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.
- checksums.yaml +4 -4
- data/Gemfile +1 -0
- data/README.md +70 -26
- data/ext/lpsolver/Makefile +273 -0
- data/ext/lpsolver/ext.c +353 -0
- data/ext/lpsolver/ext.o +0 -0
- data/ext/lpsolver/extconf.rb +79 -0
- data/ext/lpsolver/native.so +0 -0
- data/ext/lpsolver-highs/AUTHORS +7 -0
- data/ext/lpsolver-highs/BUILD.bazel +243 -0
- data/ext/lpsolver-highs/CITATION.cff +29 -0
- data/ext/lpsolver-highs/CMakeCache.txt +406 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
- data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
- data/ext/lpsolver-highs/CMakeLists.txt +983 -0
- data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
- data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
- data/ext/lpsolver-highs/FEATURES.md +61 -0
- data/ext/lpsolver-highs/LICENSE.txt +21 -0
- data/ext/lpsolver-highs/MODULE.bazel +38 -0
- data/ext/lpsolver-highs/README.md +281 -0
- data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
- data/ext/lpsolver-highs/Version.txt +4 -0
- data/ext/lpsolver-highs/WORKSPACE +33 -0
- data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
- data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
- data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
- data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
- data/ext/lpsolver-highs/build/bin/highs +0 -0
- data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
- data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
- data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
- data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
- data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
- data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
- data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
- data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexReport.h +21 -0
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- data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
- data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
- data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
- data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
- data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
- data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
- data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
- data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
- data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
- data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
- data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
- data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
- data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
- data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
- data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
- data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
- data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
- data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
- data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
- data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
- data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
- data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
- data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
- data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
- data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
- data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
- data/ext/lpsolver-highs/highs.pc.in +12 -0
- data/ext/lpsolver-highs/meson.build +198 -0
- data/ext/lpsolver-highs/meson_options.txt +31 -0
- data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
- data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
- data/ext/lpsolver-highs/nuget/README.md +38 -0
- data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
- data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
- data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
- data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
- data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
- data/ext/lpsolver-highs/pyproject.toml +221 -0
- data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
- data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
- data/ext/lpsolver-highs/version.rc.in +50 -0
- data/lib/lpsolver/highs +0 -0
- data/lib/lpsolver/model.rb +28 -4
- data/lib/lpsolver/native.so +0 -0
- data/lib/lpsolver/native_model.rb +261 -0
- data/lib/lpsolver/solution.rb +72 -7
- data/lib/lpsolver/version.rb +1 -1
- data/lpsolver.gemspec +4 -1
- metadata +1176 -4
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# The paths to MPS file instances assumes that this is run in the
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# root directory of HiGHS
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import numpy as np
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import highspy
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hscb = highspy.cb
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# Constants for iteration limits or objective targets, adjust as required
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SIMPLEX_ITERATION_LIMIT = 100
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IPM_ITERATION_LIMIT = 100
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EGOUT_OBJECTIVE_TARGET = 610.0
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h = highspy.Highs()
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# h.setOptionValue("log_to_console", True)
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inf = highspy.kHighsInf
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alt_inf = h.getInfinity()
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print('highspy.kHighsInf = ', inf,
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'h.getInfinity() = ', alt_inf)
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# ~~~
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# Read in and solve avgas
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h.readModel("check/instances/avgas.mps")
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# h.writeModel("ml.mps")
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h.run()
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lp = h.getLp()
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num_nz = h.getNumNz()
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print("LP has ", lp.num_col_,
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" columns", lp.num_row_,
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" rows and ", num_nz, " nonzeros.")
