Parameters for PrimalDualHybridGradient() in primal_dual_hybrid_gradient.h. While the defaults are generally good, it is usually worthwhile to perform a parameter sweep to find good settings for a particular family of problems. The following parameters should be considered for tuning: More...

Inheritance diagram for Google.OrTools.PDLP.PrimalDualHybridGradientParams:

Classes
class	Types
	Container for nested types declared in the PrimalDualHybridGradientParams message type. More...

Public Member Functions
	PrimalDualHybridGradientParams ()

	PrimalDualHybridGradientParams (PrimalDualHybridGradientParams other)

PrimalDualHybridGradientParams	Clone ()

void	ClearNumThreads ()
	Clears the value of the "num_threads" field.

void	ClearNumShards ()
	Clears the value of the "num_shards" field.

void	ClearSchedulerType ()
	Clears the value of the "scheduler_type" field.

void	ClearRecordIterationStats ()
	Clears the value of the "record_iteration_stats" field.

void	ClearVerbosityLevel ()
	Clears the value of the "verbosity_level" field.

void	ClearLogIntervalSeconds ()
	Clears the value of the "log_interval_seconds" field.

void	ClearMajorIterationFrequency ()
	Clears the value of the "major_iteration_frequency" field.

void	ClearTerminationCheckFrequency ()
	Clears the value of the "termination_check_frequency" field.

void	ClearRestartStrategy ()
	Clears the value of the "restart_strategy" field.

void	ClearPrimalWeightUpdateSmoothing ()
	Clears the value of the "primal_weight_update_smoothing" field.

void	ClearInitialPrimalWeight ()
	Clears the value of the "initial_primal_weight" field.

void	ClearLInfRuizIterations ()
	Clears the value of the "l_inf_ruiz_iterations" field.

void	ClearL2NormRescaling ()
	Clears the value of the "l2_norm_rescaling" field.

void	ClearSufficientReductionForRestart ()
	Clears the value of the "sufficient_reduction_for_restart" field.

void	ClearNecessaryReductionForRestart ()
	Clears the value of the "necessary_reduction_for_restart" field.

void	ClearLinesearchRule ()
	Clears the value of the "linesearch_rule" field.

void	ClearInitialStepSizeScaling ()
	Clears the value of the "initial_step_size_scaling" field.

void	ClearInfiniteConstraintBoundThreshold ()
	Clears the value of the "infinite_constraint_bound_threshold" field.

void	ClearHandleSomePrimalGradientsOnFiniteBoundsAsResiduals ()
	Clears the value of the "handle_some_primal_gradients_on_finite_bounds_as_residuals" field.

void	ClearUseDiagonalQpTrustRegionSolver ()
	Clears the value of the "use_diagonal_qp_trust_region_solver" field.

void	ClearDiagonalQpTrustRegionSolverTolerance ()
	Clears the value of the "diagonal_qp_trust_region_solver_tolerance" field.

void	ClearUseFeasibilityPolishing ()
	Clears the value of the "use_feasibility_polishing" field.

override bool	Equals (object other)

bool	Equals (PrimalDualHybridGradientParams other)

override int	GetHashCode ()

override string	ToString ()

void	WriteTo (pb::CodedOutputStream output)

int	CalculateSize ()

void	MergeFrom (PrimalDualHybridGradientParams other)

void	MergeFrom (pb::CodedInputStream input)

Static Public Attributes
const int	TerminationCriteriaFieldNumber = 1
	Field number for the "termination_criteria" field.

const int	NumThreadsFieldNumber = 2
	Field number for the "num_threads" field.

const int	NumShardsFieldNumber = 27
	Field number for the "num_shards" field.

const int	SchedulerTypeFieldNumber = 32
	Field number for the "scheduler_type" field.

const int	RecordIterationStatsFieldNumber = 3
	Field number for the "record_iteration_stats" field.

const int	VerbosityLevelFieldNumber = 26
	Field number for the "verbosity_level" field.

const int	LogIntervalSecondsFieldNumber = 31
	Field number for the "log_interval_seconds" field.

const int	MajorIterationFrequencyFieldNumber = 4
	Field number for the "major_iteration_frequency" field.

const int	TerminationCheckFrequencyFieldNumber = 5
	Field number for the "termination_check_frequency" field.

const int	RestartStrategyFieldNumber = 6
	Field number for the "restart_strategy" field.

const int	PrimalWeightUpdateSmoothingFieldNumber = 7
	Field number for the "primal_weight_update_smoothing" field.

const int	InitialPrimalWeightFieldNumber = 8
	Field number for the "initial_primal_weight" field.

const int	PresolveOptionsFieldNumber = 16
	Field number for the "presolve_options" field.

const int	LInfRuizIterationsFieldNumber = 9
	Field number for the "l_inf_ruiz_iterations" field.

const int	L2NormRescalingFieldNumber = 10
	Field number for the "l2_norm_rescaling" field.

const int	SufficientReductionForRestartFieldNumber = 11
	Field number for the "sufficient_reduction_for_restart" field.

const int	NecessaryReductionForRestartFieldNumber = 17
	Field number for the "necessary_reduction_for_restart" field.

const int	LinesearchRuleFieldNumber = 12
	Field number for the "linesearch_rule" field.

const int	AdaptiveLinesearchParametersFieldNumber = 18
	Field number for the "adaptive_linesearch_parameters" field.

const int	MalitskyPockParametersFieldNumber = 19
	Field number for the "malitsky_pock_parameters" field.

const int	InitialStepSizeScalingFieldNumber = 25
	Field number for the "initial_step_size_scaling" field.

const int	RandomProjectionSeedsFieldNumber = 28
	Field number for the "random_projection_seeds" field.

const int	InfiniteConstraintBoundThresholdFieldNumber = 22
	Field number for the "infinite_constraint_bound_threshold" field.

const int	HandleSomePrimalGradientsOnFiniteBoundsAsResidualsFieldNumber = 29
	Field number for the "handle_some_primal_gradients_on_finite_bounds_as_residuals" field.

const int	UseDiagonalQpTrustRegionSolverFieldNumber = 23
	Field number for the "use_diagonal_qp_trust_region_solver" field.

const int	DiagonalQpTrustRegionSolverToleranceFieldNumber = 24
	Field number for the "diagonal_qp_trust_region_solver_tolerance" field.

const int	UseFeasibilityPolishingFieldNumber = 30
	Field number for the "use_feasibility_polishing" field.

