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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#include "CallAndTimeBlas.h"
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#include "DataCollector.h"
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#include "DenseFact.h"
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#include "DgemmParallel.h"
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#include "ReturnValues.h"
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#include "Swaps.h"
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#include "ipm/hipo/auxiliary/Auxiliary.h"
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#include "ipm/hipo/auxiliary/Log.h"
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namespace hipo {
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// Factorisation with "hybrid formats".
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Int denseFactFH(char format, Int n, Int k, Int nb, double* A, double* B,
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const Int* pivot_sign, double thresh, const Regul& regval,
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double* totalreg, Int* swaps, double* pivot_2x2, bool parnode,
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DataCollector& data) {
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// ===========================================================================
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// Partial blocked factorisation
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// Matrix A is in format FH
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// Matrix B is in format FP, if format == 'P'
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// FH, if format == 'H'
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// BLAS calls: dcopy, dscal, daxpy, dgemm, dtrsm
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// ===========================================================================
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HIPO_CLOCK_CREATE;
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// check input
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if (n < 0 || k < 0 || !A || (k < n && !B)) return kRetInvalidInput;
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// quick return
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if (n == 0) return kRetOk;
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// number of blocks of columns
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const Int n_blocks = (k - 1) / nb + 1;
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// start of diagonal blocks
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std::vector<Int64> diag_start(n_blocks);
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getDiagStart(n, k, nb, n_blocks, diag_start);
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// size of blocks
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const Int diag_size = nb * nb;
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const Int full_size = nb * nb;
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// buffer for copy of block column
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std::vector<double> T(n * nb);
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// number of rows/columns in the Schur complement
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const Int ns = n - k;
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// number of blocks in Schur complement
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const Int s_blocks = (ns - 1) / nb + 1;
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// buffer for full-format of block of columns of Schur complement
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std::vector<double> schur_buf;
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if (format == 'P') schur_buf.resize(ns * nb);
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// ===========================================================================
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// LOOP OVER BLOCKS
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// ===========================================================================
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for (Int j = 0; j < n_blocks; ++j) {
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// j is the index of the block column
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HIPO_CLOCK_START(2);
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// jb is the number of columns
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const Int jb = std::min(nb, k - nb * j);
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// size of current block could be smaller than diag_size and full_size
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const Int this_diag_size = jb * jb;
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const Int this_full_size = nb * jb;
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// diagonal block j
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double* D = &A[diag_start[j]];
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// number of rows left below block j
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const Int M = n - nb * j - jb;
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// block of columns below diagonal block j
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const Int64 R_pos = diag_start[j] + this_diag_size;
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double* R = &A[R_pos];
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// ===========================================================================
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// FACTORISE DIAGONAL BLOCK
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// ===========================================================================
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double max_in_R = -1.0;
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if (jb == 1) {
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for (Int64 i = 0; i < M * jb; ++i)
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max_in_R = std::max(max_in_R, std::abs(R[i]));
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}
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double* regul_current = &totalreg[j * nb];
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std::vector<Int> pivot_sign_current(&pivot_sign[j * nb],
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&pivot_sign[j * nb] + jb);
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Int* swaps_current = &swaps[j * nb];
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double* pivot_2x2_current = &pivot_2x2[j * nb];
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Int info =
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denseFactK('U', jb, D, jb, pivot_sign_current.data(), thresh, regval,
