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
data/ext/lpsolver/ext.c
ADDED
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/*
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* lpsolver/native — HiGHS C API wrapper for Ruby
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*
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* Object-oriented wrapper: create a solver, set fields via setters,
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* then solve. Avoids passing large C arrays through Ruby's VM.
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*
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* Uses Highs_lpCall (flat single-shot API) from the official
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* HiGHS minimal example.
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*
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* Compatible with HiGHS v1.14.0 C API.
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*/
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#include <stdlib.h>
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#include "ruby.h"
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#include "interfaces/highs_c_api.h"
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/* Opaque handle — stores a pointer to our internal state */
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static VALUE rb_cHiGhSSolver;
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typedef struct {
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HighsInt num_col;
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HighsInt num_row;
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HighsInt num_nz;
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/* Column data */
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double *col_cost;
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double *col_lower;
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double *col_upper;
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HighsInt *col_integrality;
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/* Row data */
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double *row_lower;
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double *row_upper;
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/* Sparse matrix (CSC format) */
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HighsInt *a_start;
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HighsInt *a_index;
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double *a_value;
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/* Solution buffers (allocated on solve) */
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double *col_value;
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double *col_dual;
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double *row_value;
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double *row_dual;
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HighsInt *col_basis;
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HighsInt *row_basis;
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/* Solver result */
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HighsInt run_status;
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HighsInt model_status;
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double objective_value;
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} HiGHSState;
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static void state_free(HiGHSState *s) {
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if (!s) return;
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free(s->col_cost);
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free(s->col_lower);
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free(s->col_upper);
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free(s->col_integrality);
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free(s->row_lower);
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free(s->row_upper);
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free(s->a_start);
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free(s->a_index);
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free(s->a_value);
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free(s->col_value);
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free(s->col_dual);