Properties
static pb::MessageParser< PrimalDualHybridGradientParams >	Parser `[get]`

static pbr::MessageDescriptor	Descriptor `[get]`

global::Google.OrTools.PDLP.TerminationCriteria	TerminationCriteria `[get, set]`

int	NumThreads `[get, set]`
	The number of threads to use. Must be positive. Try various values of num_threads, up to the number of physical cores. Performance may not be monotonically increasing with the number of threads because of memory bandwidth limitations.

bool	HasNumThreads `[get]`
	Gets whether the "num_threads" field is set.

int	NumShards `[get, set]`
	For more efficient parallel computation, the matrices and vectors are divided (virtually) into num_shards shards. Results are computed independently for each shard and then combined. As a consequence, the order of computation, and hence floating point roundoff, depends on the number of shards so reproducible results require using the same value for num_shards. However, for efficiency num_shards should a be at least num_threads, and preferably at least 4*num_threads to allow better load balancing. If num_shards is positive, the computation will use that many shards. Otherwise a default that depends on num_threads will be used.

bool	HasNumShards `[get]`
	Gets whether the "num_shards" field is set.

global::Google.OrTools.PDLP.SchedulerType	SchedulerType `[get, set]`
	The type of scheduler used for CPU multi-threading. See the documentation of the corresponding enum for more details.

bool	HasSchedulerType `[get]`
	Gets whether the "scheduler_type" field is set.

bool	RecordIterationStats `[get, set]`
	If true, the iteration_stats field of the SolveLog output will be populated at every iteration. Note that we only compute solution statistics at termination checks. Setting this parameter to true may substantially increase the size of the output.

bool	HasRecordIterationStats `[get]`
	Gets whether the "record_iteration_stats" field is set.

int	VerbosityLevel `[get, set]`
	The verbosity of logging. 0: No informational logging. (Errors are logged.) 1: Summary statistics only. No iteration-level details. 2: A table of iteration-level statistics is logged. (See ToShortString() in primal_dual_hybrid_gradient.cc). 3: A more detailed table of iteration-level statistics is logged. (See ToString() in primal_dual_hybrid_gradient.cc). 4: For iteration-level details, prints the statistics of both the average (prefixed with A) and the current iterate (prefixed with C). Also prints internal algorithmic state and details. Logging at levels 2-4 also includes messages from level 1.

bool	HasVerbosityLevel `[get]`
	Gets whether the "verbosity_level" field is set.

double	LogIntervalSeconds `[get, set]`
	Time between iteration-level statistics logging (if `verbosity_level > 1`). Since iteration-level statistics are only generated when performing termination checks, logs will be generated from next termination check after `log_interval_seconds` have elapsed. Should be >= 0.0. 0.0 (the default) means log statistics at every termination check.

bool	HasLogIntervalSeconds `[get]`
	Gets whether the "log_interval_seconds" field is set.

int	MajorIterationFrequency `[get, set]`
	The frequency at which extra work is performed to make major algorithmic decisions, e.g., performing restarts and updating the primal weight. Major iterations also trigger a termination check. For best performance using the NO_RESTARTS or EVERY_MAJOR_ITERATION rule, one should perform a log-scale grid search over this parameter, for example, over powers of two. ADAPTIVE_HEURISTIC is mostly insensitive to this value.

bool	HasMajorIterationFrequency `[get]`
	Gets whether the "major_iteration_frequency" field is set.

int	TerminationCheckFrequency `[get, set]`
	The frequency (based on a counter reset every major iteration) to check for termination (involves extra work) and log iteration stats. Termination checks do not affect algorithmic progress unless termination is triggered.

bool	HasTerminationCheckFrequency `[get]`
	Gets whether the "termination_check_frequency" field is set.

global::Google.OrTools.PDLP.PrimalDualHybridGradientParams.Types.RestartStrategy	RestartStrategy `[get, set]`
	NO_RESTARTS and EVERY_MAJOR_ITERATION occasionally outperform the default. If using a strategy other than ADAPTIVE_HEURISTIC, you must also tune major_iteration_frequency.

bool	HasRestartStrategy `[get]`
	Gets whether the "restart_strategy" field is set.

double	PrimalWeightUpdateSmoothing `[get, set]`
	This parameter controls exponential smoothing of log(primal_weight) when a primal weight update occurs (i.e., when the ratio of primal and dual step sizes is adjusted). At 0.0, the primal weight will be frozen at its initial value and there will be no dynamic updates in the algorithm. At 1.0, there is no smoothing in the updates. The default of 0.5 generally performs well, but has been observed on occasion to trigger unstable swings in the primal weight. We recommend also trying 0.0 (disabling primal weight updates), in which case you must also tune initial_primal_weight.

bool	HasPrimalWeightUpdateSmoothing `[get]`
	Gets whether the "primal_weight_update_smoothing" field is set.

double	InitialPrimalWeight `[get, set]`
	The initial value of the primal weight (i.e., the ratio of primal and dual step sizes). The primal weight remains fixed throughout the solve if primal_weight_update_smoothing = 0.0. If unset, the default is the ratio of the norm of the objective vector to the L2 norm of the combined constraint bounds vector (as defined above). If this ratio is not finite and positive, then the default is 1.0 instead. For tuning, try powers of 10, for example, from 10^{-6} to 10^6.

bool	HasInitialPrimalWeight `[get]`
	Gets whether the "initial_primal_weight" field is set.

global::Google.OrTools.PDLP.PrimalDualHybridGradientParams.Types.PresolveOptions	PresolveOptions `[get, set]`

int	LInfRuizIterations `[get, set]`
	Number of L_infinity Ruiz rescaling iterations to apply to the constraint matrix. Zero disables this rescaling pass. Recommended values to try when tuning are 0, 5, and 10.

bool	HasLInfRuizIterations `[get]`
	Gets whether the "l_inf_ruiz_iterations" field is set.

bool	L2NormRescaling `[get, set]`
	If true, applies L_2 norm rescaling after the Ruiz rescaling. Heuristically this has been found to help convergence.

bool	HasL2NormRescaling `[get]`
	Gets whether the "l2_norm_rescaling" field is set.

double	SufficientReductionForRestart `[get, set]`
	For ADAPTIVE_HEURISTIC and ADAPTIVE_DISTANCE_BASED only: A relative reduction in the potential function by this amount always triggers a restart. Must be between 0.0 and 1.0.