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regul_current, swaps_current, pivot_2x2_current, data);
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if (info != 0) return info;
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#ifdef HIPO_PIVOTING
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// swap columns in R
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applySwaps(swaps_current, M, jb, R, data);
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// unswap regularisation, to keep it with original ordering
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permuteWithSwaps(regul_current, swaps_current, jb, true);
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#endif
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if (M > 0) {
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// ===========================================================================
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// SOLVE COLUMNS
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// ===========================================================================
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// solve block R with D
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callAndTime_dtrsm('L', 'U', 'T', 'U', jb, M, 1.0, D, jb, R, jb, data);
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// make copy of partially solved columns
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callAndTime_dcopy(jb * M, R, 1, T.data(), 1, data);
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// solve block R with pivots
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Int step = 1;
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for (Int col = 0; col < jb; col += step) {
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if (pivot_2x2_current[col] == 0.0) {
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// 1x1 pivots
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step = 1;
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callAndTime_dscal(M, D[col + jb * col], &R[col], jb, data);
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} else {
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// 2x2 pivots
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step = 2;
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// columns affected
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double* c1 = &R[col];
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double* c2 = &R[col + 1];
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// inverse of 2x2 pivot
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double i_d1 = D[col + jb * col];
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double i_d2 = D[col + 1 + jb * (col + 1)];
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double i_off = pivot_2x2_current[col];
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// copy of original col1
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std::vector<double> c1_temp(M);
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callAndTime_dcopy(M, c1, jb, c1_temp.data(), 1, data);
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// solve col and col+1
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callAndTime_dscal(M, i_d1, c1, jb, data);
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callAndTime_daxpy(M, i_off, c2, jb, c1, jb, data);
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callAndTime_dscal(M, i_d2, c2, jb, data);
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callAndTime_daxpy(M, i_off, c1_temp.data(), 1, c2, jb, data);
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}
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}
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// check entries of L
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/*double max_in_R = -1.0;
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for (Int64 i = 0; i < M * jb; ++i) {
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max_in_R = std::max(max_in_R, std::abs(R[i]));
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}
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if (max_in_R > 1e8) printf("%.1e, %5d %5d\n", max_in_R, jb, M);*/
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// ===========================================================================
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// UPDATE FRONTAL
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// ===========================================================================
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Int64 offset{};
|
|
163
|
+
|
|
164
|
+
// go through remaining blocks of columns
|
|
165
|
+
for (Int jj = j + 1; jj < n_blocks; ++jj) {
|
|
166
|
+
// number of columns in block jj
|
|
167
|
+
const Int col_jj = std::min(nb, k - nb * jj);
|
|
168
|
+
|
|
169
|
+
// number of rows in block jj
|
|
170
|
+
const Int row_jj = n - nb * jj;
|
|
171
|
+
|
|
172
|
+
const double* P = &T[offset];
|
|
173
|
+
double* Q = &A[diag_start[jj]];
|
|
174
|
+
const double* Rjj = &R[offset];
|
|
175
|
+
|
|
176
|
+
// perform gemm (potentially) in parallel
|
|
177
|
+
if (parnode)
|
|
178
|
+
dgemmParallel(P, Rjj, Q, col_jj, jb, row_jj, nb, 1.0, data);
|
|
179
|
+
else
|
|
180
|
+
callAndTime_dgemm('T', 'N', col_jj, row_jj, jb, -1.0, P, jb, Rjj, jb,
|
|
181
|
+
1.0, Q, col_jj, data);
|
|
182
|
+
|
|
183
|
+
offset += jb * col_jj;
|
|
184
|
+
}
|
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185
|
+
HIPO_CLOCK_STOP(2, data, kTimeDenseFact_main);
|
|
186
|
+
|
|
187
|
+
// ===========================================================================
|
|
188
|
+
// UPDATE SCHUR COMPLEMENT
|
|
189
|
+
// ===========================================================================
|
|
190
|
+
HIPO_CLOCK_START(2);
|
|
191
|
+
if (k < n) {
|
|
192
|
+
Int64 B_offset{};
|
|
193
|
+
|
|
194
|
+
// go through blocks of columns of the Schur complement
|
|
195
|
+
for (Int sb = 0; sb < s_blocks; ++sb) {
|
|
196
|
+
// number of rows of the block
|
|
197
|
+
const Int nrow = ns - nb * sb;
|
|
198
|
+
|
|
199
|
+
// number of columns of the block
|
|
200
|
+
const Int ncol = std::min(nb, nrow);
|
|
201
|
+
|
|
202
|
+
const double* P = &T[offset];
|
|
203
|
+
double* Q = format == 'P' ? schur_buf.data() : &B[B_offset];
|
|
204
|
+
const double* Rjj = &R[offset];
|
|
205
|
+
|
|
206
|
+
// beta is 0 to avoid initialising schur_buf if format=='P'
|
|
207
|
+
double beta = format == 'P' ? 0.0 : 1.0;
|
|
208
|
+
|
|
209
|
+
// perform gemm (potentially) in parallel
|
|
210
|
+
if (parnode)
|
|
211
|
+
dgemmParallel(P, Rjj, Q, ncol, jb, nrow, nb, beta, data);
|
|
212
|
+
else
|
|
213
|
+
callAndTime_dgemm('T', 'N', ncol, nrow, jb, -1.0, P, jb, Rjj, jb,
|
|
214
|
+
beta, Q, ncol, data);
|
|
215
|
+
|
|
216
|
+
if (format == 'P') {
|
|
217
|
+
// schur_buf contains Schur complement in hybrid format (with full
|
|
218
|
+
// diagonal blocks). Store it by columns in B (with full diagonal
|
|
219
|
+
// blocks).
