Class GlopParameters
java.lang.Object
com.google.protobuf.AbstractMessageLite
com.google.protobuf.AbstractMessage
com.google.protobuf.GeneratedMessage
com.google.ortools.glop.GlopParameters
- All Implemented Interfaces:
GlopParametersOrBuilder,com.google.protobuf.Message,com.google.protobuf.MessageLite,com.google.protobuf.MessageLiteOrBuilder,com.google.protobuf.MessageOrBuilder,Serializable
@Generated
public final class GlopParameters
extends com.google.protobuf.GeneratedMessage
implements GlopParametersOrBuilder
next id = 73Protobuf type
operations_research.glop.GlopParameters- See Also:
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Nested Class Summary
Nested ClassesModifier and TypeClassDescriptionstatic final classnext id = 73static enumThis is only used if use_scaling is true.static enumHeuristics to use in the primal simplex to remove fixed slack variables from the initial basis.static enumGeneral strategy used during pricing.static enumSupported algorithms for scaling: EQUILIBRATION - progressive scaling by row and column norms until the marginal difference passes below a threshold.static enumLike a Boolean with an extra value to let the algorithm decide what is the best choice.Nested classes/interfaces inherited from class com.google.protobuf.GeneratedMessage
com.google.protobuf.GeneratedMessage.ExtendableBuilder<MessageT extends com.google.protobuf.GeneratedMessage.ExtendableMessage<MessageT>, BuilderT extends com.google.protobuf.GeneratedMessage.ExtendableBuilder<MessageT,BuilderT>>, com.google.protobuf.GeneratedMessage.ExtendableMessage<MessageT extends com.google.protobuf.GeneratedMessage.ExtendableMessage<MessageT>>, com.google.protobuf.GeneratedMessage.ExtendableMessageOrBuilder<MessageT extends com.google.protobuf.GeneratedMessage.ExtendableMessage<MessageT>>, com.google.protobuf.GeneratedMessage.FieldAccessorTable, com.google.protobuf.GeneratedMessage.GeneratedExtension<ContainingT extends com.google.protobuf.Message, T>, com.google.protobuf.GeneratedMessage.UnusedPrivateParameter Nested classes/interfaces inherited from class com.google.protobuf.AbstractMessage
com.google.protobuf.AbstractMessage.BuilderParentNested classes/interfaces inherited from class com.google.protobuf.AbstractMessageLite
com.google.protobuf.AbstractMessageLite.InternalOneOfEnum -
Field Summary
FieldsModifier and TypeFieldDescriptionstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intstatic final intFields inherited from class com.google.protobuf.GeneratedMessage
alwaysUseFieldBuilders, unknownFieldsFields inherited from class com.google.protobuf.AbstractMessage
memoizedSizeFields inherited from class com.google.protobuf.AbstractMessageLite
memoizedHashCode -
Method Summary
Modifier and TypeMethodDescriptionbooleanbooleanDuring incremental solve, let the solver decide if it use the primal or dual simplex algorithm depending on the current solution and on the new problem.intNumber of iterations between two basis refactorizations.booleanIf true, the internal API will change the return status to imprecise if the solution does not respect the internal tolerances.optional .operations_research.glop.GlopParameters.CostScalingAlgorithm cost_scaling = 60 [default = CONTAIN_ONE_COST_SCALING];doubleIf the starting basis contains FREE variable with bounds, we will move any such variable to their closer bounds if the distance is smaller than this parameter.static GlopParametersdoubleDuring a degenerate iteration, the more conservative approach is to do a step of length zero (while shifting the bound of the leaving variable).static final com.google.protobuf.Descriptors.DescriptorintDevex weights will be reset to 1.0 after that number of updates.doubleValue in the input LP lower than this will be ignored.doubleIn order to increase the sparsity of the manipulated vectors, floating point values with a magnitude smaller than this parameter are set to zero (only in some places).doubleVariables whose reduced costs have an absolute value smaller than this tolerance are not considered as entering candidates.doubleWhen solve_dual_problem is LET_SOLVER_DECIDE, take the dual if the number of constraints of the problem is more than this threshold times the number of variables.booleanOn some problem like stp3d or pds-100 this makes a huge difference in speed and number of iterations of the dual simplex.doubleLike small_pivot_threshold but for the dual simplex.booleanIf this is true, then basis_refactorization_period becomes a lower bound on the number of iterations between two refactorization (provided there is no numerical accuracy issues).booleanWhether or not we exploit the singleton columns already present in the problem when we create the initial basis.PricingRule to use during the feasibility phase.doubleThis impacts the ratio test and indicates by how much we allow a basic variable value that we move to go out of bounds.What heuristic is used to try to replace the fixed slack columns in the initial basis of the primal simplex.doubleIf our upper bound on the condition number of the initial basis (from our heurisitic or a warm start) is above this threshold, we revert to an all slack basis.booleanWhether we initialize devex weights to 1.0 or to the norms of the matrix columns.booleanIf true, logs the progress of a solve to LOG(INFO).booleanIf true, logs will be displayed to stdout instead of using Google log info.doubleThreshold for LU-factorization: for stability reasons, the magnitude of the chosen pivot at a given step is guaranteed to be greater than this threshold times the maximum magnitude of all the possible pivot choices in the same column.doubleIf a pivot magnitude is smaller than this during the Markowitz LU factorization, then the matrix is assumed to be singular.intHow many columns do we look at in the Markowitz pivoting rule to find a good pivot.doubleMaximum deterministic time allowed to solve a problem.longMaximum number of simplex iterations to solve a problem.doubleWhen the solution of phase II is imprecise, we re-run the phase II with the opposite algorithm from that imprecise solution (i.e., if primal or dual simplex was used, we use dual or primal simplex, respectively).doubleMaximum time allowed in seconds to solve a problem.doubleAny finite values in the input LP must be below this threshold, otherwise the model will be reported invalid.doubleWe never follow a basis change with a pivot under this threshold.intNumber of threads in the OMP parallel sections.doubleThe solver will stop as soon as it has proven that the objective is smaller than objective_lower_limit or greater than objective_upper_limit.doubleoptional double objective_upper_limit = 41 [default = inf];PricingRule to use during the optimization phase.com.google.protobuf.Parser<GlopParameters> booleanWhen this is true, then the costs are randomly perturbed before the dual simplex is even started.doubleA floating point tolerance used by the preprocessors.doubleThis tolerance indicates by how much we allow the variable values to go out of bounds and still consider the current solution primal-feasible.booleanIf true, then when the solver returns a solution with an OPTIMAL status, we can guarantee that: - The primal variable are in their boundsbooleanIf the optimization phases finishes with super-basic variables (i.e., variables that either 1) have bounds but are FREE in the basis, or 2) have no bounds and are FREE in the basis at a nonzero value), then run a "push" phase to push these variables to bounds, obtaining a vertex solution.intAt the beginning of each solve, the random number generator used in some part of the solver is reinitialized to this seed.doubleDuring the primal simplex (resp. dual simplex), the coefficients of the direction (resp. update row) with a magnitude lower than this threshold are not considered during the ratio test.doubleNote that the threshold is a relative error on the actual norm (not the squared one) and that edge norms are always greater than 1.doubleWe estimate the accuracy of the iteratively computed reduced costs.doubleWe estimate the factorization accuracy of B during each pivot by using the fact that we can compute the pivot coefficient in two ways: - From direction[leaving_row]doubleThe magnitude of the cost perturbation is given by RandomIn(1.0, 2.0) * ( relative_cost_perturbation * cost + relative_max_cost_perturbation * max_cost);doubleoptional double relative_max_cost_perturbation = 55 [default = 1e-07];optional .operations_research.glop.GlopParameters.ScalingAlgorithm scaling_method = 57 [default = EQUILIBRATION];intdoubleWhen we choose the leaving variable, we want to avoid small pivot because they are the less precise and may cause numerical instabilities.doubleWhen the problem status is OPTIMAL, we check the optimality using this relative tolerance and change the status to IMPRECISE if an issue is detected.Whether or not we solve the dual of the given problem.booleanWhether to use absl::BitGen instead of MTRandom.booleanWe have two possible dual phase I algorithms.booleanWhether or not we use the dual simplex algorithm instead of the primal.booleanIf presolve runs, include the pass that detects implied free variables.booleanWhether or not to use the middle product form update rather than the standard eta LU update.booleanWhether or not we use advanced preprocessing techniques.booleanWhether or not we scale the matrix A so that the maximum coefficient on each line and each column is 1.0.booleanWhether or not we keep a transposed version of the matrix A to speed-up the pricing at the cost of extra memory and the initial tranposition computation.booleanDuring incremental solve, let the solver decide if it use the primal or dual simplex algorithm depending on the current solution and on the new problem.booleanNumber of iterations between two basis refactorizations.booleanIf true, the internal API will change the return status to imprecise if the solution does not respect the internal tolerances.booleanoptional .operations_research.glop.GlopParameters.CostScalingAlgorithm cost_scaling = 60 [default = CONTAIN_ONE_COST_SCALING];booleanIf the starting basis contains FREE variable with bounds, we will move any such variable to their closer bounds if the distance is smaller than this parameter.booleanDuring a degenerate iteration, the more conservative approach is to do a step of length zero (while shifting the bound of the leaving variable).booleanDevex weights will be reset to 1.0 after that number of updates.booleanValue in the input LP lower than this will be ignored.booleanIn order to increase the sparsity of the manipulated vectors, floating point values with a magnitude smaller than this parameter are set to zero (only in some places).booleanVariables whose reduced costs have an absolute value smaller than this tolerance are not considered as entering candidates.booleanWhen solve_dual_problem is LET_SOLVER_DECIDE, take the dual if the number of constraints of the problem is more than this threshold times the number of variables.booleanOn some problem like stp3d or pds-100 this makes a huge difference in speed and number of iterations of the dual simplex.booleanLike small_pivot_threshold but for the dual simplex.booleanIf this is true, then basis_refactorization_period becomes a lower bound on the number of iterations between two refactorization (provided there is no numerical accuracy issues).booleanWhether or not we exploit the singleton columns already present in the problem when we create the initial basis.booleanPricingRule to use during the feasibility phase.booleanThis impacts the ratio test and indicates by how much we allow a basic variable value that we move to go out of bounds.inthashCode()booleanWhat heuristic is used to try to replace the fixed slack columns in the initial basis of the primal simplex.booleanIf our upper bound on the condition number of the initial basis (from our heurisitic or a warm start) is above this threshold, we revert to an all slack basis.booleanWhether we initialize devex weights to 1.0 or to the norms of the matrix columns.booleanIf true, logs the progress of a solve