highs 0.1.0

checksums.yaml

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data/CHANGELOG.md

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+## 0.1.0 (2022-04-05)
+
+- First release

data/LICENSE.txt

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+MIT License
+
+Copyright (c) 2021 ERGO-Code
+Copyright (c) 2022 Andrew Kane
+
+    IPX and BASICLU, Copyright (c) 2018-2021  ERGO-Code
+    Used in HiGHS under the MIT license.
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

data/README.md

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+# HiGHS Ruby
+
+[HiGHS](https://www.maths.ed.ac.uk/hall/HiGHS/) - linear optimization software - for Ruby
+
+[![Build Status](https://github.com/ankane/highs-ruby/workflows/build/badge.svg?branch=master)](https://github.com/ankane/highs-ruby/actions)
+
+## Installation
+
+Add this line to your application’s Gemfile:
+
+```ruby
+gem "highs"
+```
+
+## Getting Started
+
+*The API is fairly low-level at the moment*
+
+Solve a linear program
+
+```ruby
+Highs.lp_call(
+  sense: :minimize,
+  col_cost: [8, 10],
+  col_lower: [0, 0],
+  col_upper: [1e30, 1e30],
+  row_lower: [7, 12, 6],
+  row_upper: [1e30, 1e30, 1e30],
+  a_format: :colwise,
+  a_start: [0, 3],
+  a_index: [0, 1, 2, 0, 1, 2],
+  a_value: [2, 3, 2, 2, 4, 1]
+)
+```
+
+Solve a mixed-integer program
+
+```ruby
+Highs.mip_call(
+  sense: :minimize,
+  col_cost: [8, 10],
+  col_lower: [0, 0],
+  col_upper: [1e30, 1e30],
+  row_lower: [7, 12, 6],
+  row_upper: [1e30, 1e30, 1e30],
+  a_format: :colwise,
+  a_start: [0, 3],
+  a_index: [0, 1, 2, 0, 1, 2],
+  a_value: [2, 3, 2, 2, 4, 1],
+  integrality: [1, 1]
+)
+```
+
+Solve a quadratic program
+
+```ruby
+Highs.qp_call(
+  sense: :minimize,
+  col_cost: [0, -1, 0],
+  col_lower: [0, 0, 0],
+  col_upper: [1e30, 1e30, 1e30],
+  row_lower: [1, -1e30],
+  row_upper: [1e30, 1e30],
+  a_format: :colwise,
+  a_start: [0, 1, 2],
+  a_index: [0, 0, 0],
+  a_value: [1, 1, 1],
+  q_format: :colwise,
+  q_start: [0, 2, 3],
+  q_index: [0, 2, 1, 0, 2],
+  q_value: [2, -1, 0.2, -1, 2]
+)
+```
+
+## History
+
+View the [changelog](https://github.com/ankane/highs-ruby/blob/master/CHANGELOG.md)
+
+## Contributing
+
+Everyone is encouraged to help improve this project. Here are a few ways you can help:
+
+- [Report bugs](https://github.com/ankane/highs-ruby/issues)
+- Fix bugs and [submit pull requests](https://github.com/ankane/highs-ruby/pulls)
+- Write, clarify, or fix documentation
+- Suggest or add new features
+
+To get started with development:
+
+```sh
+git clone https://github.com/ankane/highs-ruby.git
+cd highs-ruby
+bundle install
+bundle exec rake vendor:all
+bundle exec rake test
+```

data/lib/highs/array.rb

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+module Highs
+  class BaseArray
+    NOT_SET = Object.new
+
+    def initialize(size, value = NOT_SET)
+      @size = size
+      @ptr =
+        if value == NOT_SET
+          Fiddle::Pointer.malloc(size * self.class::SIZE)
+        else
+          if value.size != size
+            # TODO add variable name to message
+            raise ArgumentError, "wrong size (given #{value.size}, expected #{size})"
+          end
+          Fiddle::Pointer[value.pack("#{self.class::FORMAT}#{size}")]
+        end
+    end
+
+    def to_a
+      @ptr[0, @size * self.class::SIZE].unpack("#{self.class::FORMAT}#{@size}")
+    end
+
+    def to_ptr
+      @ptr
+    end
+  end
+
+  class DoubleArray < BaseArray
+    FORMAT = "d"
+    SIZE = Fiddle::SIZEOF_DOUBLE
+  end
+
+  class IntArray < BaseArray
+    FORMAT = "i!"
+    SIZE = Fiddle::SIZEOF_INT
+  end
+end