|
|
220
|
+
for (Int buf_row = 0; buf_row < nrow; ++buf_row) {
|
|
221
|
+
const Int N = ncol;
|
|
222
|
+
callAndTime_daxpy(N, 1.0, &schur_buf[buf_row * ncol], 1,
|
|
223
|
+
&B[B_offset + buf_row], nrow, data);
|
|
224
|
+
}
|
|
225
|
+
}
|
|
226
|
+
|
|
227
|
+
B_offset += nrow * ncol;
|
|
228
|
+
offset += jb * ncol;
|
|
229
|
+
}
|
|
230
|
+
}
|
|
231
|
+
HIPO_CLOCK_STOP(2, data, kTimeDenseFact_schur);
|
|
232
|
+
}
|
|
233
|
+
}
|
|
234
|
+
|
|
235
|
+
return kRetOk;
|
|
236
|
+
}
|
|
237
|
+
|
|
238
|
+
Int denseFactFP2FH(double* A, Int nrow, Int ncol, Int nb, DataCollector& data) {
|
|
239
|
+
// ===========================================================================
|
|
240
|
+
// Packed to Hybrid conversion
|
|
241
|
+
// Matrix A on input is in format FP
|
|
242
|
+
// Matrix A on output is in format FH
|
|
243
|
+
// BLAS calls: dcopy
|
|
244
|
+
// ===========================================================================
|
|
245
|
+
|
|
246
|
+
HIPO_CLOCK_CREATE;
|
|
247
|
+
|
|
248
|
+
std::vector<double> buf(nrow * nb);
|
|
249
|
+
|
|
250
|
+
Int64 startAtoBuf = 0;
|
|
251
|
+
Int64 startBuftoA = 0;
|
|
252
|
+
|
|
253
|
+
for (Int k = 0; k <= (ncol - 1) / nb; ++k) {
|
|
254
|
+
// Number of columns in the block. Can be smaller than nb for last block.
|
|
255
|
+
const Int block_size = std::min(nb, ncol - k * nb);
|
|
256
|
+
|
|
257
|
+
// Number of rows in the block
|
|
258
|
+
const Int row_size = nrow - k * nb;
|
|
259
|
+
|
|
260
|
+
// Copy block into buf
|
|
261
|
+
callAndTime_dcopy(row_size * block_size, &A[startAtoBuf], 1, buf.data(), 1,
|
|
262
|
+
data);
|
|
263
|
+
startAtoBuf += row_size * block_size;
|
|
264
|
+
|
|
265
|
+
// Copy columns back into A, row by row.
|
|
266
|
+
// One call of dcopy_ for each row of the block of columns.