to LOG(INFO).booleanIf true, logs will be displayed to stdout instead of using Google log info.booleanThreshold for LU-factorization: for stability reasons, the magnitude of the chosen pivot at a given step is guaranteed to be greater than this threshold times the maximum magnitude of all the possible pivot choices in the same column.booleanIf a pivot magnitude is smaller than this during the Markowitz LU factorization, then the matrix is assumed to be singular.booleanHow many columns do we look at in the Markowitz pivoting rule to find a good pivot.booleanMaximum deterministic time allowed to solve a problem.booleanMaximum number of simplex iterations to solve a problem.booleanWhen the solution of phase II is imprecise, we re-run the phase II with the opposite algorithm from that imprecise solution (i.e., if primal or dual simplex was used, we use dual or primal simplex, respectively).booleanMaximum time allowed in seconds to solve a problem.booleanAny finite values in the input LP must be below this threshold, otherwise the model will be reported invalid.booleanWe never follow a basis change with a pivot under this threshold.booleanNumber of threads in the OMP parallel sections.booleanThe solver will stop as soon as it has proven that the objective is smaller than objective_lower_limit or greater than objective_upper_limit.booleanoptional double objective_upper_limit = 41 [default = inf];booleanPricingRule to use during the optimization phase.booleanWhen this is true, then the costs are randomly perturbed before the dual simplex is even started.booleanA floating point tolerance used by the preprocessors.booleanThis tolerance indicates by how much we allow the variable values to go out of bounds and still consider the current solution primal-feasible.booleanIf true, then when the solver returns a solution with an OPTIMAL status, we can guarantee that: - The primal variable are in their boundsbooleanIf the optimization phases finishes with super-basic variables (i.e., variables that either 1) have bounds but are FREE in the basis, or 2) have no bounds and are FREE in the basis at a nonzero value), then run a "push" phase to push these variables to bounds, obtaining a vertex solution.booleanAt the beginning of each solve, the random number generator used in some part of the solver is reinitialized to this seed.booleanDuring the primal simplex (resp. dual simplex), the coefficients of the direction (resp. update row) with a magnitude lower than this threshold are not considered during the ratio test.booleanNote that the threshold is a relative error on the actual norm (not the squared one) and that edge norms are always greater than 1.booleanWe estimate the accuracy of the iteratively computed reduced costs.booleanWe estimate the factorization accuracy of B during each pivot by using the fact that we can compute the pivot coefficient in two ways: - From direction[leaving_row]booleanThe magnitude of the cost perturbation is given by RandomIn(1.0, 2.0) * ( relative_cost_perturbation * cost + relative_max_cost_perturbation * max_cost);booleanoptional double relative_max_cost_perturbation = 55 [default = 1e-07];booleanoptional .operations_research.glop.GlopParameters.ScalingAlgorithm scaling_method = 57 [default = EQUILIBRATION];booleanWhen we choose the leaving variable, we want to avoid small pivot because they are the less precise and may cause numerical instabilities.booleanWhen the problem status is OPTIMAL, we check the optimality using this relative tolerance and change the status to IMPRECISE if an issue is detected.booleanWhether or not we solve the dual of the given problem.booleanWhether to use absl::BitGen instead of MTRandom.booleanWe have two possible dual phase I algorithms.booleanWhether or not we use the dual simplex algorithm instead of the primal.booleanIf presolve runs, include the pass that detects implied free variables.booleanWhether or not to use the middle product form update rather than the standard eta LU update.booleanWhether or not we use advanced preprocessing techniques.booleanWhether or not we scale the matrix A so that the maximum coefficient on each line and each column is 1.0.booleanWhether or not we keep a transposed version of the matrix A to speed-up the pricing at the cost of extra memory and the initial tranposition computation.protected com.google.protobuf.GeneratedMessage.FieldAccessorTablefinal booleanstatic GlopParameters.Builderstatic GlopParameters.BuildernewBuilder(GlopParameters prototype) protected GlopParameters.BuildernewBuilderForType(com.google.protobuf.AbstractMessage.BuilderParent parent) static GlopParametersparseDelimitedFrom(InputStream input) static GlopParametersparseDelimitedFrom(InputStream input, com.google.protobuf.ExtensionRegistryLite extensionRegistry) static GlopParametersparseFrom(byte[] data) static GlopParametersparseFrom(byte[] data, com.google.protobuf.ExtensionRegistryLite extensionRegistry) static GlopParametersparseFrom(com.google.protobuf.ByteString data) static GlopParametersparseFrom(com.google.protobuf.ByteString data, com.google.protobuf.ExtensionRegistryLite extensionRegistry) static GlopParametersparseFrom(com.google.protobuf.CodedInputStream input) static GlopParametersparseFrom(com.google.protobuf.CodedInputStream input, com.google.protobuf.ExtensionRegistryLite extensionRegistry) static GlopParametersparseFrom(InputStream input) static GlopParametersparseFrom(InputStream input, com.google.protobuf.ExtensionRegistryLite extensionRegistry) static GlopParametersparseFrom(ByteBuffer data) static GlopParametersparseFrom(ByteBuffer data, com.google.protobuf.ExtensionRegistryLite extensionRegistry) static com.google.protobuf.Parser<GlopParameters> parser()voidwriteTo(com.google.protobuf.CodedOutputStream output) Methods inherited from class com.google.protobuf.GeneratedMessage
canUseUnsafe, computeStringSize, computeStringSizeNoTag, emptyBooleanList, emptyDoubleList, emptyFloatList, emptyIntList, emptyList, emptyLongList, getAllFields, getDescriptorForType, getField, getOneofFieldDescriptor, getRepeatedField, getRepeatedFieldCount, getUnknownFields, hasField, hasOneof, internalGetMapField, internalGetMapFieldReflection, isStringEmpty, makeMutableCopy, makeMutableCopy, mergeFromAndMakeImmutableInternal, newFileScopedGeneratedExtension, newInstance, newMessageScopedGeneratedExtension, parseDelimitedWithIOException, parseDelimitedWithIOException, parseUnknownField, parseUnknownFieldProto3, parseWithIOException, parseWithIOException, parseWithIOException, parseWithIOException, serializeBooleanMapTo, serializeIntegerMapTo, serializeLongMapTo, serializeStringMapTo, writeReplace, writeString, writeStringNoTagMethods inherited from class com.google.protobuf.AbstractMessage
findInitializationErrors, getInitializationErrorString, hashFields, toStringMethods inherited from class com.google.protobuf.AbstractMessageLite
addAll, checkByteStringIsUtf8, toByteArray, toByteString, writeDelimitedTo, writeToMethods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, waitMethods inherited from interface com.google.protobuf.MessageLite
toByteArray, toByteString, writeDelimitedTo, writeToMethods inherited from interface com.google.protobuf.MessageOrBuilder
findInitializationErrors, getAllFields, getDescriptorForType, getField, getInitializationErrorString, getOneofFieldDescriptor, getRepeatedField, getRepeatedFieldCount, getUnknownFields, hasField, hasOneof
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Field Details
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SCALING_METHOD_FIELD_NUMBER
public static final int SCALING_METHOD_FIELD_NUMBER- See Also:
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FEASIBILITY_RULE_FIELD_NUMBER
public static final int FEASIBILITY_RULE_FIELD_NUMBER- See Also:
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OPTIMIZATION_RULE_FIELD_NUMBER
public static final int OPTIMIZATION_RULE_FIELD_NUMBER- See Also:
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REFACTORIZATION_THRESHOLD_FIELD_NUMBER
public static final int REFACTORIZATION_THRESHOLD_FIELD_NUMBER- See Also:
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RECOMPUTE_REDUCED_COSTS_THRESHOLD_FIELD_NUMBER
public static final int RECOMPUTE_REDUCED_COSTS_THRESHOLD_FIELD_NUMBER- See Also:
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RECOMPUTE_EDGES_NORM_THRESHOLD_FIELD_NUMBER
public static final int RECOMPUTE_EDGES_NORM_THRESHOLD_FIELD_NUMBER- See Also:
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PRIMAL_FEASIBILITY_TOLERANCE_FIELD_NUMBER
public static final int PRIMAL_FEASIBILITY_TOLERANCE_FIELD_NUMBER- See Also:
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DUAL_FEASIBILITY_TOLERANCE_FIELD_NUMBER
public static final int DUAL_FEASIBILITY_TOLERANCE_FIELD_NUMBER- See Also:
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RATIO_TEST_ZERO_THRESHOLD_FIELD_NUMBER
public static final int RATIO_TEST_ZERO_THRESHOLD_FIELD_NUMBER- See Also:
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HARRIS_TOLERANCE_RATIO_FIELD_NUMBER
public static final int HARRIS_TOLERANCE_RATIO_FIELD_NUMBER- See Also:
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SMALL_PIVOT_THRESHOLD_FIELD_NUMBER
public static final int SMALL_PIVOT_THRESHOLD_FIELD_NUMBER- See Also:
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MINIMUM_ACCEPTABLE_PIVOT_FIELD_NUMBER
public static final int MINIMUM_ACCEPTABLE_PIVOT_FIELD_NUMBER- See Also:
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DROP_TOLERANCE_FIELD_NUMBER
public static final int DROP_TOLERANCE_FIELD_NUMBER- See Also:
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USE_SCALING_FIELD_NUMBER
public static final int USE_SCALING_FIELD_NUMBER- See Also:
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COST_SCALING_FIELD_NUMBER
public static final int COST_SCALING_FIELD_NUMBER- See Also:
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INITIAL_BASIS_FIELD_NUMBER
public static final int INITIAL_BASIS_FIELD_NUMBER- See Also:
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USE_TRANSPOSED_MATRIX_FIELD_NUMBER
public static final int USE_TRANSPOSED_MATRIX_FIELD_NUMBER- See Also:
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BASIS_REFACTORIZATION_PERIOD_FIELD_NUMBER
public static final int BASIS_REFACTORIZATION_PERIOD_FIELD_NUMBER- See Also:
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DYNAMICALLY_ADJUST_REFACTORIZATION_PERIOD_FIELD_NUMBER
public static final int DYNAMICALLY_ADJUST_REFACTORIZATION_PERIOD_FIELD_NUMBER- See Also:
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SOLVE_DUAL_PROBLEM_FIELD_NUMBER
public static final int SOLVE_DUAL_PROBLEM_FIELD_NUMBER- See Also:
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DUALIZER_THRESHOLD_FIELD_NUMBER
public static final int DUALIZER_THRESHOLD_FIELD_NUMBER- See Also:
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SOLUTION_FEASIBILITY_TOLERANCE_FIELD_NUMBER
public static final int SOLUTION_FEASIBILITY_TOLERANCE_FIELD_NUMBER- See Also:
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PROVIDE_STRONG_OPTIMAL_GUARANTEE_FIELD_NUMBER
public static final int PROVIDE_STRONG_OPTIMAL_GUARANTEE_FIELD_NUMBER- See Also:
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CHANGE_STATUS_TO_IMPRECISE_FIELD_NUMBER
public static final int CHANGE_STATUS_TO_IMPRECISE_FIELD_NUMBER- See Also:
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MAX_NUMBER_OF_REOPTIMIZATIONS_FIELD_NUMBER
public static final int MAX_NUMBER_OF_REOPTIMIZATIONS_FIELD_NUMBER- See Also:
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LU_FACTORIZATION_PIVOT_THRESHOLD_FIELD_NUMBER
public static final int LU_FACTORIZATION_PIVOT_THRESHOLD_FIELD_NUMBER- See Also:
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MAX_TIME_IN_SECONDS_FIELD_NUMBER
public static final int MAX_TIME_IN_SECONDS_FIELD_NUMBER- See Also:
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MAX_DETERMINISTIC_TIME_FIELD_NUMBER
public static final int MAX_DETERMINISTIC_TIME_FIELD_NUMBER- See Also:
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MAX_NUMBER_OF_ITERATIONS_FIELD_NUMBER
