definition at line 410 of file Parameters.pb.cs.
|
static |
Field number for the "provide_strong_optimal_guarantee" field.
Definition at line 950 of file Parameters.pb.cs.
|
static |
Field number for the "push_to_vertex" field.
Definition at line 2009 of file Parameters.pb.cs.
|
static |
Field number for the "random_seed" field.
Definition at line 1660 of file Parameters.pb.cs.
|
static |
Field number for the "ratio_test_zero_threshold" field.
Definition at line 488 of file Parameters.pb.cs.
|
static |
Field number for the "recompute_edges_norm_threshold" field.
Definition at line 376 of file Parameters.pb.cs.
|
static |
Field number for the "recompute_reduced_costs_threshold" field.
Definition at line 342 of file Parameters.pb.cs.
|
static |
Field number for the "refactorization_threshold" field.
Definition at line 307 of file Parameters.pb.cs.
|
static |
Field number for the "relative_cost_perturbation" field.
Definition at line 1808 of file Parameters.pb.cs.
|
static |
Field number for the "relative_max_cost_perturbation" field.
Definition at line 1841 of file Parameters.pb.cs.
|
static |
Field number for the "scaling_method" field.
Definition at line 220 of file Parameters.pb.cs.
|
static |
Field number for the "small_pivot_threshold" field.
Definition at line 566 of file Parameters.pb.cs.
|
static |
Field number for the "solution_feasibility_tolerance" field.
Definition at line 912 of file Parameters.pb.cs.
|
static |
Field number for the "solve_dual_problem" field.
Definition at line 848 of file Parameters.pb.cs.
|
static |
Field number for the "use_dedicated_dual_feasibility_algorithm" field.
Definition at line 1770 of file Parameters.pb.cs.
|
static |
Field number for the "use_dual_simplex" field.
Definition at line 1256 of file Parameters.pb.cs.
|
static |
Field number for the "use_implied_free_preprocessor" field.
Definition at line 2044 of file Parameters.pb.cs.
|
static |
Field number for the "use_middle_product_form_update" field.
Definition at line 1379 of file Parameters.pb.cs.
|
static |
Field number for the "use_preprocessing" field.
Definition at line 1349 of file Parameters.pb.cs.
|
static |
Field number for the "use_scaling" field.
Definition at line 661 of file Parameters.pb.cs.
|
static |
Field number for the "use_transposed_matrix" field.
Definition at line 750 of file Parameters.pb.cs.
|
getset |
During incremental solve, let the solver decide if it use the primal or dual simplex algorithm depending on the current solution and on the new problem. Note that even if this is true, the value of use_dual_simplex still indicates the default algorithm that the solver will use.
Definition at line 1298 of file Parameters.pb.cs.
|
getset |
Number of iterations between two basis refactorizations. Note that various conditions in the algorithm may trigger a refactorization before this period is reached. Set this to 0 if you want to refactorize at each step.
Definition at line 793 of file Parameters.pb.cs.
|
getset |
If true, the internal API will change the return status to imprecise if the solution does not respect the internal tolerances.
Definition at line 1009 of file Parameters.pb.cs.
|
getset |
Definition at line 698 of file Parameters.pb.cs.
|
getset |
If the starting basis contains FREE variable with bounds, we will move any such variable to their closer bounds if the distance is smaller than this parameter.
The starting statuses can contains FREE variables with bounds, if a user set it like this externally. Also, any variable with an initial BASIC status that was not kept in the initial basis is marked as FREE before this step is applied.
Definition at line 1988 of file Parameters.pb.cs.
|
getset |
During a degenerate iteration, the more conservative approach is to do a step of length zero (while shifting the bound of the leaving variable). That is, the variable values are unchanged for the primal simplex or the reduced cost are unchanged for the dual simplex. However, instead of doing a step of length zero, it seems to be better on degenerate problems to do a small positive step. This is what is recommended in the EXPAND procedure described in: P. E. Gill, W. Murray, M. A. Saunders, and M. H. Wright. "A practical anti- cycling procedure for linearly constrained optimization". Mathematical Programming, 45:437\u2013474, 1989.
Here, during a degenerate iteration we do a small positive step of this factor times the primal (resp. dual) tolerance. In the primal simplex, this may effectively push variable values (very slightly) further out of their bounds (resp. reduced costs for the dual simplex). Setting this to zero reverts to the more conservative approach of a zero step during degenerate iterations.
Definition at line 1639 of file Parameters.pb.cs.
|
staticget |
Definition at line 129 of file Parameters.pb.cs.
|
getset |
Devex weights will be reset to 1.0 after that number of updates.