|
|
267
|
+
for (Int i = 0; i < row_size; ++i) {
|
|
268
|
+
const Int N = block_size;
|
|
269
|
+
callAndTime_dcopy(N, &buf[i], row_size, &A[startBuftoA], 1, data);
|
|
270
|
+
startBuftoA += N;
|
|
271
|
+
}
|
|
272
|
+
}
|
|
273
|
+
|
|
274
|
+
HIPO_CLOCK_STOP(2, data, kTimeDenseFact_convert);
|
|
275
|
+
|
|
276
|
+
return kRetOk;
|
|
277
|
+
}
|
|
278
|
+
|
|
279
|
+
} // namespace hipo
|
|
@@ -0,0 +1,284 @@
|
|
|
1
|
+
#include "CallAndTimeBlas.h"
|
|
2
|
+
#include "DataCollector.h"
|
|
3
|
+
#include "DenseFact.h"
|
|
4
|
+
#include "FactorHiGHSSettings.h"
|
|
5
|
+
#include "ReturnValues.h"
|
|
6
|
+
#include "Swaps.h"
|
|
7
|
+
#include "ipm/hipo/auxiliary/Auxiliary.h"
|
|
8
|
+
#include "ipm/hipo/auxiliary/Log.h"
|
|
9
|
+
#include "util/HighsRandom.h"
|
|
10
|
+
|
|
11
|
+
namespace hipo {
|
|
12
|
+
|
|
13
|
+
// Dense Factorisation kernel
|
|
14
|
+
|
|
15
|
+
static std::pair<Int, double> maxInCol(Int j, Int n, Int m, double* A,
|
|
16
|
+
Int lda) {
|
|
17
|
+
// Given the symemtric matrix A, of size nxn, accessed with leading dimension
|
|
18
|
+
// lda, in upper triangular format, ignoring rows 0:j-1, find the maximum in
|
|
19
|
+
// row/col m.
|
|
20
|
+
|
|
21
|
+
double maxval = -1.0;
|
|
22
|
+
Int r = -1;
|
|
23
|
+
// scan column m, rows j:m-1
|
|
24
|
+
for (Int row = j; row < m; ++row) {
|
|
25
|
+
double val = std::abs(A[row + lda * m]);
|
|
26
|
+
if (val > maxval) {
|
|
27
|
+
maxval = val;
|
|
28
|
+
r = row;
|
|
29
|
+
}
|
|
30
|
+
}
|
|
31
|
+
// scan row m, columns m+1:n
|
|
32
|
+
for (Int col = m + 1; col < n; ++col) {
|
|
33
|
+
double val = std::abs(A[m + lda * col]);
|
|
34
|
+
if (val > maxval) {
|
|
35
|
+
maxval = val;
|
|
36
|
+
r = col;
|
|
37
|
+
}
|
|
38
|
+
}
|
|
39
|
+
return {r, maxval};
|
|
40
|
+
}
|
|
41
|
+
|
|
42
|
+
static void staticReg(double& pivot, Int sign, const Regul& regval,
|
|
43
|
+
double& totalreg) {
|
|
44
|
+
// apply static regularisation
|
|
45
|
+
|
|
46
|
+
double old_pivot = pivot;
|
|
47
|
+
if (sign > 0)
|
|
48
|
+
pivot += regval.primal;
|
|
49
|
+
else
|
|
50
|
+
pivot -= regval.dual;
|
|
51
|
+
totalreg = pivot - old_pivot;
|
|
52
|
+
}
|
|
53
|
+
|
|
54
|
+
static bool blockBunchKaufman(Int j, Int n, double* A, Int lda, Int* swaps,
|
|
55
|
+
Int* sign, double thresh, const Regul& regval,
|
|
56
|
+
double* totalreg, DataCollector& data) {
|
|
57
|
+
// Perform Bunch-Kaufman pivoting within a block of the supernode (see Schenk,
|
|
58
|
+
// Gartner, ETNA 2006).
|
|
59
|
+
// It works only for upper triangular A.
|
|
60
|
+
// Return true if 2x2 pivot should be used, false otherwise.
|
|
61
|
+
// Swap of columns may be performed.
|
|
62
|
+
// Regularisation of pivot may be performed.