bool	HasSufficientReductionForRestart `[get]`
	Gets whether the "sufficient_reduction_for_restart" field is set.

double	NecessaryReductionForRestart `[get, set]`
	For ADAPTIVE_HEURISTIC only: A relative reduction in the potential function by this amount triggers a restart if, additionally, the quality of the iterates appears to be getting worse. The value must be in the interval [sufficient_reduction_for_restart, 1). Smaller values make restarts less frequent, and larger values make them more frequent.

bool	HasNecessaryReductionForRestart `[get]`
	Gets whether the "necessary_reduction_for_restart" field is set.

global::Google.OrTools.PDLP.PrimalDualHybridGradientParams.Types.LinesearchRule	LinesearchRule `[get, set]`
	Linesearch rule applied at each major iteration.

bool	HasLinesearchRule `[get]`
	Gets whether the "linesearch_rule" field is set.

global::Google.OrTools.PDLP.AdaptiveLinesearchParams	AdaptiveLinesearchParameters `[get, set]`

global::Google.OrTools.PDLP.MalitskyPockParams	MalitskyPockParameters `[get, set]`

double	InitialStepSizeScaling `[get, set]`
	Scaling factor applied to the initial step size (all step sizes if linesearch_rule == CONSTANT_STEP_SIZE_RULE).

bool	HasInitialStepSizeScaling `[get]`
	Gets whether the "initial_step_size_scaling" field is set.

pbc::RepeatedField< int >	RandomProjectionSeeds `[get]`
	Seeds for generating (pseudo-)random projections of iterates during termination checks. For each seed, the projection of the primal and dual solutions onto random planes in primal and dual space will be computed and added the IterationStats if record_iteration_stats is true. The random planes generated will be determined by the seeds, the primal and dual dimensions, and num_threads.

double	InfiniteConstraintBoundThreshold `[get, set]`
	Constraint bounds with absolute value at least this threshold are replaced with infinities.

bool	HasInfiniteConstraintBoundThreshold `[get]`
	Gets whether the "infinite_constraint_bound_threshold" field is set.

bool	HandleSomePrimalGradientsOnFiniteBoundsAsResiduals `[get, set]`
	See https://developers.google.com/optimization/lp/pdlp_math#treating_some_variable_bounds_as_infinite for a description of this flag.

bool	HasHandleSomePrimalGradientsOnFiniteBoundsAsResiduals `[get]`
	Gets whether the "handle_some_primal_gradients_on_finite_bounds_as_residuals" field is set.

bool	UseDiagonalQpTrustRegionSolver `[get, set]`
	When solving QPs with diagonal objective matrices, this option can be turned on to enable an experimental solver that avoids linearization of the quadratic term. The `diagonal_qp_solver_accuracy` parameter controls the solve accuracy.

bool	HasUseDiagonalQpTrustRegionSolver `[get]`
	Gets whether the "use_diagonal_qp_trust_region_solver" field is set.

double	DiagonalQpTrustRegionSolverTolerance `[get, set]`
	The solve tolerance of the experimental trust region solver for diagonal QPs, controlling the accuracy of binary search over a one-dimensional scaling parameter. Smaller values imply smaller relative error of the final solution vector.

bool	HasDiagonalQpTrustRegionSolverTolerance `[get]`
	Gets whether the "diagonal_qp_trust_region_solver_tolerance" field is set.

bool	UseFeasibilityPolishing `[get, set]`
	If true, periodically runs feasibility polishing, which attempts to move from latest average iterate to one that is closer to feasibility (i.e., has smaller primal and dual residuals) while probably increasing the objective gap. This is useful primarily when the feasibility tolerances are fairly tight and the objective gap tolerance is somewhat looser. Note that this does not change the termination criteria, but rather can help achieve the termination criteria more quickly when the objective gap is not as important as feasibility.

bool	HasUseFeasibilityPolishing `[get]`
	Gets whether the "use_feasibility_polishing" field is set.

Detailed Description

Parameters for PrimalDualHybridGradient() in primal_dual_hybrid_gradient.h. While the defaults are generally good, it is usually worthwhile to perform a parameter sweep to find good settings for a particular family of problems. The following parameters should be considered for tuning:

restart_strategy (jointly with major_iteration_frequency)
primal_weight_update_smoothing (jointly with initial_primal_weight)
presolve_options.use_glop
l_inf_ruiz_iterations
l2_norm_rescaling In addition, tune num_threads to speed up the solve.

Definition at line 2354 of file Solvers.pb.cs.

Constructor & Destructor Documentation

◆ PrimalDualHybridGradientParams() [1/2]

Google.OrTools.PDLP.PrimalDualHybridGradientParams.PrimalDualHybridGradientParams ( )

inline

Definition at line 2380 of file Solvers.pb.cs.

◆ PrimalDualHybridGradientParams() [2/2]

Google.OrTools.PDLP.PrimalDualHybridGradientParams.PrimalDualHybridGradientParams ( PrimalDualHybridGradientParams other )

inline

Definition at line 2388 of file Solvers.pb.cs.

Member Function Documentation

◆ CalculateSize()

int Google.OrTools.PDLP.PrimalDualHybridGradientParams.CalculateSize ( )

inline

Definition at line 3579 of file Solvers.pb.cs.

◆ ClearDiagonalQpTrustRegionSolverTolerance()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearDiagonalQpTrustRegionSolverTolerance ( )

inline

Clears the value of the "diagonal_qp_trust_region_solver_tolerance" field.

Definition at line 3196 of file Solvers.pb.cs.

◆ ClearHandleSomePrimalGradientsOnFiniteBoundsAsResiduals()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearHandleSomePrimalGradientsOnFiniteBoundsAsResiduals ( )

inline

Clears the value of the "handle_some_primal_gradients_on_finite_bounds_as_residuals" field.

Definition at line 3127 of file Solvers.pb.cs.

◆ ClearInfiniteConstraintBoundThreshold()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearInfiniteConstraintBoundThreshold ( )

inline

Clears the value of the "infinite_constraint_bound_threshold" field.

Definition at line 3095 of file Solvers.pb.cs.

◆ ClearInitialPrimalWeight()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearInitialPrimalWeight ( )

inline

Clears the value of the "initial_primal_weight" field.

Definition at line 2815 of file Solvers.pb.cs.

