Relevant readings on infeasibility certificates: (1) https://docs.mosek.com/modeling-cookbook/qcqo.html provides references explaining why the primal rays imply dual infeasibility and dual rays imply primal infeasibility. (2) The termination criteria for Mosek's linear programming optimizer https://docs.mosek.com/9.0/pythonfusion/solving-linear.html. (3) The termination criteria for OSQP is in section 3.3 of https://web.stanford.edu/~boyd/papers/pdf/osqp.pdf. (4) The termination criteria for SCS is in section 3.5 of https://arxiv.org/pdf/1312.3039.pdf. More...

Inheritance diagram for Google.OrTools.PDLP.TerminationCriteria:

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

Public Types
enum	OptimalityCriteriaOneofCase { None = 0 , SimpleOptimalityCriteria = 9 , DetailedOptimalityCriteria = 10 }
	Enum of possible cases for the "optimality_criteria" oneof. More...

Public Member Functions
	TerminationCriteria ()

	TerminationCriteria (TerminationCriteria other)

TerminationCriteria	Clone ()

void	ClearOptimalityNorm ()
	Clears the value of the "optimality_norm" field.

void	ClearEpsOptimalAbsolute ()
	Clears the value of the "eps_optimal_absolute" field.

void	ClearEpsOptimalRelative ()
	Clears the value of the "eps_optimal_relative" field.

void	ClearEpsPrimalInfeasible ()
	Clears the value of the "eps_primal_infeasible" field.

void	ClearEpsDualInfeasible ()
	Clears the value of the "eps_dual_infeasible" field.

void	ClearTimeSecLimit ()
	Clears the value of the "time_sec_limit" field.

void	ClearIterationLimit ()
	Clears the value of the "iteration_limit" field.

void	ClearKktMatrixPassLimit ()
	Clears the value of the "kkt_matrix_pass_limit" field.

void	ClearOptimalityCriteria ()

override bool	Equals (object other)

bool	Equals (TerminationCriteria other)

override int	GetHashCode ()

override string	ToString ()

void	WriteTo (pb::CodedOutputStream output)

int	CalculateSize ()

void	MergeFrom (TerminationCriteria other)

void	MergeFrom (pb::CodedInputStream input)

Static Public Attributes
const int	OptimalityNormFieldNumber = 1
	Field number for the "optimality_norm" field.

const int	SimpleOptimalityCriteriaFieldNumber = 9
	Field number for the "simple_optimality_criteria" field.

const int	DetailedOptimalityCriteriaFieldNumber = 10
	Field number for the "detailed_optimality_criteria" field.

const int	EpsOptimalAbsoluteFieldNumber = 2
	Field number for the "eps_optimal_absolute" field.

const int	EpsOptimalRelativeFieldNumber = 3
	Field number for the "eps_optimal_relative" field.

const int	EpsPrimalInfeasibleFieldNumber = 4
	Field number for the "eps_primal_infeasible" field.

const int	EpsDualInfeasibleFieldNumber = 5
	Field number for the "eps_dual_infeasible" field.

const int	TimeSecLimitFieldNumber = 6
	Field number for the "time_sec_limit" field.

const int	IterationLimitFieldNumber = 7
	Field number for the "iteration_limit" field.

const int	KktMatrixPassLimitFieldNumber = 8
	Field number for the "kkt_matrix_pass_limit" field.

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

static pbr::MessageDescriptor	Descriptor `[get]`

global::Google.OrTools.PDLP.OptimalityNorm	OptimalityNorm `[get, set]`
	The norm that we are measuring the optimality criteria in.

bool	HasOptimalityNorm `[get]`
	Gets whether the "optimality_norm" field is set.

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

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

double	EpsOptimalAbsolute `[get, set]`
	Absolute tolerance on primal residual, dual residual, and the objective gap.

bool	HasEpsOptimalAbsolute `[get]`
	Gets whether the "eps_optimal_absolute" field is set.

double	EpsOptimalRelative `[get, set]`
	Relative tolerance on primal residual, dual residual, and the objective gap.

bool	HasEpsOptimalRelative `[get]`
	Gets whether the "eps_optimal_relative" field is set.

double	EpsPrimalInfeasible `[get, set]`
	If the following two conditions hold we say that we have obtained an approximate dual ray, which is an approximate certificate of primal infeasibility. (1) dual_ray_objective > 0, (2) max_dual_ray_infeasibility / dual_ray_objective <= eps_primal_infeasible.

