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com.google.ortools.pdlp.PrimalDualHybridGradientParams Class Reference

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.

Protobuf type operations_research.pdlp.PrimalDualHybridGradientParams

Definition at line 25 of file PrimalDualHybridGradientParams.java.

Inheritance diagram for com.google.ortools.pdlp.PrimalDualHybridGradientParams:
com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder

Classes

class  Builder
enum  LinesearchRule
class  PresolveOptions
interface  PresolveOptionsOrBuilder
enum  RestartStrategy

Public Member Functions

boolean hasTerminationCriteria ()
com.google.ortools.pdlp.TerminationCriteria getTerminationCriteria ()
com.google.ortools.pdlp.TerminationCriteriaOrBuilder getTerminationCriteriaOrBuilder ()
boolean hasNumThreads ()
int getNumThreads ()
boolean hasNumShards ()
int getNumShards ()
boolean hasSchedulerType ()
com.google.ortools.pdlp.SchedulerType getSchedulerType ()
boolean hasRecordIterationStats ()
boolean getRecordIterationStats ()
boolean hasVerbosityLevel ()
int getVerbosityLevel ()
boolean hasLogIntervalSeconds ()
double getLogIntervalSeconds ()
boolean hasMajorIterationFrequency ()
int getMajorIterationFrequency ()
boolean hasTerminationCheckFrequency ()
int getTerminationCheckFrequency ()
boolean hasRestartStrategy ()
com.google.ortools.pdlp.PrimalDualHybridGradientParams.RestartStrategy getRestartStrategy ()
boolean hasPrimalWeightUpdateSmoothing ()
double getPrimalWeightUpdateSmoothing ()
boolean hasInitialPrimalWeight ()
double getInitialPrimalWeight ()
boolean hasPresolveOptions ()
com.google.ortools.pdlp.PrimalDualHybridGradientParams.PresolveOptions getPresolveOptions ()
com.google.ortools.pdlp.PrimalDualHybridGradientParams.PresolveOptionsOrBuilder getPresolveOptionsOrBuilder ()
boolean hasLInfRuizIterations ()
int getLInfRuizIterations ()
boolean hasL2NormRescaling ()
boolean getL2NormRescaling ()
boolean hasSufficientReductionForRestart ()
double getSufficientReductionForRestart ()
boolean hasNecessaryReductionForRestart ()
double getNecessaryReductionForRestart ()
boolean hasLinesearchRule ()
com.google.ortools.pdlp.PrimalDualHybridGradientParams.LinesearchRule getLinesearchRule ()
boolean hasAdaptiveLinesearchParameters ()
com.google.ortools.pdlp.AdaptiveLinesearchParams getAdaptiveLinesearchParameters ()
com.google.ortools.pdlp.AdaptiveLinesearchParamsOrBuilder getAdaptiveLinesearchParametersOrBuilder ()
boolean hasMalitskyPockParameters ()
com.google.ortools.pdlp.MalitskyPockParams getMalitskyPockParameters ()
com.google.ortools.pdlp.MalitskyPockParamsOrBuilder getMalitskyPockParametersOrBuilder ()
boolean hasInitialStepSizeScaling ()
double getInitialStepSizeScaling ()
java.util.List< java.lang.Integer > getRandomProjectionSeedsList ()
int getRandomProjectionSeedsCount ()
int getRandomProjectionSeeds (int index)
boolean hasInfiniteConstraintBoundThreshold ()
double getInfiniteConstraintBoundThreshold ()
boolean hasHandleSomePrimalGradientsOnFiniteBoundsAsResiduals ()
boolean getHandleSomePrimalGradientsOnFiniteBoundsAsResiduals ()
boolean hasUseDiagonalQpTrustRegionSolver ()
boolean getUseDiagonalQpTrustRegionSolver ()
boolean hasDiagonalQpTrustRegionSolverTolerance ()
double getDiagonalQpTrustRegionSolverTolerance ()
boolean hasUseFeasibilityPolishing ()
boolean getUseFeasibilityPolishing ()
boolean hasApplyFeasibilityPolishingAfterLimitsReached ()
boolean getApplyFeasibilityPolishingAfterLimitsReached ()
boolean hasApplyFeasibilityPolishingIfSolverIsInterrupted ()
boolean getApplyFeasibilityPolishingIfSolverIsInterrupted ()
final boolean isInitialized ()
void writeTo (com.google.protobuf.CodedOutputStream output) throws java.io.IOException
int getSerializedSize ()
boolean equals (final java.lang.Object obj)
int hashCode ()
Builder newBuilderForType ()
Builder toBuilder ()
com.google.protobuf.Parser< PrimalDualHybridGradientParamsgetParserForType ()
com.google.ortools.pdlp.PrimalDualHybridGradientParams getDefaultInstanceForType ()