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# ~~~
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# Clear so that incumbent model is empty
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h.clear()
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# Now define the blending model as a HighsLp instance
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lp = highspy.HighsLp()
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lp.num_col_ = 2
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lp.num_row_ = 2
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lp.sense_ = highspy.ObjSense.kMaximize
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lp.col_cost_ = np.array([8, 10], dtype=np.double)
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lp.col_lower_ = np.array([0, 0], dtype=np.double)
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lp.col_upper_ = np.array([inf, inf], dtype=np.double)
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lp.row_lower_ = np.array([-inf, -inf], dtype=np.double)
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lp.row_upper_ = np.array([120, 210], dtype=np.double)
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lp.a_matrix_.start_ = np.array([0, 2, 4])
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lp.a_matrix_.index_ = np.array([0, 1, 0, 1])
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lp.a_matrix_.value_ = np.array([0.3, 0.7, 0.5, 0.5], dtype=np.double)
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h.passModel(lp)
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# Solve
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h.run()
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# Print solution
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solution = h.getSolution()
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basis = h.getBasis()
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info = h.getInfo()
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# basis.col_status and basis.row_status are already lists, but
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# accessing values in solution.col_value and solution.row_value
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# directly is very inefficient, so convert them to lists
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col_status = basis.col_status
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row_status = basis.row_status
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col_value = list(solution.col_value)
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row_value = list(solution.row_value)
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model_status = h.getModelStatus()
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print("Model status = ", h.modelStatusToString(model_status))
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print("Optimal objective = ", info.objective_function_value)
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print("Iteration count = ", info.simplex_iteration_count)
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print(
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"Primal solution status = ", h.solutionStatusToString(
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info.primal_solution_status)
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)
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print("Dual solution status = ",
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h.solutionStatusToString(info.dual_solution_status))
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print("Basis validity = ", h.basisValidityToString(info.basis_validity))
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num_var = h.getNumCol()
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num_row = h.getNumRow()
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print("Variables")
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for icol in range(num_var):
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print(icol, col_value[icol],
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h.basisStatusToString(col_status[icol]))
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print("Constraints")
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for irow in range(num_row):
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print(irow, row_value[irow],
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h.basisStatusToString(row_status[irow]))
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# ~~~
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# Clear so that incumbent model is empty
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h.clear()
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# Now define the test-semi-definite0 model (from TestQpSolver.cpp)
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# as a HighsModel instance
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model = highspy.HighsModel()
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model.lp_.model_name_ = "semi-definite"
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model.lp_.num_col_ = 3
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model.lp_.num_row_ = 1
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model.lp_.col_cost_ = np.array([1.0, 1.0, 2.0], dtype=np.double)
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model.lp_.col_lower_ = np.array([0, 0, 0], dtype=np.double)
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model.lp_.col_upper_ = np.array([inf, inf, inf], dtype=np.double)
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model.lp_.row_lower_ = np.array([2], dtype=np.double)
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model.lp_.row_upper_ = np.array([inf], dtype=np.double)
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model.lp_.a_matrix_.format_ = highspy.MatrixFormat.kColwise
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model.lp_.a_matrix_.start_ = np.array([0, 1, 2, 3])
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model.lp_.a_matrix_.index_ = np.array([0, 0, 0])
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model.lp_.a_matrix_.value_ = np.array([1.0, 1.0, 1.0], dtype=np.double)
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model.hessian_.dim_ = model.lp_.num_col_
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model.hessian_.start_ = np.array([0, 2, 2, 3])
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model.hessian_.index_ = np.array([0, 2, 2])
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model.hessian_.value_ = np.array([2.0, -1.0, 1.0], dtype=np.double)
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print("test-semi-definite0 as HighsModel")
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h.passModel(model)