public static final int MAX_NUMBER_OF_ITERATIONS_FIELD_NUMBER- See Also:
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MARKOWITZ_ZLATEV_PARAMETER_FIELD_NUMBER
public static final int MARKOWITZ_ZLATEV_PARAMETER_FIELD_NUMBER- See Also:
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MARKOWITZ_SINGULARITY_THRESHOLD_FIELD_NUMBER
public static final int MARKOWITZ_SINGULARITY_THRESHOLD_FIELD_NUMBER- See Also:
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USE_DUAL_SIMPLEX_FIELD_NUMBER
public static final int USE_DUAL_SIMPLEX_FIELD_NUMBER- See Also:
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ALLOW_SIMPLEX_ALGORITHM_CHANGE_FIELD_NUMBER
public static final int ALLOW_SIMPLEX_ALGORITHM_CHANGE_FIELD_NUMBER- See Also:
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DEVEX_WEIGHTS_RESET_PERIOD_FIELD_NUMBER
public static final int DEVEX_WEIGHTS_RESET_PERIOD_FIELD_NUMBER- See Also:
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USE_PREPROCESSING_FIELD_NUMBER
public static final int USE_PREPROCESSING_FIELD_NUMBER- See Also:
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USE_MIDDLE_PRODUCT_FORM_UPDATE_FIELD_NUMBER
public static final int USE_MIDDLE_PRODUCT_FORM_UPDATE_FIELD_NUMBER- See Also:
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INITIALIZE_DEVEX_WITH_COLUMN_NORMS_FIELD_NUMBER
public static final int INITIALIZE_DEVEX_WITH_COLUMN_NORMS_FIELD_NUMBER- See Also:
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EXPLOIT_SINGLETON_COLUMN_IN_INITIAL_BASIS_FIELD_NUMBER
public static final int EXPLOIT_SINGLETON_COLUMN_IN_INITIAL_BASIS_FIELD_NUMBER- See Also:
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DUAL_SMALL_PIVOT_THRESHOLD_FIELD_NUMBER
public static final int DUAL_SMALL_PIVOT_THRESHOLD_FIELD_NUMBER- See Also:
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PREPROCESSOR_ZERO_TOLERANCE_FIELD_NUMBER
public static final int PREPROCESSOR_ZERO_TOLERANCE_FIELD_NUMBER- See Also:
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OBJECTIVE_LOWER_LIMIT_FIELD_NUMBER
public static final int OBJECTIVE_LOWER_LIMIT_FIELD_NUMBER- See Also:
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OBJECTIVE_UPPER_LIMIT_FIELD_NUMBER
public static final int OBJECTIVE_UPPER_LIMIT_FIELD_NUMBER- See Also:
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DEGENERATE_MINISTEP_FACTOR_FIELD_NUMBER
public static final int DEGENERATE_MINISTEP_FACTOR_FIELD_NUMBER- See Also:
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RANDOM_SEED_FIELD_NUMBER
public static final int RANDOM_SEED_FIELD_NUMBER- See Also:
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USE_ABSL_RANDOM_FIELD_NUMBER
public static final int USE_ABSL_RANDOM_FIELD_NUMBER- See Also:
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NUM_OMP_THREADS_FIELD_NUMBER
public static final int NUM_OMP_THREADS_FIELD_NUMBER- See Also:
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PERTURB_COSTS_IN_DUAL_SIMPLEX_FIELD_NUMBER
public static final int PERTURB_COSTS_IN_DUAL_SIMPLEX_FIELD_NUMBER- See Also:
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USE_DEDICATED_DUAL_FEASIBILITY_ALGORITHM_FIELD_NUMBER
public static final int USE_DEDICATED_DUAL_FEASIBILITY_ALGORITHM_FIELD_NUMBER- See Also:
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RELATIVE_COST_PERTURBATION_FIELD_NUMBER
public static final int RELATIVE_COST_PERTURBATION_FIELD_NUMBER- See Also:
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RELATIVE_MAX_COST_PERTURBATION_FIELD_NUMBER
public static final int RELATIVE_MAX_COST_PERTURBATION_FIELD_NUMBER- See Also:
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INITIAL_CONDITION_NUMBER_THRESHOLD_FIELD_NUMBER
public static final int INITIAL_CONDITION_NUMBER_THRESHOLD_FIELD_NUMBER- See Also:
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LOG_SEARCH_PROGRESS_FIELD_NUMBER
public static final int LOG_SEARCH_PROGRESS_FIELD_NUMBER- See Also:
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LOG_TO_STDOUT_FIELD_NUMBER
public static final int LOG_TO_STDOUT_FIELD_NUMBER- See Also:
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CROSSOVER_BOUND_SNAPPING_DISTANCE_FIELD_NUMBER
public static final int CROSSOVER_BOUND_SNAPPING_DISTANCE_FIELD_NUMBER- See Also:
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PUSH_TO_VERTEX_FIELD_NUMBER
public static final int PUSH_TO_VERTEX_FIELD_NUMBER- See Also:
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USE_IMPLIED_FREE_PREPROCESSOR_FIELD_NUMBER
public static final int USE_IMPLIED_FREE_PREPROCESSOR_FIELD_NUMBER- See Also:
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MAX_VALID_MAGNITUDE_FIELD_NUMBER
public static final int MAX_VALID_MAGNITUDE_FIELD_NUMBER- See Also:
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DROP_MAGNITUDE_FIELD_NUMBER
public static final int DROP_MAGNITUDE_FIELD_NUMBER- See Also:
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DUAL_PRICE_PRIORITIZE_NORM_FIELD_NUMBER
public static final int DUAL_PRICE_PRIORITIZE_NORM_FIELD_NUMBER- See Also:
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Method Details
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getDescriptor
public static final com.google.protobuf.Descriptors.Descriptor getDescriptor() -
internalGetFieldAccessorTable
protected com.google.protobuf.GeneratedMessage.FieldAccessorTable internalGetFieldAccessorTable()- Specified by:
internalGetFieldAccessorTablein classcom.google.protobuf.GeneratedMessage
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hasScalingMethod
public boolean hasScalingMethod()optional .operations_research.glop.GlopParameters.ScalingAlgorithm scaling_method = 57 [default = EQUILIBRATION];- Specified by:
hasScalingMethodin interfaceGlopParametersOrBuilder- Returns:
- Whether the scalingMethod field is set.
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getScalingMethod
optional .operations_research.glop.GlopParameters.ScalingAlgorithm scaling_method = 57 [default = EQUILIBRATION];- Specified by:
getScalingMethodin interfaceGlopParametersOrBuilder- Returns:
- The scalingMethod.
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hasFeasibilityRule
public boolean hasFeasibilityRule()PricingRule to use during the feasibility phase.
optional .operations_research.glop.GlopParameters.PricingRule feasibility_rule = 1 [default = STEEPEST_EDGE];- Specified by:
hasFeasibilityRulein interfaceGlopParametersOrBuilder- Returns:
- Whether the feasibilityRule field is set.
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getFeasibilityRule
PricingRule to use during the feasibility phase.
optional .operations_research.glop.GlopParameters.PricingRule feasibility_rule = 1 [default = STEEPEST_EDGE];- Specified by:
getFeasibilityRulein interfaceGlopParametersOrBuilder- Returns:
- The feasibilityRule.
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hasOptimizationRule
public boolean hasOptimizationRule()PricingRule to use during the optimization phase.
optional .operations_research.glop.GlopParameters.PricingRule optimization_rule = 2 [default = STEEPEST_EDGE];- Specified by:
hasOptimizationRulein interfaceGlopParametersOrBuilder- Returns:
- Whether the optimizationRule field is set.
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getOptimizationRule
PricingRule to use during the optimization phase.
optional .operations_research.glop.GlopParameters.PricingRule optimization_rule = 2 [default = STEEPEST_EDGE];- Specified by:
getOptimizationRulein interfaceGlopParametersOrBuilder- Returns:
- The optimizationRule.
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hasRefactorizationThreshold
public boolean hasRefactorizationThreshold()We estimate the factorization accuracy of B during each pivot by using the fact that we can compute the pivot coefficient in two ways: - From direction[leaving_row]. - From update_row[entering_column]. If the two values have a relative difference above this threshold, we trigger a refactorization.
optional double refactorization_threshold = 6 [default = 1e-09];- Specified by:
hasRefactorizationThresholdin interfaceGlopParametersOrBuilder- Returns:
- Whether the refactorizationThreshold field is set.
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getRefactorizationThreshold
public double getRefactorizationThreshold()We estimate the factorization accuracy of B during each pivot by using the fact that we can compute the pivot coefficient in two ways: - From direction[leaving_row]. - From update_row[entering_column]. If the two values have a relative difference above this threshold, we trigger a refactorization.
optional double refactorization_threshold = 6 [default = 1e-09];- Specified by:
getRefactorizationThresholdin interfaceGlopParametersOrBuilder- Returns:
- The refactorizationThreshold.
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hasRecomputeReducedCostsThreshold
public boolean hasRecomputeReducedCostsThreshold()We estimate the accuracy of the iteratively computed reduced costs. If it falls below this threshold, we reinitialize them from scratch. Note that such an operation is pretty fast, so we can use a low threshold. It is important to have a good accuracy here (better than the dual_feasibility_tolerance below) to be sure of the sign of such a cost.
optional double recompute_reduced_costs_threshold = 8 [default = 1e-08];- Specified by:
hasRecomputeReducedCostsThresholdin interfaceGlopParametersOrBuilder- Returns:
- Whether the recomputeReducedCostsThreshold field is set.
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getRecomputeReducedCostsThreshold
public double getRecomputeReducedCostsThreshold()We estimate the accuracy of the iteratively computed reduced costs. If it falls below this threshold, we reinitialize them from scratch. Note that such an operation is pretty fast, so we can use a low threshold. It is important to have a good accuracy here (better than the dual_feasibility_tolerance below) to be sure of the sign of such a cost.
optional double recompute_reduced_costs_threshold = 8 [default = 1e-08];- Specified by:
getRecomputeReducedCostsThresholdin interfaceGlopParametersOrBuilder- Returns:
- The recomputeReducedCostsThreshold.
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hasRecomputeEdgesNormThreshold
public boolean hasRecomputeEdgesNormThreshold()Note that the threshold is a relative error on the actual norm (not the squared one) and that edge norms are always greater than 1. Recomputing norms is a really expensive operation and a large threshold is ok since this doesn't impact directly the solution but just the entering variable choice.
optional double recompute_edges_norm_threshold = 9 [default = 100];- Specified by:
hasRecomputeEdgesNormThresholdin interfaceGlopParametersOrBuilder- Returns:
- Whether the recomputeEdgesNormThreshold field is set.
-
getRecomputeEdgesNormThreshold
public double getRecomputeEdgesNormThreshold()Note that the threshold is a relative error on the actual norm (not the squared one) and that edge norms are always greater than 1. Recomputing norms is a really expensive operation and a large threshold is ok since this doesn't impact directly the solution but just the entering variable choice.
optional double recompute_edges_norm_threshold = 9 [default = 100];- Specified by:
getRecomputeEdgesNormThresholdin interfaceGlopParametersOrBuilder- Returns:
- The recomputeEdgesNormThreshold.
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hasPrimalFeasibilityTolerance
public boolean hasPrimalFeasibilityTolerance()This tolerance indicates by how much we allow the variable values to go out of bounds and still consider the current solution primal-feasible. We also use the same tolerance for the error A.x - b. Note that the two errors are closely related if A is scaled in such a way that the greatest coefficient magnitude on each column is 1.0. This is also simply called feasibility tolerance in other solvers.
optional double primal_feasibility_tolerance = 10 [default = 1e-08];- Specified by:
hasPrimalFeasibilityTolerancein interfaceGlopParametersOrBuilder- Returns:
- Whether the primalFeasibilityTolerance field is set.