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free(s->row_value);
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free(s->row_dual);
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free(s->col_basis);
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free(s->row_basis);
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free(s);
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}
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static HiGHSState *state_new(void) {
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HiGHSState *s = (HiGHSState*)calloc(1, sizeof(HiGHSState));
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return s;
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77
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}
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78
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79
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static VALUE model_status_to_symbol(HighsInt status) {
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if (status == kHighsModelStatusNotset) return ID2SYM(rb_intern("notset"));
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81
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if (status == kHighsModelStatusLoadError) return ID2SYM(rb_intern("load_error"));
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82
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if (status == kHighsModelStatusModelError) return ID2SYM(rb_intern("model_error"));
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83
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if (status == kHighsModelStatusPresolveError) return ID2SYM(rb_intern("presolve_error"));
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84
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if (status == kHighsModelStatusSolveError) return ID2SYM(rb_intern("solve_error"));
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85
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if (status == kHighsModelStatusPostsolveError) return ID2SYM(rb_intern("postsolve_error"));
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86
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if (status == kHighsModelStatusModelEmpty) return ID2SYM(rb_intern("model_empty"));
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87
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if (status == kHighsModelStatusOptimal) return ID2SYM(rb_intern("optimal"));
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if (status == kHighsModelStatusInfeasible) return ID2SYM(rb_intern("infeasible"));
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if (status == kHighsModelStatusUnboundedOrInfeasible)return ID2SYM(rb_intern("unbounded_or_infeasible"));
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90
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if (status == kHighsModelStatusUnbounded) return ID2SYM(rb_intern("unbounded"));
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91
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if (status == kHighsModelStatusObjectiveBound) return ID2SYM(rb_intern("objective_bound"));
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92
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if (status == kHighsModelStatusObjectiveTarget) return ID2SYM(rb_intern("objective_target"));
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93
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if (status == kHighsModelStatusTimeLimit) return ID2SYM(rb_intern("time_limit"));
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if (status == kHighsModelStatusIterationLimit) return ID2SYM(rb_intern("iteration_limit"));
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95
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if (status == kHighsModelStatusSolutionLimit) return ID2SYM(rb_intern("solution_limit"));
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96
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if (status == kHighsModelStatusInterrupt) return ID2SYM(rb_intern("interrupt"));
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return ID2SYM(rb_intern("unknown"));
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}
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100
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static VALUE solver_alloc(VALUE klass) {