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h.run()
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# ~~~
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# Clear so that incumbent model is empty
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h.clear()
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num_col = 3
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num_row = 1
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sense = highspy.ObjSense.kMinimize
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offset = 0
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col_cost = np.array([1.0, 1.0, 2.0], dtype=np.double)
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col_lower = np.array([0, 0, 0], dtype=np.double)
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col_upper = np.array([inf, inf, inf], dtype=np.double)
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row_lower = np.array([2], dtype=np.double)
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row_upper = np.array([inf], dtype=np.double)
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a_matrix_format = highspy.MatrixFormat.kColwise
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a_matrix_start = np.array([0, 1, 2, 3])
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a_matrix_index = np.array([0, 0, 0])
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a_matrix_value = np.array([1.0, 1.0, 1.0], dtype=np.double)
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a_matrix_num_nz = a_matrix_start[num_col]
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hessian_format = highspy.HessianFormat.kTriangular
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hessian_start = np.array([0, 2, 2, 3])
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hessian_index = np.array([0, 2, 2])
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hessian_value = np.array([2.0, -1.0, 1.0], dtype=np.double)
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hessian_num_nz = hessian_start[num_col]
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integrality = np.array([0, 0, 0])
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print("test-semi-definite0 as pointers")
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h.passModel(
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num_col,
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num_row,
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a_matrix_num_nz,
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hessian_num_nz,
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a_matrix_format,
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hessian_format,
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sense,
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152
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+
offset,
|
|
153
|
+
col_cost,
|
|
154
|
+
col_lower,
|
|
155
|
+
col_upper,
|
|
156
|
+
row_lower,
|
|
157
|
+
row_upper,
|
|
158
|
+
a_matrix_start,
|
|
159
|
+
a_matrix_index,
|
|
160
|
+
a_matrix_value,
|
|
161
|
+
hessian_start,
|
|
162
|
+
hessian_index,
|
|
163
|
+
hessian_value,
|
|
164
|
+
integrality,
|
|
165
|
+
)
|
|
166
|
+
h.run()
|
|
167
|
+
h.writeSolution("", 1)
|
|
168
|
+
|
|
169
|
+
# ~~~
|
|
170
|
+
# Clear so that incumbent model is empty
|
|
171
|
+
h.clear()
|
|
172
|
+
print("25fv47 as HighsModel")
|
|
173
|
+
|
|
174
|
+
h.readModel("check/instances/25fv47.mps")
|
|
175
|
+
|
|
176
|
+
h.presolve()
|
|
177
|
+
presolved_lp = h.getPresolvedLp()
|
|
178
|
+
|
|
179
|
+
# Create a HiGHS instance to solve the presolved LP
|
|
180
|
+
print('\nCreate Highs instance to solve presolved LP')
|
|
181
|
+
h1 = highspy.Highs()
|
|
182
|
+
h1.passModel(presolved_lp)
|
|
183
|
+
|
|
184
|
+
# Get and set options
|
|
185
|
+
options = h1.getOptions()
|
|
186
|
+
options.presolve = "off"
|
|
187
|
+
options.solver = "ipm"
|
|
188
|
+
|
|
189
|
+
h1.passOptions(options)
|
|
190
|
+
|
|
191
|
+
# can be used to check option values
|
|
192
|
+
# h1.writeOptions("")
|
|
193
|
+
|
|
194
|
+
h1.run()
|
|
195
|
+
solution = h1.getSolution()
|
|
196
|
+
basis = h1.getBasis()
|
|
197
|
+
|
|
198
|
+
print("Crossover, then postsolve using solution and basis from another instance")
|
|
199
|
+
|
|
200
|
+
h.postsolve(solution, basis)
|
|
201
|
+
|
|
202
|
+
# Get solution
|
|
203
|
+
info = h.getInfo()
|
|
204
|
+
model_status = h.getModelStatus()
|
|
205
|
+
print("Model status = ", h.modelStatusToString(model_status))
|
|
206
|
+
print("Optimal objective = ", info.objective_function_value)
|
|
207
|
+
print("Iteration count = ", info.simplex_iteration_count)
|
|
208
|
+
|
|
209
|
+
run_time = h.getRunTime()
|
|
210
|
+
print("Total HiGHS run time is ", run_time)
|
|
211
|
+
|
|
212
|
+
# Get an optimal basis
|
|
213
|
+
|
|
214
|
+
# Clear so that incumbent model is empty
|
|
215
|
+
h.clear()
|
|
216
|
+
print("25fv47 as HighsModel")
|
|
217
|
+
|
|
218
|
+
h.readModel("check/instances/25fv47.mps")
|
|
219
|
+
|
|
220
|
+
h.run()
|
|
221
|
+
simplex_iteration_count = h.getInfo().simplex_iteration_count
|
|
222
|
+
print("From initial basis, simplex iteration count =", simplex_iteration_count)
|
|
223
|
+
basis = h.getBasis()
|
|
224
|
+
h.clearSolver()
|
|
225
|
+
|
|
226
|
+
h.setBasis(basis)
|
|
227
|
+
h.run()
|
|
228
|
+
simplex_iteration_count = h.getInfo().simplex_iteration_count
|
|
229
|
+
print("From optimal basis, simplex iteration count =", simplex_iteration_count)
|
|
230
|
+
status = h.setBasis()
|
|
231
|
+
h.run()
|
|
232
|
+
simplex_iteration_count = h.getInfo().simplex_iteration_count
|
|
233
|
+
print("From logical basis, simplex iteration count =", simplex_iteration_count)
|
|
234
|
+
|
|
235
|
+
|
|
236
|
+
# Define a callback
|
|
237
|
+
|
|
238
|
+
def user_callback(
|
|
239
|
+
callback_type,
|
|
240
|
+
message,
|
|
241
|
+
data_out,
|
|
242
|
+
data_in,
|
|
243
|
+
user_callback_data
|
|
244
|
+
):
|
|
245
|
+
dev_run = True
|
|
246
|
+
#dev_run = False
|
|
247
|
+
|
|
248
|
+
# Callback for MIP Improving Solution
|
|
249
|
+
if callback_type == hscb.HighsCallbackType.kCallbackMipImprovingSolution:
|
|
250
|
+
# Assuming it is a list or array
|
|
251
|
+
assert user_callback_data is not None, "User callback data is None!"
|
|
252
|
+
|
|
253
|
+
if dev_run:
|
|
254
|
+
print(f"userCallback(type {callback_type}; "
|
|
255
|
+
f"data {user_callback_data:.4g}): {message} "
|
|
256
|
+
f"with objective {data_out.objective_function_value:.4g}")
|
|
257
|
+
print(f"and solution[0] = {data_out.mip_solution[0]}")
|
|
258
|
+
print(f"and solution[1] = {data_out.mip_solution[1]}")
|
|
259
|
+
|
|
260
|
+
# Check and update the objective function value
|
|
261
|
+
assert (
|
|
262
|
+
user_callback_data >= data_out.objective_function_value
|
|
263
|
+
), "Objective function value is invalid!"