|
|
63
|
+
|
|
64
|
+
HIPO_CLOCK_CREATE;
|
|
65
|
+
|
|
66
|
+
bool flag_2x2 = false;
|
|
67
|
+
|
|
68
|
+
// Find largest diagonal entry in the residual part of the block
|
|
69
|
+
Int ind_max_diag = -1;
|
|
70
|
+
double max_diag = -1.0;
|
|
71
|
+
for (Int i = j; i < n; ++i) {
|
|
72
|
+
double val = std::abs(A[i + lda * i]);
|
|
73
|
+
if (val > max_diag) {
|
|
74
|
+
max_diag = val;
|
|
75
|
+
ind_max_diag = i;
|
|
76
|
+
}
|
|
77
|
+
}
|
|
78
|
+
assert(ind_max_diag >= j);
|
|
79
|
+
|
|
80
|
+
// put column with max pivot as first column
|
|
81
|
+
swapCols('U', n, A, lda, j, ind_max_diag, swaps, sign, data);
|
|
82
|
+
|
|
83
|
+
// Max in column j of diagonal block
|
|
84
|
+
auto res = maxInCol(j, n, j, A, lda);
|
|
85
|
+
double gamma_j = res.second;
|
|
86
|
+
Int r = res.first;
|
|
87
|
+
double Ajj = sign[j] > 0 ? A[j + lda * j] + regval.dual
|
|
88
|
+
: A[j + lda * j] - regval.primal;
|
|
89
|
+
|
|
90
|
+
if (std::max(std::abs(Ajj), gamma_j) <= thresh || sign[j] * Ajj < 0 ||
|
|
91
|
+
j == n - 1) {
|
|
92
|
+
// Must accept current pivot
|
|
93
|
+
double old_pivot = A[j + lda * j];
|
|
94
|
+
staticReg(A[j + lda * j], sign[j], regval, totalreg[j]);
|
|
95
|
+
|
|
96
|
+
if (sign[j] * A[j + lda * j] < 0) {
|
|
97
|
+
data.setWrongSign(A[j + lda * j]);
|
|
98
|
+
// A[j + lda * j] = sign[j] * thresh;
|
|
99
|
+
}
|
|
100
|
+
|
|
101
|
+
if (std::max(std::abs(Ajj), gamma_j) < thresh) {
|
|
102
|
+
// perturbe pivot
|
|
103
|
+
A[j + lda * j] = sign[j] * thresh;
|
|
104
|
+
data.countRegPiv();
|
|
105
|
+
}
|
|
106
|
+
totalreg[j] = A[j + lda * j] - old_pivot;
|
|
107
|
+
data.setMaxReg(std::abs(totalreg[j]));
|
|
108
|
+
|
|
109
|
+
} else {
|
|
110
|
+
// Max in column r of diagonal block
|
|
111
|
+
assert(r >= 0);
|
|
112
|
+
res = maxInCol(j, n, r, A, lda);
|
|
113
|
+
double gamma_r = res.second;
|
|
114
|
+
double Arr = sign[r] > 0 ? A[r + lda * r] + regval.primal
|
|
115
|
+
: A[r + lda * r] - regval.dual;
|
|
116
|
+
|
|
117
|
+
if ((std::abs(Ajj) >= kAlphaBK * gamma_j ||
|
|
118
|
+
std::abs(Ajj) * gamma_r >= kAlphaBK * gamma_j * gamma_j)) {
|
|
119
|
+
// Accept current pivot
|
|
120
|
+
staticReg(A[j + lda * j], sign[j], regval, totalreg[j]);
|
|
121
|
+
|
|
122
|
+
if (sign[j] * A[j + lda * j] < 0) data.setWrongSign(A[j + lda * j]);
|
|
123
|
+
|
|
124
|
+
} else if (std::abs(Arr) >= kAlphaBK * gamma_r) {
|
|
125
|
+
// Use pivot r
|
|
126
|
+
|
|
127
|
+
swapCols('U', n, A, lda, j, r, swaps, sign, data);
|
|
128
|
+
staticReg(A[j + lda * j], sign[j], regval, totalreg[j]);
|
|
129
|
+
|
|
130
|
+
if (sign[j] * A[j + lda * j] < 0) data.setWrongSign(A[j + lda * j]);
|
|
131
|
+
|
|
132
|
+
} else {
|
|
133
|
+