Definition at line 1328 of file Parameters.pb.cs.
|
getset |
Value in the input LP lower than this will be ignored. This is similar to drop_tolerance but more aggressive as this is used before scaling. This is mainly here to avoid underflow and have simpler invariant in the code, like a * b == 0 iff a or b is zero and things like this.
Definition at line 2121 of file Parameters.pb.cs.
|
getset |
In order to increase the sparsity of the manipulated vectors, floating point values with a magnitude smaller than this parameter are set to zero (only in some places). This parameter should be positive or zero.
Definition at line 640 of file Parameters.pb.cs.
|
getset |
Variables whose reduced costs have an absolute value smaller than this tolerance are not considered as entering candidates. That is they do not take part in deciding whether a solution is dual-feasible or not.
Definition at line 467 of file Parameters.pb.cs.
|
getset |
When solve_dual_problem is LET_SOLVER_DECIDE, take the dual if the number of constraints of the problem is more than this threshold times the number of variables.
Definition at line 891 of file Parameters.pb.cs.
|
getset |
On some problem like stp3d or pds-100 this makes a huge difference in speed and number of iterations of the dual simplex.
Definition at line 2152 of file Parameters.pb.cs.
|
getset |
Like small_pivot_threshold but for the dual simplex. This is needed because the dual algorithm does not interpret this value in the same way.
Definition at line 1488 of file Parameters.pb.cs.
|
getset |
If this is true, then basis_refactorization_period becomes a lower bound on the number of iterations between two refactorization (provided there is no numerical accuracy issues). Depending on the estimated time to refactorize vs the extra time spend in each solves because of the LU update, we try to balance the two times.
Definition at line 827 of file Parameters.pb.cs.
|
getset |
Whether or not we exploit the singleton columns already present in the problem when we create the initial basis.
Definition at line 1456 of file Parameters.pb.cs.
|
getset |
PricingRule to use during the feasibility phase.
Definition at line 256 of file Parameters.pb.cs.
|
getset |
This impacts the ratio test and indicates by how much we allow a basic variable value that we move to go out of bounds. The value should be in [0.0, 1.0) and should be interpreted as a ratio of the primal_feasibility_tolerance. Setting this to 0.0 basically disables the Harris ratio test while setting this too close to 1.0 will make it difficult to keep the variable values inside their bounds modulo the primal_feasibility_tolerance.
Definition at line 545 of file Parameters.pb.cs.
|
get |
Gets whether the "allow_simplex_algorithm_change" field is set.
Definition at line 1308 of file Parameters.pb.cs.
|
get |
Gets whether the "basis_refactorization_period" field is set.
Definition at line 803 of file Parameters.pb.cs.
|
get |
Gets whether the "change_status_to_imprecise" field is set.
Definition at line 1019 of file Parameters.pb.cs.
|
get |
Gets whether the "cost_scaling" field is set.
Definition at line 708 of file Parameters.pb.cs.
|
get |
Gets whether the "crossover_bound_snapping_distance" field is set.
Definition at line 1998 of file Parameters.pb.cs.
|
get |
Gets whether the "degenerate_ministep_factor" field is set.
Definition at line 1649 of file Parameters.pb.cs.
|
get |
Gets whether the "devex_weights_reset_period" field is set.
Definition at line 1338 of file Parameters.pb.cs.
|
get |
Gets whether the "drop_magnitude" field is set.
Definition at line 2131 of file Parameters.pb.cs.
|
get |
Gets whether the "drop_tolerance" field is set.
Definition at line 650 of file Parameters.pb.cs.
|
get |
Gets whether the "dual_feasibility_tolerance" field is set.
Definition at line 477 of file Parameters.pb.cs.
|
get |
Gets whether the "dualizer_threshold" field is set.
Definition at line 901 of file Parameters.pb.cs.
|
get |
Gets whether the "dual_price_prioritize_norm" field is set.
Definition at line 2162 of file Parameters.pb.cs.
|
get |
Gets whether the "dual_small_pivot_threshold" field is set.
Definition at line 1498 of file Parameters.pb.cs.
|
get |
Gets whether the "dynamically_adjust_refactorization_period" field is set.
Definition at line 837 of file Parameters.pb.cs.
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get |
Gets whether the "exploit_singleton_column_in_initial_basis" field is set.
Definition at line 1466 of file Parameters.pb.cs.
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get |
Gets whether the "feasibility_rule" field is set.
Definition at line 266 of file Parameters.pb.cs.
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get |
Gets whether the "harris_tolerance_ratio" field is set.
Definition at line 555 of file Parameters.pb.cs.
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get |
Gets whether the "initial_basis" field is set.
