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# Sphinx build info version 1 | ||
# This file hashes the configuration used when building these files. When it is not found, a full rebuild will be done. | ||
config: 2235ec6bcef007102f03f0942c5b4516 | ||
tags: 645f666f9bcd5a90fca523b33c5a78b7 |
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_sources/api/classes/branch-and-bound/BranchAndBound.rst.txt
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.. _api_BranchAndBound: | ||
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BranchAndBound | ||
============== | ||
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This class is an optimizer factory which creates a new branch-and-bound algorithm. | ||
It can be used to create customized branch-and-bound algorithms with a large degree of freedom. | ||
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.. seealso:: | ||
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If you are not familiar with optimizers and optimizer factories, please refer to :ref:`this page <api_optimizers>`. | ||
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.. admonition:: Example | ||
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Here, we create a simple branch-and-bound algorithm where branching is done on integer variables which are being | ||
relaxed. Each node is solved by the external solver GLPK. Nodes are selected according to the "best-bound" | ||
rule while variables are selected according to the "most-infeasible" branching rule. | ||
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The created algorithm also incorporates sub-tree exploration of maximum depth 2. | ||
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.. code-block:: | ||
model.use( | ||
BranchAndBound() | ||
.with_node_optimizer( GLPK::ContinuousRelaxation() ) | ||
.with_branching_rule( MostInfeasible() ) | ||
.with_node_selection_rule( BestBound() ) | ||
.with_subtree_depth(2) | ||
); | ||
.. doxygenclass:: idol::BranchAndBound |
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_sources/api/classes/branch-and-bound/BranchAndBoundCallback.rst.txt
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BranchAndBoundCallback | ||
====================== | ||
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This class can be used to create callbacks to run on idol's :ref:`branch-and-bound implementation <api_BranchAndBound>`. | ||
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.. warning:: | ||
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BranchAndBoundCallback-s is an *advanced* feature. | ||
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Please, make sure that what you are trying do cannot be done with | ||
a :ref:`solver-independent callback <api_Callback>` first, or with pre-existing callbacks, e.g., | ||
:ref:`UserCutCallback <api_UserCutCallback>` or :ref:`LazyCutCallback <api_LazyCutCallback>`. | ||
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The advantage of using a :ref:`BranchAndBoundCallback <api_BranchAndBoundCallback>` instead of a standard | ||
solver-independent :ref:`Callback <api_Callback>` lies in the possibility to access specific information regarding | ||
the execution of the branch-and-bound algorithm. For instance, accessing a node's information, or the current | ||
relaxation model being solved. | ||
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.. admonition:: Example | ||
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Here is an example of callback which prints out the event triggering it and, when the event corresponds to `NodeLoaded`, | ||
prints the node's model to be solved. | ||
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.. code-block:: | ||
class MyCallback : public BranchAndBoundCallbackFactory<NodeInfo> { | ||
public: | ||
class Strategy : public BranchAndBoundCallback<NodeInfo> { | ||
protected: | ||
void operator()(CallbackEvent t_event) override { | ||
std::cout << "MyCallback is called for " << t_event << std::endl; | ||
if (t_event != NodeLoaded) { | ||
return; | ||
} | ||
std::cout << "The problem being solve at node " << node().id() << std::endl; | ||
std::cout << relaxation() << std::endl; | ||
} | ||
}; | ||
BranchAndBoundCallback<NodeInfo> *operator()() override { | ||
return new Strategy(); | ||
} | ||
[[nodiscard]] BranchAndBoundCallbackFactory<NodeInfo> *clone() const override { | ||
return new MyCallback(*this); | ||
} | ||
}; | ||
Then, this callback can be used as follows. | ||
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.. code-block:: | ||
model.use( | ||
BranchAndBound() | ||
.with_node_optimizer(GLPK::ContinuousRelaxation()) | ||
.with_branching_rule(MostInfeasible()) | ||
.with_node_selection_rule(DepthFirst()) | ||
.with_callback(MyCallback()); | ||
); | ||
.. hint:: | ||
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By default, most of the objects returned by BranchAndBoundCallback methods are const. If you wish to access non-const | ||
versions (e.g., if you want to perform non-standard updates to the relaxed model or want to change the node's current | ||
information manually), you should use the advanced interface obtained by calling ``BranchAndBoundCallback::advanced_interface``. | ||
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.. doxygenclass:: idol::BranchAndBoundCallback | ||
:protected-members: |
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_sources/api/classes/branch-and-bound/BranchAndBoundCallbackFactory.rst.txt
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BranchAndBoundCallbackFactory | ||
============================= | ||
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.. doxygenclass:: idol::BranchAndBoundCallbackFactory | ||
:protected-members: |
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_sources/api/classes/branch-and-bound/cuts/KnapsackCover.rst.txt
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Cuts::KnapsackCover | ||
=================== | ||
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.. doxygenclass:: idol::Cuts::KnapsackCover |
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Cutting Planes | ||
============== | ||
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.. toctree:: | ||
:maxdepth: 1 | ||
:glob: | ||
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* | ||
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_sources/api/classes/branch-and-bound/heuristics/LocalBranching.rst.txt
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Heuristics::LocalBranching | ||