-
getPrimalFeasibilityTolerance
public double getPrimalFeasibilityTolerance()This tolerance indicates by how much we allow the variable values to go out of bounds and still consider the current solution primal-feasible. We also use the same tolerance for the error A.x - b. Note that the two errors are closely related if A is scaled in such a way that the greatest coefficient magnitude on each column is 1.0. This is also simply called feasibility tolerance in other solvers.
optional double primal_feasibility_tolerance = 10 [default = 1e-08];- Specified by:
getPrimalFeasibilityTolerancein interfaceGlopParametersOrBuilder- Returns:
- The primalFeasibilityTolerance.
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hasDualFeasibilityTolerance
public boolean hasDualFeasibilityTolerance()Variables whose reduced costs have an absolute value smaller than this tolerance are not considered as entering candidates. That is they do not take part in deciding whether a solution is dual-feasible or not. Note that this value can temporarily increase during the execution of the algorithm if the estimated precision of the reduced costs is higher than this tolerance. Note also that we scale the costs (in the presolve step) so that the cost magnitude range contains one. This is also known as the optimality tolerance in other solvers.
optional double dual_feasibility_tolerance = 11 [default = 1e-08];- Specified by:
hasDualFeasibilityTolerancein interfaceGlopParametersOrBuilder- Returns:
- Whether the dualFeasibilityTolerance field is set.
-
getDualFeasibilityTolerance
public double getDualFeasibilityTolerance()Variables whose reduced costs have an absolute value smaller than this tolerance are not considered as entering candidates. That is they do not take part in deciding whether a solution is dual-feasible or not. Note that this value can temporarily increase during the execution of the algorithm if the estimated precision of the reduced costs is higher than this tolerance. Note also that we scale the costs (in the presolve step) so that the cost magnitude range contains one. This is also known as the optimality tolerance in other solvers.
optional double dual_feasibility_tolerance = 11 [default = 1e-08];- Specified by:
getDualFeasibilityTolerancein interfaceGlopParametersOrBuilder- Returns:
- The dualFeasibilityTolerance.
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hasRatioTestZeroThreshold
public boolean hasRatioTestZeroThreshold()During the primal simplex (resp. dual simplex), the coefficients of the direction (resp. update row) with a magnitude lower than this threshold are not considered during the ratio test. This tolerance is related to the precision at which a Solve() involving the basis matrix can be performed. TODO(user): Automatically increase it when we detect that the precision of the Solve() is worse than this.
optional double ratio_test_zero_threshold = 12 [default = 1e-09];- Specified by:
hasRatioTestZeroThresholdin interfaceGlopParametersOrBuilder- Returns:
- Whether the ratioTestZeroThreshold field is set.
-
getRatioTestZeroThreshold
public double getRatioTestZeroThreshold()During the primal simplex (resp. dual simplex), the coefficients of the direction (resp. update row) with a magnitude lower than this threshold are not considered during the ratio test. This tolerance is related to the precision at which a Solve() involving the basis matrix can be performed. TODO(user): Automatically increase it when we detect that the precision of the Solve() is worse than this.
optional double ratio_test_zero_threshold = 12 [default = 1e-09];- Specified by:
getRatioTestZeroThresholdin interfaceGlopParametersOrBuilder- Returns:
- The ratioTestZeroThreshold.
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hasHarrisToleranceRatio
public boolean hasHarrisToleranceRatio()This impacts the ratio test and indicates by how much we allow a basic variable value that we move to go out of bounds. The value should be in [0.0, 1.0) and should be interpreted as a ratio of the primal_feasibility_tolerance. Setting this to 0.0 basically disables the Harris ratio test while setting this too close to 1.0 will make it difficult to keep the variable values inside their bounds modulo the primal_feasibility_tolerance. Note that the same comment applies to the dual simplex ratio test. There, we allow the reduced costs to be of an infeasible sign by as much as this ratio times the dual_feasibility_tolerance.
optional double harris_tolerance_ratio = 13 [default = 0.5];- Specified by:
hasHarrisToleranceRatioin interfaceGlopParametersOrBuilder- Returns:
- Whether the harrisToleranceRatio field is set.
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getHarrisToleranceRatio
public double getHarrisToleranceRatio()This impacts the ratio test and indicates by how much we allow a basic variable value that we move to go out of bounds. The value should be in [0.0, 1.0) and should be interpreted as a ratio of the primal_feasibility_tolerance. Setting this to 0.0 basically disables the Harris ratio test while setting this too close to 1.0 will make it difficult to keep the variable values inside their bounds modulo the primal_feasibility_tolerance. Note that the same comment applies to the dual simplex ratio test. There, we allow the reduced costs to be of an infeasible sign by as much as this ratio times the dual_feasibility_tolerance.
optional double harris_tolerance_ratio = 13 [default = 0.5];- Specified by:
getHarrisToleranceRatioin interfaceGlopParametersOrBuilder- Returns:
- The harrisToleranceRatio.
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hasSmallPivotThreshold
public boolean hasSmallPivotThreshold()When we choose the leaving variable, we want to avoid small pivot because they are the less precise and may cause numerical instabilities. For a pivot under this threshold times the infinity norm of the direction, we try various countermeasures in order to avoid using it.
optional double small_pivot_threshold = 14 [default = 1e-06];- Specified by:
hasSmallPivotThresholdin interfaceGlopParametersOrBuilder- Returns:
- Whether the smallPivotThreshold field is set.
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getSmallPivotThreshold
public double getSmallPivotThreshold()When we choose the leaving variable, we want to avoid small pivot because they are the less precise and may cause numerical instabilities. For a pivot under this threshold times the infinity norm of the direction, we try various countermeasures in order to avoid using it.
optional double small_pivot_threshold = 14 [default = 1e-06];- Specified by:
getSmallPivotThresholdin interfaceGlopParametersOrBuilder- Returns:
- The smallPivotThreshold.
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hasMinimumAcceptablePivot
public boolean hasMinimumAcceptablePivot()We never follow a basis change with a pivot under this threshold.
optional double minimum_acceptable_pivot = 15 [default = 1e-06];- Specified by:
hasMinimumAcceptablePivotin interfaceGlopParametersOrBuilder- Returns:
- Whether the minimumAcceptablePivot field is set.
-
getMinimumAcceptablePivot
public double getMinimumAcceptablePivot()We never follow a basis change with a pivot under this threshold.
optional double minimum_acceptable_pivot = 15 [default = 1e-06];- Specified by:
getMinimumAcceptablePivotin interfaceGlopParametersOrBuilder- Returns:
- The minimumAcceptablePivot.
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hasDropTolerance
public boolean hasDropTolerance()In order to increase the sparsity of the manipulated vectors, floating point values with a magnitude smaller than this parameter are set to zero (only in some places). This parameter should be positive or zero.
optional double drop_tolerance = 52 [default = 1e-14];- Specified by:
hasDropTolerancein interfaceGlopParametersOrBuilder- Returns:
- Whether the dropTolerance field is set.
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getDropTolerance
public double getDropTolerance()In order to increase the sparsity of the manipulated vectors, floating point values with a magnitude smaller than this parameter are set to zero (only in some places). This parameter should be positive or zero.
optional double drop_tolerance = 52 [default = 1e-14];- Specified by:
getDropTolerancein interfaceGlopParametersOrBuilder- Returns:
- The dropTolerance.
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hasUseScaling
public boolean hasUseScaling()Whether or not we scale the matrix A so that the maximum coefficient on each line and each column is 1.0.
optional bool use_scaling = 16 [default = true];- Specified by:
hasUseScalingin interfaceGlopParametersOrBuilder- Returns:
- Whether the useScaling field is set.
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getUseScaling
public boolean getUseScaling()Whether or not we scale the matrix A so that the maximum coefficient on each line and each column is 1.0.
optional bool use_scaling = 16 [default = true];- Specified by:
getUseScalingin interfaceGlopParametersOrBuilder- Returns:
- The useScaling.
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hasCostScaling
public boolean hasCostScaling()optional .operations_research.glop.GlopParameters.CostScalingAlgorithm cost_scaling = 60 [default = CONTAIN_ONE_COST_SCALING];- Specified by:
hasCostScalingin interfaceGlopParametersOrBuilder- Returns:
- Whether the costScaling field is set.
-
getCostScaling
optional .operations_research.glop.GlopParameters.CostScalingAlgorithm cost_scaling = 60 [default = CONTAIN_ONE_COST_SCALING];- Specified by:
getCostScalingin interfaceGlopParametersOrBuilder- Returns:
- The costScaling.
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hasInitialBasis
public boolean hasInitialBasis()What heuristic is used to try to replace the fixed slack columns in the initial basis of the primal simplex.
optional .operations_research.glop.GlopParameters.InitialBasisHeuristic initial_basis = 17 [default = TRIANGULAR];- Specified by:
hasInitialBasisin interfaceGlopParametersOrBuilder- Returns:
- Whether the initialBasis field is set.
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getInitialBasis
What heuristic is used to try to replace the fixed slack columns in the initial basis of the primal simplex.
optional .operations_research.glop.GlopParameters.InitialBasisHeuristic initial_basis = 17 [default = TRIANGULAR];- Specified by:
getInitialBasisin interfaceGlopParametersOrBuilder- Returns:
- The initialBasis.
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hasUseTransposedMatrix
public boolean hasUseTransposedMatrix()Whether or not we keep a transposed version of the matrix A to speed-up the pricing at the cost of extra memory and the initial tranposition computation.
optional bool use_transposed_matrix = 18 [default = true];- Specified by:
hasUseTransposedMatrixin interfaceGlopParametersOrBuilder- Returns:
- Whether the useTransposedMatrix field is set.
-
getUseTransposedMatrix
public boolean getUseTransposedMatrix()Whether or not we keep a transposed version of the matrix A to speed-up the pricing at the cost of extra memory and the initial tranposition computation.
optional bool use_transposed_matrix = 18 [default = true];- Specified by:
getUseTransposedMatrixin interfaceGlopParametersOrBuilder- Returns:
- The useTransposedMatrix.
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hasBasisRefactorizationPeriod
public boolean hasBasisRefactorizationPeriod()Number of iterations between two basis refactorizations. Note that various conditions in the algorithm may trigger a refactorization before this period is reached. Set this to 0 if you want to refactorize at each step.
optional int32 basis_refactorization_period = 19 [default = 64];- Specified by:
hasBasisRefactorizationPeriodin interfaceGlopParametersOrBuilder- Returns:
- Whether the basisRefactorizationPeriod field is set.
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getBasisRefactorizationPeriod
public int getBasisRefactorizationPeriod()Number of iterations between two basis refactorizations. Note that various conditions in the algorithm may trigger a refactorization before this period is reached. Set this to 0 if you want to refactorize at each step.
optional int32 basis_refactorization_period = 19 [default = 64];- Specified by:
getBasisRefactorizationPeriodin interfaceGlopParametersOrBuilder- Returns:
- The basisRefactorizationPeriod.
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hasDynamicallyAdjustRefactorizationPeriod
public boolean hasDynamicallyAdjustRefactorizationPeriod()If this is true, then basis_refactorization_period becomes a lower bound on the number of iterations between two refactorization (provided there is no numerical accuracy issues). Depending on the estimated time to refactorize vs the extra time spend in each solves because of the LU update, we try to balance the two times.
optional bool dynamically_adjust_refactorization_period = 63 [default = true];- Specified by:
hasDynamicallyAdjustRefactorizationPeriodin interfaceGlopParametersOrBuilder- Returns:
- Whether the dynamicallyAdjustRefactorizationPeriod field is set.