|
|
264
|
+
user_callback_data = data_out.objective_function_value
|
|
265
|
+
|
|
266
|
+
else:
|
|
267
|
+
# Various other callback types
|
|
268
|
+
if callback_type == hscb.HighsCallbackType.kCallbackLogging:
|
|
269
|
+
if dev_run:
|
|
270
|
+
print(f"userInterruptCallback(type {callback_type}): {message}")
|
|
271
|
+
|
|
272
|
+
elif callback_type == hscb.HighsCallbackType.kCallbackSimplexInterrupt:
|
|
273
|
+
if dev_run:
|
|
274
|
+
print(f"userInterruptCallback(type {callback_type}): {message}")
|
|
275
|
+
print("with iteration count = ",
|
|
276
|
+
data_out.simplex_iteration_count)
|
|
277
|
+
|
|
278
|
+
data_in.user_interrupt = (
|
|
279
|
+
data_out.simplex_iteration_count > SIMPLEX_ITERATION_LIMIT
|
|
280
|
+
)
|
|
281
|
+
|
|
282
|
+
elif callback_type == hscb.HighsCallbackType.kCallbackIpmInterrupt:
|
|
283
|
+
if dev_run:
|
|
284
|
+
print(f"userInterruptCallback(type {callback_type}): {message}")
|
|
285
|
+
print(f"with iteration count = {data_out.ipm_iteration_count}")
|
|
286
|
+
|
|
287
|
+
data_in.user_interrupt = (
|
|
288
|
+
data_out.ipm_iteration_count > IPM_ITERATION_LIMIT
|
|
289
|
+
)
|
|
290
|
+
|
|
291
|
+
elif callback_type == hscb.HighsCallbackType.kCallbackMipInterrupt:
|
|
292
|
+
if dev_run:
|
|
293
|
+
print(f"userInterruptCallback(type {callback_type}; "
|
|
294
|
+
f"data {user_callback_data:.4g}): {message} "
|
|
295
|
+
f"with objective {data_out.objective_function_value:.4g}")
|
|
296
|
+
print(f"Dual bound = {data_out.mip_dual_bound:.4g}")
|
|
297
|
+
print(f"Primal bound = {data_out.mip_primal_bound:.4g}")
|
|
298
|
+
print(f"Gap = {data_out.mip_gap:.4g}")
|
|
299
|
+
|
|
300
|
+
data_in.user_interrupt = (
|
|
301
|
+
data_out.objective_function_value < user_callback_data
|
|
302
|
+
)
|
|
303
|
+
|
|
304
|
+
|
|
305
|
+
# Define model
|
|
306
|
+
h.addVar(-inf, inf)
|
|
307
|
+
h.addVar(-inf, inf)
|
|
308
|
+
h.changeColsCost(2, np.array([0, 1]), np.array([0, 1], dtype=np.double))
|
|
309
|
+
num_cons = 2
|
|
310
|
+
lower = np.array([2, 0], dtype=np.double)
|
|
311
|
+
upper = np.array([inf, inf], dtype=np.double)
|
|
312
|
+
num_new_nz = 4
|
|
313
|
+
starts = np.array([0, 2])
|
|
314
|
+
indices = np.array([0, 1, 0, 1])
|
|
315
|
+
values = np.array([-1, 1, 1, 1], dtype=np.double)
|
|
316
|
+
h.addRows(num_cons, lower, upper, num_new_nz, starts, indices, values)
|
|
317
|
+
|
|
318
|
+
|
|
319
|
+
# Set callback and run
|
|
320
|
+
h.setCallback(user_callback, None)
|
|
321
|
+
h.startCallback(hscb.HighsCallbackType.kCallbackLogging)
|
|
322
|
+
|
|
323
|
+
h.run()
|
|
324
|
+
h.stopCallback(hscb.HighsCallbackType.kCallbackLogging)
|
|
325
|
+
|
|
326
|
+
# Get solution
|
|
327
|
+
num_var = h.getNumCol()
|
|
328
|
+
solution = h.getSolution()
|
|
329
|
+
basis = h.getBasis()
|
|
330
|
+
info = h.getInfo()
|
|
331
|
+
# basis.col_status is already a list, but accessing values in
|
|
332
|
+
# solution.col_value directly is very inefficient, so convert it to a
|
|
333
|
+
# list
|
|
334
|
+
col_status = basis.col_status
|
|
335
|
+
col_value = list(solution.col_value)
|
|
336
|
+
model_status = h.getModelStatus()
|
|
337
|
+
print("Model status = ", h.modelStatusToString(model_status))
|
|
338
|
+
print("Optimal objective = ", info.objective_function_value)
|
|
339
|
+
print("Iteration count = ", info.simplex_iteration_count)
|
|
340
|
+
print(
|
|
341
|
+
"Primal solution status = ", h.solutionStatusToString(
|
|
342
|
+
info.primal_solution_status)
|
|
343
|
+
)
|
|
344
|
+
print("Dual solution status = ",
|
|
345
|
+
h.solutionStatusToString(info.dual_solution_status))
|
|
346
|
+
print("Basis validity = ", h.basisValidityToString(info.basis_validity))
|
|
347
|
+
print("Variables:")
|
|
348
|
+
for icol in range(0, 5):
|
|
349
|
+
print(icol, col_value[icol],
|
|
350
|
+
h.basisStatusToString(col_status[icol]))
|
|
351
|
+
print("...")