bool	HasEpsPrimalInfeasible `[get]`
	Gets whether the "eps_primal_infeasible" field is set.

double	EpsDualInfeasible `[get, set]`
	If the following three conditions hold we say we have obtained an approximate primal ray, which is an approximate certificate of dual infeasibility. (1) primal_ray_linear_objective < 0, (2) max_primal_ray_infeasibility / (-primal_ray_linear_objective) <= eps_dual_infeasible (3) primal_ray_quadratic_norm / (-primal_ray_linear_objective) <= eps_dual_infeasible.

bool	HasEpsDualInfeasible `[get]`
	Gets whether the "eps_dual_infeasible" field is set.

double	TimeSecLimit `[get, set]`
	If termination_reason = TERMINATION_REASON_TIME_LIMIT then the solver has taken at least time_sec_limit time.

bool	HasTimeSecLimit `[get]`
	Gets whether the "time_sec_limit" field is set.

int	IterationLimit `[get, set]`
	If termination_reason = TERMINATION_REASON_ITERATION_LIMIT then the solver has taken at least iterations_limit iterations.

bool	HasIterationLimit `[get]`
	Gets whether the "iteration_limit" field is set.

double	KktMatrixPassLimit `[get, set]`
	If termination_reason = TERMINATION_REASON_KKT_MATRIX_PASS_LIMIT then cumulative_kkt_matrix_passes is at least kkt_pass_limit.

bool	HasKktMatrixPassLimit `[get]`
	Gets whether the "kkt_matrix_pass_limit" field is set.

OptimalityCriteriaOneofCase	OptimalityCriteriaCase `[get]`

Detailed Description

Relevant readings on infeasibility certificates: (1) https://docs.mosek.com/modeling-cookbook/qcqo.html provides references explaining why the primal rays imply dual infeasibility and dual rays imply primal infeasibility. (2) The termination criteria for Mosek's linear programming optimizer https://docs.mosek.com/9.0/pythonfusion/solving-linear.html. (3) The termination criteria for OSQP is in section 3.3 of https://web.stanford.edu/~boyd/papers/pdf/osqp.pdf. (4) The termination criteria for SCS is in section 3.5 of https://arxiv.org/pdf/1312.3039.pdf.

Definition at line 160 of file Solvers.pb.cs.

Member Enumeration Documentation

◆ OptimalityCriteriaOneofCase

enum Google.OrTools.PDLP.TerminationCriteria.OptimalityCriteriaOneofCase

Enum of possible cases for the "optimality_criteria" oneof.

Enumerator
None
SimpleOptimalityCriteria
DetailedOptimalityCriteria

Definition at line 515 of file Solvers.pb.cs.

Constructor & Destructor Documentation

◆ TerminationCriteria() [1/2]

Google.OrTools.PDLP.TerminationCriteria.TerminationCriteria ( )

inline

Definition at line 186 of file Solvers.pb.cs.

◆ TerminationCriteria() [2/2]

Google.OrTools.PDLP.TerminationCriteria.TerminationCriteria ( TerminationCriteria other )

inline

Definition at line 194 of file Solvers.pb.cs.

Member Function Documentation

◆ CalculateSize()

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

inline

Definition at line 694 of file Solvers.pb.cs.

◆ ClearEpsDualInfeasible()

void Google.OrTools.PDLP.TerminationCriteria.ClearEpsDualInfeasible ( )

inline

Clears the value of the "eps_dual_infeasible" field.

Definition at line 416 of file Solvers.pb.cs.

◆ ClearEpsOptimalAbsolute()

void Google.OrTools.PDLP.TerminationCriteria.ClearEpsOptimalAbsolute ( )

inline

Clears the value of the "eps_optimal_absolute" field.

Definition at line 308 of file Solvers.pb.cs.

◆ ClearEpsOptimalRelative()

void Google.OrTools.PDLP.TerminationCriteria.ClearEpsOptimalRelative ( )

inline

Clears the value of the "eps_optimal_relative" field.

Definition at line 344 of file Solvers.pb.cs.

◆ ClearEpsPrimalInfeasible()

void Google.OrTools.PDLP.TerminationCriteria.ClearEpsPrimalInfeasible ( )

inline

Clears the value of the "eps_primal_infeasible" field.