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getDynamicallyAdjustRefactorizationPeriod
public boolean getDynamicallyAdjustRefactorizationPeriod()If this is true, then basis_refactorization_period becomes a lower bound on the number of iterations between two refactorization (provided there is no numerical accuracy issues). Depending on the estimated time to refactorize vs the extra time spend in each solves because of the LU update, we try to balance the two times.
optional bool dynamically_adjust_refactorization_period = 63 [default = true];- Specified by:
getDynamicallyAdjustRefactorizationPeriodin interfaceGlopParametersOrBuilder- Returns:
- The dynamicallyAdjustRefactorizationPeriod.
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hasSolveDualProblem
public boolean hasSolveDualProblem()Whether or not we solve the dual of the given problem. With a value of auto, the algorithm decide which approach is probably the fastest depending on the problem dimensions (see dualizer_threshold).
optional .operations_research.glop.GlopParameters.SolverBehavior solve_dual_problem = 20 [default = LET_SOLVER_DECIDE];- Specified by:
hasSolveDualProblemin interfaceGlopParametersOrBuilder- Returns:
- Whether the solveDualProblem field is set.
-
getSolveDualProblem
Whether or not we solve the dual of the given problem. With a value of auto, the algorithm decide which approach is probably the fastest depending on the problem dimensions (see dualizer_threshold).
optional .operations_research.glop.GlopParameters.SolverBehavior solve_dual_problem = 20 [default = LET_SOLVER_DECIDE];- Specified by:
getSolveDualProblemin interfaceGlopParametersOrBuilder- Returns:
- The solveDualProblem.
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hasDualizerThreshold
public boolean hasDualizerThreshold()When solve_dual_problem is LET_SOLVER_DECIDE, take the dual if the number of constraints of the problem is more than this threshold times the number of variables.
optional double dualizer_threshold = 21 [default = 1.5];- Specified by:
hasDualizerThresholdin interfaceGlopParametersOrBuilder- Returns:
- Whether the dualizerThreshold field is set.
-
getDualizerThreshold
public double getDualizerThreshold()When solve_dual_problem is LET_SOLVER_DECIDE, take the dual if the number of constraints of the problem is more than this threshold times the number of variables.
optional double dualizer_threshold = 21 [default = 1.5];- Specified by:
getDualizerThresholdin interfaceGlopParametersOrBuilder- Returns:
- The dualizerThreshold.
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hasSolutionFeasibilityTolerance
public boolean hasSolutionFeasibilityTolerance()When the problem status is OPTIMAL, we check the optimality using this relative tolerance and change the status to IMPRECISE if an issue is detected. The tolerance is "relative" in the sense that our thresholds are: - tolerance * max(1.0, abs(bound)) for crossing a given bound. - tolerance * max(1.0, abs(cost)) for an infeasible reduced cost. - tolerance for an infeasible dual value.
optional double solution_feasibility_tolerance = 22 [default = 1e-06];- Specified by:
hasSolutionFeasibilityTolerancein interfaceGlopParametersOrBuilder- Returns:
- Whether the solutionFeasibilityTolerance field is set.
-
getSolutionFeasibilityTolerance
public double getSolutionFeasibilityTolerance()When the problem status is OPTIMAL, we check the optimality using this relative tolerance and change the status to IMPRECISE if an issue is detected. The tolerance is "relative" in the sense that our thresholds are: - tolerance * max(1.0, abs(bound)) for crossing a given bound. - tolerance * max(1.0, abs(cost)) for an infeasible reduced cost. - tolerance for an infeasible dual value.
optional double solution_feasibility_tolerance = 22 [default = 1e-06];- Specified by:
getSolutionFeasibilityTolerancein interfaceGlopParametersOrBuilder- Returns:
- The solutionFeasibilityTolerance.
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hasProvideStrongOptimalGuarantee
public boolean hasProvideStrongOptimalGuarantee()If true, then when the solver returns a solution with an OPTIMAL status, we can guarantee that: - The primal variable are in their bounds. - The dual variable are in their bounds. - If we modify each component of the right-hand side a bit and each component of the objective function a bit, then the pair (primal values, dual values) is an EXACT optimal solution of the perturbed problem. - The modifications above are smaller than the associated tolerances as defined in the comment for solution_feasibility_tolerance (*). (*): This is the only place where the guarantee is not tight since we compute the upper bounds with scalar product of the primal/dual solution and the initial problem coefficients with only double precision. Note that whether or not this option is true, we still check the primal/dual infeasibility and objective gap. However if it is false, we don't move the primal/dual values within their bounds and leave them untouched.
optional bool provide_strong_optimal_guarantee = 24 [default = true];- Specified by:
hasProvideStrongOptimalGuaranteein interfaceGlopParametersOrBuilder- Returns:
- Whether the provideStrongOptimalGuarantee field is set.
-
getProvideStrongOptimalGuarantee
public boolean getProvideStrongOptimalGuarantee()If true, then when the solver returns a solution with an OPTIMAL status, we can guarantee that: - The primal variable are in their bounds. - The dual variable are in their bounds. - If we modify each component of the right-hand side a bit and each component of the objective function a bit, then the pair (primal values, dual values) is an EXACT optimal solution of the perturbed problem. - The modifications above are smaller than the associated tolerances as defined in the comment for solution_feasibility_tolerance (*). (*): This is the only place where the guarantee is not tight since we compute the upper bounds with scalar product of the primal/dual solution and the initial problem coefficients with only double precision. Note that whether or not this option is true, we still check the primal/dual infeasibility and objective gap. However if it is false, we don't move the primal/dual values within their bounds and leave them untouched.
optional bool provide_strong_optimal_guarantee = 24 [default = true];- Specified by:
getProvideStrongOptimalGuaranteein interfaceGlopParametersOrBuilder- Returns:
- The provideStrongOptimalGuarantee.
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hasChangeStatusToImprecise
public boolean hasChangeStatusToImprecise()If true, the internal API will change the return status to imprecise if the solution does not respect the internal tolerances.
optional bool change_status_to_imprecise = 58 [default = true];- Specified by:
hasChangeStatusToImprecisein interfaceGlopParametersOrBuilder- Returns:
- Whether the changeStatusToImprecise field is set.
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getChangeStatusToImprecise
public boolean getChangeStatusToImprecise()If true, the internal API will change the return status to imprecise if the solution does not respect the internal tolerances.
optional bool change_status_to_imprecise = 58 [default = true];- Specified by:
getChangeStatusToImprecisein interfaceGlopParametersOrBuilder- Returns:
- The changeStatusToImprecise.
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hasMaxNumberOfReoptimizations
public boolean hasMaxNumberOfReoptimizations()When the solution of phase II is imprecise, we re-run the phase II with the opposite algorithm from that imprecise solution (i.e., if primal or dual simplex was used, we use dual or primal simplex, respectively). We repeat such re-optimization until the solution is precise, or we hit this limit.
optional double max_number_of_reoptimizations = 56 [default = 40];- Specified by:
hasMaxNumberOfReoptimizationsin interfaceGlopParametersOrBuilder- Returns:
- Whether the maxNumberOfReoptimizations field is set.
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getMaxNumberOfReoptimizations
public double getMaxNumberOfReoptimizations()When the solution of phase II is imprecise, we re-run the phase II with the opposite algorithm from that imprecise solution (i.e., if primal or dual simplex was used, we use dual or primal simplex, respectively). We repeat such re-optimization until the solution is precise, or we hit this limit.
optional double max_number_of_reoptimizations = 56 [default = 40];- Specified by:
getMaxNumberOfReoptimizationsin interfaceGlopParametersOrBuilder- Returns:
- The maxNumberOfReoptimizations.
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hasLuFactorizationPivotThreshold
public boolean hasLuFactorizationPivotThreshold()Threshold for LU-factorization: for stability reasons, the magnitude of the chosen pivot at a given step is guaranteed to be greater than this threshold times the maximum magnitude of all the possible pivot choices in the same column. The value must be in [0,1].
optional double lu_factorization_pivot_threshold = 25 [default = 0.01];- Specified by:
hasLuFactorizationPivotThresholdin interfaceGlopParametersOrBuilder- Returns:
- Whether the luFactorizationPivotThreshold field is set.
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getLuFactorizationPivotThreshold
public double getLuFactorizationPivotThreshold()Threshold for LU-factorization: for stability reasons, the magnitude of the chosen pivot at a given step is guaranteed to be greater than this threshold times the maximum magnitude of all the possible pivot choices in the same column. The value must be in [0,1].
optional double lu_factorization_pivot_threshold = 25 [default = 0.01];- Specified by:
getLuFactorizationPivotThresholdin interfaceGlopParametersOrBuilder- Returns:
- The luFactorizationPivotThreshold.
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hasMaxTimeInSeconds
public boolean hasMaxTimeInSeconds()Maximum time allowed in seconds to solve a problem.
optional double max_time_in_seconds = 26 [default = inf];- Specified by:
hasMaxTimeInSecondsin interfaceGlopParametersOrBuilder- Returns:
- Whether the maxTimeInSeconds field is set.
-
getMaxTimeInSeconds
public double getMaxTimeInSeconds()Maximum time allowed in seconds to solve a problem.
optional double max_time_in_seconds = 26 [default = inf];- Specified by:
getMaxTimeInSecondsin interfaceGlopParametersOrBuilder- Returns:
- The maxTimeInSeconds.
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hasMaxDeterministicTime
public boolean hasMaxDeterministicTime()Maximum deterministic time allowed to solve a problem. The deterministic time is more or less correlated to the running time, and its unit should be around the second (at least on a Xeon(R) CPU E5-1650 v2 @ 3.50GHz). TODO(user): Improve the correlation.
optional double max_deterministic_time = 45 [default = inf];- Specified by:
hasMaxDeterministicTimein interfaceGlopParametersOrBuilder- Returns:
- Whether the maxDeterministicTime field is set.
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getMaxDeterministicTime
public double getMaxDeterministicTime()Maximum deterministic time allowed to solve a problem. The deterministic time is more or less correlated to the running time, and its unit should be around the second (at least on a Xeon(R) CPU E5-1650 v2 @ 3.50GHz). TODO(user): Improve the correlation.
optional double max_deterministic_time = 45 [default = inf];- Specified by:
getMaxDeterministicTimein interfaceGlopParametersOrBuilder- Returns:
- The maxDeterministicTime.
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hasMaxNumberOfIterations
public boolean hasMaxNumberOfIterations()Maximum number of simplex iterations to solve a problem. A value of -1 means no limit.
optional int64 max_number_of_iterations = 27 [default = -1];- Specified by:
hasMaxNumberOfIterationsin interfaceGlopParametersOrBuilder- Returns:
- Whether the maxNumberOfIterations field is set.
-
getMaxNumberOfIterations
public long getMaxNumberOfIterations()Maximum number of simplex iterations to solve a problem. A value of -1 means no limit.
optional int64 max_number_of_iterations = 27 [default = -1];- Specified by:
getMaxNumberOfIterationsin interfaceGlopParametersOrBuilder- Returns:
- The maxNumberOfIterations.
