lpsolver 0.1.0 → 0.2.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (1165) hide show
  1. checksums.yaml +4 -4
  2. data/Gemfile +1 -0
  3. data/README.md +70 -26
  4. data/ext/lpsolver/Makefile +273 -0
  5. data/ext/lpsolver/ext.c +353 -0
  6. data/ext/lpsolver/ext.o +0 -0
  7. data/ext/lpsolver/extconf.rb +79 -0
  8. data/ext/lpsolver/native.so +0 -0
  9. data/ext/lpsolver-highs/AUTHORS +7 -0
  10. data/ext/lpsolver-highs/BUILD.bazel +243 -0
  11. data/ext/lpsolver-highs/CITATION.cff +29 -0
  12. data/ext/lpsolver-highs/CMakeCache.txt +406 -0
  13. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
  14. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
  15. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
  16. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
  17. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
  18. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
  19. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
  20. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
  21. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
  22. data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
  23. data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
  24. data/ext/lpsolver-highs/CMakeLists.txt +983 -0
  25. data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
  26. data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
  27. data/ext/lpsolver-highs/FEATURES.md +61 -0
  28. data/ext/lpsolver-highs/LICENSE.txt +21 -0
  29. data/ext/lpsolver-highs/MODULE.bazel +38 -0
  30. data/ext/lpsolver-highs/README.md +281 -0
  31. data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
  32. data/ext/lpsolver-highs/Version.txt +4 -0
  33. data/ext/lpsolver-highs/WORKSPACE +33 -0
  34. data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
  35. data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
  36. data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
  37. data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
  38. data/ext/lpsolver-highs/build/bin/highs +0 -0
  39. data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
  40. data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
  41. data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
  42. data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
  43. data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
  44. data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
  45. data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
  46. data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
  47. data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
  48. data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
  49. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
  50. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
  51. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
  52. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
  53. data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
  54. data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
  55. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
  56. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
  57. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
  58. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
  59. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
  60. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
  61. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
  62. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
  63. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
  64. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
  65. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
  66. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
  67. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
  68. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
  69. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
  70. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
  71. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
  72. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
  73. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
  74. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
  75. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
  76. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
  77. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
  78. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
  79. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
  80. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
  81. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
  82. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
  83. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
  84. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
  85. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
  86. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
  87. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
  88. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
  89. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
  90. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
  91. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
  92. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
  93. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
  94. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
  95. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
  96. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
  97. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
  98. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
  99. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
  100. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
  101. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
  102. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
  103. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
  104. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
  105. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
  106. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
  107. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