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HiGHSState *s = state_new();
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return Data_Wrap_Struct(klass, NULL, state_free, s);
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}
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105
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/* ---- Dimension setters ---- */
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106
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static VALUE solver_set_num_col(VALUE self, VALUE v) {
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107
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HiGHSState *s;
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108
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Data_Get_Struct(self, HiGHSState, s);
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s->num_col = (HighsInt)NUM2LL(v);
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s->col_cost = (double*)realloc(s->col_cost, sizeof(double) * s->num_col);
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s->col_lower = (double*)realloc(s->col_lower, sizeof(double) * s->num_col);
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112
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s->col_upper = (double*)realloc(s->col_upper, sizeof(double) * s->num_col);
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113
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s->col_integrality = (HighsInt*)realloc(s->col_integrality, sizeof(HighsInt) * s->num_col);
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114
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return v;
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115
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}
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116
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117
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static VALUE solver_set_num_row(VALUE self, VALUE v) {
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HiGHSState *s;
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119
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Data_Get_Struct(self, HiGHSState, s);
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s->num_row = (HighsInt)NUM2LL(v);
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s->row_lower = (double*)realloc(s->row_lower, sizeof(double) * s->num_row);
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122
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s->row_upper = (double*)realloc(s->row_upper, sizeof(double) * s->num_row);
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123
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return v;
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124
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+
}
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125
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126
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static VALUE solver_set_num_nz(VALUE self, VALUE v) {
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127
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HiGHSState *s;
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128
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Data_Get_Struct(self, HiGHSState, s);
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129
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s->num_nz = (HighsInt)NUM2LL(v);
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s->a_start = (HighsInt*)realloc(s->a_start, sizeof(HighsInt) * (s->num_col + 1));
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s->a_index = (HighsInt*)realloc(s->a_index, sizeof(HighsInt) * s->num_nz);
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132
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s->a_value = (double*)realloc(s->a_value, sizeof(double) * s->num_nz);
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133
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return v;
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134
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}
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135
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136
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/* ---- Column data setters ---- */