|
|
352
|
+
for icol in range(num_var-2, num_var):
|
|
353
|
+
print(icol, col_value[icol],
|
|
354
|
+
h.basisStatusToString(col_status[icol]))
|
|
355
|
+
|
|
356
|
+
# ~~~
|
|
357
|
+
# Clear so that incumbent model is empty
|
|
358
|
+
h.clear()
|
|
359
|
+
|
|
360
|
+
# Test MIP callbacks
|
|
361
|
+
print("\negout as HighsModel")
|
|
362
|
+
|
|
363
|
+
h.setOptionValue("output_flag", False);
|
|
364
|
+
h.setOptionValue("presolve", "off");
|
|
365
|
+
|
|
366
|
+
h.readModel("check/instances/egout.mps")
|
|
367
|
+
|
|
368
|
+
for iCase in range(0, 2):
|
|
369
|
+
if iCase == 0:
|
|
370
|
+
user_callback_data = EGOUT_OBJECTIVE_TARGET;
|
|
371
|
+
h.setCallback(user_callback, user_callback_data)
|
|
372
|
+
h.startCallback(hscb.HighsCallbackType.kCallbackMipInterrupt)
|
|
373
|
+
required_model_status = highspy.HighsModelStatus.kInterrupt
|
|
374
|
+
else:
|
|
375
|
+
user_callback_data = 1e30;
|
|
376
|
+
h.setCallback(user_callback, user_callback_data)
|
|
377
|
+
h.startCallback(hscb.HighsCallbackType.kCallbackMipImprovingSolution)
|
|
378
|
+
required_model_status = highspy.HighsModelStatus.kOptimal
|
|
379
|
+
|
|
380
|
+
h.run()
|
|
381
|
+
|
|
382
|
+
assert (h.getModelStatus() == required_model_status)
|
|
383
|
+
|
|
384
|
+
print(f"user_callback_data = {user_callback_data}: Success!")
|
|
385
|
+
h.clearSolver()
|
|
386
|
+
|
|
387
|
+
# ~~~
|
|
388
|
+
# Clear so that incumbent model is empty
|
|
389
|
+
h.clear()
|
|
390
|
+
|
|
391
|
+
# Build an infeasible LP problem
|
|
392
|
+
# Problem: minimize x + y
|
|
393
|
+
# Subject to: x + y <= 0.5 and x + y >= 2.0 (contradictory constraints)
|
|
394
|
+
# Bounds: 0 <= x <= 1, 0 <= y <= 1
|
|
395
|
+
|
|
396
|
+
lp = highspy.HighsLp()
|
|
397
|
+
lp.num_col_ = 2
|
|
398
|
+
lp.num_row_ = 2
|
|
399
|
+
|
|
400
|
+
# Objective: minimize x + y
|
|
401
|
+
lp.col_cost_ = [1.0, 1.0]
|
|
402
|
+
|
|
403
|
+
# Variable bounds: 0 <= x <= 1, 0 <= y <= 1
|
|
404
|
+
lp.col_lower_ = [0.0, 0.0]
|
|
405
|
+
lp.col_upper_ = [1.0, 1.0]
|
|
406
|
+
|
|
407
|
+
# Constraints:
|
|
408
|
+
# Row 0: x + y <= 0.5
|
|
409
|
+
# Row 1: -x - y <= -2.0 (equivalent to x + y >= 2.0)
|
|
410
|
+
lp.row_lower_ = [-np.inf, -np.inf]
|
|
411
|
+
lp.row_upper_ = [0.5, -2.0]
|
|
412
|
+
|
|
413
|
+
# Constraint matrix (CSC format)
|
|
414
|
+
lp.a_matrix_.start_ = [0, 2, 4]
|
|
415
|
+
lp.a_matrix_.index_ = [0, 1, 0, 1] # Row indices
|
|
416
|
+
lp.a_matrix_.value_ = [1.0, 1.0, -1.0, -1.0] # Coefficients
|
|
417
|
+
|
|
418
|
+
# Pass model to HiGHS
|
|
419
|
+
h.passModel(lp)
|
|
420
|
+
|
|
421
|
+
# Solve the problem
|
|
422
|
+
h.run()
|
|
423
|
+
|
|
424
|
+
model_status = h.getModelStatus()
|
|
425
|
+
|
|
426
|
+
# Change the IIS strategy from the default (use the "light" strategy
|
|
427
|
+
# of testing for incompatible bounds and bounds on row activities that
|
|
428
|
+
# are incomparible with row bounds) to an attempt to find an IIS -
|
|
429
|
+
# although the "light" strategy is sufficient for this LP
|
|
430
|
+
|
|
431
|
+
h.setOptionValue("iis_strategy", highspy.IisStrategy.kIisStrategyIrreducible)
|
|
432
|
+
|
|
433
|
+
[status, iis] = h.getIis()
|
|
434
|
+
|
|
435
|
+
iis_num_col = len(iis.col_index_)
|
|
436
|
+
for iX in range(iis_num_col) :
|
|
437
|
+
print("IIS col ", iX, " is ", iis.col_index_[iX], " with bound status ", iis.col_bound_[iX])
