highs 0.1.0 → 0.1.1

checksums.yaml

@@ -1,7 +1,7 @@
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data/CHANGELOG.md

@@ -1,3 +1,8 @@
+## 0.1.1 (2022-04-10)
+
+- Added objective value
+- Added support for reading and writing models
+
 ## 0.1.0 (2022-04-05)
 
 - First release

data/README.md

@@ -16,60 +16,81 @@ gem "highs"
 
 *The API is fairly low-level at the moment*
 
-Solve a linear program
+Load 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]
-)
+model =
+  Highs.lp(
+    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
+Load 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]
-)
+model =
+  Highs.mip(
+    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
+Load 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]
-)
+model =
+  Highs.qp(
+    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]
+  )
+```
+
+Solve
+
+```ruby
+model.solve
+```
+
+Write the program to an MPS file
+
+```ruby
+model.write("model.mps")
+```
+
+Read a program from an MPS file
+
+```ruby
+model = Highs.read("model.mps")
 ```
 
 ## History

data/lib/highs/ffi.rb

@@ -36,5 +36,27 @@ module Highs
     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)"
+
+    extern "void* Highs_create(void)"
+    extern "void Highs_destroy(void* highs)"
+    extern "HighsInt Highs_readModel(void* highs, char* filename)"
+    extern "HighsInt Highs_writeModel(void* highs, char* filename)"
+    extern "HighsInt Highs_clearModel(void* highs)"
+    extern "HighsInt Highs_run(void* highs)"
+    extern "HighsInt Highs_writeSolution(void* highs, char* filename)"
+    extern "HighsInt Highs_writeSolutionPretty(void* highs, char* filename)"
+    extern "HighsInt Highs_passLp(void* highs, 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)"
+    extern "HighsInt Highs_passMip(void* highs, 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)"
+    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_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)"
+    extern "HighsInt Highs_getDualRay(void* highs, HighsInt* has_dual_ray, double* dual_ray_value)"
+    extern "HighsInt Highs_getPrimalRay(void* highs, HighsInt* has_primal_ray, double* primal_ray_value)"
+    extern "double Highs_getObjectiveValue(void* highs)"
+    extern "HighsInt Highs_getNumCol(void* highs)"
+    extern "HighsInt Highs_getNumRow(void* highs)"
   end
 end

data/lib/highs/methods.rb

@@ -1,76 +1,49 @@
 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:)
+    def lp(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,
+      model = Model.new
+      check_status FFI.Highs_passLp(
+        model, 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
+        IntArray.new(a_start.size, a_start), IntArray.new(num_nz, a_index), DoubleArray.new(num_nz, a_value),
       )
+      model
+    end
 
-      {
-        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] }
-      }
+    def lp_call(**options)
+      lp(**options).solve
     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:)
+    def mip(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,
+      model = Model.new
+      check_status FFI.Highs_passMip(
+        model, 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
+        IntArray.new(a_start.size, a_start), IntArray.new(num_nz, a_index), DoubleArray.new(num_nz, a_value),
+        IntArray.new(num_col, integrality)
       )
+      model
+    end
 
-      {
-        status: FFI::MODEL_STATUS[model_status.to_a.first],
-        col_value: col_value.to_a,
-        row_value: row_value.to_a
-      }
+    def mip_call(**options)
+      mip(**options).solve.slice(:status, :obj_value, :col_value, :row_value)
     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:)
+    def qp(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
@@ -79,38 +52,25 @@ module Highs
       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,
+      model = Model.new
+      check_status FFI.Highs_passModel(
+        model, 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
+        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), nil
       )
+      model
+    end
+
+    def qp_call(**options)
+      qp(**options).solve
+    end
 
-      {
-        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] }
-      }
+    def read(filename)
+      model = Model.new
+      check_status FFI.Highs_readModel(model, filename)
+      model
     end
 
     private

data/lib/highs/model.rb

@@ -0,0 +1,63 @@
+module Highs
+  class Model
+    def initialize
+      @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
+      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)
+
+      check_status FFI.Highs_run(@ptr)
+      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)
+
+      {
+        status: FFI::MODEL_STATUS[model_status],
+        obj_value: FFI.Highs_getObjectiveValue(@ptr),
+        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 write(filename)
+      check_status FFI.Highs_writeModel(@ptr, filename)
+    end
+
+    def to_ptr
+      @ptr
+    end
+
+    def self.finalize(ptr)
+      # must use proc instead of stabby lambda
+      proc { FFI.Highs_destroy(ptr) }
+    end
+
+    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
+  end
+end

data/lib/highs/version.rb

@@ -1,3 +1,3 @@
 module Highs
-  VERSION = "0.1.0"
+  VERSION = "0.1.1"
 end

data/lib/highs.rb

@@ -4,6 +4,7 @@ require "fiddle/import"
 # modules
 require "highs/array"
 require "highs/methods"
+require "highs/model"
 require "highs/version"
 
 module Highs

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: highs
 version: !ruby/object:Gem::Version
-  version: 0.1.0
+  version: 0.1.1
 platform: ruby
 authors:
 - Andrew Kane
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2022-04-05 00:00:00.000000000 Z
+date: 2022-04-11 00:00:00.000000000 Z
 dependencies: []
 description:
 email: andrew@ankane.org
@@ -23,6 +23,7 @@ files:
 - lib/highs/array.rb
 - lib/highs/ffi.rb
 - lib/highs/methods.rb
+- lib/highs/model.rb
 - lib/highs/version.rb
 - vendor/LICENSE
 - vendor/libhighs.arm64.dylib
@@ -48,7 +49,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.1.6
+rubygems_version: 3.3.7
 signing_key:
 specification_version: 4
 summary: Linear optimization for Ruby