Definition at line 739 of file Parameters.pb.cs.
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get |
Gets whether the "initial_condition_number_threshold" field is set.
Definition at line 1889 of file Parameters.pb.cs.
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get |
Gets whether the "initialize_devex_with_column_norms" field is set.
Definition at line 1435 of file Parameters.pb.cs.
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get |
Gets whether the "log_search_progress" field is set.
Definition at line 1921 of file Parameters.pb.cs.
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get |
Gets whether the "log_to_stdout" field is set.
Definition at line 1951 of file Parameters.pb.cs.
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get |
Gets whether the "lu_factorization_pivot_threshold" field is set.
Definition at line 1085 of file Parameters.pb.cs.
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get |
Gets whether the "markowitz_singularity_threshold" field is set.
Definition at line 1245 of file Parameters.pb.cs.
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get |
Gets whether the "markowitz_zlatev_parameter" field is set.
Definition at line 1212 of file Parameters.pb.cs.
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get |
Gets whether the "max_deterministic_time" field is set.
Definition at line 1150 of file Parameters.pb.cs.
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get |
Gets whether the "max_number_of_iterations" field is set.
Definition at line 1181 of file Parameters.pb.cs.
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get |
Gets whether the "max_number_of_reoptimizations" field is set.
Definition at line 1052 of file Parameters.pb.cs.
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get |
Gets whether the "max_time_in_seconds" field is set.
Definition at line 1115 of file Parameters.pb.cs.
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get |
Gets whether the "max_valid_magnitude" field is set.
Definition at line 2098 of file Parameters.pb.cs.
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get |
Gets whether the "minimum_acceptable_pivot" field is set.
Definition at line 618 of file Parameters.pb.cs.
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get |
Gets whether the "num_omp_threads" field is set.
Definition at line 1726 of file Parameters.pb.cs.
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get |
Gets whether the "objective_lower_limit" field is set.
Definition at line 1573 of file Parameters.pb.cs.
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get |
Gets whether the "objective_upper_limit" field is set.
Definition at line 1600 of file Parameters.pb.cs.
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get |
Gets whether the "optimization_rule" field is set.
Definition at line 296 of file Parameters.pb.cs.
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get |
Gets whether the "perturb_costs_in_dual_simplex" field is set.
Definition at line 1759 of file Parameters.pb.cs.
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get |
Gets whether the "preprocessor_zero_tolerance" field is set.
Definition at line 1534 of file Parameters.pb.cs.
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get |
Gets whether the "primal_feasibility_tolerance" field is set.
Definition at line 436 of file Parameters.pb.cs.
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get |
Gets whether the "provide_strong_optimal_guarantee" field is set.
Definition at line 988 of file Parameters.pb.cs.
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get |
Gets whether the "push_to_vertex" field is set.
Definition at line 2033 of file Parameters.pb.cs.
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get |
Gets whether the "random_seed" field is set.
Definition at line 1695 of file Parameters.pb.cs.
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get |
Gets whether the "ratio_test_zero_threshold" field is set.
Definition at line 514 of file Parameters.pb.cs.
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get |
Gets whether the "recompute_edges_norm_threshold" field is set.
Definition at line 399 of file Parameters.pb.cs.
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get |
Gets whether the "recompute_reduced_costs_threshold" field is set.
Definition at line 365 of file Parameters.pb.cs.
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get |
Gets whether the "refactorization_threshold" field is set.
Definition at line 331 of file Parameters.pb.cs.
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get |
Gets whether the "relative_cost_perturbation" field is set.
Definition at line 1830 of file Parameters.pb.cs.
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get |
Gets whether the "relative_max_cost_perturbation" field is set.
Definition at line 1857 of file Parameters.pb.cs.
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get |
Gets whether the "scaling_method" field is set.
Definition at line 236 of file Parameters.pb.cs.
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get |
Gets whether the "small_pivot_threshold" field is set.
Definition at line 588 of file Parameters.pb.cs.
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get |
Gets whether the "solution_feasibility_tolerance" field is set.
Definition at line 939 of file Parameters.pb.cs.
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get |
Gets whether the "solve_dual_problem" field is set.
Definition at line 869 of file Parameters.pb.cs.
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get |
Gets whether the "use_dedicated_dual_feasibility_algorithm" field is set.
Definition at line 1797 of file Parameters.pb.cs.
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get |
Gets whether the "use_dual_simplex" field is set.
Definition at line 1275 of file Parameters.pb.cs.
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get |
Gets whether the "use_implied_free_preprocessor" field is set.
Definition at line 2063 of file Parameters.pb.cs.
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get |
Gets whether the "use_middle_product_form_update" field is set.
