Google OR-Tools v9.9
a fast and portable software suite for combinatorial optimization
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Classes | |
class | Builder |
enum | LinesearchRule |
class | PresolveOptions |
interface | PresolveOptionsOrBuilder |
enum | RestartStrategy |
Static Public Member Functions | |
static final com.google.protobuf.Descriptors.Descriptor | getDescriptor () |
static operations_research.pdlp.Solvers.PrimalDualHybridGradientParams | parseFrom (java.nio.ByteBuffer data) throws com.google.protobuf.InvalidProtocolBufferException |
static operations_research.pdlp.Solvers.PrimalDualHybridGradientParams | parseFrom (java.nio.ByteBuffer data, com.google.protobuf.ExtensionRegistryLite extensionRegistry) throws com.google.protobuf.InvalidProtocolBufferException |
static operations_research.pdlp.Solvers.PrimalDualHybridGradientParams | parseFrom (com.google.protobuf.ByteString data) throws com.google.protobuf.InvalidProtocolBufferException |
static operations_research.pdlp.Solvers.PrimalDualHybridGradientParams | parseFrom (com.google.protobuf.ByteString data, com.google.protobuf.ExtensionRegistryLite extensionRegistry) throws com.google.protobuf.InvalidProtocolBufferException |
static operations_research.pdlp.Solvers.PrimalDualHybridGradientParams | parseFrom (byte[] data) throws com.google.protobuf.InvalidProtocolBufferException |
static operations_research.pdlp.Solvers.PrimalDualHybridGradientParams | parseFrom (byte[] data, com.google.protobuf.ExtensionRegistryLite extensionRegistry) throws com.google.protobuf.InvalidProtocolBufferException |
static operations_research.pdlp.Solvers.PrimalDualHybridGradientParams | parseFrom (java.io.InputStream input) throws java.io.IOException |
static operations_research.pdlp.Solvers.PrimalDualHybridGradientParams | parseFrom (java.io.InputStream input, com.google.protobuf.ExtensionRegistryLite extensionRegistry) throws java.io.IOException |
static operations_research.pdlp.Solvers.PrimalDualHybridGradientParams | parseDelimitedFrom (java.io.InputStream input) throws java.io.IOException |
static operations_research.pdlp.Solvers.PrimalDualHybridGradientParams | parseDelimitedFrom (java.io.InputStream input, com.google.protobuf.ExtensionRegistryLite extensionRegistry) throws java.io.IOException |
static operations_research.pdlp.Solvers.PrimalDualHybridGradientParams | parseFrom (com.google.protobuf.CodedInputStream input) throws java.io.IOException |
static operations_research.pdlp.Solvers.PrimalDualHybridGradientParams | parseFrom (com.google.protobuf.CodedInputStream input, com.google.protobuf.ExtensionRegistryLite extensionRegistry) throws java.io.IOException |
static Builder | newBuilder () |
static Builder | newBuilder (operations_research.pdlp.Solvers.PrimalDualHybridGradientParams prototype) |
static operations_research.pdlp.Solvers.PrimalDualHybridGradientParams | getDefaultInstance () |
static com.google.protobuf.Parser< PrimalDualHybridGradientParams > | parser () |
Protected Member Functions | |
java.lang.Object | newInstance (UnusedPrivateParameter unused) |
com.google.protobuf.GeneratedMessageV3.FieldAccessorTable | internalGetFieldAccessorTable () |
Builder | newBuilderForType (com.google.protobuf.GeneratedMessageV3.BuilderParent parent) |
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 6658 of file Solvers.java.
boolean operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.equals | ( | final java.lang.Object | obj | ) |
Definition at line 9064 of file Solvers.java.
operations_research.pdlp.Solvers.AdaptiveLinesearchParams operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.getAdaptiveLinesearchParameters | ( | ) |
optional .operations_research.pdlp.AdaptiveLinesearchParams adaptive_linesearch_parameters = 18;
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8498 of file Solvers.java.
operations_research.pdlp.Solvers.AdaptiveLinesearchParamsOrBuilder operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.getAdaptiveLinesearchParametersOrBuilder | ( | ) |
optional .operations_research.pdlp.AdaptiveLinesearchParams adaptive_linesearch_parameters = 18;
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8505 of file Solvers.java.
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Definition at line 12250 of file Solvers.java.
operations_research.pdlp.Solvers.PrimalDualHybridGradientParams operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.getDefaultInstanceForType | ( | ) |
Definition at line 12286 of file Solvers.java.