Definition at line 379 of file Solvers.pb.cs.

◆ ClearIterationLimit()

void Google.OrTools.PDLP.TerminationCriteria.ClearIterationLimit ( )

inline

Clears the value of the "iteration_limit" field.

Definition at line 478 of file Solvers.pb.cs.

◆ ClearKktMatrixPassLimit()

void Google.OrTools.PDLP.TerminationCriteria.ClearKktMatrixPassLimit ( )

inline

Clears the value of the "kkt_matrix_pass_limit" field.

Definition at line 509 of file Solvers.pb.cs.

◆ ClearOptimalityCriteria()

void Google.OrTools.PDLP.TerminationCriteria.ClearOptimalityCriteria ( )

inline

Definition at line 529 of file Solvers.pb.cs.

◆ ClearOptimalityNorm()

void Google.OrTools.PDLP.TerminationCriteria.ClearOptimalityNorm ( )

inline

Clears the value of the "optimality_norm" field.

Definition at line 248 of file Solvers.pb.cs.

◆ ClearTimeSecLimit()

void Google.OrTools.PDLP.TerminationCriteria.ClearTimeSecLimit ( )

inline

Clears the value of the "time_sec_limit" field.

Definition at line 447 of file Solvers.pb.cs.

◆ Clone()

TerminationCriteria Google.OrTools.PDLP.TerminationCriteria.Clone ( )

inline

Definition at line 218 of file Solvers.pb.cs.

◆ Equals() [1/2]

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

inline

Definition at line 536 of file Solvers.pb.cs.

◆ Equals() [2/2]

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

inline

Definition at line 542 of file Solvers.pb.cs.

◆ GetHashCode()

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

inline

Definition at line 565 of file Solvers.pb.cs.

◆ MergeFrom() [1/2]

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

inline

Definition at line 782 of file Solvers.pb.cs.

◆ MergeFrom() [2/2]

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

inline

Definition at line 734 of file Solvers.pb.cs.

◆ ToString()

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

inline

Definition at line 586 of file Solvers.pb.cs.

◆ WriteTo()

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

inline

Definition at line 592 of file Solvers.pb.cs.

Member Data Documentation

◆ DetailedOptimalityCriteriaFieldNumber

const int Google.OrTools.PDLP.TerminationCriteria.DetailedOptimalityCriteriaFieldNumber = 10

static

Field number for the "detailed_optimality_criteria" field.

Definition at line 265 of file Solvers.pb.cs.

◆ EpsDualInfeasibleFieldNumber

const int Google.OrTools.PDLP.TerminationCriteria.EpsDualInfeasibleFieldNumber = 5

static

Field number for the "eps_dual_infeasible" field.

Definition at line 384 of file Solvers.pb.cs.

◆ EpsOptimalAbsoluteFieldNumber

const int Google.OrTools.PDLP.TerminationCriteria.EpsOptimalAbsoluteFieldNumber = 2

static

Field number for the "eps_optimal_absolute" field.

Definition at line 277 of file Solvers.pb.cs.

◆ EpsOptimalRelativeFieldNumber

const int Google.OrTools.PDLP.TerminationCriteria.EpsOptimalRelativeFieldNumber = 3

static

Field number for the "eps_optimal_relative" field.

Definition at line 313 of file Solvers.pb.cs.

◆ EpsPrimalInfeasibleFieldNumber

const int Google.OrTools.PDLP.TerminationCriteria.EpsPrimalInfeasibleFieldNumber = 4

static

Field number for the "eps_primal_infeasible" field.

Definition at line 349 of file Solvers.pb.cs.

◆ IterationLimitFieldNumber

const int Google.OrTools.PDLP.TerminationCriteria.IterationLimitFieldNumber = 7

static

Field number for the "iteration_limit" field.

Definition at line 452 of file Solvers.pb.cs.

◆ KktMatrixPassLimitFieldNumber

const int Google.OrTools.PDLP.TerminationCriteria.KktMatrixPassLimitFieldNumber = 8

static

Field number for the "kkt_matrix_pass_limit" field.

Definition at line 483 of file Solvers.pb.cs.

◆ OptimalityNormFieldNumber

const int Google.OrTools.PDLP.TerminationCriteria.OptimalityNormFieldNumber = 1

static

Field number for the "optimality_norm" field.

Definition at line 223 of file Solvers.pb.cs.