Definition at line 1404 of file Parameters.pb.cs.
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get |
Gets whether the "use_preprocessing" field is set.
Definition at line 1368 of file Parameters.pb.cs.
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get |
Gets whether the "use_scaling" field is set.
Definition at line 681 of file Parameters.pb.cs.
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get |
Gets whether the "use_transposed_matrix" field is set.
Definition at line 771 of file Parameters.pb.cs.
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getset |
What heuristic is used to try to replace the fixed slack columns in the initial basis of the primal simplex.
Definition at line 729 of file Parameters.pb.cs.
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getset |
If our upper bound on the condition number of the initial basis (from our heurisitic or a warm start) is above this threshold, we revert to an all slack basis.
Definition at line 1879 of file Parameters.pb.cs.
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getset |
Whether we initialize devex weights to 1.0 or to the norms of the matrix columns.
Definition at line 1425 of file Parameters.pb.cs.
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getset |
If true, logs the progress of a solve to LOG(INFO). Note that the same messages can also be turned on by displaying logs at level 1 for the relevant files.
Definition at line 1911 of file Parameters.pb.cs.
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getset |
If true, logs will be displayed to stdout instead of using Google log info.
Definition at line 1941 of file Parameters.pb.cs.
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getset |
Threshold for LU-factorization: for stability reasons, the magnitude of the chosen pivot at a given step is guaranteed to be greater than this threshold times the maximum magnitude of all the possible pivot choices in the same column. The value must be in [0,1].
Definition at line 1075 of file Parameters.pb.cs.
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getset |
If a pivot magnitude is smaller than this during the Markowitz LU factorization, then the matrix is assumed to be singular. Note that this is an absolute threshold and is not relative to the other possible pivots on the same column (see lu_factorization_pivot_threshold).
Definition at line 1235 of file Parameters.pb.cs.
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getset |
How many columns do we look at in the Markowitz pivoting rule to find a good pivot. See markowitz.h.
Definition at line 1202 of file Parameters.pb.cs.
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getset |
Maximum deterministic time allowed to solve a problem. The deterministic time is more or less correlated to the running time, and its unit should be around the second (at least on a Xeon(R) CPU E5-1650 v2 @ 3.50GHz).
Definition at line 1140 of file Parameters.pb.cs.
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getset |
Maximum number of simplex iterations to solve a problem. A value of -1 means no limit.
Definition at line 1171 of file Parameters.pb.cs.
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getset |
When the solution of phase II is imprecise, we re-run the phase II with the opposite algorithm from that imprecise solution (i.e., if primal or dual simplex was used, we use dual or primal simplex, respectively). We repeat such re-optimization until the solution is precise, or we hit this limit.
Definition at line 1042 of file Parameters.pb.cs.
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getset |
Maximum time allowed in seconds to solve a problem.
Definition at line 1105 of file Parameters.pb.cs.
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getset |
Any finite values in the input LP must be below this threshold, otherwise the model will be reported invalid. This is needed to avoid floating point overflow when evaluating bounds * coeff for instance. In practice, users shouldn't use super large values in an LP. With the default threshold, even evaluating large constraint with variables at their bound shouldn't cause any overflow.
Definition at line 2088 of file Parameters.pb.cs.
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getset |
We never follow a basis change with a pivot under this threshold.
Definition at line 608 of file Parameters.pb.cs.
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getset |
Number of threads in the OMP parallel sections. If left to 1, the code will not create any OMP threads and will remain single-threaded.
Definition at line 1716 of file Parameters.pb.cs.
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getset |
The solver will stop as soon as it has proven that the objective is smaller than objective_lower_limit or greater than objective_upper_limit. Depending on the simplex algorithm (primal or dual) and the optimization direction,.
Definition at line 1563 of file Parameters.pb.cs.
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getset |
Definition at line 1590 of file Parameters.pb.cs.
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getset |
PricingRule to use during the optimization phase.
Definition at line 286 of file Parameters.pb.cs.
|
staticget |
Definition at line 125 of file Parameters.pb.cs.
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getset |
When this is true, then the costs are randomly perturbed before the dual simplex is even started. This has been shown to improve the dual simplex performance. For a good reference, see Huangfu Q (2013) "High performance simplex solver", Ph.D, dissertation, University of Edinburgh.
Definition at line 1749 of file Parameters.pb.cs.
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getset |
A floating point tolerance used by the preprocessors. This is used for things like detecting if two columns/rows are proportional or if an interval is empty.
Definition at line 1524 of file Parameters.pb.cs.