Static Public Member Functions

static final com.google.protobuf.Descriptors.Descriptor getDescriptor ()
static com.google.ortools.pdlp.PrimalDualHybridGradientParams parseFrom (java.nio.ByteBuffer data) throws com.google.protobuf.InvalidProtocolBufferException
static com.google.ortools.pdlp.PrimalDualHybridGradientParams parseFrom (java.nio.ByteBuffer data, com.google.protobuf.ExtensionRegistryLite extensionRegistry) throws com.google.protobuf.InvalidProtocolBufferException
static com.google.ortools.pdlp.PrimalDualHybridGradientParams parseFrom (com.google.protobuf.ByteString data) throws com.google.protobuf.InvalidProtocolBufferException
static com.google.ortools.pdlp.PrimalDualHybridGradientParams parseFrom (com.google.protobuf.ByteString data, com.google.protobuf.ExtensionRegistryLite extensionRegistry) throws com.google.protobuf.InvalidProtocolBufferException
static com.google.ortools.pdlp.PrimalDualHybridGradientParams parseFrom (byte[] data) throws com.google.protobuf.InvalidProtocolBufferException
static com.google.ortools.pdlp.PrimalDualHybridGradientParams parseFrom (byte[] data, com.google.protobuf.ExtensionRegistryLite extensionRegistry) throws com.google.protobuf.InvalidProtocolBufferException
static com.google.ortools.pdlp.PrimalDualHybridGradientParams parseFrom (java.io.InputStream input) throws java.io.IOException
static com.google.ortools.pdlp.PrimalDualHybridGradientParams parseFrom (java.io.InputStream input, com.google.protobuf.ExtensionRegistryLite extensionRegistry) throws java.io.IOException
static com.google.ortools.pdlp.PrimalDualHybridGradientParams parseDelimitedFrom (java.io.InputStream input) throws java.io.IOException
static com.google.ortools.pdlp.PrimalDualHybridGradientParams parseDelimitedFrom (java.io.InputStream input, com.google.protobuf.ExtensionRegistryLite extensionRegistry) throws java.io.IOException
static com.google.ortools.pdlp.PrimalDualHybridGradientParams parseFrom (com.google.protobuf.CodedInputStream input) throws java.io.IOException
static com.google.ortools.pdlp.PrimalDualHybridGradientParams parseFrom (com.google.protobuf.CodedInputStream input, com.google.protobuf.ExtensionRegistryLite extensionRegistry) throws java.io.IOException
static Builder newBuilder ()
static Builder newBuilder (com.google.ortools.pdlp.PrimalDualHybridGradientParams prototype)
static com.google.ortools.pdlp.PrimalDualHybridGradientParams getDefaultInstance ()
static com.google.protobuf.Parser< PrimalDualHybridGradientParamsparser ()

Static Public Attributes

static final int TERMINATION_CRITERIA_FIELD_NUMBER = 1
static final int NUM_THREADS_FIELD_NUMBER = 2
static final int NUM_SHARDS_FIELD_NUMBER = 27
static final int SCHEDULER_TYPE_FIELD_NUMBER = 32
static final int RECORD_ITERATION_STATS_FIELD_NUMBER = 3
static final int VERBOSITY_LEVEL_FIELD_NUMBER = 26
static final int LOG_INTERVAL_SECONDS_FIELD_NUMBER = 31
static final int MAJOR_ITERATION_FREQUENCY_FIELD_NUMBER = 4
static final int TERMINATION_CHECK_FREQUENCY_FIELD_NUMBER = 5
static final int RESTART_STRATEGY_FIELD_NUMBER = 6
static final int PRIMAL_WEIGHT_UPDATE_SMOOTHING_FIELD_NUMBER = 7
static final int INITIAL_PRIMAL_WEIGHT_FIELD_NUMBER = 8
static final int PRESOLVE_OPTIONS_FIELD_NUMBER = 16
static final int L_INF_RUIZ_ITERATIONS_FIELD_NUMBER = 9
static final int L2_NORM_RESCALING_FIELD_NUMBER = 10
static final int SUFFICIENT_REDUCTION_FOR_RESTART_FIELD_NUMBER = 11
static final int NECESSARY_REDUCTION_FOR_RESTART_FIELD_NUMBER = 17
static final int LINESEARCH_RULE_FIELD_NUMBER = 12
static final int ADAPTIVE_LINESEARCH_PARAMETERS_FIELD_NUMBER = 18
static final int MALITSKY_POCK_PARAMETERS_FIELD_NUMBER = 19
static final int INITIAL_STEP_SIZE_SCALING_FIELD_NUMBER = 25
static final int RANDOM_PROJECTION_SEEDS_FIELD_NUMBER = 28
static final int INFINITE_CONSTRAINT_BOUND_THRESHOLD_FIELD_NUMBER = 22
static final int HANDLE_SOME_PRIMAL_GRADIENTS_ON_FINITE_BOUNDS_AS_RESIDUALS_FIELD_NUMBER = 29
static final int USE_DIAGONAL_QP_TRUST_REGION_SOLVER_FIELD_NUMBER = 23
static final int DIAGONAL_QP_TRUST_REGION_SOLVER_TOLERANCE_FIELD_NUMBER = 24
static final int USE_FEASIBILITY_POLISHING_FIELD_NUMBER = 30
static final int APPLY_FEASIBILITY_POLISHING_AFTER_LIMITS_REACHED_FIELD_NUMBER = 33
static final int APPLY_FEASIBILITY_POLISHING_IF_SOLVER_IS_INTERRUPTED_FIELD_NUMBER = 34

Protected Member Functions

com.google.protobuf.GeneratedMessage.FieldAccessorTable internalGetFieldAccessorTable ()
Builder newBuilderForType (com.google.protobuf.GeneratedMessage.BuilderParent parent)

Member Function Documentation

◆ equals()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.equals ( final java.lang.Object obj)

Definition at line 2523 of file PrimalDualHybridGradientParams.java.

◆ getAdaptiveLinesearchParameters()

com.google.ortools.pdlp.AdaptiveLinesearchParams com.google.ortools.pdlp.PrimalDualHybridGradientParams.getAdaptiveLinesearchParameters ( )

optional .operations_research.pdlp.AdaptiveLinesearchParams adaptive_linesearch_parameters = 18;

Returns
The adaptiveLinesearchParameters.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1872 of file PrimalDualHybridGradientParams.java.

◆ getAdaptiveLinesearchParametersOrBuilder()

com.google.ortools.pdlp.AdaptiveLinesearchParamsOrBuilder com.google.ortools.pdlp.PrimalDualHybridGradientParams.getAdaptiveLinesearchParametersOrBuilder ( )

optional .operations_research.pdlp.AdaptiveLinesearchParams adaptive_linesearch_parameters = 18;

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1879 of file PrimalDualHybridGradientParams.java.

◆ getApplyFeasibilityPolishingAfterLimitsReached()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.getApplyFeasibilityPolishingAfterLimitsReached ( )
If true, feasibility polishing will be applied after the iteration limit,
kkt limit, or time limit is reached. This can result in a solution that is
closer to feasibility, at the expense of violating the limit by a moderate
amount.

optional bool apply_feasibility_polishing_after_limits_reached = 33 [default = false];

Returns
The applyFeasibilityPolishingAfterLimitsReached.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 2241 of file PrimalDualHybridGradientParams.java.