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137
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static VALUE solver_set_col_cost(VALUE self, VALUE ary) {
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138
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HiGHSState *s;
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139
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long len = RARRAY_LEN(ary);
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140
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Data_Get_Struct(self, HiGHSState, s);
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141
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+
if (len != (long)s->num_col)
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142
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rb_raise(rb_eArgError, "col_cost length (%ld) must equal num_col (%ld)", len, (long)s->num_col);
|
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143
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+
for (long i = 0; i < len; i++) {
|
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144
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VALUE e = rb_ary_entry(ary, i);
|
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145
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+
s->col_cost[i] = e == Qnil ? 0.0 : NUM2DBL(e);
|
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146
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+
}
|
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147
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return ary;
|
|
148
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+
}
|
|
149
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+
|
|
150
|
+
static VALUE solver_set_col_lower(VALUE self, VALUE ary) {
|
|
151
|
+
HiGHSState *s;
|
|
152
|
+
long len = RARRAY_LEN(ary);
|
|
153
|
+
Data_Get_Struct(self, HiGHSState, s);
|
|
154
|
+
if (len != (long)s->num_col)
|
|
155
|
+
rb_raise(rb_eArgError, "col_lower length (%ld) must equal num_col (%ld)", len, (long)s->num_col);
|
|
156
|
+
for (long i = 0; i < len; i++) {
|
|
157
|
+
VALUE e = rb_ary_entry(ary, i);
|
|
158
|
+
s->col_lower[i] = e == Qnil ? 0.0 : NUM2DBL(e);
|
|
159
|
+
}
|
|
160
|
+
return ary;
|
|
161
|
+
}
|
|
162
|
+
|
|
163
|
+
static VALUE solver_set_col_upper(VALUE self, VALUE ary) {
|
|
164
|
+
HiGHSState *s;
|
|
165
|
+
long len = RARRAY_LEN(ary);
|
|
166
|
+
Data_Get_Struct(self, HiGHSState, s);
|
|
167
|
+
if (len != (long)s->num_col)
|
|
168
|
+
rb_raise(rb_eArgError, "col_upper length (%ld) must equal num_col (%ld)", len, (long)s->num_col);
|
|
169
|
+
for (long i = 0; i < len; i++) {
|
|
170
|
+
VALUE e = rb_ary_entry(ary, i);
|
|
171
|
+
s->col_upper[i] = e == Qnil ? 1e30 : NUM2DBL(e);
|
|
172
|
+
}
|
|
173
|
+
return ary;
|
|
174
|
+
}
|
|
175
|
+
|
|
176
|
+
static VALUE solver_set_col_integrality(VALUE self, VALUE ary) {
|
|
177
|
+
HiGHSState *s;
|
|
178
|
+
long len = RARRAY_LEN(ary);
|
|
179
|
+
Data_Get_Struct(self, HiGHSState, s);
|
|
180
|
+
if (len != (long)s->num_col)
|
|
181
|
+
rb_raise(rb_eArgError, "col_integrality length (%ld) must equal num_col (%ld)", len, (long)s->num_col);
|
|
182
|
+
for (long i = 0; i < len; i++) {
|
|
183
|
+
VALUE e = rb_ary_entry(ary, i);
|
|
184
|
+
s->col_integrality[i] = e == Qnil ? 0 : (HighsInt)NUM2LL(e);
|
|
185
|
+
}
|
|
186
|
+
return ary;
|
|
187
|
+
}
|
|
188
|
+
|
|
189
|
+
/* ---- Row data setters ---- */
|
|
190
|
+
static VALUE solver_set_row_lower(VALUE self, VALUE ary) {
|
|
191
|
+
HiGHSState *s;
|
|
192
|
+
long len = RARRAY_LEN(ary);
|
|
193
|
+
Data_Get_Struct(self, HiGHSState, s);
|
|
194
|
+
if (len != (long)s->num_row)
|
|
195
|
+
rb_raise(rb_eArgError, "row_lower length (%ld) must equal num_row (%ld)", len, (long)s->num_row);
|
|
196
|
+
for (long i = 0; i < len; i++) {
|
|
197
|
+
VALUE e = rb_ary_entry(ary, i);
|
|
198
|
+
s->row_lower[i] = e == Qnil ? -1e30 : NUM2DBL(e);
|
|
199
|
+
}
|
|
200
|
+
return ary;
|
|
201
|
+
}
|
|
202
|
+
|
|
203
|
+
static VALUE solver_set_row_upper(VALUE self, VALUE ary) {
|
|
204
|
+
HiGHSState *s;
|
|
205
|
+
long len = RARRAY_LEN(ary);
|
|
206
|
+
Data_Get_Struct(self, HiGHSState, s);
|
|
207
|
+
if (len != (long)s->num_row)
|
|
208
|
+
rb_raise(rb_eArgError, "row_upper length (%ld) must equal num_row (%ld)", len, (long)s->num_row);
|
|
209
|
+