========================== | ||
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.. doxygenclass:: idol::Heuristics::LocalBranching |
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_sources/api/classes/branch-and-bound/heuristics/RENS.rst.txt
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Heuristics::RENS | ||
================ | ||
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.. doxygenclass:: idol::Heuristics::RENS |
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_sources/api/classes/branch-and-bound/heuristics/SimpleRounding.rst.txt
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Heuristics::SimpleRounding | ||
========================== | ||
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.. doxygenclass:: idol::Heuristics::SimpleRounding |
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_sources/api/classes/branch-and-bound/heuristics/index.rst.txt
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Heuristics | ||
========== | ||
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.. toctree:: | ||
:maxdepth: 1 | ||
:glob: | ||
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* | ||
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|
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Branch-and-Bound Algorithm | ||
========================== | ||
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.. toctree:: | ||
:maxdepth: 2 | ||
:glob: | ||
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* | ||
variable-selection/index | ||
node-selection/index | ||
heuristics/index | ||
cuts/index |
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_sources/api/classes/branch-and-bound/node-selection/BestBound.rst.txt
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BestBound | ||
========= | ||
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.. doxygenclass:: idol::BestBound |
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_sources/api/classes/branch-and-bound/node-selection/BestEstimate.rst.txt
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BestEstimate | ||
============ | ||
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The "best estimate" node selection rule was introduced in *J. J. H. Forrest, J. P. H. Hirst, J. A. Tomlin, (1974) Practical Solution of Large Mixed Integer Programming Problems with Umpire. Management Science 20(5):736-773*. | ||
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.. doxygenclass:: idol::BestEstimate |
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_sources/api/classes/branch-and-bound/node-selection/BreadthFirst.rst.txt
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BreadthFirst | ||
============ | ||
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.. doxygenclass:: idol::BreadthFirst |
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_sources/api/classes/branch-and-bound/node-selection/DepthFirst.rst.txt
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DepthFirst | ||
========== | ||
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.. doxygenclass:: idol::DepthFirst |
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_sources/api/classes/branch-and-bound/node-selection/WorstBound.rst.txt
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WorstBound | ||
========== | ||
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.. doxygenclass:: idol::WorstBound |
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_sources/api/classes/branch-and-bound/node-selection/index.rst.txt
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Node Selection Rules | ||
==================== | ||
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.. toctree:: | ||
:maxdepth: 1 | ||
:glob: | ||
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* | ||
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...es/api/classes/branch-and-bound/variable-selection/FirstInfeasibleFound.rst.txt
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FirstInfeasibleFound | ||
==================== | ||
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.. doxygenclass:: idol::FirstInfeasibleFound |
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_sources/api/classes/branch-and-bound/variable-selection/LeastInfeasible.rst.txt
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LeastInfeasible | ||
=============== | ||
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.. doxygenclass:: idol::LeastInfeasible |
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_sources/api/classes/branch-and-bound/variable-selection/MostInfeasible.rst.txt
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MostInfeasible | ||
============== | ||
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.. doxygenclass:: idol::MostInfeasible |
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_sources/api/classes/branch-and-bound/variable-selection/PseudoCost.rst.txt
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PseudoCost | ||
========== | ||
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.. doxygenclass:: idol::PseudoCost |
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_sources/api/classes/branch-and-bound/variable-selection/StrongBranching.rst.txt
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StrongBranching | ||
=============== | ||
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_sources/api/classes/branch-and-bound/variable-selection/UniformlyRandom.rst.txt
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UniformlyRandom | ||
=============== | ||
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_sources/api/classes/branch-and-bound/variable-selection/index.rst.txt
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Branching Rules | ||
=============== | ||
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.. toctree:: | ||
:maxdepth: 1 | ||
:glob: | ||
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.../classes/column-and-constraint-generation/ColumnAndConstraintGeneration.rst.txt
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.. _api_Robust_ColumnAndConstraintGeneration_doxygen: | ||
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Robust::ColumnAndConstraintGeneration | ||
===================================== | ||
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.. doxygenclass:: idol::Robust::ColumnAndConstraintGeneration |
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...lumn-and-constraint-generation/Optimizers_ColumnAndConstraintGeneration.rst.txt