◆ getApplyFeasibilityPolishingIfSolverIsInterrupted()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.getApplyFeasibilityPolishingIfSolverIsInterrupted ( )
If true, feasibility polishing will be applied after the solver is
interrupted. This can result in a solution that is closer to feasibility,
at the expense of not stopping as promptly when interrupted.

optional bool apply_feasibility_polishing_if_solver_is_interrupted = 34 [default = false];

Returns
The applyFeasibilityPolishingIfSolverIsInterrupted.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 2272 of file PrimalDualHybridGradientParams.java.

◆ getDefaultInstance()

com.google.ortools.pdlp.PrimalDualHybridGradientParams com.google.ortools.pdlp.PrimalDualHybridGradientParams.getDefaultInstance ( )
static

Definition at line 5927 of file PrimalDualHybridGradientParams.java.

◆ getDefaultInstanceForType()

com.google.ortools.pdlp.PrimalDualHybridGradientParams com.google.ortools.pdlp.PrimalDualHybridGradientParams.getDefaultInstanceForType ( )

Definition at line 5963 of file PrimalDualHybridGradientParams.java.

◆ getDescriptor()

final com.google.protobuf.Descriptors.Descriptor com.google.ortools.pdlp.PrimalDualHybridGradientParams.getDescriptor ( )
static

Definition at line 63 of file PrimalDualHybridGradientParams.java.

◆ getDiagonalQpTrustRegionSolverTolerance()

double com.google.ortools.pdlp.PrimalDualHybridGradientParams.getDiagonalQpTrustRegionSolverTolerance ( )
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.

optional double diagonal_qp_trust_region_solver_tolerance = 24 [default = 1e-08];

Returns
The diagonalQpTrustRegionSolverTolerance.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 2131 of file PrimalDualHybridGradientParams.java.

◆ getHandleSomePrimalGradientsOnFiniteBoundsAsResiduals()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.getHandleSomePrimalGradientsOnFiniteBoundsAsResiduals ( )
See
https://developers.google.com/optimization/lp/pdlp_math#treating_some_variable_bounds_as_infinite
for a description of this flag.

optional bool handle_some_primal_gradients_on_finite_bounds_as_residuals = 29 [default = true];

Returns
The handleSomePrimalGradientsOnFiniteBoundsAsResiduals.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 2059 of file PrimalDualHybridGradientParams.java.

◆ getInfiniteConstraintBoundThreshold()

double com.google.ortools.pdlp.PrimalDualHybridGradientParams.getInfiniteConstraintBoundThreshold ( )
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.

optional double infinite_constraint_bound_threshold = 22 [default = inf];

Returns
The infiniteConstraintBoundThreshold.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 2028 of file PrimalDualHybridGradientParams.java.

◆ getInitialPrimalWeight()

double com.google.ortools.pdlp.PrimalDualHybridGradientParams.getInitialPrimalWeight ( )
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.

optional double initial_primal_weight = 8;

Returns
The initialPrimalWeight.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1675 of file PrimalDualHybridGradientParams.java.

◆ getInitialStepSizeScaling()

double com.google.ortools.pdlp.PrimalDualHybridGradientParams.getInitialStepSizeScaling ( )
Scaling factor applied to the initial step size (all step sizes if
linesearch_rule == CONSTANT_STEP_SIZE_RULE).

optional double initial_step_size_scaling = 25 [default = 1];

Returns
The initialStepSizeScaling.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1934 of file PrimalDualHybridGradientParams.java.

◆ getL2NormRescaling()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.getL2NormRescaling ( )
If true, applies L_2 norm rescaling after the Ruiz rescaling. Heuristically
this has been found to help convergence.

optional bool l2_norm_rescaling = 10 [default = true];

Returns
The l2NormRescaling.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1761 of file PrimalDualHybridGradientParams.java.

◆ getLinesearchRule()

com.google.ortools.pdlp.PrimalDualHybridGradientParams.LinesearchRule com.google.ortools.pdlp.PrimalDualHybridGradientParams.getLinesearchRule ( )
Linesearch rule applied at each major iteration.

optional .operations_research.pdlp.PrimalDualHybridGradientParams.LinesearchRule linesearch_rule = 12 [default = ADAPTIVE_LINESEARCH_RULE];

Returns
The linesearchRule.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1852 of file PrimalDualHybridGradientParams.java.

◆ getLInfRuizIterations()

int com.google.ortools.pdlp.PrimalDualHybridGradientParams.getLInfRuizIterations ( )
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.

optional int32 l_inf_ruiz_iterations = 9 [default = 5];

Returns
The lInfRuizIterations.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1732 of file PrimalDualHybridGradientParams.java.

◆ getLogIntervalSeconds()

double com.google.ortools.pdlp.PrimalDualHybridGradientParams.getLogIntervalSeconds ( )
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.

optional double log_interval_seconds = 31 [default = 0];

Returns
The logIntervalSeconds.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1497 of file PrimalDualHybridGradientParams.java.

◆ getMajorIterationFrequency()

int com.google.ortools.pdlp.PrimalDualHybridGradientParams.getMajorIterationFrequency ( )
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.

optional int32 major_iteration_frequency = 4 [default = 64];

Returns
The majorIterationFrequency.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1534 of file PrimalDualHybridGradientParams.java.

◆ getMalitskyPockParameters()

com.google.ortools.pdlp.MalitskyPockParams com.google.ortools.pdlp.PrimalDualHybridGradientParams.getMalitskyPockParameters ( )

optional .operations_research.pdlp.MalitskyPockParams malitsky_pock_parameters = 19;

Returns
The malitskyPockParameters.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1898 of file PrimalDualHybridGradientParams.java.

◆ getMalitskyPockParametersOrBuilder()

com.google.ortools.pdlp.MalitskyPockParamsOrBuilder com.google.ortools.pdlp.PrimalDualHybridGradientParams.getMalitskyPockParametersOrBuilder ( )

optional .operations_research.pdlp.MalitskyPockParams malitsky_pock_parameters = 19;

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1905 of file PrimalDualHybridGradientParams.java.

