com.google.ortools.pdlp.MalitskyPockParamsOrBuilder Interface Reference

Inheritance diagram for com.google.ortools.pdlp.MalitskyPockParamsOrBuilder:

Public Member Functions
boolean	hasStepSizeDownscalingFactor ()
double	getStepSizeDownscalingFactor ()
boolean	hasLinesearchContractionFactor ()
double	getLinesearchContractionFactor ()
boolean	hasStepSizeInterpolation ()
double	getStepSizeInterpolation ()

Detailed Description

Definition at line 7 of file MalitskyPockParamsOrBuilder.java.

Member Function Documentation

getLinesearchContractionFactor()

double com.google.ortools.pdlp.MalitskyPockParamsOrBuilder.getLinesearchContractionFactor

(

)

Contraction factor used in the linesearch condition of Malitsky and Pock.
A step size is accepted if primal_weight * primal_stepsize *
norm(constraint_matrix' * (next_dual - current_dual)) is less
than linesearch_contraction_factor * norm(next_dual - current_dual).
The default is the value used in Malitsky and Pock (2016).

optional double linesearch_contraction_factor = 2 [default = 0.99];

Returns

The linesearchContractionFactor.

Implemented in com.google.ortools.pdlp.MalitskyPockParams.Builder, and com.google.ortools.pdlp.MalitskyPockParams.

getStepSizeDownscalingFactor()

double com.google.ortools.pdlp.MalitskyPockParamsOrBuilder.getStepSizeDownscalingFactor

(

)

At every inner iteration the algorithm can decide to accept the step size
or to update it to step_size = step_size_downscaling_factor * step_size.
This parameter should lie between 0 and 1. The default is the value used in
Malitsky and Pock (2016).

optional double step_size_downscaling_factor = 1 [default = 0.7];

Returns

The stepSizeDownscalingFactor.

Implemented in com.google.ortools.pdlp.MalitskyPockParams.Builder, and com.google.ortools.pdlp.MalitskyPockParams.

getStepSizeInterpolation()

double com.google.ortools.pdlp.MalitskyPockParamsOrBuilder.getStepSizeInterpolation

(

)

Malitsky and Pock linesearch rule permits an arbitrary choice of the first
step size guess within an interval [m, M]. This parameter determines where
in that interval to pick the step size. In particular, the next stepsize is
given by m + step_size_interpolation*(M - m). The default is the value used
in Malitsky and Pock (2016).

optional double step_size_interpolation = 3 [default = 1];

Returns

The stepSizeInterpolation.

Implemented in com.google.ortools.pdlp.MalitskyPockParams.Builder, and com.google.ortools.pdlp.MalitskyPockParams.

hasLinesearchContractionFactor()

boolean com.google.ortools.pdlp.MalitskyPockParamsOrBuilder.hasLinesearchContractionFactor

(

)

Contraction factor used in the linesearch condition of Malitsky and Pock.
A step size is accepted if primal_weight * primal_stepsize *
norm(constraint_matrix' * (next_dual - current_dual)) is less
than linesearch_contraction_factor * norm(next_dual - current_dual).
The default is the value used in Malitsky and Pock (2016).

optional double linesearch_contraction_factor = 2 [default = 0.99];

Returns

Whether the linesearchContractionFactor field is set.

Implemented in com.google.ortools.pdlp.MalitskyPockParams.Builder, and com.google.ortools.pdlp.MalitskyPockParams.

hasStepSizeDownscalingFactor()

boolean com.google.ortools.pdlp.MalitskyPockParamsOrBuilder.hasStepSizeDownscalingFactor

(

)

At every inner iteration the algorithm can decide to accept the step size
or to update it to step_size = step_size_downscaling_factor * step_size.
This parameter should lie between 0 and 1. The default is the value used in
Malitsky and Pock (2016).

optional double step_size_downscaling_factor = 1 [default = 0.7];

Returns

Whether the stepSizeDownscalingFactor field is set.

Implemented in com.google.ortools.pdlp.MalitskyPockParams.Builder, and com.google.ortools.pdlp.MalitskyPockParams.

hasStepSizeInterpolation()

boolean com.google.ortools.pdlp.MalitskyPockParamsOrBuilder.hasStepSizeInterpolation

(

)

Malitsky and Pock linesearch rule permits an arbitrary choice of the first
step size guess within an interval [m, M]. This parameter determines where
in that interval to pick the step size. In particular, the next stepsize is
given by m + step_size_interpolation*(M - m). The default is the value used
in Malitsky and Pock (2016).

optional double step_size_interpolation = 3 [default = 1];

Returns

Whether the stepSizeInterpolation field is set.

Implemented in com.google.ortools.pdlp.MalitskyPockParams.Builder, and com.google.ortools.pdlp.MalitskyPockParams.

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

• build/java/ortools-java/src/main/java/com/google/ortools/pdlp/MalitskyPockParamsOrBuilder.java