|
|
438
|
+
|
|
439
|
+
iis_num_row = len(iis.row_index_)
|
|
440
|
+
for iX in range(iis_num_row) :
|
|
441
|
+
print("IIS row ", iX, " is ", iis.row_index_[iX], " with bound status ", iis.row_bound_[iX])
|
|
442
|
+
|
|
443
|
+
# Status -1 => Not in conflict; 0 => Maybe in conflict; 1 => in conflict
|
|
444
|
+
for iX in range(lp.num_col_) :
|
|
445
|
+
print("Col ", iX, " has IIS status ", iis.col_status_[iX])
|
|
446
|
+
|
|
447
|
+
for iX in range(lp.num_row_) :
|
|
448
|
+
print("Row ", iX, " has IIS status ", iis.row_status_[iX])
|
|
@@ -0,0 +1,71 @@
|
|
|
1
|
+
|
|
2
|
+
import highspy
|
|
3
|
+
import numpy as np
|
|
4
|
+
|
|
5
|
+
# Highs h
|
|
6
|
+
h = highspy.Highs()
|
|
7
|
+
|
|
8
|
+
# Set up problem
|
|
9
|
+
inf = highspy.kHighsInf
|
|
10
|
+
h.addVars(2, np.array([-inf, -inf]), np.array([inf, inf]))
|
|
11
|
+
h.changeColsCost(2, np.array([0, 1]), np.array([0, 1], dtype=np.double));
|
|
12
|
+
num_cons = 2
|
|
13
|
+
lower = np.array([2, 0], dtype=np.double)
|
|
14
|
+
upper = np.array([inf, inf], dtype=np.double)
|
|
15
|
+
num_new_nz = 4
|
|
16
|
+
starts = np.array([0, 2])
|
|
17
|
+
indices = np.array([0, 1, 0, 1])
|
|
18
|
+
values = np.array([-1, 1, 1, 1], dtype=np.double)
|
|
19
|
+
h.addRows(num_cons, lower, upper, num_new_nz, starts, indices, values)
|
|
20
|
+
|
|
21
|
+
# Access LP
|
|
22
|
+
lp = h.getLp()
|
|
23
|
+
num_nz = h.getNumNz()
|
|
24
|
+
print('LP has ', lp.num_col_, ' columns',
|
|
25
|
+
lp.num_row_, ' rows and ', num_nz, ' nonzeros')
|
|
26
|
+
|
|
27
|
+
print('Solving...')
|
|
28
|
+
# Disable output from HiGHS for very small LP
|
|
29
|
+
h.setOptionValue("log_to_console", False)
|
|
30
|
+
|
|
31
|
+
# Solve problem
|
|
32
|
+
h.run()
|
|
33
|
+
|
|
34
|
+
print('Problem solved.')
|
|
35
|
+
print()
|
|
36
|
+
|
|
37
|
+
# Print solution information
|
|
38
|
+
solution = h.getSolution()
|
|
39
|
+
basis = h.getBasis()
|
|
40
|
+
info = h.getInfo()
|
|
41
|
+
model_status = h.getModelStatus()
|
|
42
|
+
|
|
43
|
+
print('Model status = ', h.modelStatusToString(model_status))
|
|
44
|
+
print('Optimal objective = ', info.objective_function_value)
|
|
45
|
+
print('Iteration count = ', info.simplex_iteration_count)
|
|
46
|
+
print('Primal solution status = ',
|
|
47
|
+
h.solutionStatusToString(info.primal_solution_status))
|
|
48
|
+
print('Dual solution status = ',
|
|
49
|
+
h.solutionStatusToString(info.dual_solution_status))
|
|
50
|
+
print('Basis validity = ', h.basisValidityToString(info.basis_validity))
|
|
51
|
+
|
|
52
|
+
# basis.col_status is already a list, but accessing values in
|
|
53
|
+
# solution.col_value directly is very inefficient, so convert it to a
|
|
54
|
+
# list
|
|
55
|
+
col_status = basis.col_status
|
|
56
|
+
row_status = basis.row_status
|
|
57
|
+
col_value = list(solution.col_value)
|
|
58
|
+
row_value = list(solution.row_value)
|
|
59
|
+
|
|
60
|
+
num_var = h.getNumCol()
|
|
61
|
+
num_row = h.getNumRow()
|
|
62
|
+
print("Variables")
|
|
63
|
+
for icol in range(num_var):
|
|
64
|
+
print(icol, col_value[icol],
|
|
65
|
+
h.basisStatusToString(col_status[icol]))
|
|
66
|
+
print("Constraints")
|
|
67
|
+
for irow in range(num_row):
|
|
68
|
+
print(irow, row_value[irow],
|
|
69
|
+
h.basisStatusToString(row_status[irow]))
|
|
70
|
+
|
|
71
|
+
h.clear()