◆ getNecessaryReductionForRestart()

double com.google.ortools.pdlp.PrimalDualHybridGradientParams.getNecessaryReductionForRestart ( )
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.

optional double necessary_reduction_for_restart = 17 [default = 0.9];

Returns
The necessaryReductionForRestart.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1827 of file PrimalDualHybridGradientParams.java.

◆ getNumShards()

int com.google.ortools.pdlp.PrimalDualHybridGradientParams.getNumShards ( )
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.

optional int32 num_shards = 27 [default = 0];

Returns
The numShards.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1354 of file PrimalDualHybridGradientParams.java.

◆ getNumThreads()

int com.google.ortools.pdlp.PrimalDualHybridGradientParams.getNumThreads ( )
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.

optional int32 num_threads = 2 [default = 1];

Returns
The numThreads.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1311 of file PrimalDualHybridGradientParams.java.

◆ getParserForType()

com.google.protobuf.Parser< PrimalDualHybridGradientParams > com.google.ortools.pdlp.PrimalDualHybridGradientParams.getParserForType ( )

Definition at line 5958 of file PrimalDualHybridGradientParams.java.

◆ getPresolveOptions()

com.google.ortools.pdlp.PrimalDualHybridGradientParams.PresolveOptions com.google.ortools.pdlp.PrimalDualHybridGradientParams.getPresolveOptions ( )

optional .operations_research.pdlp.PrimalDualHybridGradientParams.PresolveOptions presolve_options = 16;

Returns
The presolveOptions.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1694 of file PrimalDualHybridGradientParams.java.

◆ getPresolveOptionsOrBuilder()

com.google.ortools.pdlp.PrimalDualHybridGradientParams.PresolveOptionsOrBuilder com.google.ortools.pdlp.PrimalDualHybridGradientParams.getPresolveOptionsOrBuilder ( )

optional .operations_research.pdlp.PrimalDualHybridGradientParams.PresolveOptions presolve_options = 16;

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1701 of file PrimalDualHybridGradientParams.java.

◆ getPrimalWeightUpdateSmoothing()

double com.google.ortools.pdlp.PrimalDualHybridGradientParams.getPrimalWeightUpdateSmoothing ( )
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.

optional double primal_weight_update_smoothing = 7 [default = 0.5];

Returns
The primalWeightUpdateSmoothing.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1636 of file PrimalDualHybridGradientParams.java.

◆ getRandomProjectionSeeds()

int com.google.ortools.pdlp.PrimalDualHybridGradientParams.getRandomProjectionSeeds ( int index)
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.

repeated int32 random_projection_seeds = 28 [packed = true];

Parameters
indexThe index of the element to return.
Returns
The randomProjectionSeeds at the given index.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1990 of file PrimalDualHybridGradientParams.java.

◆ getRandomProjectionSeedsCount()

int com.google.ortools.pdlp.PrimalDualHybridGradientParams.getRandomProjectionSeedsCount ( )
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.

repeated int32 random_projection_seeds = 28 [packed = true];

Returns
The count of randomProjectionSeeds.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1973 of file PrimalDualHybridGradientParams.java.

◆ getRandomProjectionSeedsList()

java.util.List< java.lang.Integer > com.google.ortools.pdlp.PrimalDualHybridGradientParams.getRandomProjectionSeedsList ( )
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.

repeated int32 random_projection_seeds = 28 [packed = true];

Returns
A list containing the randomProjectionSeeds.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1957 of file PrimalDualHybridGradientParams.java.

◆ getRecordIterationStats()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.getRecordIterationStats ( )
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.

optional bool record_iteration_stats = 3;

Returns
The recordIterationStats.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1415 of file PrimalDualHybridGradientParams.java.

◆ getRestartStrategy()

com.google.ortools.pdlp.PrimalDualHybridGradientParams.RestartStrategy com.google.ortools.pdlp.PrimalDualHybridGradientParams.getRestartStrategy ( )
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.

optional .operations_research.pdlp.PrimalDualHybridGradientParams.RestartStrategy restart_strategy = 6 [default = ADAPTIVE_HEURISTIC];

Returns
The restartStrategy.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1594 of file PrimalDualHybridGradientParams.java.

◆ getSchedulerType()

com.google.ortools.pdlp.SchedulerType com.google.ortools.pdlp.PrimalDualHybridGradientParams.getSchedulerType ( )
The type of scheduler used for CPU multi-threading. See the documentation
of the corresponding enum for more details.

optional .operations_research.pdlp.SchedulerType scheduler_type = 32 [default = SCHEDULER_TYPE_GOOGLE_THREADPOOL];

Returns
The schedulerType.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1381 of file PrimalDualHybridGradientParams.java.

◆ getSerializedSize()

int com.google.ortools.pdlp.PrimalDualHybridGradientParams.getSerializedSize ( )

Definition at line 2386 of file PrimalDualHybridGradientParams.java.

◆ getSufficientReductionForRestart()

double com.google.ortools.pdlp.PrimalDualHybridGradientParams.getSufficientReductionForRestart ( )
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.

optional double sufficient_reduction_for_restart = 11 [default = 0.1];

Returns
The sufficientReductionForRestart.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1792 of file PrimalDualHybridGradientParams.java.

◆ getTerminationCheckFrequency()

int com.google.ortools.pdlp.PrimalDualHybridGradientParams.getTerminationCheckFrequency ( )
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.

optional int32 termination_check_frequency = 5 [default = 64];

Returns
The terminationCheckFrequency.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1565 of file PrimalDualHybridGradientParams.java.

◆ getTerminationCriteria()

com.google.ortools.pdlp.TerminationCriteria com.google.ortools.pdlp.PrimalDualHybridGradientParams.getTerminationCriteria ( )

optional .operations_research.pdlp.TerminationCriteria termination_criteria = 1;

Returns
The terminationCriteria.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1271 of file PrimalDualHybridGradientParams.java.