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getset |
This tolerance indicates by how much we allow the variable values to go out of bounds and still consider the current solution primal-feasible. We also use the same tolerance for the error A.x - b. Note that the two errors are closely related if A is scaled in such a way that the greatest coefficient magnitude on each column is 1.0.
This is also simply called feasibility tolerance in other solvers.
Definition at line 426 of file Parameters.pb.cs.
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getset |
If true, then when the solver returns a solution with an OPTIMAL status, we can guarantee that:
Definition at line 978 of file Parameters.pb.cs.
|
getset |
If the optimization phases finishes with super-basic variables (i.e., variables that either 1) have bounds but are FREE in the basis, or 2) have no bounds and are FREE in the basis at a nonzero value), then run a "push" phase to push these variables to bounds, obtaining a vertex solution. Note this situation can happen only if a starting value was specified via SetStartingVariableValuesForNextSolve().
Definition at line 2023 of file Parameters.pb.cs.
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getset |
At the beginning of each solve, the random number generator used in some part of the solver is reinitialized to this seed. If you change the random seed, the solver may make different choices during the solving process.
Definition at line 1685 of file Parameters.pb.cs.
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getset |
During the primal simplex (resp. dual simplex), the coefficients of the direction (resp. update row) with a magnitude lower than this threshold are not considered during the ratio test. This tolerance is related to the precision at which a Solve() involving the basis matrix can be performed.
Definition at line 504 of file Parameters.pb.cs.
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getset |
Definition at line 389 of file Parameters.pb.cs.
|
getset |
We estimate the accuracy of the iteratively computed reduced costs. If it falls below this threshold, we reinitialize them from scratch. Note that such an operation is pretty fast, so we can use a low threshold. It is important to have a good accuracy here (better than the dual_feasibility_tolerance below) to be sure of the sign of such a cost.
Definition at line 355 of file Parameters.pb.cs.
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getset |
We estimate the factorization accuracy of B during each pivot by using the fact that we can compute the pivot coefficient in two ways:
Definition at line 321 of file Parameters.pb.cs.
|
getset |
The magnitude of the cost perturbation is given by RandomIn(1.0, 2.0) * ( relative_cost_perturbation * cost.
Definition at line 1820 of file Parameters.pb.cs.
|
getset |
Definition at line 1847 of file Parameters.pb.cs.
|
getset |
Definition at line 226 of file Parameters.pb.cs.
|
getset |
When we choose the leaving variable, we want to avoid small pivot because they are the less precise and may cause numerical instabilities. For a pivot under this threshold times the infinity norm of the direction, we try various countermeasures in order to avoid using it.
Definition at line 578 of file Parameters.pb.cs.
|
getset |
When the problem status is OPTIMAL, we check the optimality using this relative tolerance and change the status to IMPRECISE if an issue is detected.
The tolerance is "relative" in the sense that our thresholds are:
Definition at line 929 of file Parameters.pb.cs.
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getset |
Whether or not we solve the dual of the given problem. With a value of auto, the algorithm decide which approach is probably the fastest depending on the problem dimensions (see dualizer_threshold).
Definition at line 859 of file Parameters.pb.cs.
|
getset |
We have two possible dual phase I algorithms. Both work on an LP that minimize the sum of dual infeasiblities. One use dedicated code (when this param is true), the other one use exactly the same code as the dual phase II but on an auxiliary problem where the variable bounds of the original problem are changed.
Definition at line 1787 of file Parameters.pb.cs.
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getset |
Whether or not we use the dual simplex algorithm instead of the primal.
Definition at line 1265 of file Parameters.pb.cs.
|
getset |
If presolve runs, include the pass that detects implied free variables.
Definition at line 2053 of file Parameters.pb.cs.
|
getset |
Whether or not to use the middle product form update rather than the standard eta LU update. The middle form product update should be a lot more efficient (close to the Forrest-Tomlin update, a bit slower but easier to implement). See for more details: Qi Huangfu, J. A. Julian Hall, "Novel update techniques for the revised simplex method", 28 january 2013, Technical Report ERGO-13-0001 http://www.maths.ed.ac.uk/hall/HuHa12/ERGO-13-001.pdf.
Definition at line 1394 of file Parameters.pb.cs.
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getset |
Whether or not we use advanced preprocessing techniques.
Definition at line 1358 of file Parameters.pb.cs.
|
getset |
Whether or not we scale the matrix A so that the maximum coefficient on each line and each column is 1.0.
Definition at line 671 of file Parameters.pb.cs.
|
getset |
Whether or not we keep a transposed version of the matrix A to speed-up the pricing at the cost of extra memory and the initial tranposition computation.
Definition at line 761 of file Parameters.pb.cs.