data/lib/highs/ffi.rb

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+module Highs
+  module FFI
+    extend Fiddle::Importer
+
+    libs = Array(Highs.ffi_lib).dup
+    begin
+      dlload Fiddle.dlopen(libs.shift)
+    rescue Fiddle::DLError => e
+      retry if libs.any?
+      raise e
+    end
+
+    # 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
+    }
+
+    OBJ_SENSE = {
+      minimize: 1,
+      maximize: -1
+    }
+
+    BASIS_STATUS = [:lower, :basic, :upper, :zero, :nonbasic]
+
+    typealias "HighsInt", "int"
+    typealias "HighsUInt", "unsigned int"
+
+    extern "HighsInt Highs_lpCall(HighsInt num_col, HighsInt num_row, HighsInt num_nz, HighsInt a_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, double* col_value, double* col_dual, double* row_value, double* row_dual, HighsInt* col_basis_status, HighsInt* row_basis_status, HighsInt* model_status)"
+    extern "HighsInt Highs_mipCall(HighsInt num_col, HighsInt num_row, HighsInt num_nz, HighsInt a_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* integrality, double* col_value, double* row_value, HighsInt* model_status)"
+    extern "HighsInt Highs_qpCall(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, double* col_value, double* col_dual, double* row_value, double* row_dual, HighsInt* col_basis_status, HighsInt* row_basis_status, HighsInt* model_status)"
+  end
+end

data/lib/highs/methods.rb

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+module Highs
+  module Methods
+    def lp_call(sense:, offset: 0, col_cost:, col_lower:, col_upper:, row_lower:, row_upper:, a_format:, a_start:, a_index:, a_value:)
+      num_col = col_cost.size
+      num_row = row_lower.size
+      num_nz = a_index.size
+      a_format = FFI::MATRIX_FORMAT.fetch(a_format)
+      sense = FFI::OBJ_SENSE.fetch(sense)
+
+      a_start_size = a_start.size
+
+      col_value = DoubleArray.new(num_col)
+      col_dual = DoubleArray.new(num_col)
+      row_value = DoubleArray.new(num_row)
+      row_dual = DoubleArray.new(num_row)
+      col_basis = IntArray.new(num_col)
+      row_basis = IntArray.new(num_row)
+      model_status = IntArray.new(1)
+
+      check_status FFI.Highs_lpCall(
+        num_col, num_row, num_nz, a_format, sense, offset,
+        DoubleArray.new(num_col, col_cost), DoubleArray.new(num_col, col_lower), DoubleArray.new(num_col, col_upper),
+        DoubleArray.new(num_row, row_lower), DoubleArray.new(num_row, row_upper),
+        IntArray.new(a_start_size, a_start), IntArray.new(num_nz, a_index), DoubleArray.new(num_nz, a_value),
+        col_value, col_dual,
+        row_value, row_dual,
+        col_basis, row_basis,
+        model_status
+      )
+
+      {
+        status: FFI::MODEL_STATUS[model_status.to_a.first],
+        col_value: col_value.to_a,
+        col_dual: col_dual.to_a,
+        row_value: row_value.to_a,
+        row_dual: row_dual.to_a,
+        col_basis: col_basis.to_a.map { |v| FFI::BASIS_STATUS[v] },
+        row_basis: row_basis.to_a.map { |v| FFI::BASIS_STATUS[v] }
+      }
+    end
+
+    def mip_call(sense:, offset: 0, col_cost:, col_lower:, col_upper:, row_lower:, row_upper:, a_format:, a_start:, a_index:, a_value:, integrality:)
+      num_col = col_cost.size
+      num_row = row_lower.size
+      num_nz = a_index.size
+      a_format = FFI::MATRIX_FORMAT.fetch(a_format)
+      sense = FFI::OBJ_SENSE.fetch(sense)
+
+      a_start_size = a_start.size
+
+      col_value = DoubleArray.new(num_col)
+      row_value = DoubleArray.new(num_row)
+      model_status = IntArray.new(1)
+
+      check_status FFI.Highs_mipCall(
+        num_col, num_row, num_nz, a_format, sense, offset,
+        DoubleArray.new(num_col, col_cost), DoubleArray.new(num_col, col_lower), DoubleArray.new(num_col, col_upper),
+        DoubleArray.new(num_row, row_lower), DoubleArray.new(num_row, row_upper),
+        IntArray.new(a_start_size, a_start), IntArray.new(num_nz, a_index), DoubleArray.new(num_nz, a_value),
+        IntArray.new(num_col, integrality),
+        col_value,
+        row_value,
+        model_status
+      )
+
+      {
+        status: FFI::MODEL_STATUS[model_status.to_a.first],
+        col_value: col_value.to_a,
+        row_value: row_value.to_a
+      }
+    end
+
+    def qp_call(sense:, offset: 0, col_cost:, col_lower:, col_upper:, row_lower:, row_upper:, a_format:, a_start:, a_index:, a_value:, q_format:, q_start:, q_index:, q_value:)
+      num_col = col_cost.size
+      num_row = row_lower.size
+      num_nz = a_index.size
+      q_num_nz = q_index.size
+      a_format = FFI::MATRIX_FORMAT.fetch(a_format)
+      q_format = FFI::MATRIX_FORMAT.fetch(q_format)
+      sense = FFI::OBJ_SENSE.fetch(sense)
+
+      a_start_size = a_start.size
+      q_start_size = q_start.size
+
+      col_value = DoubleArray.new(num_col)
+      col_dual = DoubleArray.new(num_col)
+      row_value = DoubleArray.new(num_row)
+      row_dual = DoubleArray.new(num_row)
+      col_basis = IntArray.new(num_col)
+      row_basis = IntArray.new(num_row)
+      model_status = IntArray.new(1)
+
+      check_status FFI.Highs_qpCall(
+        num_col, num_row, num_nz, q_num_nz, a_format, q_format, sense, offset,
+        DoubleArray.new(num_col, col_cost), DoubleArray.new(num_col, col_lower), DoubleArray.new(num_col, col_upper),
+        DoubleArray.new(num_row, row_lower), DoubleArray.new(num_row, row_upper),
+        IntArray.new(a_start_size, a_start), IntArray.new(num_nz, a_index), DoubleArray.new(num_nz, a_value),
+        IntArray.new(q_start_size, q_start), IntArray.new(q_num_nz, q_index), DoubleArray.new(q_num_nz, q_value),
+        col_value, col_dual,
+        row_value, row_dual,
+        col_basis, row_basis,
+        model_status
+      )
+
+      {
+        status: FFI::MODEL_STATUS[model_status.to_a.first],
+        col_value: col_value.to_a,
+        col_dual: col_dual.to_a,
+        row_value: row_value.to_a,
+        row_dual: row_dual.to_a,
+        col_basis: col_basis.to_a.map { |v| FFI::BASIS_STATUS[v] },
+        row_basis: row_basis.to_a.map { |v| FFI::BASIS_STATUS[v] }
+      }
+    end
+
+    private
+
+    def check_status(status)
+      # TODO handle warnings (status = 1)
+      if status == -1
+        raise Error, "Bad status"
+      end
+    end
+  end
+end