◆ getTerminationCriteriaOrBuilder()

com.google.ortools.pdlp.TerminationCriteriaOrBuilder com.google.ortools.pdlp.PrimalDualHybridGradientParams.getTerminationCriteriaOrBuilder ( )

optional .operations_research.pdlp.TerminationCriteria termination_criteria = 1;

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1278 of file PrimalDualHybridGradientParams.java.

◆ getUseDiagonalQpTrustRegionSolver()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.getUseDiagonalQpTrustRegionSolver ( )
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.

optional bool use_diagonal_qp_trust_region_solver = 23 [default = false];

Returns
The useDiagonalQpTrustRegionSolver.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 2096 of file PrimalDualHybridGradientParams.java.

◆ getUseFeasibilityPolishing()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.getUseFeasibilityPolishing ( )
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.

optional bool use_feasibility_polishing = 30 [default = false];

Returns
The useFeasibilityPolishing.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 2208 of file PrimalDualHybridGradientParams.java.

◆ getVerbosityLevel()

int com.google.ortools.pdlp.PrimalDualHybridGradientParams.getVerbosityLevel ( )
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.

optional int32 verbosity_level = 26 [default = 0];

Returns
The verbosityLevel.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1462 of file PrimalDualHybridGradientParams.java.

◆ hasAdaptiveLinesearchParameters()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasAdaptiveLinesearchParameters ( )

optional .operations_research.pdlp.AdaptiveLinesearchParams adaptive_linesearch_parameters = 18;

Returns
Whether the adaptiveLinesearchParameters field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1864 of file PrimalDualHybridGradientParams.java.

◆ hasApplyFeasibilityPolishingAfterLimitsReached()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasApplyFeasibilityPolishingAfterLimitsReached ( )
If true, feasibility polishing will be applied after the iteration limit,
kkt limit, or time limit is reached. This can result in a solution that is
closer to feasibility, at the expense of violating the limit by a moderate
amount.

optional bool apply_feasibility_polishing_after_limits_reached = 33 [default = false];

Returns
Whether the applyFeasibilityPolishingAfterLimitsReached field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 2226 of file PrimalDualHybridGradientParams.java.

◆ hasApplyFeasibilityPolishingIfSolverIsInterrupted()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasApplyFeasibilityPolishingIfSolverIsInterrupted ( )
If true, feasibility polishing will be applied after the solver is
interrupted. This can result in a solution that is closer to feasibility,
at the expense of not stopping as promptly when interrupted.

optional bool apply_feasibility_polishing_if_solver_is_interrupted = 34 [default = false];

Returns
Whether the applyFeasibilityPolishingIfSolverIsInterrupted field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 2258 of file PrimalDualHybridGradientParams.java.

◆ hasDiagonalQpTrustRegionSolverTolerance()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasDiagonalQpTrustRegionSolverTolerance ( )
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.

optional double diagonal_qp_trust_region_solver_tolerance = 24 [default = 1e-08];

Returns
Whether the diagonalQpTrustRegionSolverTolerance field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 2115 of file PrimalDualHybridGradientParams.java.

◆ hasHandleSomePrimalGradientsOnFiniteBoundsAsResiduals()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasHandleSomePrimalGradientsOnFiniteBoundsAsResiduals ( )
See
https://developers.google.com/optimization/lp/pdlp_math#treating_some_variable_bounds_as_infinite
for a description of this flag.

optional bool handle_some_primal_gradients_on_finite_bounds_as_residuals = 29 [default = true];

Returns
Whether the handleSomePrimalGradientsOnFiniteBoundsAsResiduals field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 2045 of file PrimalDualHybridGradientParams.java.

◆ hashCode()

int com.google.ortools.pdlp.PrimalDualHybridGradientParams.hashCode ( )

Definition at line 2684 of file PrimalDualHybridGradientParams.java.

◆ hasInfiniteConstraintBoundThreshold()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasInfiniteConstraintBoundThreshold ( )
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.

optional double infinite_constraint_bound_threshold = 22 [default = inf];

Returns
Whether the infiniteConstraintBoundThreshold field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 2011 of file PrimalDualHybridGradientParams.java.

◆ hasInitialPrimalWeight()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasInitialPrimalWeight ( )
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.

optional double initial_primal_weight = 8;

Returns
Whether the initialPrimalWeight field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1657 of file PrimalDualHybridGradientParams.java.

◆ hasInitialStepSizeScaling()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasInitialStepSizeScaling ( )
Scaling factor applied to the initial step size (all step sizes if
linesearch_rule == CONSTANT_STEP_SIZE_RULE).

optional double initial_step_size_scaling = 25 [default = 1];

Returns
Whether the initialStepSizeScaling field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1921 of file PrimalDualHybridGradientParams.java.

◆ hasL2NormRescaling()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasL2NormRescaling ( )
If true, applies L_2 norm rescaling after the Ruiz rescaling. Heuristically
this has been found to help convergence.

optional bool l2_norm_rescaling = 10 [default = true];

Returns
Whether the l2NormRescaling field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1748 of file PrimalDualHybridGradientParams.java.

◆ hasLinesearchRule()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasLinesearchRule ( )
Linesearch rule applied at each major iteration.

optional .operations_research.pdlp.PrimalDualHybridGradientParams.LinesearchRule linesearch_rule = 12 [default = ADAPTIVE_LINESEARCH_RULE];

Returns
Whether the linesearchRule field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1841 of file PrimalDualHybridGradientParams.java.

◆ hasLInfRuizIterations()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasLInfRuizIterations ( )
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.

optional int32 l_inf_ruiz_iterations = 9 [default = 5];

Returns
Whether the lInfRuizIterations field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1718 of file PrimalDualHybridGradientParams.java.

◆ hasLogIntervalSeconds()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasLogIntervalSeconds ( )
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.

optional double log_interval_seconds = 31 [default = 0];

Returns
Whether the logIntervalSeconds field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1481 of file PrimalDualHybridGradientParams.java.