for (long i = 0; i < len; i++) {
|
|
210
|
+
VALUE e = rb_ary_entry(ary, i);
|
|
211
|
+
s->row_upper[i] = e == Qnil ? 1e30 : NUM2DBL(e);
|
|
212
|
+
}
|
|
213
|
+
return ary;
|
|
214
|
+
}
|
|
215
|
+
|
|
216
|
+
/* ---- Matrix (CSC) setters ---- */
|
|
217
|
+
static VALUE solver_set_a_start(VALUE self, VALUE ary) {
|
|
218
|
+
HiGHSState *s;
|
|
219
|
+
long len = RARRAY_LEN(ary);
|
|
220
|
+
Data_Get_Struct(self, HiGHSState, s);
|
|
221
|
+
if (len != (long)(s->num_col + 1))
|
|
222
|
+
rb_raise(rb_eArgError, "a_start length (%ld) must equal num_col + 1 (%ld)", len, (long)(s->num_col + 1));
|
|
223
|
+
for (long i = 0; i < len; i++) {
|
|
224
|
+
VALUE e = rb_ary_entry(ary, i);
|
|
225
|
+
s->a_start[i] = e == Qnil ? 0 : (HighsInt)NUM2LL(e);
|
|
226
|
+
}
|
|
227
|
+
return ary;
|
|
228
|
+
}
|
|
229
|
+
|
|
230
|
+
static VALUE solver_set_a_index(VALUE self, VALUE ary) {
|
|
231
|
+
HiGHSState *s;
|
|
232
|
+
long len = RARRAY_LEN(ary);
|
|
233
|
+
Data_Get_Struct(self, HiGHSState, s);
|
|
234
|
+
if (len != (long)s->num_nz)
|
|
235
|
+
rb_raise(rb_eArgError, "a_index length (%ld) must equal num_nz (%ld)", len, (long)s->num_nz);
|
|
236
|
+
for (long i = 0; i < len; i++) {
|
|
237
|
+
VALUE e = rb_ary_entry(ary, i);
|
|
238
|
+
s->a_index[i] = e == Qnil ? 0 : (HighsInt)NUM2LL(e);
|
|
239
|
+
}
|
|
240
|
+
return ary;
|
|
241
|
+
}
|
|
242
|
+
|
|
243
|
+
static VALUE solver_set_a_value(VALUE self, VALUE ary) {
|
|
244
|
+
HiGHSState *s;
|
|
245
|
+
long len = RARRAY_LEN(ary);
|
|
246
|
+
Data_Get_Struct(self, HiGHSState, s);
|
|
247
|
+
if (len != (long)s->num_nz)
|
|
248
|
+
rb_raise(rb_eArgError, "a_value length (%ld) must equal num_nz (%ld)", len, (long)s->num_nz);
|
|
249
|
+
for (long i = 0; i < len; i++) {
|
|
250
|
+
VALUE e = rb_ary_entry(ary, i);
|
|
251
|
+
s->a_value[i] = e == Qnil ? 0.0 : NUM2DBL(e);
|
|
252
|
+
}
|
|
253
|
+
return ary;
|
|
254
|
+
}
|
|
255
|
+
|
|
256
|
+
/* ---- Solve ---- */
|
|
257
|
+
static VALUE solver_solve(VALUE self) {
|
|
258
|
+
HiGHSState *s;
|
|
259
|
+
Data_Get_Struct(self, HiGHSState, s);
|
|
260
|
+
|
|
261
|
+
if (s->num_col <= 0 || s->num_row <= 0)
|
|
262
|
+
rb_raise(rb_eArgError, "num_col and num_row must be positive");
|
|
263
|
+
|
|
264
|
+
/* Allocate solution buffers */
|
|
265
|
+
s->col_value = (double*)realloc(s->col_value, sizeof(double) * s->num_col);
|
|
266
|
+
s->col_dual = (double*)realloc(s->col_dual, sizeof(double) * s->num_col);
|
|
267
|
+
s->row_value = (double*)realloc(s->row_value, sizeof(double) * s->num_row);
|
|
268
|
+
s->row_dual = (double*)realloc(s->row_dual, sizeof(double) * s->num_row);
|
|
269
|
+
s->col_basis = (HighsInt*)realloc(s->col_basis, sizeof(HighsInt) * s->num_col);
|
|
270
|
+
s->row_basis = (HighsInt*)realloc(s->row_basis, sizeof(HighsInt) * s->num_row);
|
|
271
|
+
|
|
272
|
+
/* Call HiGHS flat API */
|
|
273
|
+
s->run_status = Highs_lpCall(
|
|
274
|
+
s->num_col, s->num_row, s->num_nz,
|
|
275
|
+
kHighsMatrixFormatColwise,
|
|
276
|
+
kHighsObjSenseMinimize, 0.0,
|
|
277
|
+
s->col_cost, s->col_lower, s->col_upper,
|
|
278
|
+
s->row_lower, s->row_upper,
|
|
279
|
+
s->a_start, s->a_index, s->a_value,
|
|
280
|
+
s->col_value, s->col_dual, s->row_value, s->row_dual,
|
|
281
|
+
s->col_basis, s->row_basis,
|
|
282
|
+
&s->model_status
|
|
283
|
+
);
|
|
284
|
+
|
|
285
|
+
if (s->run_status != kHighsStatusOk)
|
|
286
|
+
rb_raise(rb_eRuntimeError, "Highs_lpCall failed: status %ld", (long)s->run_status);
|
|
287
|
+
|
|
288
|
+
/* Get objective value */
|
|
289
|
+
void* highs = Highs_create();
|
|
290
|
+
Highs_passLp(highs, s->num_col, s->num_row, s->num_nz,
|
|
291
|
+
kHighsMatrixFormatColwise, kHighsObjSenseMinimize, 0.0,
|
|
292
|
+
s->col_cost, s->col_lower, s->col_upper,
|
|
293
|
+
s->row_lower, s->row_upper,
|
|
294
|
+
s->a_start, s->a_index, s->a_value);
|
|
295
|
+
Highs_run(highs);
|
|
296
|
+
Highs_getDoubleInfoValue(highs, "objective_function_value", &s->objective_value);
|
|
297
|
+
Highs_destroy(highs);
|
|
298
|
+
|
|
299
|
+
/* Build result hash */
|
|
300
|
+
VALUE result = rb_hash_new();
|
|
301
|
+
rb_hash_aset(result, ID2SYM(rb_intern("status")), model_status_to_symbol(s->model_status));
|
|
302
|
+
rb_hash_aset(result, ID2SYM(rb_intern("objective")), DBL2NUM(s->objective_value));
|
|
303
|
+
rb_hash_aset(result, ID2SYM(rb_intern("num_col")), LL2NUM(s->num_col));
|
|
304
|
+