  108. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
  109. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
  110. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
  111. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
  112. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
  113. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
  114. data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
  115. data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
  116. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
  117. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
  118. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
  119. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
  120. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
  121. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
  122. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
  123. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
  124. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
  125. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
  126. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
  127. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
  128. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
  129. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
  130. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
  131. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
  132. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
  133. data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
  134. data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
  135. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
  136. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
  137. data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
  138. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
  139. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
  140. data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
  141. data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
  142. data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
  143. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
  144. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
  145. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
  146. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
  147. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
  148. data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
  149. data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
  150. data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
  151. data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
  152. data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
  153. data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
  154. data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
  155. data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
  156. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
  157. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
  158. data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
  159. data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
  160. data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
  161. data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
  162. data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
  163. data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
  164. data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
  165. data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
  166. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
  167. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
  168. data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
  169. data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
  170. data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
  171. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
  172. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
  173. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
  174. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
  175. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
  176. data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
  177. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
  178. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
  179. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  180. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  181. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  182. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  183. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  184. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  185. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  186. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  187. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  188. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
  189. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
  190. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
  191. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  192. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
  193. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
  194. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  195. data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
  196. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
  197. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
  198. data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
  199. data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
  200. data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
  201. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
  202. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
  203. data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
  204. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
  205. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
  206. data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
  207. data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
  208. data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