◆ hasMajorIterationFrequency()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasMajorIterationFrequency ( )
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.

optional int32 major_iteration_frequency = 4 [default = 64];

Returns
Whether the majorIterationFrequency field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1517 of file PrimalDualHybridGradientParams.java.

◆ hasMalitskyPockParameters()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasMalitskyPockParameters ( )

optional .operations_research.pdlp.MalitskyPockParams malitsky_pock_parameters = 19;

Returns
Whether the malitskyPockParameters field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1890 of file PrimalDualHybridGradientParams.java.

◆ hasNecessaryReductionForRestart()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasNecessaryReductionForRestart ( )
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.

optional double necessary_reduction_for_restart = 17 [default = 0.9];

Returns
Whether the necessaryReductionForRestart field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1811 of file PrimalDualHybridGradientParams.java.

◆ hasNumShards()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasNumShards ( )
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.

optional int32 num_shards = 27 [default = 0];

Returns
Whether the numShards field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1334 of file PrimalDualHybridGradientParams.java.

◆ hasNumThreads()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasNumThreads ( )
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.

optional int32 num_threads = 2 [default = 1];

Returns
Whether the numThreads field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1296 of file PrimalDualHybridGradientParams.java.

◆ hasPresolveOptions()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasPresolveOptions ( )

optional .operations_research.pdlp.PrimalDualHybridGradientParams.PresolveOptions presolve_options = 16;

Returns
Whether the presolveOptions field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1686 of file PrimalDualHybridGradientParams.java.

◆ hasPrimalWeightUpdateSmoothing()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasPrimalWeightUpdateSmoothing ( )
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.

optional double primal_weight_update_smoothing = 7 [default = 0.5];

Returns
Whether the primalWeightUpdateSmoothing field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1617 of file PrimalDualHybridGradientParams.java.

◆ hasRecordIterationStats()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasRecordIterationStats ( )
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.

optional bool record_iteration_stats = 3;

Returns
Whether the recordIterationStats field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1400 of file PrimalDualHybridGradientParams.java.

◆ hasRestartStrategy()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasRestartStrategy ( )
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.

optional .operations_research.pdlp.PrimalDualHybridGradientParams.RestartStrategy restart_strategy = 6 [default = ADAPTIVE_HEURISTIC];

Returns
Whether the restartStrategy field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1581 of file PrimalDualHybridGradientParams.java.

◆ hasSchedulerType()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasSchedulerType ( )
The type of scheduler used for CPU multi-threading. See the documentation
of the corresponding enum for more details.

optional .operations_research.pdlp.SchedulerType scheduler_type = 32 [default = SCHEDULER_TYPE_GOOGLE_THREADPOOL];

Returns
Whether the schedulerType field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1369 of file PrimalDualHybridGradientParams.java.

◆ hasSufficientReductionForRestart()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasSufficientReductionForRestart ( )
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.

optional double sufficient_reduction_for_restart = 11 [default = 0.1];

Returns
Whether the sufficientReductionForRestart field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1778 of file PrimalDualHybridGradientParams.java.

◆ hasTerminationCheckFrequency()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasTerminationCheckFrequency ( )
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.

optional int32 termination_check_frequency = 5 [default = 64];

Returns
Whether the terminationCheckFrequency field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1551 of file PrimalDualHybridGradientParams.java.

◆ hasTerminationCriteria()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasTerminationCriteria ( )

optional .operations_research.pdlp.TerminationCriteria termination_criteria = 1;

Returns
Whether the terminationCriteria field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1263 of file PrimalDualHybridGradientParams.java.

◆ hasUseDiagonalQpTrustRegionSolver()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasUseDiagonalQpTrustRegionSolver ( )
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.

optional bool use_diagonal_qp_trust_region_solver = 23 [default = false];

Returns
Whether the useDiagonalQpTrustRegionSolver field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 2079 of file PrimalDualHybridGradientParams.java.

◆ hasUseFeasibilityPolishing()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasUseFeasibilityPolishing ( )
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.

optional bool use_feasibility_polishing = 30 [default = false];

Returns
Whether the useFeasibilityPolishing field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 2171 of file PrimalDualHybridGradientParams.java.

◆ hasVerbosityLevel()

boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.hasVerbosityLevel ( )
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.

optional int32 verbosity_level = 26 [default = 0];

Returns
Whether the verbosityLevel field is set.

Implements com.google.ortools.pdlp.PrimalDualHybridGradientParamsOrBuilder.

Definition at line 1440 of file PrimalDualHybridGradientParams.java.

◆ internalGetFieldAccessorTable()

com.google.protobuf.GeneratedMessage.FieldAccessorTable com.google.ortools.pdlp.PrimalDualHybridGradientParams.internalGetFieldAccessorTable ( )
protected

Definition at line 69 of file PrimalDualHybridGradientParams.java.

◆ isInitialized()

final boolean com.google.ortools.pdlp.PrimalDualHybridGradientParams.isInitialized ( )

Definition at line 2278 of file PrimalDualHybridGradientParams.java.

◆ newBuilder() [1/2]

Builder com.google.ortools.pdlp.PrimalDualHybridGradientParams.newBuilder ( )
static

Definition at line 2900 of file PrimalDualHybridGradientParams.java.

◆ newBuilder() [2/2]

Builder com.google.ortools.pdlp.PrimalDualHybridGradientParams.newBuilder ( com.google.ortools.pdlp.PrimalDualHybridGradientParams prototype)
static

Definition at line 2903 of file PrimalDualHybridGradientParams.java.

◆ newBuilderForType() [1/2]

Builder com.google.ortools.pdlp.PrimalDualHybridGradientParams.newBuilderForType ( )

Definition at line 2899 of file PrimalDualHybridGradientParams.java.

◆ newBuilderForType() [2/2]

Builder com.google.ortools.pdlp.PrimalDualHybridGradientParams.newBuilderForType ( com.google.protobuf.GeneratedMessage.BuilderParent parent)
protected

Definition at line 2913 of file PrimalDualHybridGradientParams.java.