// Use 2x2 pivot (j,r)
|
|
134
|
+
|
|
135
|
+
swapCols('U', n, A, lda, j + 1, r, swaps, sign, data);
|
|
136
|
+
flag_2x2 = true;
|
|
137
|
+
staticReg(A[j + lda * j], sign[j], regval, totalreg[j]);
|
|
138
|
+
staticReg(A[j + 1 + lda * (j + 1)], sign[j + 1], regval, totalreg[j + 1]);
|
|
139
|
+
|
|
140
|
+
if (sign[j] * A[j + lda * j] < 0) data.setWrongSign(A[j + lda * j]);
|
|
141
|
+
if (sign[j + 1] * A[j + 1 + lda * (j + 1)] < 0)
|
|
142
|
+
data.setWrongSign(A[j + 1 + lda * (j + 1)]);
|
|
143
|
+
}
|
|
144
|
+
}
|
|
145
|
+
|
|
146
|
+
HIPO_CLOCK_STOP(2, data, kTimeDenseFact_pivoting);
|
|
147
|
+
return flag_2x2;
|
|
148
|
+
}
|
|
149
|
+
|
|
150
|
+
Int denseFactK(char uplo, Int n, double* A, Int lda, Int* pivot_sign,
|
|
151
|
+
double thresh, const Regul& regval, double* totalreg, Int* swaps,
|
|
152
|
+
double* pivot_2x2, DataCollector& data) {
|
|
153
|
+
// ===========================================================================
|
|
154
|
+
// Factorisation kernel
|
|
155
|
+
// Matrix A is in format F
|
|
156
|
+
// BLAS calls: dscal, dcopy, dger
|
|
157
|
+
// ===========================================================================
|
|
158
|
+
|
|
159
|
+
// check input
|
|
160
|
+
if (n < 0 || !A || lda < n) return kRetInvalidInput;
|
|
161
|
+
|
|
162
|
+
// quick return
|
|
163
|
+
if (n == 0) return kRetOk;
|
|
164
|
+
|
|
165
|
+
HIPO_CLOCK_CREATE;
|
|
166
|
+
|
|
167
|
+
if (uplo == 'L') {
|
|
168
|
+
assert(1 == 0);
|
|
169
|
+
} else {
|
|
170
|
+
if (!swaps || !pivot_2x2) return kRetInvalidInput;
|
|
171
|
+
|
|
172
|
+
// initialise order of pivots
|
|
173
|
+
for (Int i = 0; i < n; ++i) swaps[i] = i;
|
|
174
|
+
|
|
175
|
+
// allocate space for copy of col(s)
|
|
176
|
+
std::vector<double> temp(n - 1);
|
|
177
|
+
std::vector<double> temp2(n - 1);
|
|
178
|
+
|
|
179
|
+
Int step = 1;
|
|
180
|
+
|
|
181
|
+
for (Int j = 0; j < n; j += step) {
|
|
182
|
+
bool flag_2x2 = false;
|
|
183
|
+
|
|
184
|
+
#ifdef HIPO_PIVOTING
|
|
185
|
+
flag_2x2 = blockBunchKaufman(j, n, A, lda, swaps, pivot_sign, thresh,
|
|
186
|
+
regval, totalreg, data);
|
|
187
|
+
#endif
|
|
188
|
+
|
|
189
|
+
// cannot do 2x2 pivoting on last column
|
|
190
|
+
assert(j < n - 1 || flag_2x2 == false);
|
|
191
|
+
|
|
192
|
+
if (!flag_2x2) {
|
|
193
|
+
// 1x1 pivots
|
|
194
|
+
step = 1;
|
|
195
|
+
|
|
196
|
+
// diagonal element
|
|
197
|
+
double Ajj = A[j + lda * j];
|
|
198
|
+
|
|
199
|
+
if (std::isnan(Ajj)) return kRetInvalidPivot;
|
|
200
|
+
|
|
201
|
+
// add regularisation
|
|
202
|
+
staticReg(Ajj, pivot_sign[j], regval, totalreg[j]);
|
|
203
|
+
|
|
204
|
+
#ifndef HIPO_PIVOTING
|
|
205
|
+
// add static regularisation
|
|