  209. data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
  210. data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
  211. data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
  212. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
  213. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
  214. data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
  215. data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
  216. data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
  217. data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
  218. data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
  219. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
  220. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
  221. data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
  222. data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
  223. data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
  224. data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
  225. data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
  226. data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
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  953. data/ext/lpsolver-highs/highs/parallel/HighsRaceTimer.h +38 -0
  954. data/ext/lpsolver-highs/highs/parallel/HighsSchedulerConstants.h +19 -0
  955. data/ext/lpsolver-highs/highs/parallel/HighsSpinMutex.h +48 -0
  956. data/ext/lpsolver-highs/highs/parallel/HighsSplitDeque.h +606 -0
  957. data/ext/lpsolver-highs/highs/parallel/HighsTask.h +170 -0
  958. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.cpp +43 -0
  959. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.h +217 -0
  960. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.cpp +848 -0
  961. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.h +108 -0
  962. data/ext/lpsolver-highs/highs/pdlp/HiPdlpTimer.h +155 -0
  963. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.cpp +141 -0
  964. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.h +26 -0
  965. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Diff +12 -0
  966. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Meld +7 -0
  967. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Merge +2 -0
  968. data/ext/lpsolver-highs/highs/pdlp/cupdlp/README.md +95 -0
  969. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/CMakeLists.txt +58 -0
  970. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cu +338 -0
  971. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cuh +319 -0
  972. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cu +386 -0
  973. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cuh +149 -0
  974. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cublas.c +154 -0
  975. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cuda_linalg.c +79 -0
  976. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp.h +16 -0
  977. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.c +214 -0
  978. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  979. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  980. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.c +802 -0
  981. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  982. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.c +148 -0
  983. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  984. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.c +124 -0
  985. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  986. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.c +425 -0
  987. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  988. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.c +1498 -0
  989. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  990. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.c +478 -0
  991. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  992. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  993. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.h +212 -0
  994. data/ext/lpsolver-highs/highs/pdlp/cupdlp/glbopts.h +342 -0
  995. data/ext/lpsolver-highs/highs/pdlp/hipdlp/defs.hpp +222 -0
  996. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.cc +231 -0
  997. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.hpp +61 -0
  998. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.cc +225 -0
  999. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.hpp +80 -0
  1000. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cc +2798 -0
  1001. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cu +497 -0
  1002. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  1003. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg_kernels.hpp +77 -0
  1004. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdlp_gpu_debug.hpp +62 -0
  1005. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.cc +132 -0
  1006. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.hpp +96 -0
  1007. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.cc +307 -0
  1008. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.hpp +74 -0
  1009. data/ext/lpsolver-highs/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  1010. data/ext/lpsolver-highs/highs/presolve/HPresolve.cpp +8511 -0
  1011. data/ext/lpsolver-highs/highs/presolve/HPresolve.h +505 -0
  1012. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.cpp +239 -0
  1013. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.h +52 -0
  1014. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.cpp +1368 -0
  1015. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.h +943 -0
  1016. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.cpp +1921 -0
  1017. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.h +284 -0
  1018. data/ext/lpsolver-highs/highs/presolve/ICrash.cpp +474 -0
  1019. data/ext/lpsolver-highs/highs/presolve/ICrash.h +124 -0
  1020. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.cpp +267 -0
  1021. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.h +62 -0
  1022. data/ext/lpsolver-highs/highs/presolve/ICrashX.cpp +173 -0
  1023. data/ext/lpsolver-highs/highs/presolve/ICrashX.h +23 -0
  1024. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.cpp +45 -0