data/lib/highs/version.rb

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+module Highs
+  VERSION = "0.1.0"
+end

data/lib/highs.rb

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+# stdlib
+require "fiddle/import"
+
+# modules
+require "highs/array"
+require "highs/methods"
+require "highs/version"
+
+module Highs
+  class Error < StandardError; end
+
+  extend Methods
+
+  class << self
+    attr_accessor :ffi_lib
+  end
+  lib_name =
+    if Gem.win_platform?
+      # uses lib prefix for Windows
+      "libhighs.dll"
+    elsif RbConfig::CONFIG["host_os"] =~ /darwin/i
+      if RbConfig::CONFIG["host_cpu"] =~ /arm|aarch64/i
+        "libhighs.arm64.dylib"
+      else
+        "libhighs.dylib"
+      end
+    else
+      if RbConfig::CONFIG["host_cpu"] =~ /arm|aarch64/i
+        "libhighs.arm64.so"
+      else
+        "libhighs.so"
+      end
+    end
+  vendor_lib = File.expand_path("../vendor/#{lib_name}", __dir__)
+  self.ffi_lib = [vendor_lib]
+
+  # friendlier error message
+  autoload :FFI, "highs/ffi"
+end

data/vendor/LICENSE

@@ -0,0 +1,24 @@
+MIT License
+
+Copyright (c) 2021 ERGO-Code
+
+    IPX and BASICLU, Copyright (c) 2018-2021  ERGO-Code
+    Used in HiGHS under the MIT license.
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

metadata

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+--- !ruby/object:Gem::Specification
+name: highs
+version: !ruby/object:Gem::Version
+  version: 0.1.0
+platform: ruby
+authors:
+- Andrew Kane
+autorequire:
+bindir: bin
+cert_chain: []
+date: 2022-04-05 00:00:00.000000000 Z
+dependencies: []
+description:
+email: andrew@ankane.org
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- CHANGELOG.md
+- LICENSE.txt
+- README.md
+- lib/highs.rb
+- lib/highs/array.rb
+- lib/highs/ffi.rb
+- lib/highs/methods.rb
+- lib/highs/version.rb
+- vendor/LICENSE
+- vendor/libhighs.arm64.dylib
+- vendor/libhighs.arm64.so
+- vendor/libhighs.dylib
+- vendor/libhighs.so
+homepage: https://github.com/ankane/highs-ruby
+licenses:
+- MIT
+metadata: {}
+post_install_message:
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '2.7'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.1.6
+signing_key:
+specification_version: 4
+summary: Linear optimization for Ruby
+test_files: []