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hasMarkowitzZlatevParameter
public boolean hasMarkowitzZlatevParameter()How many columns do we look at in the Markowitz pivoting rule to find a good pivot. See markowitz.h.
optional int32 markowitz_zlatev_parameter = 29 [default = 3];- Specified by:
hasMarkowitzZlatevParameterin interfaceGlopParametersOrBuilder- Returns:
- Whether the markowitzZlatevParameter field is set.
-
getMarkowitzZlatevParameter
public int getMarkowitzZlatevParameter()How many columns do we look at in the Markowitz pivoting rule to find a good pivot. See markowitz.h.
optional int32 markowitz_zlatev_parameter = 29 [default = 3];- Specified by:
getMarkowitzZlatevParameterin interfaceGlopParametersOrBuilder- Returns:
- The markowitzZlatevParameter.
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hasMarkowitzSingularityThreshold
public boolean hasMarkowitzSingularityThreshold()If a pivot magnitude is smaller than this during the Markowitz LU factorization, then the matrix is assumed to be singular. Note that this is an absolute threshold and is not relative to the other possible pivots on the same column (see lu_factorization_pivot_threshold).
optional double markowitz_singularity_threshold = 30 [default = 1e-15];- Specified by:
hasMarkowitzSingularityThresholdin interfaceGlopParametersOrBuilder- Returns:
- Whether the markowitzSingularityThreshold field is set.
-
getMarkowitzSingularityThreshold
public double getMarkowitzSingularityThreshold()If a pivot magnitude is smaller than this during the Markowitz LU factorization, then the matrix is assumed to be singular. Note that this is an absolute threshold and is not relative to the other possible pivots on the same column (see lu_factorization_pivot_threshold).
optional double markowitz_singularity_threshold = 30 [default = 1e-15];- Specified by:
getMarkowitzSingularityThresholdin interfaceGlopParametersOrBuilder- Returns:
- The markowitzSingularityThreshold.
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hasUseDualSimplex
public boolean hasUseDualSimplex()Whether or not we use the dual simplex algorithm instead of the primal.
optional bool use_dual_simplex = 31 [default = false];- Specified by:
hasUseDualSimplexin interfaceGlopParametersOrBuilder- Returns:
- Whether the useDualSimplex field is set.
-
getUseDualSimplex
public boolean getUseDualSimplex()Whether or not we use the dual simplex algorithm instead of the primal.
optional bool use_dual_simplex = 31 [default = false];- Specified by:
getUseDualSimplexin interfaceGlopParametersOrBuilder- Returns:
- The useDualSimplex.
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hasAllowSimplexAlgorithmChange
public boolean hasAllowSimplexAlgorithmChange()During incremental solve, let the solver decide if it use the primal or dual simplex algorithm depending on the current solution and on the new problem. Note that even if this is true, the value of use_dual_simplex still indicates the default algorithm that the solver will use.
optional bool allow_simplex_algorithm_change = 32 [default = false];- Specified by:
hasAllowSimplexAlgorithmChangein interfaceGlopParametersOrBuilder- Returns:
- Whether the allowSimplexAlgorithmChange field is set.
-
getAllowSimplexAlgorithmChange
public boolean getAllowSimplexAlgorithmChange()During incremental solve, let the solver decide if it use the primal or dual simplex algorithm depending on the current solution and on the new problem. Note that even if this is true, the value of use_dual_simplex still indicates the default algorithm that the solver will use.
optional bool allow_simplex_algorithm_change = 32 [default = false];- Specified by:
getAllowSimplexAlgorithmChangein interfaceGlopParametersOrBuilder- Returns:
- The allowSimplexAlgorithmChange.
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hasDevexWeightsResetPeriod
public boolean hasDevexWeightsResetPeriod()Devex weights will be reset to 1.0 after that number of updates.
optional int32 devex_weights_reset_period = 33 [default = 150];- Specified by:
hasDevexWeightsResetPeriodin interfaceGlopParametersOrBuilder- Returns:
- Whether the devexWeightsResetPeriod field is set.
-
getDevexWeightsResetPeriod
public int getDevexWeightsResetPeriod()Devex weights will be reset to 1.0 after that number of updates.
optional int32 devex_weights_reset_period = 33 [default = 150];- Specified by:
getDevexWeightsResetPeriodin interfaceGlopParametersOrBuilder- Returns:
- The devexWeightsResetPeriod.
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hasUsePreprocessing
public boolean hasUsePreprocessing()Whether or not we use advanced preprocessing techniques.
optional bool use_preprocessing = 34 [default = true];- Specified by:
hasUsePreprocessingin interfaceGlopParametersOrBuilder- Returns:
- Whether the usePreprocessing field is set.
-
getUsePreprocessing
public boolean getUsePreprocessing()Whether or not we use advanced preprocessing techniques.
optional bool use_preprocessing = 34 [default = true];- Specified by:
getUsePreprocessingin interfaceGlopParametersOrBuilder- Returns:
- The usePreprocessing.
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hasUseMiddleProductFormUpdate
public boolean hasUseMiddleProductFormUpdate()Whether or not to use the middle product form update rather than the standard eta LU update. The middle form product update should be a lot more efficient (close to the Forrest-Tomlin update, a bit slower but easier to implement). See for more details: Qi Huangfu, J. A. Julian Hall, "Novel update techniques for the revised simplex method", 28 january 2013, Technical Report ERGO-13-0001 http://www.maths.ed.ac.uk/hall/HuHa12/ERGO-13-001.pdf
optional bool use_middle_product_form_update = 35 [default = true];- Specified by:
hasUseMiddleProductFormUpdatein interfaceGlopParametersOrBuilder- Returns:
- Whether the useMiddleProductFormUpdate field is set.
-
getUseMiddleProductFormUpdate
public boolean getUseMiddleProductFormUpdate()Whether or not to use the middle product form update rather than the standard eta LU update. The middle form product update should be a lot more efficient (close to the Forrest-Tomlin update, a bit slower but easier to implement). See for more details: Qi Huangfu, J. A. Julian Hall, "Novel update techniques for the revised simplex method", 28 january 2013, Technical Report ERGO-13-0001 http://www.maths.ed.ac.uk/hall/HuHa12/ERGO-13-001.pdf
optional bool use_middle_product_form_update = 35 [default = true];- Specified by:
getUseMiddleProductFormUpdatein interfaceGlopParametersOrBuilder- Returns:
- The useMiddleProductFormUpdate.
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hasInitializeDevexWithColumnNorms
public boolean hasInitializeDevexWithColumnNorms()Whether we initialize devex weights to 1.0 or to the norms of the matrix columns.
optional bool initialize_devex_with_column_norms = 36 [default = true];- Specified by:
hasInitializeDevexWithColumnNormsin interfaceGlopParametersOrBuilder- Returns:
- Whether the initializeDevexWithColumnNorms field is set.
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getInitializeDevexWithColumnNorms
public boolean getInitializeDevexWithColumnNorms()Whether we initialize devex weights to 1.0 or to the norms of the matrix columns.
optional bool initialize_devex_with_column_norms = 36 [default = true];- Specified by:
getInitializeDevexWithColumnNormsin interfaceGlopParametersOrBuilder- Returns:
- The initializeDevexWithColumnNorms.
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hasExploitSingletonColumnInInitialBasis
public boolean hasExploitSingletonColumnInInitialBasis()Whether or not we exploit the singleton columns already present in the problem when we create the initial basis.
optional bool exploit_singleton_column_in_initial_basis = 37 [default = true];- Specified by:
hasExploitSingletonColumnInInitialBasisin interfaceGlopParametersOrBuilder- Returns:
- Whether the exploitSingletonColumnInInitialBasis field is set.
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getExploitSingletonColumnInInitialBasis
public boolean getExploitSingletonColumnInInitialBasis()Whether or not we exploit the singleton columns already present in the problem when we create the initial basis.
optional bool exploit_singleton_column_in_initial_basis = 37 [default = true];- Specified by:
getExploitSingletonColumnInInitialBasisin interfaceGlopParametersOrBuilder- Returns:
- The exploitSingletonColumnInInitialBasis.
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hasDualSmallPivotThreshold
public boolean hasDualSmallPivotThreshold()Like small_pivot_threshold but for the dual simplex. This is needed because the dual algorithm does not interpret this value in the same way. TODO(user): Clean this up and use the same small pivot detection.
optional double dual_small_pivot_threshold = 38 [default = 0.0001];- Specified by:
hasDualSmallPivotThresholdin interfaceGlopParametersOrBuilder- Returns:
- Whether the dualSmallPivotThreshold field is set.
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getDualSmallPivotThreshold
public double getDualSmallPivotThreshold()Like small_pivot_threshold but for the dual simplex. This is needed because the dual algorithm does not interpret this value in the same way. TODO(user): Clean this up and use the same small pivot detection.
optional double dual_small_pivot_threshold = 38 [default = 0.0001];- Specified by:
getDualSmallPivotThresholdin interfaceGlopParametersOrBuilder- Returns:
- The dualSmallPivotThreshold.
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hasPreprocessorZeroTolerance
public boolean hasPreprocessorZeroTolerance()A floating point tolerance used by the preprocessors. This is used for things like detecting if two columns/rows are proportional or if an interval is empty. Note that the preprocessors also use solution_feasibility_tolerance() to detect if a problem is infeasible.
optional double preprocessor_zero_tolerance = 39 [default = 1e-09];- Specified by:
hasPreprocessorZeroTolerancein interfaceGlopParametersOrBuilder- Returns:
- Whether the preprocessorZeroTolerance field is set.
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getPreprocessorZeroTolerance
public double getPreprocessorZeroTolerance()A floating point tolerance used by the preprocessors. This is used for things like detecting if two columns/rows are proportional or if an interval is empty. Note that the preprocessors also use solution_feasibility_tolerance() to detect if a problem is infeasible.
optional double preprocessor_zero_tolerance = 39 [default = 1e-09];- Specified by:
getPreprocessorZeroTolerancein interfaceGlopParametersOrBuilder- Returns:
- The preprocessorZeroTolerance.
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hasObjectiveLowerLimit
public boolean hasObjectiveLowerLimit()The solver will stop as soon as it has proven that the objective is smaller than objective_lower_limit or greater than objective_upper_limit. Depending on the simplex algorithm (primal or dual) and the optimization direction, note that only one bound will be used at the time. Important: The solver does not add any tolerances to these values, and as soon as the objective (as computed by the solver, so with some imprecision) crosses one of these bounds (strictly), the search will stop. It is up to the client to add any tolerance if needed.
optional double objective_lower_limit = 40 [default = -inf];- Specified by:
hasObjectiveLowerLimitin interfaceGlopParametersOrBuilder- Returns:
- Whether the objectiveLowerLimit field is set.
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getObjectiveLowerLimit
public double getObjectiveLowerLimit()The solver will stop as soon as it has proven that the objective is smaller than objective_lower_limit or greater than objective_upper_limit. Depending on the simplex algorithm (primal or dual) and the optimization direction, note that only one bound will be used at the time. Important: The solver does not add any tolerances to these values, and as soon as the objective (as computed by the solver, so with some imprecision) crosses one of these bounds (strictly), the search will stop. It is up to the client to add any tolerance if needed.
optional double objective_lower_limit = 40 [default = -inf];- Specified by:
getObjectiveLowerLimitin interfaceGlopParametersOrBuilder- Returns:
- The objectiveLowerLimit.