  1025. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.h +90 -0
  1026. data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
  1027. data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
  1028. data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
  1029. data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
  1030. data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
  1031. data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
  1032. data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
  1033. data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
  1034. data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
  1035. data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
  1036. data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
  1037. data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
  1038. data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
  1039. data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
  1040. data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
  1041. data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
  1042. data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
  1043. data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
  1044. data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
  1045. data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
  1046. data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
  1047. data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
  1048. data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
  1049. data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
  1050. data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
  1051. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
  1052. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
  1053. data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
  1054. data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
  1055. data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
  1056. data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
  1057. data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
  1058. data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
  1059. data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
  1060. data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
  1061. data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
  1062. data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
  1063. data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
  1064. data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
  1065. data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
  1066. data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
  1067. data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
  1068. data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
  1069. data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
  1070. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
  1071. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
  1072. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
  1073. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
  1074. data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
  1075. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
  1076. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
  1077. data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
  1078. data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
  1079. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
  1080. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
  1081. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
  1082. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
  1083. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
  1084. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
  1085. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
  1086. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
  1087. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
  1088. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
  1089. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
  1090. data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
  1091. data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
  1092. data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
  1093. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
  1094. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
  1095. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
  1096. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
  1097. data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
  1098. data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
  1099. data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
  1100. data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
  1101. data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
  1102. data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
  1103. data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
  1104. data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
  1105. data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
  1106. data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
  1107. data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
  1108. data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
  1109. data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
  1110. data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
  1111. data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
  1112. data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
  1113. data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
  1114. data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
  1115. data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
  1116. data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
  1117. data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
  1118. data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
  1119. data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
  1120. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