|
|
@@ -0,0 +1,59 @@
|
|
|
1
|
+
|
|
2
|
+
# The path to the MPS file instance assumes that this is run
|
|
3
|
+
# from the root directory.
|
|
4
|
+
|
|
5
|
+
import highspy
|
|
6
|
+
import numpy as np
|
|
7
|
+
|
|
8
|
+
# Highs h
|
|
9
|
+
h = highspy.Highs()
|
|
10
|
+
|
|
11
|
+
# Solve from mps file
|
|
12
|
+
# Initialize an instance of Highs
|
|
13
|
+
# h = highspy.Highs()
|
|
14
|
+
# Here we are re-using the one from above.
|
|
15
|
+
h.readModel('check/instances/avgas.mps')
|
|
16
|
+
|
|
17
|
+
# Print
|
|
18
|
+
lp = h.getLp()
|
|
19
|
+
num_nz = h.getNumNz()
|
|
20
|
+
print('LP has ', lp.num_col_, ' columns',
|
|
21
|
+
lp.num_row_, ' rows and ', num_nz, ' nonzeros')
|
|
22
|
+
|
|
23
|
+
# Solve the problem
|
|
24
|
+
h.run()
|
|
25
|
+
|
|
26
|
+
# Print solution information
|
|
27
|
+
solution = h.getSolution()
|
|
28
|
+
basis = h.getBasis()
|
|
29
|
+
info = h.getInfo()
|
|
30
|
+
model_status = h.getModelStatus()
|
|
31
|
+
print('Model status = ', h.modelStatusToString(model_status))
|
|
32
|
+
print()
|
|
33
|
+
print('Optimal objective = ', info.objective_function_value)
|
|
34
|
+
print('Iteration count = ', info.simplex_iteration_count)
|
|
35
|
+
print('Primal solution status = ',
|
|
36
|
+
h.solutionStatusToString(info.primal_solution_status))
|
|
37
|
+
print('Dual solution status = ',
|
|
38
|
+
h.solutionStatusToString(info.dual_solution_status))
|
|
39
|
+
print('Basis validity = ', h.basisValidityToString(info.basis_validity))
|
|
40
|
+
|
|
41
|
+
# basis.col_status is already a list, but accessing values in
|
|
42
|
+
# solution.col_value directly is very inefficient, so convert it to a
|
|
43
|
+
# list
|
|
44
|
+
col_status = basis.col_status
|
|
45
|
+
row_status = basis.row_status
|
|
46
|
+
col_value = list(solution.col_value)
|
|
47
|
+
row_value = list(solution.row_value)
|
|
48
|
+
|
|
49
|
+
num_var = h.getNumCol()
|
|
50
|
+
num_row = h.getNumRow()
|
|
51
|
+
print("Variables")
|
|
52
|
+
for icol in range(num_var):
|
|
53
|
+
print(icol, col_value[icol],
|
|
54
|
+
h.basisStatusToString(col_status[icol]))
|
|
55
|
+
print("Constraints")
|
|
56
|
+
for irow in range(num_row):
|
|
57
|
+
print(irow, row_value[irow],
|
|
58
|
+
h.basisStatusToString(row_status[irow]))
|
|
59
|
+
|
|
@@ -0,0 +1,71 @@
|
|
|
1
|
+
# An example of solving the Generalized Assignment Problem (GAP) using highspy
|
|
2
|
+
# Also demonstrates how to use callbacks to print cuts as they are found
|
|
3
|
+
from highspy import Highs
|
|
4
|
+
import numpy as np
|
|
5
|
+
|
|
6
|
+
#
|
|
7
|
+
# GAP instances can be taken from:
|
|
8
|
+
# http://people.brunel.ac.uk/~mastjjb/jeb/orlib/gapinfo.html
|
|
9
|
+
#
|
|
10
|
+
# Expected format:
|
|
11
|
+
# - number machines
|
|
12
|
+
# _ number jobs
|
|
13
|
+
# - cost of each job on each machine
|
|
14
|
+
# - size of each job on each machine
|
|
15
|
+
# - capacity of each machine
|
|
16
|
+
|
|
17
|
+
input_data = ''' 5 15
|
|
18
|
+
17 21 22 18 24 15 20 18 19 18 16 22 24 24 16
|
|
19
|
+
23 16 21 16 17 16 19 25 18 21 17 15 25 17 24
|
|
20
|
+
16 20 16 25 24 16 17 19 19 18 20 16 17 21 24
|
|
21
|
+
19 19 22 22 20 16 19 17 21 19 25 23 25 25 25
|
|
22
|
+
18 19 15 15 21 25 16 16 23 15 22 17 19 22 24
|
|
23
|
+
8 15 14 23 8 16 8 25 9 17 25 15 10 8 24
|
|
24
|
+
15 7 23 22 11 11 12 10 17 16 7 16 10 18 22
|
|
25
|
+
21 20 6 22 24 10 24 9 21 14 11 14 11 19 16
|
|
26
|
+
20 11 8 14 9 5 6 19 19 7 6 6 13 9 18