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hasObjectiveUpperLimit
public boolean hasObjectiveUpperLimit()optional double objective_upper_limit = 41 [default = inf];- Specified by:
hasObjectiveUpperLimitin interfaceGlopParametersOrBuilder- Returns:
- Whether the objectiveUpperLimit field is set.
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getObjectiveUpperLimit
public double getObjectiveUpperLimit()optional double objective_upper_limit = 41 [default = inf];- Specified by:
getObjectiveUpperLimitin interfaceGlopParametersOrBuilder- Returns:
- The objectiveUpperLimit.
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hasDegenerateMinistepFactor
public boolean hasDegenerateMinistepFactor()During a degenerate iteration, the more conservative approach is to do a step of length zero (while shifting the bound of the leaving variable). That is, the variable values are unchanged for the primal simplex or the reduced cost are unchanged for the dual simplex. However, instead of doing a step of length zero, it seems to be better on degenerate problems to do a small positive step. This is what is recommended in the EXPAND procedure described in: P. E. Gill, W. Murray, M. A. Saunders, and M. H. Wright. "A practical anti- cycling procedure for linearly constrained optimization". Mathematical Programming, 45:437\u2013474, 1989. Here, during a degenerate iteration we do a small positive step of this factor times the primal (resp. dual) tolerance. In the primal simplex, this may effectively push variable values (very slightly) further out of their bounds (resp. reduced costs for the dual simplex). Setting this to zero reverts to the more conservative approach of a zero step during degenerate iterations.
optional double degenerate_ministep_factor = 42 [default = 0.01];- Specified by:
hasDegenerateMinistepFactorin interfaceGlopParametersOrBuilder- Returns:
- Whether the degenerateMinistepFactor field is set.
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getDegenerateMinistepFactor
public double getDegenerateMinistepFactor()During a degenerate iteration, the more conservative approach is to do a step of length zero (while shifting the bound of the leaving variable). That is, the variable values are unchanged for the primal simplex or the reduced cost are unchanged for the dual simplex. However, instead of doing a step of length zero, it seems to be better on degenerate problems to do a small positive step. This is what is recommended in the EXPAND procedure described in: P. E. Gill, W. Murray, M. A. Saunders, and M. H. Wright. "A practical anti- cycling procedure for linearly constrained optimization". Mathematical Programming, 45:437\u2013474, 1989. Here, during a degenerate iteration we do a small positive step of this factor times the primal (resp. dual) tolerance. In the primal simplex, this may effectively push variable values (very slightly) further out of their bounds (resp. reduced costs for the dual simplex). Setting this to zero reverts to the more conservative approach of a zero step during degenerate iterations.
optional double degenerate_ministep_factor = 42 [default = 0.01];- Specified by:
getDegenerateMinistepFactorin interfaceGlopParametersOrBuilder- Returns:
- The degenerateMinistepFactor.
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hasRandomSeed
public boolean hasRandomSeed()At the beginning of each solve, the random number generator used in some part of the solver is reinitialized to this seed. If you change the random seed, the solver may make different choices during the solving process. Note that this may lead to a different solution, for example a different optimal basis. For some problems, the running time may vary a lot depending on small change in the solving algorithm. Running the solver with different seeds enables to have more robust benchmarks when evaluating new features. Also note that the solver is fully deterministic: two runs of the same binary, on the same machine, on the exact same data and with the same parameters will go through the exact same iterations. If they hit a time limit, they might of course yield different results because one will have advanced farther than the other.
optional int32 random_seed = 43 [default = 1];- Specified by:
hasRandomSeedin interfaceGlopParametersOrBuilder- Returns:
- Whether the randomSeed field is set.
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getRandomSeed
public int getRandomSeed()At the beginning of each solve, the random number generator used in some part of the solver is reinitialized to this seed. If you change the random seed, the solver may make different choices during the solving process. Note that this may lead to a different solution, for example a different optimal basis. For some problems, the running time may vary a lot depending on small change in the solving algorithm. Running the solver with different seeds enables to have more robust benchmarks when evaluating new features. Also note that the solver is fully deterministic: two runs of the same binary, on the same machine, on the exact same data and with the same parameters will go through the exact same iterations. If they hit a time limit, they might of course yield different results because one will have advanced farther than the other.
optional int32 random_seed = 43 [default = 1];- Specified by:
getRandomSeedin interfaceGlopParametersOrBuilder- Returns:
- The randomSeed.
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hasUseAbslRandom
public boolean hasUseAbslRandom()Whether to use absl::BitGen instead of MTRandom.
optional bool use_absl_random = 72 [default = false];- Specified by:
hasUseAbslRandomin interfaceGlopParametersOrBuilder- Returns:
- Whether the useAbslRandom field is set.
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getUseAbslRandom
public boolean getUseAbslRandom()Whether to use absl::BitGen instead of MTRandom.
optional bool use_absl_random = 72 [default = false];- Specified by:
getUseAbslRandomin interfaceGlopParametersOrBuilder- Returns:
- The useAbslRandom.
-
hasNumOmpThreads
public boolean hasNumOmpThreads()Number of threads in the OMP parallel sections. If left to 1, the code will not create any OMP threads and will remain single-threaded.
optional int32 num_omp_threads = 44 [default = 1];- Specified by:
hasNumOmpThreadsin interfaceGlopParametersOrBuilder- Returns:
- Whether the numOmpThreads field is set.
-
getNumOmpThreads
public int getNumOmpThreads()Number of threads in the OMP parallel sections. If left to 1, the code will not create any OMP threads and will remain single-threaded.
optional int32 num_omp_threads = 44 [default = 1];- Specified by:
getNumOmpThreadsin interfaceGlopParametersOrBuilder- Returns:
- The numOmpThreads.
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hasPerturbCostsInDualSimplex
public boolean hasPerturbCostsInDualSimplex()When this is true, then the costs are randomly perturbed before the dual simplex is even started. This has been shown to improve the dual simplex performance. For a good reference, see Huangfu Q (2013) "High performance simplex solver", Ph.D, dissertation, University of Edinburgh.
optional bool perturb_costs_in_dual_simplex = 53 [default = false];- Specified by:
hasPerturbCostsInDualSimplexin interfaceGlopParametersOrBuilder- Returns:
- Whether the perturbCostsInDualSimplex field is set.
-
getPerturbCostsInDualSimplex
public boolean getPerturbCostsInDualSimplex()When this is true, then the costs are randomly perturbed before the dual simplex is even started. This has been shown to improve the dual simplex performance. For a good reference, see Huangfu Q (2013) "High performance simplex solver", Ph.D, dissertation, University of Edinburgh.
optional bool perturb_costs_in_dual_simplex = 53 [default = false];- Specified by:
getPerturbCostsInDualSimplexin interfaceGlopParametersOrBuilder- Returns:
- The perturbCostsInDualSimplex.
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hasUseDedicatedDualFeasibilityAlgorithm
public boolean hasUseDedicatedDualFeasibilityAlgorithm()We have two possible dual phase I algorithms. Both work on an LP that minimize the sum of dual infeasiblities. One use dedicated code (when this param is true), the other one use exactly the same code as the dual phase II but on an auxiliary problem where the variable bounds of the original problem are changed. TODO(user): For now we have both, but ideally the non-dedicated version will win since it is a lot less code to maintain.
optional bool use_dedicated_dual_feasibility_algorithm = 62 [default = true];- Specified by:
hasUseDedicatedDualFeasibilityAlgorithmin interfaceGlopParametersOrBuilder- Returns:
- Whether the useDedicatedDualFeasibilityAlgorithm field is set.
-
getUseDedicatedDualFeasibilityAlgorithm
public boolean getUseDedicatedDualFeasibilityAlgorithm()We have two possible dual phase I algorithms. Both work on an LP that minimize the sum of dual infeasiblities. One use dedicated code (when this param is true), the other one use exactly the same code as the dual phase II but on an auxiliary problem where the variable bounds of the original problem are changed. TODO(user): For now we have both, but ideally the non-dedicated version will win since it is a lot less code to maintain.
optional bool use_dedicated_dual_feasibility_algorithm = 62 [default = true];- Specified by:
getUseDedicatedDualFeasibilityAlgorithmin interfaceGlopParametersOrBuilder- Returns:
- The useDedicatedDualFeasibilityAlgorithm.
-
hasRelativeCostPerturbation
public boolean hasRelativeCostPerturbation()The magnitude of the cost perturbation is given by RandomIn(1.0, 2.0) * ( relative_cost_perturbation * cost + relative_max_cost_perturbation * max_cost);
optional double relative_cost_perturbation = 54 [default = 1e-05];- Specified by:
hasRelativeCostPerturbationin interfaceGlopParametersOrBuilder- Returns:
- Whether the relativeCostPerturbation field is set.
-
getRelativeCostPerturbation
public double getRelativeCostPerturbation()The magnitude of the cost perturbation is given by RandomIn(1.0, 2.0) * ( relative_cost_perturbation * cost + relative_max_cost_perturbation * max_cost);
optional double relative_cost_perturbation = 54 [default = 1e-05];- Specified by:
getRelativeCostPerturbationin interfaceGlopParametersOrBuilder- Returns:
- The relativeCostPerturbation.
-
hasRelativeMaxCostPerturbation
public boolean hasRelativeMaxCostPerturbation()optional double relative_max_cost_perturbation = 55 [default = 1e-07];- Specified by:
hasRelativeMaxCostPerturbationin interfaceGlopParametersOrBuilder- Returns:
- Whether the relativeMaxCostPerturbation field is set.
-
getRelativeMaxCostPerturbation
public double getRelativeMaxCostPerturbation()optional double relative_max_cost_perturbation = 55 [default = 1e-07];- Specified by:
getRelativeMaxCostPerturbationin interfaceGlopParametersOrBuilder- Returns:
- The relativeMaxCostPerturbation.
-
hasInitialConditionNumberThreshold
public boolean hasInitialConditionNumberThreshold()If our upper bound on the condition number of the initial basis (from our heurisitic or a warm start) is above this threshold, we revert to an all slack basis.
optional double initial_condition_number_threshold = 59 [default = 1e+50];- Specified by:
hasInitialConditionNumberThresholdin interfaceGlopParametersOrBuilder- Returns:
- Whether the initialConditionNumberThreshold field is set.
-
getInitialConditionNumberThreshold
public double getInitialConditionNumberThreshold()If our upper bound on the condition number of the initial basis (from our heurisitic or a warm start) is above this threshold, we revert to an all slack basis.
optional double initial_condition_number_threshold = 59 [default = 1e+50];- Specified by:
getInitialConditionNumberThresholdin interfaceGlopParametersOrBuilder- Returns:
- The initialConditionNumberThreshold.
-
hasLogSearchProgress
public boolean hasLogSearchProgress()If true, logs the progress of a solve to LOG(INFO). Note that the same messages can also be turned on by displaying logs at level 1 for the relevant files.
optional bool log_search_progress = 61 [default = false];- Specified by:
hasLogSearchProgressin interfaceGlopParametersOrBuilder- Returns:
- Whether the logSearchProgress field is set.
-
getLogSearchProgress
public boolean getLogSearchProgress()If true, logs the progress of a solve to LOG(INFO). Note that the same messages can also be turned on by displaying logs at level 1 for the relevant files.
optional bool log_search_progress = 61 [default = false];- Specified by:
getLogSearchProgressin interfaceGlopParametersOrBuilder- Returns:
- The logSearchProgress.