  1121. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
  1122. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
  1123. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
  1124. data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
  1125. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
  1126. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
  1127. data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
  1128. data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
  1129. data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
  1130. data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
  1131. data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
  1132. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
  1133. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
  1134. data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
  1135. data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
  1136. data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
  1137. data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
  1138. data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
  1139. data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
  1140. data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
  1141. data/ext/lpsolver-highs/highs.pc.in +12 -0
  1142. data/ext/lpsolver-highs/meson.build +198 -0
  1143. data/ext/lpsolver-highs/meson_options.txt +31 -0
  1144. data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
  1145. data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
  1146. data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
  1147. data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
  1148. data/ext/lpsolver-highs/nuget/README.md +38 -0
  1149. data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
  1150. data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
  1151. data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
  1152. data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
  1153. data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
  1154. data/ext/lpsolver-highs/pyproject.toml +221 -0
  1155. data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
  1156. data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
  1157. data/ext/lpsolver-highs/version.rc.in +50 -0
  1158. data/lib/lpsolver/highs +0 -0
  1159. data/lib/lpsolver/model.rb +28 -4
  1160. data/lib/lpsolver/native.so +0 -0
  1161. data/lib/lpsolver/native_model.rb +261 -0
  1162. data/lib/lpsolver/solution.rb +72 -7
  1163. data/lib/lpsolver/version.rb +1 -1
  1164. data/lpsolver.gemspec +4 -1
  1165. metadata +1176 -4
@@ -0,0 +1,83 @@
1
+ // #include "Highs.h"
2
+ #include <iostream>
3
+ #include <stdexcept> //Used in HiGHS
4
+
5
+ #include "HCheckConfig.h"
6
+ #include "catch.hpp"
7
+ // #include <exception>
8
+ const bool dev_run = false;
9
+
10
+ void invalidArgument() {
11
+ // Used in .lp file reader
12
+ throw std::invalid_argument("Exception: invalid_argument");
13
+ }
14
+
15
+ void logicError() {
16
+ // Used in IPX
17
+ throw std::logic_error("Exception: logic_error");
18
+ }
19
+
20
+ void badAlloc() {
21
+ // Used in IPX
22
+ throw std::bad_alloc();
23
+ }
24
+
25
+ TEST_CASE("ThrowCatch", "[highs_test_throw]") {
26
+ bool ok;
27
+ // Check that all exceptions usind in HiGHS are caught
28
+ //
29
+ // Catch invalid_argument explicitly
30
+ ok = false;
31
+ try {
32
+ invalidArgument();
33
+ } catch (const std::invalid_argument& exception) {
34
+ if (dev_run) std::cout << exception.what() << std::endl;
35
+ ok = true;
36
+ }
37
+ REQUIRE(ok);
38
+ // Catch logic_error explicitly
39
+ ok = false;
40
+ try {
41
+ logicError();
42
+ } catch (const std::logic_error& exception) {
43
+ if (dev_run) std::cout << exception.what() << std::endl;
44
+ ok = true;
45
+ }
46
+ REQUIRE(ok);
47
+ // Catch bad_alloc explicitly
48
+ ok = false;
49
+ try {
50
+ badAlloc();
51
+ } catch (const std::bad_alloc& exception) {
52
+ if (dev_run) std::cout << exception.what() << std::endl;
53
+ ok = true;
54
+ }
55
+ REQUIRE(ok);
56
+ // Catch invalid_argument via exception
57
+ ok = false;
58
+ try {
59
+ invalidArgument();
60
+ } catch (const std::exception& exception) {
61
+ if (dev_run) std::cout << exception.what() << std::endl;
62
+ ok = true;
63
+ }
64
+ REQUIRE(ok);
65
+ // Catch logic_error via exception
66
+ ok = false;
67
+ try {
68
+ logicError();
69
+ } catch (const std::exception& exception) {
70
+ if (dev_run) std::cout << exception.what() << std::endl;
71
+ ok = true;
72
+ }
73
+ REQUIRE(ok);
74
+ // Catch bad_alloc via exception
75
+ ok = false;
76
+ try {
77
+ badAlloc();
78
+ } catch (const std::exception& exception) {
79
+ if (dev_run) std::cout << exception.what() << std::endl;
80
+ ok = true;
81
+ }
82
+ REQUIRE(ok);
83
+ }
@@ -0,0 +1,19 @@
1
+ #include "HCheckConfig.h"
2
+ #include "Highs.h"
3
+ #include "catch.hpp"
4
+
5
+ const bool dev_run = false;
6
+ const double double_equal_tolerance = 1e-5;
7
+
8
+ TEST_CASE("tsp-p01", "[highs_test_tsp_solver]") {
9
+ std::string filename;
10
+ filename = std::string(HIGHS_DIR) + "/check/instances/p01.mps";
11
+ const double optimal_obective_value = 263;
12
+ Highs highs;
13
+ if (!dev_run) highs.setOptionValue("output_flag", false);
14
+ highs.readModel(filename);
15
+ highs.run();
16
+ REQUIRE(highs.getObjectiveValue() == optimal_obective_value);
17
+
18
+ highs.resetGlobalScheduler(true);
19
+ }
@@ -0,0 +1,444 @@
1
+ #include <cmath>
2
+
3
+ #include "HCheckConfig.h"
4
+ #include "Highs.h"
5
+ #include "catch.hpp"
6
+
7
+ const bool dev_run = false;
8
+ const double inf = kHighsInf;
9
+
10
+ bool doubleEqual0(const double v0, const double v1) {
11
+ double rel_difference = std::fabs(v0 - v1) / std::max(1.0, std::fabs(v0));
12
+ bool ok = rel_difference < 1e-12;
13
+ if (
14
+ // dev_run &&
15
+ !ok)
16
+ printf("UserScaleDoubleEqual: %g and %g have relative difference = %g\n",
17
+ v0, v1, rel_difference);
18
+ return ok;
19
+ }
20
+
21
+ TEST_CASE("user-scale-after-run", "[highs_user_scale]") {
22
+ const std::string mip_model = "flugpl"; //"rgn";//
23
+ std::string model = "avgas";
24
+ Highs highs;
25
+ highs.setOptionValue("output_flag", dev_run);
26
+ // REQUIRE(highs.setOptionValue("presolve", kHighsOffString) ==