rb_hash_aset(result, ID2SYM(rb_intern("num_row")), LL2NUM(s->num_row));
|
|
305
|
+
|
|
306
|
+
VALUE cv = rb_ary_new2((long)s->num_col);
|
|
307
|
+
for (HighsInt i = 0; i < s->num_col; i++) rb_ary_push(cv, DBL2NUM(s->col_value[i]));
|
|
308
|
+
rb_hash_aset(result, ID2SYM(rb_intern("col_value")), cv);
|
|
309
|
+
|
|
310
|
+
VALUE cd = rb_ary_new2((long)s->num_col);
|
|
311
|
+
for (HighsInt i = 0; i < s->num_col; i++) rb_ary_push(cd, DBL2NUM(s->col_dual[i]));
|
|
312
|
+
rb_hash_aset(result, ID2SYM(rb_intern("col_dual")), cd);
|
|
313
|
+
|
|
314
|
+
VALUE rv = rb_ary_new2((long)s->num_row);
|
|
315
|
+
for (HighsInt i = 0; i < s->num_row; i++) rb_ary_push(rv, DBL2NUM(s->row_value[i]));
|
|
316
|
+
rb_hash_aset(result, ID2SYM(rb_intern("row_value")), rv);
|
|
317
|
+
|
|
318
|
+
VALUE rd = rb_ary_new2((long)s->num_row);
|
|
319
|
+
for (HighsInt i = 0; i < s->num_row; i++) rb_ary_push(rd, DBL2NUM(s->row_dual[i]));
|
|
320
|
+
rb_hash_aset(result, ID2SYM(rb_intern("row_dual")), rd);
|
|
321
|
+
|
|
322
|
+
return result;
|
|
323
|
+
}
|
|
324
|
+
|
|
325
|
+
void Init_native(void) {
|
|
326
|
+
VALUE mLpSolver = rb_define_module("LpSolver");
|
|
327
|
+
rb_cHiGhSSolver = rb_define_class_under(mLpSolver, "HiGhSSolver", rb_cObject);
|
|
328
|
+
|
|
329
|
+
rb_define_alloc_func(rb_cHiGhSSolver, solver_alloc);
|
|
330
|
+
|
|
331
|
+
/* Dimension setters */
|
|
332
|
+
rb_define_method(rb_cHiGhSSolver, "num_col=", solver_set_num_col, 1);
|
|
333
|
+
rb_define_method(rb_cHiGhSSolver, "num_row=", solver_set_num_row, 1);
|
|
334
|
+
rb_define_method(rb_cHiGhSSolver, "num_nz=", solver_set_num_nz, 1);
|
|
335
|
+
|
|
336
|
+
/* Column data setters */
|
|
337
|
+
rb_define_method(rb_cHiGhSSolver, "col_cost=", solver_set_col_cost, 1);
|
|
338
|
+
rb_define_method(rb_cHiGhSSolver, "col_lower=", solver_set_col_lower, 1);
|
|
339
|
+
rb_define_method(rb_cHiGhSSolver, "col_upper=", solver_set_col_upper, 1);
|
|
340
|
+
rb_define_method(rb_cHiGhSSolver, "col_integrality=", solver_set_col_integrality, 1);
|
|
341
|
+
|
|
342
|
+
/* Row data setters */
|
|
343
|
+
rb_define_method(rb_cHiGhSSolver, "row_lower=", solver_set_row_lower, 1);
|
|
344
|
+
rb_define_method(rb_cHiGhSSolver, "row_upper=", solver_set_row_upper, 1);
|
|
345
|
+
|
|
346
|
+
/* Matrix setters */
|
|
347
|
+
rb_define_method(rb_cHiGhSSolver, "a_start=", solver_set_a_start, 1);
|
|
348
|
+
rb_define_method(rb_cHiGhSSolver, "a_index=", solver_set_a_index, 1);
|
|
349
|
+
rb_define_method(rb_cHiGhSSolver, "a_value=", solver_set_a_value, 1);
|
|
350
|
+
|
|
351
|
+
/* Solve */
|
|
352
|
+
rb_define_method(rb_cHiGhSSolver, "solve", solver_solve, 0);
|
|
353
|
+
}
|
data/ext/lpsolver/ext.o
ADDED
|
Binary file
|
|
@@ -0,0 +1,79 @@
|
|
|
1
|
+
# frozen_string_literal: true
|
|
2
|
+
|
|
3
|
+
require 'mkmf'
|
|
4
|
+
require 'rbconfig'
|
|
5
|
+
|
|
6
|
+
# Find HiGHS from bundled submodule build directory
|
|
7
|
+
ext_dir = File.expand_path(__dir__) # ext/lpsolver
|
|
8
|
+
gem_root = File.expand_path('../..', ext_dir) # lpsolver/
|
|
9
|
+
highs_src = File.join(gem_root, 'ext', 'lpsolver-highs') # ext/lpsolver-highs
|
|
10
|
+
highs_build = File.join(highs_src, 'build')
|
|
11
|
+
|
|
12
|
+
highs_found = false
|
|
13
|
+
|
|
14
|
+
# Priority: 1. HIGHS_DIR env var, 2. submodule build, 3. system paths
|
|
15
|
+
highs_dir = ENV.fetch('HIGHS_DIR', nil)
|
|
16
|
+
|
|
17
|
+
if highs_dir
|
|
18
|
+
highs_include = File.join(highs_dir, 'include', 'highs')
|
|
19
|
+
highs_lib = File.join(highs_dir, 'lib')
|
|
20
|
+
|
|
21
|
+
if File.exist?(File.join(highs_include, 'interfaces', 'highs_c_api.h')) &&
|
|
22
|
+
(File.exist?(File.join(highs_lib, 'libhighs.so')) || File.exist?(File.join(highs_lib, 'libhighs.a')))
|
|
23
|
+
$INCFLAGS += " -I#{highs_include}"
|
|
24
|
+
$LDFLAGS += " -L#{highs_lib}"
|
|
25
|
+
$LIBS += " -lhighs -lstdc++"
|
|
26
|
+
$LOAD_PATH << highs_lib
|
|
27
|
+
highs_found = true
|
|
28
|
+
end
|
|
29
|
+
end
|
|
30
|
+
|
|
31
|
+
unless highs_found
|
|
32
|
+
# Check bundled submodule (CMake build or precompiled tarball)
|
|
33
|
+
if File.exist?(File.join(highs_build, 'lib', 'libhighs.so')) ||
|
|
34
|
+
File.exist?(File.join(highs_build, 'lib', 'libhighs.a'))
|
|
35
|
+
highs_include = File.join(highs_src, 'highs')
|
|
36
|
+
highs_lib = File.join(highs_build, 'lib')
|
|
37
|
+
|
|
38
|
+
# CMake build: HConfig.h is in build dir
|
|
39
|
+
# Precompiled tarball: HConfig.h is in build/include/highs/
|