-
hasLogToStdout
public boolean hasLogToStdout()If true, logs will be displayed to stdout instead of using Google log info.
optional bool log_to_stdout = 66 [default = true];- Specified by:
hasLogToStdoutin interfaceGlopParametersOrBuilder- Returns:
- Whether the logToStdout field is set.
-
getLogToStdout
public boolean getLogToStdout()If true, logs will be displayed to stdout instead of using Google log info.
optional bool log_to_stdout = 66 [default = true];- Specified by:
getLogToStdoutin interfaceGlopParametersOrBuilder- Returns:
- The logToStdout.
-
hasCrossoverBoundSnappingDistance
public boolean hasCrossoverBoundSnappingDistance()If the starting basis contains FREE variable with bounds, we will move any such variable to their closer bounds if the distance is smaller than this parameter. The starting statuses can contains FREE variables with bounds, if a user set it like this externally. Also, any variable with an initial BASIC status that was not kept in the initial basis is marked as FREE before this step is applied. Note that by default a FREE variable is assumed to be zero unless a starting value was specified via SetStartingVariableValuesForNextSolve(). Note that, at the end of the solve, some of these FREE variable with bounds and an interior point value might still be left in the final solution. Enable push_to_vertex to clean these up.
optional double crossover_bound_snapping_distance = 64 [default = inf];- Specified by:
hasCrossoverBoundSnappingDistancein interfaceGlopParametersOrBuilder- Returns:
- Whether the crossoverBoundSnappingDistance field is set.
-
getCrossoverBoundSnappingDistance
public double getCrossoverBoundSnappingDistance()If the starting basis contains FREE variable with bounds, we will move any such variable to their closer bounds if the distance is smaller than this parameter. The starting statuses can contains FREE variables with bounds, if a user set it like this externally. Also, any variable with an initial BASIC status that was not kept in the initial basis is marked as FREE before this step is applied. Note that by default a FREE variable is assumed to be zero unless a starting value was specified via SetStartingVariableValuesForNextSolve(). Note that, at the end of the solve, some of these FREE variable with bounds and an interior point value might still be left in the final solution. Enable push_to_vertex to clean these up.
optional double crossover_bound_snapping_distance = 64 [default = inf];- Specified by:
getCrossoverBoundSnappingDistancein interfaceGlopParametersOrBuilder- Returns:
- The crossoverBoundSnappingDistance.
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hasPushToVertex
public boolean hasPushToVertex()If the optimization phases finishes with super-basic variables (i.e., variables that either 1) have bounds but are FREE in the basis, or 2) have no bounds and are FREE in the basis at a nonzero value), then run a "push" phase to push these variables to bounds, obtaining a vertex solution. Note this situation can happen only if a starting value was specified via SetStartingVariableValuesForNextSolve().
optional bool push_to_vertex = 65 [default = true];- Specified by:
hasPushToVertexin interfaceGlopParametersOrBuilder- Returns:
- Whether the pushToVertex field is set.
-
getPushToVertex
public boolean getPushToVertex()If the optimization phases finishes with super-basic variables (i.e., variables that either 1) have bounds but are FREE in the basis, or 2) have no bounds and are FREE in the basis at a nonzero value), then run a "push" phase to push these variables to bounds, obtaining a vertex solution. Note this situation can happen only if a starting value was specified via SetStartingVariableValuesForNextSolve().
optional bool push_to_vertex = 65 [default = true];- Specified by:
getPushToVertexin interfaceGlopParametersOrBuilder- Returns:
- The pushToVertex.
-
hasUseImpliedFreePreprocessor
public boolean hasUseImpliedFreePreprocessor()If presolve runs, include the pass that detects implied free variables.
optional bool use_implied_free_preprocessor = 67 [default = true];- Specified by:
hasUseImpliedFreePreprocessorin interfaceGlopParametersOrBuilder- Returns:
- Whether the useImpliedFreePreprocessor field is set.
-
getUseImpliedFreePreprocessor
public boolean getUseImpliedFreePreprocessor()If presolve runs, include the pass that detects implied free variables.
optional bool use_implied_free_preprocessor = 67 [default = true];- Specified by:
getUseImpliedFreePreprocessorin interfaceGlopParametersOrBuilder- Returns:
- The useImpliedFreePreprocessor.
-
hasMaxValidMagnitude
public boolean hasMaxValidMagnitude()Any finite values in the input LP must be below this threshold, otherwise the model will be reported invalid. This is needed to avoid floating point overflow when evaluating bounds * coeff for instance. In practice, users shouldn't use super large values in an LP. With the default threshold, even evaluating large constraint with variables at their bound shouldn't cause any overflow.
optional double max_valid_magnitude = 70 [default = 1e+30];- Specified by:
hasMaxValidMagnitudein interfaceGlopParametersOrBuilder- Returns:
- Whether the maxValidMagnitude field is set.
-
getMaxValidMagnitude
public double getMaxValidMagnitude()Any finite values in the input LP must be below this threshold, otherwise the model will be reported invalid. This is needed to avoid floating point overflow when evaluating bounds * coeff for instance. In practice, users shouldn't use super large values in an LP. With the default threshold, even evaluating large constraint with variables at their bound shouldn't cause any overflow.
optional double max_valid_magnitude = 70 [default = 1e+30];- Specified by:
getMaxValidMagnitudein interfaceGlopParametersOrBuilder- Returns:
- The maxValidMagnitude.
-
hasDropMagnitude
public boolean hasDropMagnitude()Value in the input LP lower than this will be ignored. This is similar to drop_tolerance but more aggressive as this is used before scaling. This is mainly here to avoid underflow and have simpler invariant in the code, like a * b == 0 iff a or b is zero and things like this.
optional double drop_magnitude = 71 [default = 1e-30];- Specified by:
hasDropMagnitudein interfaceGlopParametersOrBuilder- Returns:
- Whether the dropMagnitude field is set.
-
getDropMagnitude
public double getDropMagnitude()Value in the input LP lower than this will be ignored. This is similar to drop_tolerance but more aggressive as this is used before scaling. This is mainly here to avoid underflow and have simpler invariant in the code, like a * b == 0 iff a or b is zero and things like this.
optional double drop_magnitude = 71 [default = 1e-30];- Specified by:
getDropMagnitudein interfaceGlopParametersOrBuilder- Returns:
- The dropMagnitude.
-
hasDualPricePrioritizeNorm
public boolean hasDualPricePrioritizeNorm()On some problem like stp3d or pds-100 this makes a huge difference in speed and number of iterations of the dual simplex.
optional bool dual_price_prioritize_norm = 69 [default = false];- Specified by:
hasDualPricePrioritizeNormin interfaceGlopParametersOrBuilder- Returns:
- Whether the dualPricePrioritizeNorm field is set.
-
getDualPricePrioritizeNorm
public boolean getDualPricePrioritizeNorm()On some problem like stp3d or pds-100 this makes a huge difference in speed and number of iterations of the dual simplex.
optional bool dual_price_prioritize_norm = 69 [default = false];- Specified by:
getDualPricePrioritizeNormin interfaceGlopParametersOrBuilder- Returns:
- The dualPricePrioritizeNorm.
-
isInitialized
public final boolean isInitialized()- Specified by:
isInitializedin interfacecom.google.protobuf.MessageLiteOrBuilder- Overrides:
isInitializedin classcom.google.protobuf.GeneratedMessage
-
writeTo
- Specified by:
writeToin interfacecom.google.protobuf.MessageLite- Overrides:
writeToin classcom.google.protobuf.GeneratedMessage- Throws:
IOException
-
getSerializedSize
public int getSerializedSize()- Specified by:
getSerializedSizein interfacecom.google.protobuf.MessageLite- Overrides:
getSerializedSizein classcom.google.protobuf.GeneratedMessage
-
equals
- Specified by:
equalsin interfacecom.google.protobuf.Message- Overrides:
equalsin classcom.google.protobuf.AbstractMessage
-
hashCode
public int hashCode()- Specified by:
hashCodein interfacecom.google.protobuf.Message- Overrides:
hashCodein classcom.google.protobuf.AbstractMessage
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parseFrom
public static GlopParameters parseFrom(ByteBuffer data) throws com.google.protobuf.InvalidProtocolBufferException - Throws:
com.google.protobuf.InvalidProtocolBufferException
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parseFrom
public static GlopParameters parseFrom(ByteBuffer data, com.google.protobuf.ExtensionRegistryLite extensionRegistry) throws com.google.protobuf.InvalidProtocolBufferException - Throws:
com.google.protobuf.InvalidProtocolBufferException
-
parseFrom
public static GlopParameters parseFrom(com.google.protobuf.ByteString data) throws com.google.protobuf.InvalidProtocolBufferException - Throws:
com.google.protobuf.InvalidProtocolBufferException
-
parseFrom
public static GlopParameters parseFrom(com.google.protobuf.ByteString data, com.google.protobuf.ExtensionRegistryLite extensionRegistry) throws com.google.protobuf.InvalidProtocolBufferException - Throws:
com.google.protobuf.InvalidProtocolBufferException
-
parseFrom
public static GlopParameters parseFrom(byte[] data) throws com.google.protobuf.InvalidProtocolBufferException - Throws:
com.google.protobuf.InvalidProtocolBufferException
-
parseFrom
public static GlopParameters parseFrom(byte[] data, com.google.protobuf.ExtensionRegistryLite extensionRegistry) throws com.google.protobuf.InvalidProtocolBufferException - Throws:
com.google.protobuf.InvalidProtocolBufferException
-
parseFrom
- Throws:
IOException
-
parseFrom
public static GlopParameters parseFrom(InputStream input, com.google.protobuf.ExtensionRegistryLite extensionRegistry) throws IOException - Throws:
IOException
-
parseDelimitedFrom
- Throws:
IOException
-
parseDelimitedFrom
public static GlopParameters parseDelimitedFrom(InputStream input, com.google.protobuf.ExtensionRegistryLite extensionRegistry) throws IOException - Throws:
IOException
-
parseFrom
public static GlopParameters parseFrom(com.google.protobuf.CodedInputStream input) throws IOException - Throws:
IOException
-
parseFrom
public static GlopParameters parseFrom(com.google.protobuf.CodedInputStream input, com.google.protobuf.ExtensionRegistryLite extensionRegistry) throws IOException - Throws:
IOException
-
newBuilderForType
- Specified by:
newBuilderForTypein interfacecom.google.protobuf.Message- Specified by:
newBuilderForTypein interfacecom.google.protobuf.MessageLite
-
newBuilder
-
newBuilder
-
toBuilder
- Specified by:
toBuilderin interfacecom.google.protobuf.Message- Specified by:
toBuilderin interfacecom.google.protobuf.MessageLite
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newBuilderForType
protected GlopParameters.Builder newBuilderForType(com.google.protobuf.AbstractMessage.BuilderParent parent) - Overrides:
newBuilderForTypein classcom.google.protobuf.AbstractMessage
-
getDefaultInstance
-
parser
-
getParserForType
- Specified by:
getParserForTypein interfacecom.google.protobuf.Message- Specified by:
getParserForTypein interfacecom.google.protobuf.MessageLite- Overrides:
getParserForTypein classcom.google.protobuf.GeneratedMessage
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getDefaultInstanceForType
- Specified by:
getDefaultInstanceForTypein interfacecom.google.protobuf.MessageLiteOrBuilder- Specified by:
getDefaultInstanceForTypein interfacecom.google.protobuf.MessageOrBuilder
-