27
+ // HighsStatus::kOk);
28
+ HighsInt num_k = 2;
29
+ if (num_k == 1) model = mip_model;
30
+ for (HighsInt k = 0; k < num_k; k++) {
31
+ std::string filename =
32
+ std::string(HIGHS_DIR) + "/check/instances/" + model + ".mps";
33
+ highs.readModel(filename);
34
+ HighsLp unscaled_lp = highs.getLp();
35
+
36
+ highs.run();
37
+ double unscaled_objective = highs.getInfo().objective_function_value;
38
+
39
+ HighsInt user_bound_scale = 1;
40
+ REQUIRE(highs.setOptionValue("user_bound_scale", user_bound_scale) ==
41
+ HighsStatus::kOk);
42
+
43
+ HighsInt user_objective_scale = 4;
44
+ REQUIRE(highs.setOptionValue("user_objective_scale",
45
+ user_objective_scale) == HighsStatus::kOk);
46
+
47
+ highs.run();
48
+
49
+ REQUIRE(highs.getModelStatus() == HighsModelStatus::kOptimal);
50
+ REQUIRE(doubleEqual0(highs.getInfo().objective_function_value,
51
+ unscaled_objective));
52
+
53
+ model = mip_model;
54
+ REQUIRE(highs.setOptionValue("user_bound_scale", 0) == HighsStatus::kOk);
55
+ REQUIRE(highs.setOptionValue("user_objective_scale", 0) ==
56
+ HighsStatus::kOk);
57
+ }
58
+
59
+ highs.resetGlobalScheduler(true);
60
+ }
61
+
62
+ TEST_CASE("chip-user-bound-scale", "[highs_user_scale]") {
63
+ Highs highs;
64
+ const HighsSolution& solution = highs.getSolution();
65
+ highs.setOptionValue("output_flag", dev_run);
66
+ highs.setOptionValue("presolve", kHighsOffString);
67
+ HighsLp lp;
68
+ lp.num_col_ = 2;
69
+ lp.num_row_ = 2;
70
+ lp.col_cost_ = {10, 25};
71
+ lp.sense_ = ObjSense::kMaximize;
72
+ lp.col_lower_ = {0, 0};
73
+ lp.col_upper_ = {inf, inf};
74
+ lp.row_lower_ = {-inf, -inf};
75
+ lp.row_upper_ = {82, 125};
76
+ lp.a_matrix_.start_ = {0, 2, 4};
77
+ lp.a_matrix_.index_ = {0, 1, 0, 1};
78
+ lp.a_matrix_.value_ = {1, 1, 2, 4};
79
+ double chip_solution0 = 39;
80
+ double chip_solution1 = 21.5;
81
+
82
+ // Pass twice: once for LP; once for MIP
83
+ for (int k = 0; k < 2; k++) {
84
+ highs.passModel(lp);
85
+
86
+ highs.run();
87
+
88
+ REQUIRE(solution.col_value[0] == chip_solution0);
89
+ REQUIRE(solution.col_value[1] == chip_solution1);
90
+
91
+ REQUIRE(highs.setOptionValue("user_bound_scale", 3) == HighsStatus::kOk);
92
+
93
+ highs.clearSolver();
94
+ highs.run();
95
+ REQUIRE(solution.col_value[0] == chip_solution0);
96
+ REQUIRE(solution.col_value[1] == chip_solution1);
97
+
98
+ REQUIRE(highs.setOptionValue("user_bound_scale", -3) == HighsStatus::kOk);
99
+
100
+ highs.clearSolver();
101
+ highs.run();
102
+ REQUIRE(solution.col_value[0] == chip_solution0);
103
+ REQUIRE(solution.col_value[1] == chip_solution1);
104
+
105
+ // Add integrality, and change the solution
106
+ lp.integrality_ = {HighsVarType::kInteger, HighsVarType::kInteger};
107
+ chip_solution0 = 40;
108
+ chip_solution1 = 21;
109
+ }
110
+ highs.resetGlobalScheduler(true);
111
+ }
112
+
113
+ TEST_CASE("user-small-cost-scale", "[highs_user_scale]") {
114
+ Highs highs;
115
+ const HighsSolution& solution = highs.getSolution();
116
+ highs.setOptionValue("output_flag", dev_run);
117
+ highs.setOptionValue("presolve", kHighsOffString);
118
+ HighsLp lp;
119
+ lp.num_col_ = 2;
120
+ lp.num_row_ = 2;
121
+ lp.col_cost_ = {10, 25};
122
+ lp.sense_ = ObjSense::kMaximize;
123
+ lp.col_lower_ = {0, 0};
124
+ lp.col_upper_ = {inf, inf};
125
+ lp.row_lower_ = {-inf, -inf};
126
+ lp.row_upper_ = {80, 120};
127
+ lp.a_matrix_.start_ = {0, 2, 4};
128
+ lp.a_matrix_.index_ = {0, 1, 0, 1};
129
+ lp.a_matrix_.value_ = {1, 1, 2, 4};
130
+
131
+ HighsInt suggested_objective_scale;
132
+ HighsInt suggested_bound_scale;
133
+ highs.getObjectiveBoundScaling(suggested_objective_scale,
134
+ suggested_bound_scale);
135
+
136
+ highs.passModel(lp);
137
+
138
+ highs.getObjectiveBoundScaling(suggested_objective_scale,
139
+ suggested_bound_scale);
140
+
141
+ highs.run();
142
+ REQUIRE(solution.col_value[0] == 40);
143
+ REQUIRE(solution.col_value[1] == 20);
144
+
145
+ REQUIRE(highs.setOptionValue("user_objective_scale", -30) ==
146
+ HighsStatus::kOk);
147
+ highs.clearSolver();
148
+ highs.run();
149
+ if (dev_run) highs.writeSolution("", 1);
150
+ REQUIRE(solution.col_value[0] == 0);
151
+ REQUIRE(solution.col_value[1] == 0);
152
+
153
+ REQUIRE(highs.setOptionValue("user_objective_scale", 0) == HighsStatus::kOk);
154
+
155
+ highs.run();
156
+ REQUIRE(solution.col_value[0] == 40);
157
+ REQUIRE(solution.col_value[1] == 20);
158
+
159
+ std::string model = "flugpl";
160
+ std::string filename =
161
+ std::string(HIGHS_DIR) + "/check/instances/" + model + ".mps";
162
+ highs.readModel(filename);
163
+
164
+ REQUIRE(highs.setOptionValue("user_objective_scale", -30) ==
165
+ HighsStatus::kOk);
166
+
167
+ highs.run();
168
+
169
+ highs.resetGlobalScheduler(true);
170
+ }
171
+
172
+ HighsLp lp0(const double cost, const double bound) {
173
+ // This LP is unbounded and causes assert in presolve!
174
+ HighsLp lp;
175
+ lp.num_col_ = 2;
176
+ lp.num_row_ = 2;
177
+ lp.col_cost_ = {cost, -2 * cost};
178
+ lp.col_lower_ = {0, 1e-8};
179
+ lp.col_upper_ = {bound, bound};
180
+ lp.row_lower_ = {-kHighsInf, bound};
181
+ lp.row_upper_ = {bound, kHighsInf};
182
+ lp.a_matrix_.start_ = {0, 2, 4};
183
+ lp.a_matrix_.index_ = {0, 1, 0, 1};
184
+ lp.a_matrix_.value_ = {1, 1, 1, -1};
185
+ return lp;
186
+ }
187
+
188
+ HighsLp mip0(const double cost, const double bound) {
189
+ HighsLp lp = lp0(cost, bound);
190
+ lp.integrality_ = {HighsVarType::kInteger, HighsVarType::kContinuous};
191
+ return lp;
192
+ }
193
+
194
+ HighsLp lp1(const double cost, const double col_lower, const double bound) {
195
+ HighsLp lp;
196
+ // Set up the LP
197
+ //
198
+ // min -4C x -7C y
199
+ //
200
+ // st x + y <= 6B; -2B <= x-y
201
+ //
202
+ // b <= [x, y] <= 10*B
203
+ //
204
+ // Optimal minimizer is [2B, 4B] so, if this should scale with B and
205
+ // test the scaling bounds down scenario
206
+ //
207
+ // Optimal maximizer is [b, b] so, if b and B are small (but bigger
208
+ // than B) this should test the "all small bounds" scaled up
209
+ // scenario
210
+ lp.num_col_ = 2;
211
+ lp.num_row_ = 2;
212
+ lp.offset_ = 1e-4;
213
+ lp.col_cost_ = {-4 * cost, -7 * cost};
214
+ lp.col_lower_ = {col_lower, col_lower};
215