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Definition at line 6693 of file Solvers.java.
double operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8757 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8685 of file Solvers.java.
double operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8654 of file Solvers.java.
double operations_research.pdlp.Solvers.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;
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8301 of file Solvers.java.
double operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8560 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8387 of file Solvers.java.
operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.LinesearchRule operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.getLinesearchRule | ( | ) |
Linesearch rule applied at each major iteration.
optional .operations_research.pdlp.PrimalDualHybridGradientParams.LinesearchRule linesearch_rule = 12 [default = ADAPTIVE_LINESEARCH_RULE];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8478 of file Solvers.java.
int operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8358 of file Solvers.java.
double operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8123 of file Solvers.java.
int operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8160 of file Solvers.java.
operations_research.pdlp.Solvers.MalitskyPockParams operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.getMalitskyPockParameters | ( | ) |
optional .operations_research.pdlp.MalitskyPockParams malitsky_pock_parameters = 19;
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8524 of file Solvers.java.
operations_research.pdlp.Solvers.MalitskyPockParamsOrBuilder operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.getMalitskyPockParametersOrBuilder | ( | ) |
optional .operations_research.pdlp.MalitskyPockParams malitsky_pock_parameters = 19;
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8531 of file Solvers.java.
double operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8453 of file Solvers.java.
int operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8008 of file Solvers.java.
int operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 7965 of file Solvers.java.
com.google.protobuf.Parser< PrimalDualHybridGradientParams > operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.getParserForType | ( | ) |
Definition at line 12281 of file Solvers.java.
operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.PresolveOptions operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.getPresolveOptions | ( | ) |
optional .operations_research.pdlp.PrimalDualHybridGradientParams.PresolveOptions presolve_options = 16;
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8320 of file Solvers.java.
operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.PresolveOptionsOrBuilder operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.getPresolveOptionsOrBuilder | ( | ) |
optional .operations_research.pdlp.PrimalDualHybridGradientParams.PresolveOptions presolve_options = 16;
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8327 of file Solvers.java.
double operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8262 of file Solvers.java.
int operations_research.pdlp.Solvers.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];
index | The index of the element to return. |
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8616 of file Solvers.java.
int operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8599 of file Solvers.java.
java.util.List< java.lang.Integer > operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8583 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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;
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8041 of file Solvers.java.
operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.RestartStrategy operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8220 of file Solvers.java.
int operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.getSerializedSize | ( | ) |
Definition at line 8939 of file Solvers.java.
double operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8418 of file Solvers.java.
int operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8191 of file Solvers.java.
operations_research.pdlp.Solvers.TerminationCriteria operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.getTerminationCriteria | ( | ) |
optional .operations_research.pdlp.TerminationCriteria termination_criteria = 1;
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 7925 of file Solvers.java.
operations_research.pdlp.Solvers.TerminationCriteriaOrBuilder operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.getTerminationCriteriaOrBuilder | ( | ) |
optional .operations_research.pdlp.TerminationCriteria termination_criteria = 1;
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 7932 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8722 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8834 of file Solvers.java.
int operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8088 of file Solvers.java.
boolean operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.hasAdaptiveLinesearchParameters | ( | ) |
optional .operations_research.pdlp.AdaptiveLinesearchParams adaptive_linesearch_parameters = 18;
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8490 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8741 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8671 of file Solvers.java.
int operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.hashCode | ( | ) |
Definition at line 9211 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8637 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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;
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8283 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8547 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8374 of file Solvers.java.
boolean operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.hasLinesearchRule | ( | ) |
Linesearch rule applied at each major iteration.
optional .operations_research.pdlp.PrimalDualHybridGradientParams.LinesearchRule linesearch_rule = 12 [default = ADAPTIVE_LINESEARCH_RULE];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8467 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8344 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8107 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8143 of file Solvers.java.
boolean operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.hasMalitskyPockParameters | ( | ) |
optional .operations_research.pdlp.MalitskyPockParams malitsky_pock_parameters = 19;
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8516 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8437 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 7988 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 7950 of file Solvers.java.
boolean operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.hasPresolveOptions | ( | ) |
optional .operations_research.pdlp.PrimalDualHybridGradientParams.PresolveOptions presolve_options = 16;
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8312 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8243 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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;
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8026 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8207 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8404 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8177 of file Solvers.java.
boolean operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.hasTerminationCriteria | ( | ) |
optional .operations_research.pdlp.TerminationCriteria termination_criteria = 1;
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 7917 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8705 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
Definition at line 8797 of file Solvers.java.
boolean operations_research.pdlp.Solvers.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];
Implements operations_research.pdlp.Solvers.PrimalDualHybridGradientParamsOrBuilder.
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final boolean operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.isInitialized | ( | ) |
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Builder operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.newBuilderForType | ( | ) |
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Builder operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.toBuilder | ( | ) |
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void operations_research.pdlp.Solvers.PrimalDualHybridGradientParams.writeTo | ( | com.google.protobuf.CodedOutputStream | output | ) | throws java.io.IOException |
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