◆ ClearInitialStepSizeScaling()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearInitialStepSizeScaling ( )

inline

Clears the value of the "initial_step_size_scaling" field.

Definition at line 3041 of file Solvers.pb.cs.

◆ ClearL2NormRescaling()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearL2NormRescaling ( )

inline

Clears the value of the "l2_norm_rescaling" field.

Definition at line 2890 of file Solvers.pb.cs.

◆ ClearLinesearchRule()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearLinesearchRule ( )

inline

Clears the value of the "linesearch_rule" field.

Definition at line 2986 of file Solvers.pb.cs.

◆ ClearLInfRuizIterations()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearLInfRuizIterations ( )

inline

Clears the value of the "l_inf_ruiz_iterations" field.

Definition at line 2859 of file Solvers.pb.cs.

◆ ClearLogIntervalSeconds()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearLogIntervalSeconds ( )

inline

Clears the value of the "log_interval_seconds" field.

Definition at line 2643 of file Solvers.pb.cs.

◆ ClearMajorIterationFrequency()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearMajorIterationFrequency ( )

inline

Clears the value of the "major_iteration_frequency" field.

Definition at line 2678 of file Solvers.pb.cs.

◆ ClearNecessaryReductionForRestart()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearNecessaryReductionForRestart ( )

inline

Clears the value of the "necessary_reduction_for_restart" field.

Definition at line 2956 of file Solvers.pb.cs.

◆ ClearNumShards()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearNumShards ( )

inline

Clears the value of the "num_shards" field.

Definition at line 2505 of file Solvers.pb.cs.

◆ ClearNumThreads()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearNumThreads ( )

inline

Clears the value of the "num_threads" field.

Definition at line 2467 of file Solvers.pb.cs.

◆ ClearPrimalWeightUpdateSmoothing()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearPrimalWeightUpdateSmoothing ( )

inline

Clears the value of the "primal_weight_update_smoothing" field.

Definition at line 2779 of file Solvers.pb.cs.

◆ ClearRecordIterationStats()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearRecordIterationStats ( )

inline

Clears the value of the "record_iteration_stats" field.

Definition at line 2569 of file Solvers.pb.cs.

◆ ClearRestartStrategy()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearRestartStrategy ( )

inline

Clears the value of the "restart_strategy" field.

Definition at line 2742 of file Solvers.pb.cs.

◆ ClearSchedulerType()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearSchedulerType ( )

inline

Clears the value of the "scheduler_type" field.

Definition at line 2536 of file Solvers.pb.cs.

◆ ClearSufficientReductionForRestart()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearSufficientReductionForRestart ( )

inline

Clears the value of the "sufficient_reduction_for_restart" field.

Definition at line 2922 of file Solvers.pb.cs.

◆ ClearTerminationCheckFrequency()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearTerminationCheckFrequency ( )

inline

Clears the value of the "termination_check_frequency" field.

Definition at line 2710 of file Solvers.pb.cs.

◆ ClearUseDiagonalQpTrustRegionSolver()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearUseDiagonalQpTrustRegionSolver ( )

inline

Clears the value of the "use_diagonal_qp_trust_region_solver" field.

Definition at line 3162 of file Solvers.pb.cs.

◆ ClearUseFeasibilityPolishing()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearUseFeasibilityPolishing ( )

inline

Clears the value of the "use_feasibility_polishing" field.

Definition at line 3253 of file Solvers.pb.cs.

◆ ClearVerbosityLevel()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.ClearVerbosityLevel ( )

inline

Clears the value of the "verbosity_level" field.

Definition at line 2609 of file Solvers.pb.cs.

◆ Clone()

PrimalDualHybridGradientParams Google.OrTools.PDLP.PrimalDualHybridGradientParams.Clone ( )

inline

Definition at line 2422 of file Solvers.pb.cs.

◆ Equals() [1/2]

override bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.Equals ( object other )

inline

Definition at line 3259 of file Solvers.pb.cs.

◆ Equals() [2/2]

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.Equals ( PrimalDualHybridGradientParams other )

inline

Definition at line 3265 of file Solvers.pb.cs.

◆ GetHashCode()

override int Google.OrTools.PDLP.PrimalDualHybridGradientParams.GetHashCode ( )

inline

Definition at line 3304 of file Solvers.pb.cs.

◆ MergeFrom() [1/2]

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.MergeFrom ( pb.CodedInputStream input )

inline

Definition at line 3768 of file Solvers.pb.cs.

◆ MergeFrom() [2/2]

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.MergeFrom ( PrimalDualHybridGradientParams other )

inline

Definition at line 3668 of file Solvers.pb.cs.

◆ ToString()

override string Google.OrTools.PDLP.PrimalDualHybridGradientParams.ToString ( )

inline

Definition at line 3341 of file Solvers.pb.cs.

◆ WriteTo()

void Google.OrTools.PDLP.PrimalDualHybridGradientParams.WriteTo ( pb.CodedOutputStream output )

inline

Definition at line 3347 of file Solvers.pb.cs.

Member Data Documentation

◆ AdaptiveLinesearchParametersFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.AdaptiveLinesearchParametersFieldNumber = 18

static

Field number for the "adaptive_linesearch_parameters" field.

Definition at line 2991 of file Solvers.pb.cs.

◆ DiagonalQpTrustRegionSolverToleranceFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.DiagonalQpTrustRegionSolverToleranceFieldNumber = 24

static

Field number for the "diagonal_qp_trust_region_solver_tolerance" field.

Definition at line 3167 of file Solvers.pb.cs.

◆ HandleSomePrimalGradientsOnFiniteBoundsAsResidualsFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.HandleSomePrimalGradientsOnFiniteBoundsAsResidualsFieldNumber = 29

static

Field number for the "handle_some_primal_gradients_on_finite_bounds_as_residuals" field.

Definition at line 3100 of file Solvers.pb.cs.

◆ InfiniteConstraintBoundThresholdFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.InfiniteConstraintBoundThresholdFieldNumber = 22

static

Field number for the "infinite_constraint_bound_threshold" field.

Definition at line 3065 of file Solvers.pb.cs.

◆ InitialPrimalWeightFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.InitialPrimalWeightFieldNumber = 8

static

Field number for the "initial_primal_weight" field.

Definition at line 2784 of file Solvers.pb.cs.

◆ InitialStepSizeScalingFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.InitialStepSizeScalingFieldNumber = 25

static

Field number for the "initial_step_size_scaling" field.

Definition at line 3015 of file Solvers.pb.cs.

◆ L2NormRescalingFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.L2NormRescalingFieldNumber = 10

static

Field number for the "l2_norm_rescaling" field.

Definition at line 2864 of file Solvers.pb.cs.

◆ LinesearchRuleFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.LinesearchRuleFieldNumber = 12

static

Field number for the "linesearch_rule" field.

Definition at line 2961 of file Solvers.pb.cs.

◆ LInfRuizIterationsFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.LInfRuizIterationsFieldNumber = 9

static

Field number for the "l_inf_ruiz_iterations" field.

Definition at line 2832 of file Solvers.pb.cs.

◆ LogIntervalSecondsFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.LogIntervalSecondsFieldNumber = 31

static

Field number for the "log_interval_seconds" field.

Definition at line 2614 of file Solvers.pb.cs.

◆ MajorIterationFrequencyFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.MajorIterationFrequencyFieldNumber = 4

static

Field number for the "major_iteration_frequency" field.

Definition at line 2648 of file Solvers.pb.cs.

◆ MalitskyPockParametersFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.MalitskyPockParametersFieldNumber = 19

static

Field number for the "malitsky_pock_parameters" field.

Definition at line 3003 of file Solvers.pb.cs.

◆ NecessaryReductionForRestartFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.NecessaryReductionForRestartFieldNumber = 17

static

Field number for the "necessary_reduction_for_restart" field.

Definition at line 2927 of file Solvers.pb.cs.

◆ NumShardsFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.NumShardsFieldNumber = 27

static

Field number for the "num_shards" field.

Definition at line 2472 of file Solvers.pb.cs.

◆ NumThreadsFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.NumThreadsFieldNumber = 2

static

Field number for the "num_threads" field.

Definition at line 2439 of file Solvers.pb.cs.

◆ PresolveOptionsFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.PresolveOptionsFieldNumber = 16

static

Field number for the "presolve_options" field.

Definition at line 2820 of file Solvers.pb.cs.

◆ PrimalWeightUpdateSmoothingFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.PrimalWeightUpdateSmoothingFieldNumber = 7

static

Field number for the "primal_weight_update_smoothing" field.

Definition at line 2747 of file Solvers.pb.cs.

◆ RandomProjectionSeedsFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.RandomProjectionSeedsFieldNumber = 28

static

Field number for the "random_projection_seeds" field.

Definition at line 3046 of file Solvers.pb.cs.

◆ RecordIterationStatsFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.RecordIterationStatsFieldNumber = 3

static

Field number for the "record_iteration_stats" field.

Definition at line 2541 of file Solvers.pb.cs.

◆ RestartStrategyFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.RestartStrategyFieldNumber = 6

static

Field number for the "restart_strategy" field.

Definition at line 2715 of file Solvers.pb.cs.

◆ SchedulerTypeFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.SchedulerTypeFieldNumber = 32

static

Field number for the "scheduler_type" field.

Definition at line 2510 of file Solvers.pb.cs.

◆ SufficientReductionForRestartFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.SufficientReductionForRestartFieldNumber = 11

static

Field number for the "sufficient_reduction_for_restart" field.

Definition at line 2895 of file Solvers.pb.cs.

◆ TerminationCheckFrequencyFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.TerminationCheckFrequencyFieldNumber = 5

static

Field number for the "termination_check_frequency" field.

Definition at line 2683 of file Solvers.pb.cs.

◆ TerminationCriteriaFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.TerminationCriteriaFieldNumber = 1

static

Field number for the "termination_criteria" field.

Definition at line 2427 of file Solvers.pb.cs.

◆ UseDiagonalQpTrustRegionSolverFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.UseDiagonalQpTrustRegionSolverFieldNumber = 23

static

Field number for the "use_diagonal_qp_trust_region_solver" field.

Definition at line 3132 of file Solvers.pb.cs.

◆ UseFeasibilityPolishingFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.UseFeasibilityPolishingFieldNumber = 30

static

Field number for the "use_feasibility_polishing" field.

Definition at line 3201 of file Solvers.pb.cs.

◆ VerbosityLevelFieldNumber

const int Google.OrTools.PDLP.PrimalDualHybridGradientParams.VerbosityLevelFieldNumber = 26

static

Field number for the "verbosity_level" field.

Definition at line 2574 of file Solvers.pb.cs.

Property Documentation

◆ AdaptiveLinesearchParameters

global.Google.OrTools.PDLP.AdaptiveLinesearchParams Google.OrTools.PDLP.PrimalDualHybridGradientParams.AdaptiveLinesearchParameters

getset

Definition at line 2995 of file Solvers.pb.cs.

◆ Descriptor

pbr.MessageDescriptor Google.OrTools.PDLP.PrimalDualHybridGradientParams.Descriptor

staticget

Definition at line 2368 of file Solvers.pb.cs.

◆ DiagonalQpTrustRegionSolverTolerance

double Google.OrTools.PDLP.PrimalDualHybridGradientParams.DiagonalQpTrustRegionSolverTolerance

getset

The solve tolerance of the experimental trust region solver for diagonal QPs, controlling the accuracy of binary search over a one-dimensional scaling parameter. Smaller values imply smaller relative error of the final solution vector.

Todo: (user): Find an expression for the final relative error.

Definition at line 3180 of file Solvers.pb.cs.

◆ HandleSomePrimalGradientsOnFiniteBoundsAsResiduals

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HandleSomePrimalGradientsOnFiniteBoundsAsResiduals

getset

See https://developers.google.com/optimization/lp/pdlp_math#treating_some_variable_bounds_as_infinite for a description of this flag.

Definition at line 3111 of file Solvers.pb.cs.

◆ HasDiagonalQpTrustRegionSolverTolerance

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasDiagonalQpTrustRegionSolverTolerance

get

Gets whether the "diagonal_qp_trust_region_solver_tolerance" field is set.

Definition at line 3190 of file Solvers.pb.cs.

◆ HasHandleSomePrimalGradientsOnFiniteBoundsAsResiduals

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasHandleSomePrimalGradientsOnFiniteBoundsAsResiduals

get

Gets whether the "handle_some_primal_gradients_on_finite_bounds_as_residuals" field is set.

Definition at line 3121 of file Solvers.pb.cs.