+ lp.col_upper_ = {10 * bound, 10 * bound};
216
+ lp.row_lower_ = {-kHighsInf, -2 * bound};
217
+ lp.row_upper_ = {6 * bound, kHighsInf};
218
+ lp.a_matrix_.start_ = {0, 2, 4};
219
+ lp.a_matrix_.index_ = {0, 1, 0, 1};
220
+ lp.a_matrix_.value_ = {1, 1, 1, -1};
221
+ return lp;
222
+ }
223
+
224
+ HighsLp mip1(const double cost, const double col_lower, const double bound) {
225
+ HighsLp lp = lp1(cost, col_lower, bound);
226
+ lp.integrality_ = {HighsVarType::kInteger, HighsVarType::kContinuous};
227
+ lp.col_lower_[0] = 0;
228
+ return lp;
229
+ }
230
+
231
+ HighsHessian hessian(const double value) {
232
+ // Together with lp1:
233
+ //
234
+ // Optimal minimizer is [3B, 3B] so, if this should scale with B and
235
+ // test the scaling bounds down scenario
236
+ //
237
+ // Optimal maximizer is [b, b] so, if b and B are small (but bigger
238
+ // than B) this should test the "all small bounds" scaled up
239
+ // scenario
240
+ HighsHessian hessian;
241
+ hessian.dim_ = 2;
242
+ hessian.start_ = {0, 1, 2};
243
+ hessian.index_ = {0, 1};
244
+ hessian.value_ = {value, 2 * value};
245
+ return hessian;
246
+ }
247
+
248
+ void testUserScale(Highs& h) {
249
+ h.setOptionValue("user_objective_scale", 0);
250
+ h.setOptionValue("user_bound_scale", 0);
251
+ if (dev_run)
252
+ printf("\n---------------\nWithout user scaling\n---------------\n");
253
+ h.writeModel("");
254
+ h.run();
255
+ h.writeSolution("", 1);
256
+ double unscaled_objective_value = h.getInfo().objective_function_value;
257
+ if (dev_run)
258
+ printf("\n---------------\nWith user scaling\n---------------\n");
259
+ HighsInt suggested_objective_scale;
260
+ HighsInt suggested_bound_scale;
261
+ h.getObjectiveBoundScaling(suggested_objective_scale, suggested_bound_scale);
262
+ if (dev_run)
263
+ printf(
264
+ "Highs::getObjectiveBoundScaling suggested cost / bound scale values "
265
+ "of "
266
+ "%d / %d\n",
267
+ int(suggested_objective_scale), int(suggested_bound_scale));
268
+ const bool has_suggested_scaling =
269
+ suggested_objective_scale || suggested_bound_scale;
270
+ if (!has_suggested_scaling) {
271
+ suggested_objective_scale = 2;
272
+ suggested_bound_scale = 1;
273
+ }
274
+
275
+ h.setOptionValue("user_objective_scale", suggested_objective_scale);
276
+ h.setOptionValue("user_bound_scale", suggested_bound_scale);
277
+ h.clearSolver();
278
+ h.run();
279
+ h.writeSolution("", 1);
280
+ REQUIRE(doubleEqual0(unscaled_objective_value,
281
+ h.getInfo().objective_function_value));
282
+ }
283
+
284
+ void testLp(Highs& h, const double cost, const double col_lower,
285
+ const double bound) {
286
+ HighsLp lp = lp1(cost, col_lower, bound);
287
+ h.passModel(lp);
288
+ testUserScale(h);
289
+ lp.sense_ = ObjSense::kMaximize;
290
+ h.passModel(lp);
291
+ testUserScale(h);
292
+ }
293
+
294
+ void testMip(Highs& h, const double cost, const double col_lower,
295
+ const double bound) {
296
+ HighsLp mip = mip1(cost, col_lower, bound);
297
+ h.passModel(mip);
298
+ testUserScale(h);
299
+ mip.sense_ = ObjSense::kMaximize;
300
+ h.passModel(mip);
301
+ testUserScale(h);
302
+ }
303
+
304
+ void testQp(Highs& h, const double cost, const double value,
305
+ const double col_lower, const double bound) {
306
+ HighsModel qp;
307
+ qp.lp_ = lp1(cost, col_lower, bound);
308
+ qp.hessian_ = hessian(value);
309
+ h.passModel(qp);
310
+ testUserScale(h);
311
+ qp.lp_.sense_ = ObjSense::kMaximize;
312
+ for (HighsInt iEl = 0; iEl < qp.hessian_.start_[qp.hessian_.dim_]; iEl++)
313
+ qp.hessian_.value_[iEl] *= -1;
314
+ h.passModel(qp);
315
+ testUserScale(h);
316
+ }
317
+
318
+ TEST_CASE("ill-scaled-model", "[highs_user_scale]") {
319
+ Highs h;
320
+ h.setOptionValue("output_flag", dev_run);
321
+ h.setOptionValue("qp_regularization_value", 0);
322
+ h.setOptionValue("presolve", kHighsOffString);
323
+ // Preolve on triggers assert
324
+ const bool expose_presolve_bug = false;
325
+ if (expose_presolve_bug) {
326
+ h.setOptionValue("presolve", kHighsOffString);
327
+ h.setOptionValue("presolve_reductions", 0);
328
+ HighsLp lp = mip0(1.0, kHighsInf);
329
+ h.passModel(lp);
330
+ h.run();
331
+ }
332
+
333
+ const bool all_test = true; // false;//
334
+ const bool lp_test = all_test || true;
335
+ const bool mip_test = all_test || false;
336
+ const bool qp_test = all_test || false;
337
+
338
+ const bool ok_test = all_test || false;
339
+ const double ok_cost = 1.0;
340
+ const double ok_hessian = 1.0;
341
+ const double ok_col_lower = 0.0;
342
+ const double ok_bound = 1.0;
343
+
344
+ // If the costs are too small, it becomes a feasibility problem,
345
+ // so don't get the same objective value in testUserScale
346
+ const bool small_cost_test = all_test || false;
347
+ const double small_cost = 0.5e-4;
348
+ const double small_col_lower = 1e-8;
349
+ const double large_cost = 1e8;
350
+ const double large_hessian = 1e4;
351
+ const double large_bound = 1e8;
352
+ if (lp_test) {
353
+ if (ok_test) {
354
+ if (dev_run)
355
+ printf(
356
+ "\n================\nill-scaled-model: LP "
357
+ "test\n================\n");
358
+ testLp(h, ok_cost, ok_col_lower, ok_bound);
359
+ }
360
+ if (small_cost_test) {
361
+ if (dev_run)
362
+ printf(
363
+ "\n================\nill-scaled-model: LP test - small costs and "
364
+ "column LB\n================\n");
365
+ testLp(h, small_cost, small_col_lower, ok_bound);
366
+ }
367
+ if (dev_run)
368
+ printf(
369
+ "\n================\nill-scaled-model: LP test - large "
370
+ "costs\n================\n");
371
+ testLp(h, large_cost, small_col_lower, ok_bound);
372
+ if (dev_run)
373
+ printf(
374
+ "\n================\nill-scaled-model: LP test - large "
375
+ "bounds\n================\n");
376
+ testLp(h, ok_cost, small_col_lower, large_bound);
377
+ if (dev_run)
378
+ printf(
379
+ "\n================\nill-scaled-model: LP test - large costs and "
380
+ "bounds\n================\n");
381
+ testLp(h, large_cost, small_col_lower, large_bound);
382
+ }
383
+
384
+ if (mip_test) {
385
+ if (ok_test) {
386
+ if (dev_run)
387
+ printf(
388
+ "\n================\nill-scaled-model: MIP "
389
+ "test\n================\n");
390
+ testMip(h, ok_cost, ok_col_lower, ok_bound);
391
+ }
392
+
393
+ if (small_cost_test) {
394
+ if (dev_run)