◆ SimpleOptimalityCriteriaFieldNumber

const int Google.OrTools.PDLP.TerminationCriteria.SimpleOptimalityCriteriaFieldNumber = 9

static

Field number for the "simple_optimality_criteria" field.

Definition at line 253 of file Solvers.pb.cs.

◆ TimeSecLimitFieldNumber

const int Google.OrTools.PDLP.TerminationCriteria.TimeSecLimitFieldNumber = 6

static

Field number for the "time_sec_limit" field.

Definition at line 421 of file Solvers.pb.cs.

Property Documentation

◆ Descriptor

pbr.MessageDescriptor Google.OrTools.PDLP.TerminationCriteria.Descriptor

staticget

Definition at line 174 of file Solvers.pb.cs.

◆ DetailedOptimalityCriteria

global.Google.OrTools.PDLP.TerminationCriteria.Types.DetailedOptimalityCriteria Google.OrTools.PDLP.TerminationCriteria.DetailedOptimalityCriteria

getset

Definition at line 268 of file Solvers.pb.cs.

◆ EpsDualInfeasible

double Google.OrTools.PDLP.TerminationCriteria.EpsDualInfeasible

getset

If the following three conditions hold we say we have obtained an approximate primal ray, which is an approximate certificate of dual infeasibility. (1) primal_ray_linear_objective < 0, (2) max_primal_ray_infeasibility / (-primal_ray_linear_objective) <= eps_dual_infeasible (3) primal_ray_quadratic_norm / (-primal_ray_linear_objective) <= eps_dual_infeasible.

Definition at line 400 of file Solvers.pb.cs.

◆ EpsOptimalAbsolute

double Google.OrTools.PDLP.TerminationCriteria.EpsOptimalAbsolute

getset

Absolute tolerance on primal residual, dual residual, and the objective gap.

Deprecated: use simple_optimality_criteria instead.

Todo: (b/241462829) delete this deprecated field.

Definition at line 290 of file Solvers.pb.cs.

◆ EpsOptimalRelative

double Google.OrTools.PDLP.TerminationCriteria.EpsOptimalRelative

getset

Relative tolerance on primal residual, dual residual, and the objective gap.

Deprecated: use simple_optimality_criteria instead.

Todo: (b/241462829) delete this deprecated field.

Definition at line 326 of file Solvers.pb.cs.

◆ EpsPrimalInfeasible

double Google.OrTools.PDLP.TerminationCriteria.EpsPrimalInfeasible

getset

If the following two conditions hold we say that we have obtained an approximate dual ray, which is an approximate certificate of primal infeasibility. (1) dual_ray_objective > 0, (2) max_dual_ray_infeasibility / dual_ray_objective <= eps_primal_infeasible.

Definition at line 363 of file Solvers.pb.cs.

◆ HasEpsDualInfeasible

bool Google.OrTools.PDLP.TerminationCriteria.HasEpsDualInfeasible

get

Gets whether the "eps_dual_infeasible" field is set.

Definition at line 410 of file Solvers.pb.cs.

◆ HasEpsOptimalAbsolute

bool Google.OrTools.PDLP.TerminationCriteria.HasEpsOptimalAbsolute

get

Gets whether the "eps_optimal_absolute" field is set.

Definition at line 301 of file Solvers.pb.cs.

◆ HasEpsOptimalRelative

bool Google.OrTools.PDLP.TerminationCriteria.HasEpsOptimalRelative

get

Gets whether the "eps_optimal_relative" field is set.

Definition at line 337 of file Solvers.pb.cs.

◆ HasEpsPrimalInfeasible

bool Google.OrTools.PDLP.TerminationCriteria.HasEpsPrimalInfeasible

get

Gets whether the "eps_primal_infeasible" field is set.

Definition at line 373 of file Solvers.pb.cs.

◆ HasIterationLimit

bool Google.OrTools.PDLP.TerminationCriteria.HasIterationLimit

get

Gets whether the "iteration_limit" field is set.

Definition at line 472 of file Solvers.pb.cs.

◆ HasKktMatrixPassLimit

bool Google.OrTools.PDLP.TerminationCriteria.HasKktMatrixPassLimit

get

Gets whether the "kkt_matrix_pass_limit" field is set.

Definition at line 503 of file Solvers.pb.cs.

◆ HasOptimalityNorm

bool Google.OrTools.PDLP.TerminationCriteria.HasOptimalityNorm

get

Gets whether the "optimality_norm" field is set.