◆ HasInfiniteConstraintBoundThreshold

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasInfiniteConstraintBoundThreshold

get

Gets whether the "infinite_constraint_bound_threshold" field is set.

Definition at line 3089 of file Solvers.pb.cs.

◆ HasInitialPrimalWeight

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasInitialPrimalWeight

get

Gets whether the "initial_primal_weight" field is set.

Definition at line 2809 of file Solvers.pb.cs.

◆ HasInitialStepSizeScaling

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasInitialStepSizeScaling

get

Gets whether the "initial_step_size_scaling" field is set.

Definition at line 3035 of file Solvers.pb.cs.

◆ HasL2NormRescaling

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasL2NormRescaling

get

Gets whether the "l2_norm_rescaling" field is set.

Definition at line 2884 of file Solvers.pb.cs.

◆ HasLinesearchRule

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasLinesearchRule

get

Gets whether the "linesearch_rule" field is set.

Definition at line 2980 of file Solvers.pb.cs.

◆ HasLInfRuizIterations

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasLInfRuizIterations

get

Gets whether the "l_inf_ruiz_iterations" field is set.

Definition at line 2853 of file Solvers.pb.cs.

◆ HasLogIntervalSeconds

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasLogIntervalSeconds

get

Gets whether the "log_interval_seconds" field is set.

Definition at line 2637 of file Solvers.pb.cs.

◆ HasMajorIterationFrequency

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasMajorIterationFrequency

get

Gets whether the "major_iteration_frequency" field is set.

Definition at line 2672 of file Solvers.pb.cs.

◆ HasNecessaryReductionForRestart

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasNecessaryReductionForRestart

get

Gets whether the "necessary_reduction_for_restart" field is set.

Definition at line 2950 of file Solvers.pb.cs.

◆ HasNumShards

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasNumShards

get

Gets whether the "num_shards" field is set.

Definition at line 2499 of file Solvers.pb.cs.

◆ HasNumThreads

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasNumThreads

get

Gets whether the "num_threads" field is set.

Definition at line 2461 of file Solvers.pb.cs.

◆ HasPrimalWeightUpdateSmoothing

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasPrimalWeightUpdateSmoothing

get

Gets whether the "primal_weight_update_smoothing" field is set.

Definition at line 2773 of file Solvers.pb.cs.

◆ HasRecordIterationStats

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasRecordIterationStats

get

Gets whether the "record_iteration_stats" field is set.

Definition at line 2563 of file Solvers.pb.cs.

◆ HasRestartStrategy

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasRestartStrategy

get

Gets whether the "restart_strategy" field is set.

Definition at line 2736 of file Solvers.pb.cs.

◆ HasSchedulerType

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasSchedulerType

get

Gets whether the "scheduler_type" field is set.

Definition at line 2530 of file Solvers.pb.cs.

◆ HasSufficientReductionForRestart

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasSufficientReductionForRestart

get

Gets whether the "sufficient_reduction_for_restart" field is set.

Definition at line 2916 of file Solvers.pb.cs.

◆ HasTerminationCheckFrequency

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasTerminationCheckFrequency

get

Gets whether the "termination_check_frequency" field is set.

Definition at line 2704 of file Solvers.pb.cs.

◆ HasUseDiagonalQpTrustRegionSolver

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasUseDiagonalQpTrustRegionSolver

get

Gets whether the "use_diagonal_qp_trust_region_solver" field is set.

Definition at line 3156 of file Solvers.pb.cs.

◆ HasUseFeasibilityPolishing

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasUseFeasibilityPolishing

get

Gets whether the "use_feasibility_polishing" field is set.

Definition at line 3247 of file Solvers.pb.cs.

◆ HasVerbosityLevel

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.HasVerbosityLevel

get

Gets whether the "verbosity_level" field is set.

Definition at line 2603 of file Solvers.pb.cs.

◆ InfiniteConstraintBoundThreshold

double Google.OrTools.PDLP.PrimalDualHybridGradientParams.InfiniteConstraintBoundThreshold

getset

Constraint bounds with absolute value at least this threshold are replaced with infinities.

Note: This primarily affects the relative convergence criteria. A smaller value makes the relative convergence criteria stronger. It also affects the problem statistics LOG()ed at the start of the run, and the default initial primal weight, since that is based on the norm of the bounds.

Definition at line 3079 of file Solvers.pb.cs.

◆ InitialPrimalWeight

double Google.OrTools.PDLP.PrimalDualHybridGradientParams.InitialPrimalWeight

getset

The initial value of the primal weight (i.e., the ratio of primal and dual step sizes). The primal weight remains fixed throughout the solve if primal_weight_update_smoothing = 0.0. If unset, the default is the ratio of the norm of the objective vector to the L2 norm of the combined constraint bounds vector (as defined above). If this ratio is not finite and positive, then the default is 1.0 instead. For tuning, try powers of 10, for example, from 10^{-6} to 10^6.

Definition at line 2799 of file Solvers.pb.cs.

◆ InitialStepSizeScaling

double Google.OrTools.PDLP.PrimalDualHybridGradientParams.InitialStepSizeScaling

getset

Scaling factor applied to the initial step size (all step sizes if linesearch_rule == CONSTANT_STEP_SIZE_RULE).

Definition at line 3025 of file Solvers.pb.cs.

◆ L2NormRescaling

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.L2NormRescaling

getset

If true, applies L_2 norm rescaling after the Ruiz rescaling. Heuristically this has been found to help convergence.

Definition at line 2874 of file Solvers.pb.cs.

◆ LinesearchRule

global.Google.OrTools.PDLP.PrimalDualHybridGradientParams.Types.LinesearchRule Google.OrTools.PDLP.PrimalDualHybridGradientParams.LinesearchRule

getset

Linesearch rule applied at each major iteration.

Definition at line 2970 of file Solvers.pb.cs.

◆ LInfRuizIterations

int Google.OrTools.PDLP.PrimalDualHybridGradientParams.LInfRuizIterations

getset

Number of L_infinity Ruiz rescaling iterations to apply to the constraint matrix. Zero disables this rescaling pass. Recommended values to try when tuning are 0, 5, and 10.

Definition at line 2843 of file Solvers.pb.cs.