◆ parseDelimitedFrom() [1/2]

com.google.ortools.pdlp.PrimalDualHybridGradientParams com.google.ortools.pdlp.PrimalDualHybridGradientParams.parseDelimitedFrom ( java.io.InputStream input) throws java.io.IOException
static

Definition at line 2871 of file PrimalDualHybridGradientParams.java.

◆ parseDelimitedFrom() [2/2]

com.google.ortools.pdlp.PrimalDualHybridGradientParams com.google.ortools.pdlp.PrimalDualHybridGradientParams.parseDelimitedFrom ( java.io.InputStream input,
com.google.protobuf.ExtensionRegistryLite extensionRegistry ) throws java.io.IOException
static

Definition at line 2877 of file PrimalDualHybridGradientParams.java.

◆ parseFrom() [1/10]

com.google.ortools.pdlp.PrimalDualHybridGradientParams com.google.ortools.pdlp.PrimalDualHybridGradientParams.parseFrom ( byte[] data) throws com.google.protobuf.InvalidProtocolBufferException
static

Definition at line 2848 of file PrimalDualHybridGradientParams.java.

◆ parseFrom() [2/10]

com.google.ortools.pdlp.PrimalDualHybridGradientParams com.google.ortools.pdlp.PrimalDualHybridGradientParams.parseFrom ( byte[] data,
com.google.protobuf.ExtensionRegistryLite extensionRegistry ) throws com.google.protobuf.InvalidProtocolBufferException
static

Definition at line 2852 of file PrimalDualHybridGradientParams.java.

◆ parseFrom() [3/10]

com.google.ortools.pdlp.PrimalDualHybridGradientParams com.google.ortools.pdlp.PrimalDualHybridGradientParams.parseFrom ( com.google.protobuf.ByteString data) throws com.google.protobuf.InvalidProtocolBufferException
static

Definition at line 2837 of file PrimalDualHybridGradientParams.java.

◆ parseFrom() [4/10]

com.google.ortools.pdlp.PrimalDualHybridGradientParams com.google.ortools.pdlp.PrimalDualHybridGradientParams.parseFrom ( com.google.protobuf.ByteString data,
com.google.protobuf.ExtensionRegistryLite extensionRegistry ) throws com.google.protobuf.InvalidProtocolBufferException
static

Definition at line 2842 of file PrimalDualHybridGradientParams.java.

◆ parseFrom() [5/10]

com.google.ortools.pdlp.PrimalDualHybridGradientParams com.google.ortools.pdlp.PrimalDualHybridGradientParams.parseFrom ( com.google.protobuf.CodedInputStream input) throws java.io.IOException
static

Definition at line 2884 of file PrimalDualHybridGradientParams.java.

◆ parseFrom() [6/10]

com.google.ortools.pdlp.PrimalDualHybridGradientParams com.google.ortools.pdlp.PrimalDualHybridGradientParams.parseFrom ( com.google.protobuf.CodedInputStream input,
com.google.protobuf.ExtensionRegistryLite extensionRegistry ) throws java.io.IOException
static

Definition at line 2890 of file PrimalDualHybridGradientParams.java.

◆ parseFrom() [7/10]

com.google.ortools.pdlp.PrimalDualHybridGradientParams com.google.ortools.pdlp.PrimalDualHybridGradientParams.parseFrom ( java.io.InputStream input) throws java.io.IOException
static

Definition at line 2858 of file PrimalDualHybridGradientParams.java.

◆ parseFrom() [8/10]

com.google.ortools.pdlp.PrimalDualHybridGradientParams com.google.ortools.pdlp.PrimalDualHybridGradientParams.parseFrom ( java.io.InputStream input,
com.google.protobuf.ExtensionRegistryLite extensionRegistry ) throws java.io.IOException
static

Definition at line 2863 of file PrimalDualHybridGradientParams.java.

◆ parseFrom() [9/10]

com.google.ortools.pdlp.PrimalDualHybridGradientParams com.google.ortools.pdlp.PrimalDualHybridGradientParams.parseFrom ( java.nio.ByteBuffer data) throws com.google.protobuf.InvalidProtocolBufferException
static

Definition at line 2826 of file PrimalDualHybridGradientParams.java.

◆ parseFrom() [10/10]

com.google.ortools.pdlp.PrimalDualHybridGradientParams com.google.ortools.pdlp.PrimalDualHybridGradientParams.parseFrom ( java.nio.ByteBuffer data,
com.google.protobuf.ExtensionRegistryLite extensionRegistry ) throws com.google.protobuf.InvalidProtocolBufferException
static

Definition at line 2831 of file PrimalDualHybridGradientParams.java.

◆ parser()

com.google.protobuf.Parser< PrimalDualHybridGradientParams > com.google.ortools.pdlp.PrimalDualHybridGradientParams.parser ( )
static

Definition at line 5953 of file PrimalDualHybridGradientParams.java.

◆ toBuilder()

Builder com.google.ortools.pdlp.PrimalDualHybridGradientParams.toBuilder ( )

Definition at line 2907 of file PrimalDualHybridGradientParams.java.

◆ writeTo()

void com.google.ortools.pdlp.PrimalDualHybridGradientParams.writeTo ( com.google.protobuf.CodedOutputStream output) throws java.io.IOException

Definition at line 2288 of file PrimalDualHybridGradientParams.java.

Member Data Documentation

◆ ADAPTIVE_LINESEARCH_PARAMETERS_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.ADAPTIVE_LINESEARCH_PARAMETERS_FIELD_NUMBER = 18
static

Definition at line 1857 of file PrimalDualHybridGradientParams.java.

◆ APPLY_FEASIBILITY_POLISHING_AFTER_LIMITS_REACHED_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.APPLY_FEASIBILITY_POLISHING_AFTER_LIMITS_REACHED_FIELD_NUMBER = 33
static

Definition at line 2212 of file PrimalDualHybridGradientParams.java.

◆ APPLY_FEASIBILITY_POLISHING_IF_SOLVER_IS_INTERRUPTED_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.APPLY_FEASIBILITY_POLISHING_IF_SOLVER_IS_INTERRUPTED_FIELD_NUMBER = 34
static

Definition at line 2245 of file PrimalDualHybridGradientParams.java.