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Optimizers::Robust::ColumnAndConstraintGeneration | ||
================================================= | ||
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_sources/api/classes/column-and-constraint-generation/index.rst.txt
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Column-and-Constraint Generation Algorithm | ||
========================================== | ||
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.. toctree:: | ||
:maxdepth: 1 | ||
:glob: | ||
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_sources/api/classes/column-generation/ArtificialCosts.rst.txt
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DantzigWolfe::ArtificialCosts | ||
============================= | ||
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_sources/api/classes/column-generation/DantzigWolfeDecomposition.rst.txt
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DantzigWolfeDecomposition | ||
========================= | ||
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.. hint:: | ||
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This page documents on the `DantzigWolfeDecomposition` optimizer factory. Note that there are also | ||
:ref:`Dantzig-Wolfe Decomposition tutorials <tutorials_dantzig_wolfe>`. | ||
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.. doxygenclass:: idol::DantzigWolfeDecomposition |
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DantzigWolfe::FarkasPricing | ||
=========================== | ||
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.. doxygenclass:: idol::DantzigWolfe::FarkasPricing |
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Heuristics::IntegerMaster | ||
========================= | ||
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.. warning:: | ||
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This heuristic can only be used with a :code:`BranchAndBound<NodeVarInfo>` optimizer in which nodes are solved by | ||
:code:`DantzigWolfeDecomposition`. | ||
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.. doxygenclass:: idol::Heuristics::IntegerMaster |
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...rces/api/classes/column-generation/Optimizers_DantzigWolfeDecomposition.rst.txt
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Optimizers::DantzigWolfeDecomposition | ||
===================================== | ||
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.. doxygenclass:: idol::Optimizers::DantzigWolfeDecomposition |
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Column Generation Algorithm | ||
=========================== | ||
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.. toctree:: | ||
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stabilization/index | ||
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_sources/api/classes/column-generation/stabilization/Neame.rst.txt
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DantzigWolfe::Neame | ||
=================== | ||
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.. doxygenclass:: idol::DantzigWolfe::Neame |
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_sources/api/classes/column-generation/stabilization/Wentges.rst.txt
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DantzigWolfe::Wentges | ||
===================== | ||
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.. doxygenclass:: idol::DantzigWolfe::Wentges |
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_sources/api/classes/column-generation/stabilization/index.rst.txt
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Stabilization | ||
============= | ||
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.. toctree:: | ||
:maxdepth: 1 | ||
:glob: | ||
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* |
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Annotation | ||
========== | ||
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Annotations are additional information associated to an optimization object (e.g., a constraint or a variable). | ||
The Annotation class takes two template arguments: an optimization object type and a value type. For instance, we | ||
can create an annotation for constraints of type :code:`unsigned int` as follows. | ||
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.. code:: cpp | ||
Env env; | ||
const unsigned int default_value = 0; | ||
Annotation<Ctr, unsigned int> annotation(env, "my_annotation", default_value); | ||
Note that annotations are global, i.e., they do not relate to a given optimization model and can, therefore, be accessed | ||
anywhere in the code. Thus, given a constraint called :code:`constraint`, the value of the annotation can be accessed | ||
by calling the :code:`Ctr::get` method. | ||
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.. code:: cpp | ||
std::cout << "My annotation is " << constraint.get(annotation) << std::endl; // "0", i.e., the default_value value | ||
Annotations are, in particular, used to give decomposition instructions to idol when designing a Branch-and-Price algorithm. | ||
To learn more, check our `Branch-and-Price tutorials <tutorials_dantzig_wolfe>`_. | ||
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.. doxygenclass:: idol::Annotation |
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.. _api_Column: | ||
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Column | ||
====== | ||
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.. doxygenclass:: idol::Column |
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.. _api_Constant: | ||
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Constant | ||
======== | ||
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.. doxygenclass:: idol::Constant |
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.. _api_Ctr: | ||
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Ctr | ||
=== | ||
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.. doxygenclass:: idol::Ctr |
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.. _api_Env: | ||
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Env | ||
=== | ||
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.. doxygenclass:: idol::Env |
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.. _api_Expr: | ||
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Expr | ||
==== | ||
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.. doxygenclass:: idol::Expr |
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