|
40
|
+
highs_config = File.join(highs_build, 'HConfig.h')
|
|
41
|
+
if File.exist?(highs_config)
|
|
42
|
+
$INCFLAGS += " -I#{highs_include} -I#{highs_build}"
|
|
43
|
+
else
|
|
44
|
+
# Precompiled tarball layout
|
|
45
|
+
highs_config_inc = File.join(highs_build, 'include', 'highs')
|
|
46
|
+
if File.exist?(File.join(highs_config_inc, 'HConfig.h'))
|
|
47
|
+
$INCFLAGS += " -I#{highs_include} -I#{highs_config_inc}"
|
|
48
|
+
end
|
|
49
|
+
end
|
|
50
|
+
|
|
51
|
+
$LDFLAGS += " -L#{highs_lib} -Wl,-rpath,#{highs_lib}"
|
|
52
|
+
$LIBS += " -lhighs -lstdc++"
|
|
53
|
+
$LOAD_PATH << highs_lib
|
|
54
|
+
highs_found = true
|
|
55
|
+
end
|
|
56
|
+
end
|
|
57
|
+
|
|
58
|
+
unless highs_found
|
|
59
|
+
# Try system installation
|
|
60
|
+
if have_library('highs', 'Highs_lpCall') && have_header('highs/interfaces/highs_c_api.h')
|
|
61
|
+
$INCFLAGS += " -I/usr/include"
|
|
62
|
+
$LDFLAGS += " -L/usr/lib"
|
|
63
|
+
highs_found = true
|
|
64
|
+
end
|
|
65
|
+
end
|
|
66
|
+
|
|
67
|
+
abort <<~ERROR unless highs_found
|
|
68
|
+
HiGHS not found.
|
|
69
|
+
|
|
70
|
+
Options:
|
|
71
|
+
1. Build from submodule: rake build_highs && rake compile
|
|
72
|
+
2. Set HIGHS_DIR=/path/to/highs
|
|
73
|
+
3. Install system-wide: sudo apt install highs
|
|
74
|
+
|
|
75
|
+
Submodule location: #{highs_src}
|
|
76
|
+
Build output: #{highs_build}/lib/libhighs.so
|
|
77
|
+
ERROR
|
|
78
|
+
|
|
79
|
+
create_makefile('lpsolver/native')
|
|
Binary file
|
|
@@ -0,0 +1,243 @@
|
|
|
1
|
+
load("@bazel_skylib//rules:common_settings.bzl", "bool_flag")
|
|
2
|
+
load("@bazel_skylib//rules:copy_file.bzl", "copy_file")
|
|
3
|
+
load("@rules_cc//cc:defs.bzl", "cc_binary", "cc_library", "cc_test")
|
|
4
|
+
load("@rules_cuda//cuda:defs.bzl", "cuda_library", "requires_cuda")
|
|
5
|
+
|
|
6
|
+
copy_file(
|
|
7
|
+
name = "highs-config",
|
|
8
|
+
src = "highs/HConfig.h.bazel.in",
|
|
9
|
+
out = "HConfig.h",
|
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10
|
+
visibility = ["//visibility:public"],
|
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11
|
+
)
|
|
12
|
+
|
|
13
|
+
bool_flag(
|
|
14
|
+
name = "cupdlp_gpu",
|
|
15
|
+
build_setting_default = False,
|
|
16
|
+
visibility = ["//visibility:public"],
|
|
17
|
+
)
|
|
18
|
+
|
|
19
|
+
config_setting(
|
|
20
|
+
name = "cupdlp_gpu_enabled",
|
|
21
|
+
flag_values = {
|
|
22
|
+
"@rules_cuda//cuda:enable": "True",
|
|
23
|
+
"@local_cuda//:valid_toolchain_found": "True",
|
|
24
|
+
":cupdlp_gpu": "True",
|
|
25
|
+
},
|
|
26
|
+
)
|
|
27
|
+
|
|
28
|
+
cc_library(
|
|
29
|
+
name = "config",
|
|
30
|
+
srcs = ["HConfig.h"],
|
|
31
|
+
visibility = ["//visibility:public"],
|
|
32
|
+
)
|
|
33
|
+
|
|
34
|
+
cuda_library(
|
|
35
|
+
name = "cupdlp",
|
|
36
|
+
srcs = glob([
|
|
37
|
+
"highs/pdlp/cupdlp/cuda/*.cu",
|
|
38
|
+
"highs/pdlp/hipdlp/*.cu",
|
|
39
|
+
]),
|
|
40
|
+
hdrs = glob([
|
|
41
|
+
"highs/pdlp/cupdlp/cuda/*.cuh",
|
|
42
|
+
]),
|
|
43
|
+
defines = ["CUPDLP_GPU"],
|
|
44
|
+
target_compatible_with = requires_cuda(),
|
|
45
|
+
deps = [
|
|
46
|
+
"@local_cuda//:cublas",
|
|
47
|
+
"@local_cuda//:cusparse",
|
|
48
|
+
],
|
|
49
|
+
)
|
|
50
|
+
|
|
51
|
+
cc_library(
|
|
52
|
+
name = "highs",
|
|
53
|
+
srcs = ["highs/interfaces/highs_c_api.cpp"] + glob([
|
|
54
|
+
"highs/io/*.cpp",
|
|
55
|
+
"highs/io/filereaderlp/*.cpp",
|
|
56
|
+
"highs/ipm/*.cpp",
|
|
57
|
+
"highs/ipm/ipx/*.cc",
|
|
58
|
+
"highs/ipm/basiclu/*.c",
|
|
59
|
+
"highs/lp_data/*.cpp",
|
|
60
|
+
"highs/mip/*.cpp",
|
|
61
|
+
"highs/model/*.cpp",
|
|
62
|
+
"highs/parallel/*.cpp",
|
|
63
|
+
"highs/pdlp/*.cpp",
|
|
64
|
+
"highs/pdlp/cupdlp/*.c",
|
|
65
|
+
"highs/pdlp/hipdlp/*.cc",
|
|
66
|
+
"highs/presolve/*.cpp",
|
|
67
|
+
"highs/qpsolver/*.cpp",
|
|
68
|
+
"highs/simplex/*.cpp",
|
|
69
|
+
"highs/test_kkt/*.cpp",
|
|
70
|
+
"highs/util/*.cpp",
|
|
71
|
+
]),
|
|
72
|
+
hdrs = [
|
|
73
|
+
"highs/mip/feasibilityjump.hh",
|
|
74
|
+
] + glob([
|
|
75
|
+
"**/*.h",
|
|
76
|
+
"highs/pdlp/hipdlp/*.hpp",
|
|
77
|
+
"highs/io/filereaderlp/*.hpp",
|
|
78
|
+
"highs/qpsolver/*.hpp",
|
|
79
|
+
"extern/zstr/*.hpp",
|
|
80
|
+
]),
|
|
81
|
+
copts = select({
|
|
82
|
+
"@rules_cc//cc/compiler:msvc-cl": [],
|
|
83
|
+
"//conditions:default": [
|
|
84
|
+
"-Wno-unused-variable",
|
|
85
|
+
"-Wno-unused-but-set-variable",
|
|
86
|
+
],
|
|
87
|
+
}),
|
|
88
|
+