|
|
27
|
+
8 13 13 13 10 20 25 16 16 17 10 10 5 12 23
|
|
28
|
+
36 34 38 27 33
|
|
29
|
+
'''.split()
|
|
30
|
+
|
|
31
|
+
# read from file
|
|
32
|
+
# with open(r"filename", 'r') as input_file:
|
|
33
|
+
# input_data = input_file.read().split()
|
|
34
|
+
|
|
35
|
+
# parse input
|
|
36
|
+
M = int(input_data[0])
|
|
37
|
+
J = int(input_data[1])
|
|
38
|
+
idx = np.cumsum([2, M * J, M * J, M])
|
|
39
|
+
cost = np.array(input_data[idx[0]:idx[1]], dtype=np.float64).reshape((M, J))
|
|
40
|
+
size = np.array(input_data[idx[1]:idx[2]], dtype=np.float64).reshape((M, J))
|
|
41
|
+
capacity = np.array(input_data[idx[2]:idx[3]], dtype=np.float64)
|
|
42
|
+
|
|
43
|
+
# build model
|
|
44
|
+
model = Highs()
|
|
45
|
+
|
|
46
|
+
X = model.addBinaries(M, J)
|
|
47
|
+
|
|
48
|
+
# assign each job to exactly one machine
|
|
49
|
+
model.addConstrs(X[:, j].sum() == 1 for j in range(J))
|
|
50
|
+
|
|
51
|
+
# each machine can only take jobs that fit
|
|
52
|
+
model.addConstrs((size[m, :] * X[m, :]).sum() <= capacity[m] for m in range(M))
|
|
53
|
+
|
|
54
|
+
# print out the cuts as we solve
|
|
55
|
+
def printCuts(e):
|
|
56
|
+
for c in e.cuts:
|
|
57
|
+
print(c)
|
|
58
|
+
|
|
59
|
+
model.cbMipGetCutPool += printCuts
|
|
60
|
+
|
|
61
|
+
# minimize total cost
|
|
62
|
+
model.minimize((cost * X).sum())
|
|
63
|
+
|
|
64
|
+
# print out solution (i.e., which jobs are assigned to which machines)
|
|
65
|
+
print(model.getObjectiveValue())
|
|
66
|
+
|
|
67
|
+
np.set_printoptions(formatter={'all': lambda x: str(x)})
|
|
68
|
+
|
|
69
|
+
for m in range(M):
|
|
70
|
+
jobs_on_machine = np.nonzero(model.vals(X[m, :]) > 0)[0]
|
|
71
|
+
print(jobs_on_machine)
|
|
@@ -0,0 +1,43 @@
|
|
|
1
|
+
# model and solve the LP
|
|
2
|
+
#
|
|
3
|
+
# maximize 10 Tables + 25 SetsOfChairs
|
|
4
|
+
# s. t. Tables + 2 SetsOfChairs <= 80: Assembly
|
|
5
|
+
# Tables + 4 SetsOfChairs <= 120: Finishing
|
|
6
|
+
# Tables >= 0; SetsOfChairs >= 0
|
|
7
|
+
import highspy
|
|
8
|
+
|
|
9
|
+
h = highspy.Highs()
|
|
10
|
+
h.silent()
|
|
11
|
+
|
|
12
|
+
items = ['Tables', 'SetsOfChairs']
|
|
13
|
+
x = h.addVariables(items, obj = [10, 25], name = items)
|
|
14
|
+
|
|
15
|
+
constrNames = ['Assembly', 'Finishing']
|
|
16
|
+
cons = h.addConstrs(x['Tables'] + 2*x['SetsOfChairs'] <= 80,
|
|
17
|
+
x['Tables'] + 4*x['SetsOfChairs'] <= 120, name = constrNames)
|
|
18
|
+
h.setMaximize()
|
|
19
|
+
|
|
20
|
+
status = h.writeModel('Chip.lp')
|
|
21
|
+
print(f"writeModel('Chip.lp') status = {status}")
|
|
22
|
+
status = h.writeModel('Chip.mps')
|
|
23
|
+
print(f"writeModel('Chip.mps') status = {status}\n")
|
|
24
|
+
|
|
25
|
+
h.solve()
|
|
26
|
+
|
|
27
|
+
for n, var in x.items():
|
|
28
|
+
print('Make', h.variableValue(var), n, ': Reduced cost', h.variableDual(var))
|
|
29
|
+
|
|
30
|
+
print()
|
|
31
|
+
print('Make', h.vals(x))
|
|
32
|
+
print('Make', h.allVariableValues(), 'of', h.allVariableNames())
|
|
33
|
+
print()
|
|
34
|
+
|
|
35
|
+
for c in cons:
|
|
36
|
+
print('Constraint', c.name, 'has value', h.constrValue(c), 'and dual', h.constrDual(c))
|
|
37
|
+
|
|
38
|
+
print('Constraints have values', h.constrValues(cons), 'and duals', h.constrDuals(cons))
|
|
39
|
+
print('Constraints have values', h.allConstrValues(), 'and duals', h.allConstrDuals())
|
|
40
|
+
print()
|
|
41
|
+
print('Optimal objective value is', h.getObjectiveValue())
|
|
42
|
+
|
|
43
|
+
|