395
+ printf(
396
+ "\n================\nill-scaled-model: MIP test - small costs and "
397
+ "column LB\n================\n");
398
+ testMip(h, small_cost, small_col_lower, ok_bound);
399
+ }
400
+ if (dev_run)
401
+ printf(
402
+ "\n================\nill-scaled-model: MIP test - large "
403
+ "costs\n================\n");
404
+ testMip(h, large_cost, small_col_lower, ok_bound);
405
+ if (dev_run)
406
+ printf(
407
+ "\n================\nill-scaled-model: MIP test - large "
408
+ "bounds\n================\n");
409
+ testMip(h, ok_cost, small_col_lower, large_bound);
410
+ if (dev_run)
411
+ printf(
412
+ "\n================\nill-scaled-model: MIP test - large costs and "
413
+ "bounds\n================\n");
414
+ testMip(h, large_cost, small_col_lower, large_bound);
415
+ }
416
+
417
+ if (qp_test) {
418
+ if (ok_test) {
419
+ if (dev_run)
420
+ printf(
421
+ "\n================\nill-scaled-model: QP "
422
+ "test\n================\n");
423
+ testQp(h, ok_cost, ok_hessian, ok_col_lower, ok_bound);
424
+ }
425
+ // QP solver can't handle small costs and Hessian
426
+ if (dev_run)
427
+ printf(
428
+ "\n================\nill-scaled-model: QP test - large "
429
+ "costs\n================\n");
430
+ testQp(h, large_cost, ok_hessian, ok_col_lower, ok_bound);
431
+ if (dev_run)
432
+ printf(
433
+ "\n================\nill-scaled-model: QP test - large "
434
+ "bounds\n================\n");
435
+ testQp(h, ok_cost, ok_hessian, small_col_lower, large_bound);
436
+ if (dev_run)
437
+ printf(
438
+ "\n================\nill-scaled-model: QP test - large costs and "
439
+ "bounds\n================\n");
440
+ testQp(h, large_cost, large_hessian, small_col_lower, large_bound);
441
+ }
442
+
443
+ h.resetGlobalScheduler(true);
444
+ }
@@ -0,0 +1,76 @@
1
+ // Example 2. Application Using C and cuBLAS: 0-based indexing
2
+ //-----------------------------------------------------------
3
+ #include <cuda_runtime.h>
4
+ #include <math.h>
5
+ #include <stdio.h>
6
+ #include <stdlib.h>
7
+
8
+ #include "cublas_v2.h"
9
+ #define M 6
10
+ #define N 5
11
+ #define IDX2C(i, j, ld) (((j) * (ld)) + (i))
12
+
13
+ static __inline__ void modify(cublasHandle_t handle, float* m, int ldm, int n,
14
+ int p, int q, float alpha, float beta) {
15
+ cublasSscal(handle, n - q, &alpha, &m[IDX2C(p, q, ldm)], ldm);
16
+ cublasSscal(handle, ldm - p, &beta, &m[IDX2C(p, q, ldm)], 1);
17
+ }
18
+
19
+ int main(void) {
20
+ cudaError_t cudaStat;
21
+ cublasStatus_t stat;
22
+ cublasHandle_t handle;
23
+ int i, j;
24
+ float* devPtrA;
25
+ float* a = 0;
26
+ a = (float*)malloc(M * N * sizeof(*a));
27
+ if (!a) {
28
+ printf("host memory allocation failed");
29
+ return EXIT_FAILURE;
30
+ }
31
+ for (j = 0; j < N; j++) {
32
+ for (i = 0; i < M; i++) {
33
+ a[IDX2C(i, j, M)] = (float)(i * N + j + 1);
34
+ }
35
+ }
36
+ cudaStat = cudaMalloc((void**)&devPtrA, M * N * sizeof(*a));
37
+ if (cudaStat != cudaSuccess) {
38
+ printf("device memory allocation failed");
39
+ free(a);
40
+ return EXIT_FAILURE;
41
+ }
42
+ stat = cublasCreate(&handle);
43
+ if (stat != CUBLAS_STATUS_SUCCESS) {
44
+ printf("CUBLAS initialization failed\n");
45
+ free(a);
46
+ cudaFree(devPtrA);
47
+ return EXIT_FAILURE;
48
+ }
49
+ stat = cublasSetMatrix(M, N, sizeof(*a), a, M, devPtrA, M);
50
+ if (stat != CUBLAS_STATUS_SUCCESS) {
51
+ printf("data download failed");
52
+ free(a);
53
+ cudaFree(devPtrA);
54
+ cublasDestroy(handle);
55
+ return EXIT_FAILURE;
56
+ }
57
+ modify(handle, devPtrA, M, N, 1, 2, 16.0f, 12.0f);
58
+ stat = cublasGetMatrix(M, N, sizeof(*a), devPtrA, M, a, M);
59
+ if (stat != CUBLAS_STATUS_SUCCESS) {
60
+ printf("data upload failed");
61
+ free(a);
62
+ cudaFree(devPtrA);
63
+ cublasDestroy(handle);
64
+ return EXIT_FAILURE;
65
+ }
66
+ cudaFree(devPtrA);
67
+ cublasDestroy(handle);
68
+ for (j = 0; j < N; j++) {
69
+ for (i = 0; i < M; i++) {
70
+ printf("%7.0f", a[IDX2C(i, j, M)]);
71
+ }
72
+ printf("\n");
73
+ }
74
+ free(a);
75
+ return EXIT_SUCCESS;
76
+ }
@@ -0,0 +1,88 @@
1
+ // Example 2. Application Using C and cuBLAS: 0-based indexing
2
+ //-----------------------------------------------------------
3
+ #include <cuda_runtime.h>
4
+ #include <math.h>
5
+ #include <stdio.h>
6
+ #include <stdlib.h>
7
+
8
+ #include <iostream>
9
+
10
+ #include "cublas_v2.h"
11
+ #define N 5
12
+
13
+ int main(void) {
14
+ cudaError_t cudaStat;
15
+ cublasStatus_t stat;
16
+ cublasHandle_t handle;
17
+ int i;
18
+ float* devPtrA;
19
+ float* a = 0;
20
+ a = (float*)malloc(N * sizeof(*a));
21
+ if (!a) {
22
+ printf("host memory allocation failed");
23
+ return EXIT_FAILURE;
24
+ }
25
+
26
+ for (i = 0; i < N; i++) a[i] = (float)(i * N);
27
+ for (i = 0; i < N; i++) printf("%7.0f", a[(i)]);
28
+ std::cout << std::endl;
29
+
30
+ cudaStat = cudaMalloc((void**)&devPtrA, N * sizeof(*a));
31
+ if (cudaStat != cudaSuccess) {
32
+ printf("device memory allocation failed");
33
+ free(a);
34
+ return EXIT_FAILURE;
35
+ }
36
+ stat = cublasCreate(&handle);
37
+ if (stat != CUBLAS_STATUS_SUCCESS) {
38
+ printf("CUBLAS initialization failed\n");
39
+ free(a);
40
+ cudaFree(devPtrA);
41
+ return EXIT_FAILURE;
42
+ }
43
+
44
+ stat = cublasSetVector(N, sizeof(*a), a, 1, devPtrA, 1);
45
+ if (stat != CUBLAS_STATUS_SUCCESS) {
46
+ printf("data download failed");
47
+ free(a);
48
+ cudaFree(devPtrA);
49
+ cublasDestroy(handle);
50
+ return EXIT_FAILURE;
51
+ }
52
+
53
+ float r;
54
+
55
+ cublasStatus_t status = cublasSnrm2(handle, N, devPtrA, 1, &r);
56
+ if (stat != CUBLAS_STATUS_SUCCESS) {
57
+ printf("error at dnorm");
58
+ free(a);
59
+ cudaFree(devPtrA);
60
+ cublasDestroy(handle);
61
+ return EXIT_FAILURE;
62
+ }
63
+
64
+ std::cout << "Snorm: " << r << std::endl << std::endl;
65
+
66
+ float* b;
67
+ b = (float*)malloc(N * sizeof(*b));
68
+
69
+ stat = cublasGetVector(N, sizeof(*a), devPtrA, 1, b, 1);
70
+ if (stat != CUBLAS_STATUS_SUCCESS) {
71
+ printf("data upload failed");
72
+ free(a);
73
+ cudaFree(devPtrA);
74
+ cublasDestroy(handle);
75
+ return EXIT_FAILURE;
76
+ }
77
+
78
+ cudaFree(devPtrA);
79
+ cublasDestroy(handle);
80
+
81
+ for (i = 0; i < N; i++) {
82
+ printf("%7.0f", b[(i)]);
83
+ }
84
+ printf("\n");
85
+
86
+ free(a);
87
+ return EXIT_SUCCESS;
88
+ }