206
|
+
staticReg(Ajj, pivot_sign[j], regul[j]);
|
|
207
|
+
data.setMaxReg(std::abs(regul[j]));
|
|
208
|
+
#endif
|
|
209
|
+
|
|
210
|
+
// save reciprocal of pivot
|
|
211
|
+
A[j + lda * j] = 1.0 / Ajj;
|
|
212
|
+
|
|
213
|
+
const Int M = n - j - 1;
|
|
214
|
+
if (M > 0) {
|
|
215
|
+
// make copy of row
|
|
216
|
+
callAndTime_dcopy(M, &A[j + (j + 1) * lda], lda, temp.data(), 1,
|
|
217
|
+
data);
|
|
218
|
+
|
|
219
|
+
// scale row j
|
|
220
|
+
callAndTime_dscal(M, 1.0 / Ajj, &A[j + (j + 1) * lda], lda, data);
|
|
221
|
+
|
|
222
|
+
// update rest of the matrix
|
|
223
|
+
callAndTime_dger(M, M, -1.0, temp.data(), 1, &A[j + (j + 1) * lda],
|
|
224
|
+
lda, &A[j + 1 + (j + 1) * lda], lda, data);
|
|
225
|
+
}
|
|
226
|
+
} else {
|
|
227
|
+
// 2x2 pivots
|
|
228
|
+
step = 2;
|
|
229
|
+
|
|
230
|
+
// diagonal pivot elements
|
|
231
|
+
const double d1 = A[j + lda * j];
|
|
232
|
+
const double d2 = A[j + 1 + lda * (j + 1)];
|
|
233
|
+
|
|
234
|
+
if (std::isnan(d1) || std::isnan(d2)) return kRetInvalidPivot;
|
|
235
|
+
|
|
236
|
+
// off-diagonal pivot element
|
|
237
|
+
const double offd = A[j + lda * (j + 1)];
|
|
238
|
+
A[j + lda * (j + 1)] = 0.0;
|
|
239
|
+
|
|
240
|
+
// compute coefficients of 2x2 inverse
|
|
241
|
+
const double denom = d1 * d2 - offd * offd;
|
|
242
|
+
const double i_d1 = d2 / denom;
|
|
243
|
+
const double i_d2 = d1 / denom;
|
|
244
|
+
const double i_off = -offd / denom;
|
|
245
|
+
|
|
246
|
+
// save them in place of pivots
|
|
247
|
+
A[j + lda * j] = i_d1;
|
|
248
|
+
A[j + 1 + lda * (j + 1)] = i_d2;
|
|
249
|
+
pivot_2x2[j] = i_off;
|
|
250
|
+
|
|
251
|
+
const Int M = n - j - 2;
|
|
252
|
+
if (M > 0) {
|
|
253
|
+
double* r1 = &A[j + (j + 2) * lda];
|
|
254
|
+
double* r2 = &A[j + 1 + (j + 2) * lda];
|
|
255
|
+
|
|
256
|
+
// make a copy of first row
|
|
257
|
+
callAndTime_dcopy(M, r1, lda, temp.data(), 1, data);
|
|
258
|
+
|
|
259
|
+
// make a copy of second row
|
|
260
|
+
callAndTime_dcopy(M, r2, lda, temp2.data(), 1, data);
|
|
261
|
+
|
|
262
|
+
// solve rows j,j+1
|
|
263
|
+
callAndTime_dscal(M, i_d1, r1, lda, data);
|
|
264
|
+
callAndTime_daxpy(M, i_off, temp2.data(), 1, r1, lda, data);
|
|
265
|
+
callAndTime_dscal(M, i_d2, r2, lda, data);
|
|
266
|
+
callAndTime_daxpy(M, i_off, temp.data(), 1, r2, lda, data);
|
|
267
|
+
|
|
268
|
+
// update rest of the matrix
|
|
269
|
+
callAndTime_dger(M, M, -1.0, temp.data(), 1, r1, lda,
|
|
270
|
+
&A[j + 2 + (j + 2) * lda], lda, data);
|
|
271
|
+
callAndTime_dger(M, M, -1.0, temp2.data(), 1, r2, lda,
|
|
272
|
+
&A[j + 2 + (j + 2) * lda], lda, data);
|
|
273
|
+
}
|
|
274
|
+
|
|
275
|
+
data.count2x2();
|
|
276
|
+
}
|
|
277
|
+