◆ LogIntervalSeconds

double Google.OrTools.PDLP.PrimalDualHybridGradientParams.LogIntervalSeconds

getset

Time between iteration-level statistics logging (if verbosity_level > 1). Since iteration-level statistics are only generated when performing termination checks, logs will be generated from next termination check after log_interval_seconds have elapsed. Should be >= 0.0. 0.0 (the default) means log statistics at every termination check.

Definition at line 2627 of file Solvers.pb.cs.

◆ MajorIterationFrequency

int Google.OrTools.PDLP.PrimalDualHybridGradientParams.MajorIterationFrequency

getset

The frequency at which extra work is performed to make major algorithmic decisions, e.g., performing restarts and updating the primal weight. Major iterations also trigger a termination check. For best performance using the NO_RESTARTS or EVERY_MAJOR_ITERATION rule, one should perform a log-scale grid search over this parameter, for example, over powers of two. ADAPTIVE_HEURISTIC is mostly insensitive to this value.

Definition at line 2662 of file Solvers.pb.cs.

◆ MalitskyPockParameters

global.Google.OrTools.PDLP.MalitskyPockParams Google.OrTools.PDLP.PrimalDualHybridGradientParams.MalitskyPockParameters

getset

Definition at line 3007 of file Solvers.pb.cs.

◆ NecessaryReductionForRestart

double Google.OrTools.PDLP.PrimalDualHybridGradientParams.NecessaryReductionForRestart

getset

For ADAPTIVE_HEURISTIC only: A relative reduction in the potential function by this amount triggers a restart if, additionally, the quality of the iterates appears to be getting worse. The value must be in the interval [sufficient_reduction_for_restart, 1). Smaller values make restarts less frequent, and larger values make them more frequent.

Definition at line 2940 of file Solvers.pb.cs.

◆ NumShards

int Google.OrTools.PDLP.PrimalDualHybridGradientParams.NumShards

getset

For more efficient parallel computation, the matrices and vectors are divided (virtually) into num_shards shards. Results are computed independently for each shard and then combined. As a consequence, the order of computation, and hence floating point roundoff, depends on the number of shards so reproducible results require using the same value for num_shards. However, for efficiency num_shards should a be at least num_threads, and preferably at least 4*num_threads to allow better load balancing. If num_shards is positive, the computation will use that many shards. Otherwise a default that depends on num_threads will be used.

Definition at line 2489 of file Solvers.pb.cs.

◆ NumThreads

int Google.OrTools.PDLP.PrimalDualHybridGradientParams.NumThreads

getset

The number of threads to use. Must be positive. Try various values of num_threads, up to the number of physical cores. Performance may not be monotonically increasing with the number of threads because of memory bandwidth limitations.

Definition at line 2451 of file Solvers.pb.cs.

◆ Parser

pb.MessageParser<PrimalDualHybridGradientParams> Google.OrTools.PDLP.PrimalDualHybridGradientParams.Parser

staticget

Definition at line 2364 of file Solvers.pb.cs.

◆ PresolveOptions

global.Google.OrTools.PDLP.PrimalDualHybridGradientParams.Types.PresolveOptions Google.OrTools.PDLP.PrimalDualHybridGradientParams.PresolveOptions

getset

Definition at line 2824 of file Solvers.pb.cs.

◆ PrimalWeightUpdateSmoothing

double Google.OrTools.PDLP.PrimalDualHybridGradientParams.PrimalWeightUpdateSmoothing

getset

This parameter controls exponential smoothing of log(primal_weight) when a primal weight update occurs (i.e., when the ratio of primal and dual step sizes is adjusted). At 0.0, the primal weight will be frozen at its initial value and there will be no dynamic updates in the algorithm. At 1.0, there is no smoothing in the updates. The default of 0.5 generally performs well, but has been observed on occasion to trigger unstable swings in the primal weight. We recommend also trying 0.0 (disabling primal weight updates), in which case you must also tune initial_primal_weight.

Definition at line 2763 of file Solvers.pb.cs.

◆ RandomProjectionSeeds

pbc.RepeatedField<int> Google.OrTools.PDLP.PrimalDualHybridGradientParams.RandomProjectionSeeds

get

Seeds for generating (pseudo-)random projections of iterates during termination checks. For each seed, the projection of the primal and dual solutions onto random planes in primal and dual space will be computed and added the IterationStats if record_iteration_stats is true. The random planes generated will be determined by the seeds, the primal and dual dimensions, and num_threads.

Definition at line 3060 of file Solvers.pb.cs.

◆ RecordIterationStats

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.RecordIterationStats

getset

If true, the iteration_stats field of the SolveLog output will be populated at every iteration. Note that we only compute solution statistics at termination checks. Setting this parameter to true may substantially increase the size of the output.

Definition at line 2553 of file Solvers.pb.cs.

◆ RestartStrategy

global.Google.OrTools.PDLP.PrimalDualHybridGradientParams.Types.RestartStrategy Google.OrTools.PDLP.PrimalDualHybridGradientParams.RestartStrategy

getset

NO_RESTARTS and EVERY_MAJOR_ITERATION occasionally outperform the default. If using a strategy other than ADAPTIVE_HEURISTIC, you must also tune major_iteration_frequency.

Definition at line 2726 of file Solvers.pb.cs.

◆ SchedulerType

global.Google.OrTools.PDLP.SchedulerType Google.OrTools.PDLP.PrimalDualHybridGradientParams.SchedulerType

getset

The type of scheduler used for CPU multi-threading. See the documentation of the corresponding enum for more details.

Definition at line 2520 of file Solvers.pb.cs.

◆ SufficientReductionForRestart

double Google.OrTools.PDLP.PrimalDualHybridGradientParams.SufficientReductionForRestart

getset

For ADAPTIVE_HEURISTIC and ADAPTIVE_DISTANCE_BASED only: A relative reduction in the potential function by this amount always triggers a restart. Must be between 0.0 and 1.0.

Definition at line 2906 of file Solvers.pb.cs.

◆ TerminationCheckFrequency

int Google.OrTools.PDLP.PrimalDualHybridGradientParams.TerminationCheckFrequency

getset

The frequency (based on a counter reset every major iteration) to check for termination (involves extra work) and log iteration stats. Termination checks do not affect algorithmic progress unless termination is triggered.

Definition at line 2694 of file Solvers.pb.cs.

◆ TerminationCriteria

global.Google.OrTools.PDLP.TerminationCriteria Google.OrTools.PDLP.PrimalDualHybridGradientParams.TerminationCriteria

getset

Definition at line 2431 of file Solvers.pb.cs.