◆ DIAGONAL_QP_TRUST_REGION_SOLVER_TOLERANCE_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.DIAGONAL_QP_TRUST_REGION_SOLVER_TOLERANCE_FIELD_NUMBER = 24
static

Definition at line 2100 of file PrimalDualHybridGradientParams.java.

◆ HANDLE_SOME_PRIMAL_GRADIENTS_ON_FINITE_BOUNDS_AS_RESIDUALS_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.HANDLE_SOME_PRIMAL_GRADIENTS_ON_FINITE_BOUNDS_AS_RESIDUALS_FIELD_NUMBER = 29
static

Definition at line 2032 of file PrimalDualHybridGradientParams.java.

◆ INFINITE_CONSTRAINT_BOUND_THRESHOLD_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.INFINITE_CONSTRAINT_BOUND_THRESHOLD_FIELD_NUMBER = 22
static

Definition at line 1995 of file PrimalDualHybridGradientParams.java.

◆ INITIAL_PRIMAL_WEIGHT_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.INITIAL_PRIMAL_WEIGHT_FIELD_NUMBER = 8
static

Definition at line 1640 of file PrimalDualHybridGradientParams.java.

◆ INITIAL_STEP_SIZE_SCALING_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.INITIAL_STEP_SIZE_SCALING_FIELD_NUMBER = 25
static

Definition at line 1909 of file PrimalDualHybridGradientParams.java.

◆ L2_NORM_RESCALING_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.L2_NORM_RESCALING_FIELD_NUMBER = 10
static

Definition at line 1736 of file PrimalDualHybridGradientParams.java.

◆ L_INF_RUIZ_ITERATIONS_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.L_INF_RUIZ_ITERATIONS_FIELD_NUMBER = 9
static

Definition at line 1705 of file PrimalDualHybridGradientParams.java.

◆ LINESEARCH_RULE_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.LINESEARCH_RULE_FIELD_NUMBER = 12
static

Definition at line 1831 of file PrimalDualHybridGradientParams.java.

◆ LOG_INTERVAL_SECONDS_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.LOG_INTERVAL_SECONDS_FIELD_NUMBER = 31
static

Definition at line 1466 of file PrimalDualHybridGradientParams.java.

◆ MAJOR_ITERATION_FREQUENCY_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.MAJOR_ITERATION_FREQUENCY_FIELD_NUMBER = 4
static

Definition at line 1501 of file PrimalDualHybridGradientParams.java.

◆ MALITSKY_POCK_PARAMETERS_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.MALITSKY_POCK_PARAMETERS_FIELD_NUMBER = 19
static

Definition at line 1883 of file PrimalDualHybridGradientParams.java.

◆ NECESSARY_REDUCTION_FOR_RESTART_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.NECESSARY_REDUCTION_FOR_RESTART_FIELD_NUMBER = 17
static

Definition at line 1796 of file PrimalDualHybridGradientParams.java.

◆ NUM_SHARDS_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.NUM_SHARDS_FIELD_NUMBER = 27
static

Definition at line 1315 of file PrimalDualHybridGradientParams.java.

◆ NUM_THREADS_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.NUM_THREADS_FIELD_NUMBER = 2
static

Definition at line 1282 of file PrimalDualHybridGradientParams.java.

◆ PRESOLVE_OPTIONS_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.PRESOLVE_OPTIONS_FIELD_NUMBER = 16
static

Definition at line 1679 of file PrimalDualHybridGradientParams.java.

◆ PRIMAL_WEIGHT_UPDATE_SMOOTHING_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.PRIMAL_WEIGHT_UPDATE_SMOOTHING_FIELD_NUMBER = 7
static

Definition at line 1599 of file PrimalDualHybridGradientParams.java.

◆ RANDOM_PROJECTION_SEEDS_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.RANDOM_PROJECTION_SEEDS_FIELD_NUMBER = 28
static

Definition at line 1938 of file PrimalDualHybridGradientParams.java.

◆ RECORD_ITERATION_STATS_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.RECORD_ITERATION_STATS_FIELD_NUMBER = 3
static

Definition at line 1386 of file PrimalDualHybridGradientParams.java.

◆ RESTART_STRATEGY_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.RESTART_STRATEGY_FIELD_NUMBER = 6
static

Definition at line 1569 of file PrimalDualHybridGradientParams.java.

◆ SCHEDULER_TYPE_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.SCHEDULER_TYPE_FIELD_NUMBER = 32
static

Definition at line 1358 of file PrimalDualHybridGradientParams.java.

◆ SUFFICIENT_REDUCTION_FOR_RESTART_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.SUFFICIENT_REDUCTION_FOR_RESTART_FIELD_NUMBER = 11
static

Definition at line 1765 of file PrimalDualHybridGradientParams.java.

◆ TERMINATION_CHECK_FREQUENCY_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.TERMINATION_CHECK_FREQUENCY_FIELD_NUMBER = 5
static

Definition at line 1538 of file PrimalDualHybridGradientParams.java.

◆ TERMINATION_CRITERIA_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.TERMINATION_CRITERIA_FIELD_NUMBER = 1
static

Definition at line 1256 of file PrimalDualHybridGradientParams.java.

◆ USE_DIAGONAL_QP_TRUST_REGION_SOLVER_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.USE_DIAGONAL_QP_TRUST_REGION_SOLVER_FIELD_NUMBER = 23
static

Definition at line 2063 of file PrimalDualHybridGradientParams.java.

◆ USE_FEASIBILITY_POLISHING_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.USE_FEASIBILITY_POLISHING_FIELD_NUMBER = 30
static

Definition at line 2135 of file PrimalDualHybridGradientParams.java.

◆ VERBOSITY_LEVEL_FIELD_NUMBER

final int com.google.ortools.pdlp.PrimalDualHybridGradientParams.VERBOSITY_LEVEL_FIELD_NUMBER = 26
static

Definition at line 1419 of file PrimalDualHybridGradientParams.java.


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