highs 0.1.1 → 0.1.3

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data/CHANGELOG.md

@@ -1,3 +1,12 @@
+## 0.1.3 (2022-11-05)
+
+- Updated HiGHS to 1.3.0
+
+## 0.1.2 (2022-04-14)
+
+- Added `verbose` and `time_limit` options to `solve` method
+- Added support for symbol integrality
+
 ## 0.1.1 (2022-04-10)
 
 - Added objective value

data/README.md

@@ -49,7 +49,7 @@ model =
     a_start: [0, 3],
     a_index: [0, 1, 2, 0, 1, 2],
     a_value: [2, 3, 2, 2, 4, 1],
-    integrality: [1, 1]
+    integrality: [:integer, :continuous]
   )
 ```
 
@@ -93,6 +93,20 @@ Read a program from an MPS file
 model = Highs.read("model.mps")
 ```
 
+## Reference
+
+Enable verbose logging
+
+```ruby
+model.solve(verbose: true)
+```
+
+Set the time limit in seconds
+
+```ruby
+model.solve(time_limit: 30)
+```
+
 ## History
 
 View the [changelog](https://github.com/ankane/highs-ruby/blob/master/CHANGELOG.md)

data/lib/highs/ffi.rb

@@ -12,15 +12,12 @@ module Highs
 
     # https://github.com/ERGO-Code/HiGHS/blob/master/src/interfaces/highs_c_api.h
 
-    MODEL_STATUS = [
-      :not_set, :load_error, :model_error, :presolve_error, :solve_error, :postsolve_error,
-      :model_empty, :optimal, :infeasible, :unbounded_or_infeasible, :unbounded,
-      :objective_bound, :objective_target, :time_limit, :iteration_limit, :unknown
-    ]
-
-    MATRIX_FORMAT = {
-      colwise: 1,
-      rowwise: 2
+    VAR_TYPE = {
+      continuous: 0,
+      integer: 1,
+      semi_continuous: 2,
+      semi_integer: 3,
+      implicit_integer: 4
     }
 
     OBJ_SENSE = {
@@ -28,6 +25,17 @@ module Highs
       maximize: -1
     }
 
+    MATRIX_FORMAT = {
+      colwise: 1,
+      rowwise: 2
+    }
+
+    MODEL_STATUS = [
+      :not_set, :load_error, :model_error, :presolve_error, :solve_error, :postsolve_error,
+      :model_empty, :optimal, :infeasible, :unbounded_or_infeasible, :unbounded,
+      :objective_bound, :objective_target, :time_limit, :iteration_limit, :unknown
+    ]
+
     BASIS_STATUS = [:lower, :basic, :upper, :zero, :nonbasic]
 
     typealias "HighsInt", "int"
@@ -50,6 +58,14 @@ module Highs
     extern "HighsInt Highs_passModel(void* highs, HighsInt num_col, HighsInt num_row, HighsInt num_nz, HighsInt q_num_nz, HighsInt a_format, HighsInt q_format, HighsInt sense, double offset, double* col_cost, double* col_lower, double* col_upper, double* row_lower, double* row_upper, HighsInt* a_start, HighsInt* a_index, double* a_value, HighsInt* q_start, HighsInt* q_index, double* q_value, HighsInt* integrality)"
     extern "HighsInt Highs_passHessian(void* highs, HighsInt dim, HighsInt num_nz, HighsInt format, HighsInt* start, HighsInt* index, double* value)"
     extern "HighsInt Highs_setBoolOptionValue(void* highs, char* option, HighsInt value)"
+    extern "HighsInt Highs_setIntOptionValue(void* highs, char* option, HighsInt value)"
+    extern "HighsInt Highs_setDoubleOptionValue(void* highs, char* option, double value)"
+    extern "HighsInt Highs_setStringOptionValue(void* highs, char* option, char* value)"
+    extern "HighsInt Highs_getBoolOptionValue(void* highs, char* option, HighsInt* value)"
+    extern "HighsInt Highs_getIntOptionValue(void* highs, char* option, HighsInt* value)"
+    extern "HighsInt Highs_getDoubleOptionValue(void* highs, char* option, double* value)"
+    extern "HighsInt Highs_getStringOptionValue(void* highs, char* option, char* value)"
+    extern "HighsInt Highs_getOptionType(void* highs, char* option, HighsInt* type)"
     extern "HighsInt Highs_getSolution(void* highs, double* col_value, double* col_dual, double* row_value, double* row_dual)"
     extern "HighsInt Highs_getBasis(void* highs, HighsInt* col_status, HighsInt* row_status)"
     extern "HighsInt Highs_getModelStatus(void* highs)"

data/lib/highs/methods.rb

@@ -27,6 +27,7 @@ module Highs
       num_nz = a_index.size
       a_format = FFI::MATRIX_FORMAT.fetch(a_format)
       sense = FFI::OBJ_SENSE.fetch(sense)
+      integrality = integrality.map { |v| FFI::VAR_TYPE[v] || v }
 
       model = Model.new
       check_status FFI.Highs_passMip(

data/lib/highs/model.rb

@@ -4,11 +4,13 @@ module Highs
       @ptr = FFI.Highs_create
       ObjectSpace.define_finalizer(self, self.class.finalize(@ptr))
 
-      # TODO add option
       check_status FFI.Highs_setBoolOptionValue(@ptr, "output_flag", 0)
     end
 
-    def solve
+    def solve(verbose: false, time_limit: nil)
+      num_col = FFI.Highs_getNumCol(@ptr)
+      num_row = FFI.Highs_getNumRow(@ptr)
+
       col_value = DoubleArray.new(num_col)
       col_dual = DoubleArray.new(num_col)
       row_value = DoubleArray.new(num_row)
@@ -16,7 +18,9 @@ module Highs
       col_basis = IntArray.new(num_col)
       row_basis = IntArray.new(num_row)
 
-      check_status FFI.Highs_run(@ptr)
+      with_options(verbose: verbose, time_limit: time_limit) do
+        check_status FFI.Highs_run(@ptr)
+      end
       check_status FFI.Highs_getSolution(@ptr, col_value, col_dual, row_value, row_dual)
       check_status FFI.Highs_getBasis(@ptr, col_basis, row_basis)
       model_status = FFI.Highs_getModelStatus(@ptr)
@@ -48,16 +52,17 @@ module Highs
 
     private
 
-    def num_col
-      FFI.Highs_getNumCol(@ptr)
-    end
-
-    def num_row
-      FFI.Highs_getNumRow(@ptr)
-    end
-
     def check_status(status)
       Highs.send(:check_status, status)
     end
+
+    def with_options(verbose:, time_limit:)
+      check_status(FFI.Highs_setBoolOptionValue(@ptr, "output_flag", 1)) if verbose
+      check_status(FFI.Highs_setDoubleOptionValue(@ptr, "time_limit", time_limit)) if time_limit
+      yield
+    ensure
+      check_status(FFI.Highs_setBoolOptionValue(@ptr, "output_flag", 0)) if verbose
+      check_status(FFI.Highs_setDoubleOptionValue(@ptr, "time_limit", Float::INFINITY)) if time_limit
+    end
   end
 end

data/lib/highs/version.rb

@@ -1,3 +1,3 @@
 module Highs
-  VERSION = "0.1.1"
+  VERSION = "0.1.3"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: highs
 version: !ruby/object:Gem::Version
-  version: 0.1.1
+  version: 0.1.3
 platform: ruby
 authors:
 - Andrew Kane
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2022-04-11 00:00:00.000000000 Z
+date: 2022-11-05 00:00:00.000000000 Z
 dependencies: []
 description:
 email: andrew@ankane.org