◆ UseDiagonalQpTrustRegionSolver

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.UseDiagonalQpTrustRegionSolver

getset

When solving QPs with diagonal objective matrices, this option can be turned on to enable an experimental solver that avoids linearization of the quadratic term. The diagonal_qp_solver_accuracy parameter controls the solve accuracy.

Todo: (user): Turn this option on by default for quadratic programs after numerical evaluation.

Definition at line 3146 of file Solvers.pb.cs.

◆ UseFeasibilityPolishing

bool Google.OrTools.PDLP.PrimalDualHybridGradientParams.UseFeasibilityPolishing

getset

If true, periodically runs feasibility polishing, which attempts to move from latest average iterate to one that is closer to feasibility (i.e., has smaller primal and dual residuals) while probably increasing the objective gap. This is useful primarily when the feasibility tolerances are fairly tight and the objective gap tolerance is somewhat looser. Note that this does not change the termination criteria, but rather can help achieve the termination criteria more quickly when the objective gap is not as important as feasibility.

use_feasibility_polishing cannot be used with glop presolve, and requires handle_some_primal_gradients_on_finite_bounds_as_residuals == false. use_feasibility_polishing can only be used with linear programs. Feasibility polishing runs two separate phases, primal feasibility and dual feasibility. The primal feasibility phase runs PDHG on the primal feasibility problem (obtained by changing the objective vector to all zeros), using the average primal iterate and zero dual (which is optimal for the primal feasibility problem) as the initial solution. The dual feasibility phase runs PDHG on the dual feasibility problem (obtained by changing all finite variable and constraint bounds to zero), using the average dual iterate and zero primal (which is optimal for the dual feasibility problem) as the initial solution. The primal solution from the primal feasibility phase and dual solution from the dual feasibility phase are then combined (forming a solution of type POINT_TYPE_FEASIBILITY_POLISHING_SOLUTION) and checked against the termination criteria.

Definition at line 3237 of file Solvers.pb.cs.

◆ VerbosityLevel

int Google.OrTools.PDLP.PrimalDualHybridGradientParams.VerbosityLevel

getset

The verbosity of logging. 0: No informational logging. (Errors are logged.) 1: Summary statistics only. No iteration-level details. 2: A table of iteration-level statistics is logged. (See ToShortString() in primal_dual_hybrid_gradient.cc). 3: A more detailed table of iteration-level statistics is logged. (See ToString() in primal_dual_hybrid_gradient.cc). 4: For iteration-level details, prints the statistics of both the average (prefixed with A) and the current iterate (prefixed with C). Also prints internal algorithmic state and details. Logging at levels 2-4 also includes messages from level 1.

Definition at line 2593 of file Solvers.pb.cs.

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

build/dotnet/Google.OrTools/ortools/pdlp/Solvers.pb.cs

Classes

Public Member Functions

Static Public Attributes

Properties

Detailed Description

Constructor & Destructor Documentation

◆ PrimalDualHybridGradientParams() [1/2]

◆ PrimalDualHybridGradientParams() [2/2]

Member Function Documentation

◆ CalculateSize()

◆ ClearDiagonalQpTrustRegionSolverTolerance()

◆ ClearHandleSomePrimalGradientsOnFiniteBoundsAsResiduals()

◆ ClearInfiniteConstraintBoundThreshold()

◆ ClearInitialPrimalWeight()

◆ ClearInitialStepSizeScaling()

◆ ClearL2NormRescaling()

◆ ClearLinesearchRule()

◆ ClearLInfRuizIterations()

◆ ClearLogIntervalSeconds()

◆ ClearMajorIterationFrequency()

◆ ClearNecessaryReductionForRestart()

◆ ClearNumShards()

◆ ClearNumThreads()

◆ ClearPrimalWeightUpdateSmoothing()

◆ ClearRecordIterationStats()

◆ ClearRestartStrategy()

◆ ClearSchedulerType()

◆ ClearSufficientReductionForRestart()

◆ ClearTerminationCheckFrequency()

◆ ClearUseDiagonalQpTrustRegionSolver()

◆ ClearUseFeasibilityPolishing()

◆ ClearVerbosityLevel()

◆ Clone()

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ MergeFrom() [1/2]

◆ MergeFrom() [2/2]

◆ ToString()

◆ WriteTo()

Member Data Documentation

◆ AdaptiveLinesearchParametersFieldNumber

◆ DiagonalQpTrustRegionSolverToleranceFieldNumber

◆ HandleSomePrimalGradientsOnFiniteBoundsAsResidualsFieldNumber

◆ InfiniteConstraintBoundThresholdFieldNumber

◆ InitialPrimalWeightFieldNumber

◆ InitialStepSizeScalingFieldNumber

◆ L2NormRescalingFieldNumber

◆ LinesearchRuleFieldNumber

◆ LInfRuizIterationsFieldNumber

◆ LogIntervalSecondsFieldNumber

◆ MajorIterationFrequencyFieldNumber

◆ MalitskyPockParametersFieldNumber

◆ NecessaryReductionForRestartFieldNumber

◆ NumShardsFieldNumber

◆ NumThreadsFieldNumber

◆ PresolveOptionsFieldNumber

◆ PrimalWeightUpdateSmoothingFieldNumber

◆ RandomProjectionSeedsFieldNumber

◆ RecordIterationStatsFieldNumber

◆ RestartStrategyFieldNumber

◆ SchedulerTypeFieldNumber

◆ SufficientReductionForRestartFieldNumber

◆ TerminationCheckFrequencyFieldNumber

◆ TerminationCriteriaFieldNumber

◆ UseDiagonalQpTrustRegionSolverFieldNumber

◆ UseFeasibilityPolishingFieldNumber

◆ VerbosityLevelFieldNumber

Property Documentation

◆ AdaptiveLinesearchParameters

◆ Descriptor

◆ DiagonalQpTrustRegionSolverTolerance

◆ HandleSomePrimalGradientsOnFiniteBoundsAsResiduals

◆ HasDiagonalQpTrustRegionSolverTolerance

◆ HasHandleSomePrimalGradientsOnFiniteBoundsAsResiduals

◆ HasInfiniteConstraintBoundThreshold

◆ HasInitialPrimalWeight

◆ HasInitialStepSizeScaling

◆ HasL2NormRescaling

◆ HasLinesearchRule