defines = select({
|
|
89
|
+
":cupdlp_gpu_enabled": ["CUPDLP_GPU"],
|
|
90
|
+
"//conditions:default": ["CUPDLP_CPU"],
|
|
91
|
+
}),
|
|
92
|
+
includes = [
|
|
93
|
+
"extern",
|
|
94
|
+
# "extern/filereaderlp",
|
|
95
|
+
# "extern/zstr",
|
|
96
|
+
"highs",
|
|
97
|
+
# "highs/ipm",
|
|
98
|
+
# "highs/ipm/ipx",
|
|
99
|
+
# "highs/ipm/basiclu",
|
|
100
|
+
# "highs/lp_data",
|
|
101
|
+
# "highs/mip",
|
|
102
|
+
# "highs/model",
|
|
103
|
+
# "highs/parallel",
|
|
104
|
+
# "highs/presolve",
|
|
105
|
+
# "highs/qpsolver",
|
|
106
|
+
# "highs/simplex",
|
|
107
|
+
# "highs/test_kkt",
|
|
108
|
+
# "highs/util",
|
|
109
|
+
],
|
|
110
|
+
linkopts = select({
|
|
111
|
+
"@rules_cc//cc/compiler:msvc-cl": ["-DEFAULTLIB:shell32.lib"],
|
|
112
|
+
"//conditions:default": ["-lpthread"],
|
|
113
|
+
}),
|
|
114
|
+
visibility = ["//visibility:public"],
|
|
115
|
+
deps = [
|
|
116
|
+
"//:config",
|
|
117
|
+
"@zlib",
|
|
118
|
+
] + select({
|
|
119
|
+
":cupdlp_gpu_enabled": [":cupdlp"],
|
|
120
|
+
"//conditions:default": [],
|
|
121
|
+
}),
|
|
122
|
+
)
|
|
123
|
+
|
|
124
|
+
cc_library(
|
|
125
|
+
name = "highs-runtime-opts",
|
|
126
|
+
hdrs = [
|
|
127
|
+
"extern/CLI11.hpp",
|
|
128
|
+
"app/HighsRuntimeOptions.h",
|
|
129
|
+
],
|
|
130
|
+
visibility = ["//visibility:public"],
|
|
131
|
+
deps = [
|
|
132
|
+
"//:highs",
|
|
133
|
+
],
|
|
134
|
+
)
|
|
135
|
+
|
|
136
|
+
cc_binary(
|
|
137
|
+
name = "highs-bin",
|
|
138
|
+
srcs = ["app/RunHighs.cpp"],
|
|
139
|
+
visibility = ["//visibility:public"],
|
|
140
|
+
deps = [
|
|
141
|
+
"//:highs",
|
|
142
|
+
"//:highs-runtime-opts",
|
|
143
|
+
],
|
|
144
|
+
)
|
|
145
|
+
|
|
146
|
+
cc_binary(
|
|
147
|
+
name = "call-highs-example",
|
|
148
|
+
srcs = ["examples/call_highs_from_cpp.cpp"],
|
|
149
|
+
visibility = ["//visibility:public"],
|
|
150
|
+
deps = [
|
|
151
|
+
"//:highs",
|
|
152
|
+
],
|
|
153
|
+
)
|
|
154
|
+
|
|
155
|
+
## Add tests
|
|
156
|
+
copy_file(
|
|
157
|
+
name = "highs-check-config",
|
|
158
|
+
src = "check/HCheckConfig.h.bazel.in",
|
|
159
|
+
out = "HCheckConfig.h",
|
|
160
|
+
)
|
|
161
|
+
|
|
162
|
+
cc_library(
|
|
163
|
+
name = "check-config",
|
|
164
|
+
srcs = ["HCheckConfig.h"],
|
|
165
|
+
)
|
|
166
|
+
|
|
167
|
+
cc_library(
|
|
168
|
+
name = "test_lib",
|
|
169
|
+
testonly = True,
|
|
170
|
+
srcs = [
|
|
171
|
+
"HCheckConfig.h",
|
|
172
|
+
"check/Avgas.cpp",
|
|
173
|
+
"check/TestMain.cpp",
|
|
174
|
+
],
|
|
175
|
+
hdrs = [
|
|
176
|
+
"check/Avgas.h",
|
|
177
|
+
"check/SpecialLps.h",
|
|
178
|
+
"check/matrix_multiplication.hpp",
|
|
179
|
+
"extern/catch.hpp",
|
|
180
|
+
],
|
|
181
|
+
copts = ["-Iextern"],
|
|
182
|
+
data = glob(["check/instances/*"]),
|
|
183
|
+
includes = ["check"],
|
|
184
|
+
deps = [
|
|
185
|
+
":highs",
|
|
186
|
+
"//:check-config",
|
|
187
|
+
],
|
|
188
|
+
)
|
|
189
|
+
|
|
190
|
+
TEST_NAMES = [
|
|
191
|
+
"TestAlienBasis",
|
|
192
|
+
"TestBasis",
|
|
193
|
+
"TestBasisSolves",
|
|
194
|
+
"TestCheckSolution",
|
|
195
|
+
"TestCrossover",
|
|
196
|
+
"TestDualize",
|
|
197
|
+
"TestEkk",
|
|
198
|
+
"TestFactor",
|
|
199
|
+
"TestFilereader",
|
|
200
|
+
"TestHighsGFkSolve",
|
|
201
|
+
"TestHighsHash",
|
|
202
|
+
"TestHighsHessian",
|
|
203
|
+
"TestHighsIntegers",
|
|
204
|
+
"TestHighsModel",
|
|
205
|
+
# "TestHighsParallel",
|
|
206
|
+
"TestHighsRbTree",
|
|
207
|
+
"TestHSet",
|
|
208
|
+
"TestICrash",
|
|
209
|
+
"TestInfo",
|
|
210
|
+
"TestIO",
|
|
211
|
+
"TestIpx",
|
|
212
|
+
"TestLogging",
|
|
213
|
+
"TestLpModification",
|
|
214
|
+
"TestLpOrientation",
|
|
215
|
+
"TestLpSolvers",
|
|
216
|
+
"TestLpValidation",
|
|
217
|
+
"TestMipSolver",
|
|
218
|
+
"TestPresolve",
|
|
219
|
+
"TestQpSolver",
|
|
220
|
+
"TestRanging",
|
|
221
|
+
"TestRays",
|
|
222
|
+
"TestSemiVariables",
|
|
223
|
+
"TestSetup",
|
|
224
|
+
"TestSort",
|
|
225
|
+
"TestSpecialLps",
|
|
226
|
+
"TestThrow",
|
|
227
|
+
]
|
|
228
|
+
|
|
229
|
+
[cc_test(
|
|
230
|
+
name = name,
|
|
231
|
+
srcs = ["check/%s.cpp" % name],
|
|
232
|
+
copts = ["-Iextern"] + select({
|
|
233
|
+
"@rules_cc//cc/compiler:msvc-cl": [],
|
|
234
|
+
"//conditions:default": [
|
|
235
|
+
"-Wno-unused-variable",
|
|
236
|
+
"-Wno-unused-but-set-variable",
|
|
237
|
+
],
|
|
238
|
+
}),
|
|
239
|
+
deps = [
|
|
240
|
+
":highs",
|
|
241
|
+
":test_lib",
|
|
242
|
+
],
|
|
243
|
+
) for name in TEST_NAMES]
|