Definition at line 242 of file Solvers.pb.cs.

◆ HasTimeSecLimit

bool Google.OrTools.PDLP.TerminationCriteria.HasTimeSecLimit

get

Gets whether the "time_sec_limit" field is set.

Definition at line 441 of file Solvers.pb.cs.

◆ IterationLimit

int Google.OrTools.PDLP.TerminationCriteria.IterationLimit

getset

If termination_reason = TERMINATION_REASON_ITERATION_LIMIT then the solver has taken at least iterations_limit iterations.

Definition at line 462 of file Solvers.pb.cs.

◆ KktMatrixPassLimit

double Google.OrTools.PDLP.TerminationCriteria.KktMatrixPassLimit

getset

If termination_reason = TERMINATION_REASON_KKT_MATRIX_PASS_LIMIT then cumulative_kkt_matrix_passes is at least kkt_pass_limit.

Definition at line 493 of file Solvers.pb.cs.

◆ OptimalityCriteriaCase

OptimalityCriteriaOneofCase Google.OrTools.PDLP.TerminationCriteria.OptimalityCriteriaCase

get

Definition at line 523 of file Solvers.pb.cs.

◆ OptimalityNorm

global.Google.OrTools.PDLP.OptimalityNorm Google.OrTools.PDLP.TerminationCriteria.OptimalityNorm

getset

The norm that we are measuring the optimality criteria in.

Definition at line 232 of file Solvers.pb.cs.

◆ Parser

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

staticget

Definition at line 170 of file Solvers.pb.cs.

◆ SimpleOptimalityCriteria

global.Google.OrTools.PDLP.TerminationCriteria.Types.SimpleOptimalityCriteria Google.OrTools.PDLP.TerminationCriteria.SimpleOptimalityCriteria

getset

Definition at line 256 of file Solvers.pb.cs.

◆ TimeSecLimit

double Google.OrTools.PDLP.TerminationCriteria.TimeSecLimit

getset

If termination_reason = TERMINATION_REASON_TIME_LIMIT then the solver has taken at least time_sec_limit time.

Definition at line 431 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 Types

Public Member Functions

Static Public Attributes

Properties

Detailed Description

Member Enumeration Documentation

◆ OptimalityCriteriaOneofCase

Constructor & Destructor Documentation

◆ TerminationCriteria() [1/2]

◆ TerminationCriteria() [2/2]

Member Function Documentation

◆ CalculateSize()

◆ ClearEpsDualInfeasible()

◆ ClearEpsOptimalAbsolute()

◆ ClearEpsOptimalRelative()

◆ ClearEpsPrimalInfeasible()

◆ ClearIterationLimit()

◆ ClearKktMatrixPassLimit()

◆ ClearOptimalityCriteria()

◆ ClearOptimalityNorm()

◆ ClearTimeSecLimit()

◆ Clone()

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ MergeFrom() [1/2]

◆ MergeFrom() [2/2]

◆ ToString()

◆ WriteTo()

Member Data Documentation

◆ DetailedOptimalityCriteriaFieldNumber

◆ EpsDualInfeasibleFieldNumber

◆ EpsOptimalAbsoluteFieldNumber

◆ EpsOptimalRelativeFieldNumber

◆ EpsPrimalInfeasibleFieldNumber

◆ IterationLimitFieldNumber

◆ KktMatrixPassLimitFieldNumber

◆ OptimalityNormFieldNumber

◆ SimpleOptimalityCriteriaFieldNumber

◆ TimeSecLimitFieldNumber

Property Documentation

◆ Descriptor

◆ DetailedOptimalityCriteria

◆ EpsDualInfeasible

◆ EpsOptimalAbsolute

◆ EpsOptimalRelative

◆ EpsPrimalInfeasible

◆ HasEpsDualInfeasible

◆ HasEpsOptimalAbsolute

◆ HasEpsOptimalRelative

◆ HasEpsPrimalInfeasible

◆ HasIterationLimit

◆ HasKktMatrixPassLimit

◆ HasOptimalityNorm

◆ HasTimeSecLimit

◆ IterationLimit

◆ KktMatrixPassLimit

◆ OptimalityCriteriaCase

◆ OptimalityNorm

◆ Parser

◆ SimpleOptimalityCriteria

◆ TimeSecLimit