}
|
|
278
|
+
}
|
|
279
|
+
|
|
280
|
+
HIPO_CLOCK_STOP(2, data, kTimeDenseFact_kernel);
|
|
281
|
+
return kRetOk;
|
|
282
|
+
}
|
|
283
|
+
|
|
284
|
+
} // namespace hipo
|
|
@@ -0,0 +1,38 @@
|
|
|
1
|
+
#include "DgemmParallel.h"
|
|
2
|
+
|
|
3
|
+
#include "CallAndTimeBlas.h"
|
|
4
|
+
#include "FactorHiGHSSettings.h"
|
|
5
|
+
#include "parallel/HighsParallel.h"
|
|
6
|
+
|
|
7
|
+
namespace hipo {
|
|
8
|
+
|
|
9
|
+
dgemmParalleliser::dgemmParalleliser(const double* P, const double* R,
|
|
10
|
+
double* Q, Int col, Int jb,
|
|
11
|
+
DataCollector& data)
|
|
12
|
+
: P_{P}, R_{R}, Q_{Q}, col_{col}, jb_{jb}, data_{data} {}
|
|
13
|
+
|
|
14
|
+
void dgemmParalleliser::run(Int start, Int end, double beta) const {
|
|
15
|
+
callAndTime_dgemm('T', 'N', col_, end - start, jb_, -1.0, P_, jb_,
|
|
16
|
+
&R_[start * jb_], jb_, beta, &Q_[start * col_], col_,
|
|
17
|
+
data_);
|
|
18
|
+
}
|
|
19
|
+
|
|
20
|
+
void dgemmParallel(const double* P, const double* R, double* Q, Int col, Int jb,
|
|
21
|
+
Int row, Int nb, double beta, DataCollector& data) {
|
|
22
|
+
// if there is enough work to be done, parallelise
|
|
23
|
+
if (col >= nb / 2 && jb >= nb / 2 && row >= kBlockParallelThreshold * nb) {
|
|
24
|
+
dgemmParalleliser gemmP(P, R, Q, col, jb, data);
|
|
25
|
+
dgemmParalleliser* pt = &gemmP;
|
|
26
|
+
|
|
27
|
+
// I need to use an object to call gemm, otherwise the task is too large and
|
|
28
|
+
// static_assert in the parallel deque fails.
|
|
29
|
+
highs::parallel::for_each(
|
|
30
|
+
0, row, [pt, beta](Int start, Int end) { pt->run(start, end, beta); },
|
|
31
|
+
kBlockGrainSize * jb);
|
|
32
|
+
} else {
|
|
33
|
+
callAndTime_dgemm('T', 'N', col, row, jb, -1.0, P, jb, R, jb, beta, Q, col,
|
|
34
|
+
data);
|
|
35
|
+
}
|
|
36
|
+
}
|
|
37
|
+
|
|
38
|
+
} // namespace hipo
|
|
@@ -0,0 +1,32 @@
|
|
|
1
|
+
#ifndef FACTORHIGHS_DGEMM_PARALLEL_H
|
|
2
|
+
#define FACTORHIGHS_DGEMM_PARALLEL_H
|
|
3
|
+
|
|
4
|
+
#include "DataCollector.h"
|
|
5
|
+
#include "ipm/hipo/auxiliary/IntConfig.h"
|
|
6
|
+
|
|
7
|
+
namespace hipo {
|
|
8
|
+
|
|
9
|
+
// parallelise dgemm for use within factorisation
|
|
10
|
+
// Performs Q <- Q - R P^T in hybrid format.
|
|
11
|
+
// Parallelised over the rows of R and Q.
|
|
12
|
+
class dgemmParalleliser {
|
|
13
|
+
const double* P_;
|
|
14
|
+
const double* R_;
|
|
15
|
+
double* Q_;
|
|
16
|
+
const Int col_;
|
|
17
|
+
const Int jb_;
|
|
18
|
+
DataCollector& data_;
|
|
19
|
+
|
|
20
|
+
public:
|
|
21
|
+
dgemmParalleliser(const double* P, const double* R, double* Q, Int col,
|
|
22
|
+
Int jb, DataCollector& data);
|
|
23
|
+
|
|
24
|
+
void run(Int start, Int end, double beta) const;
|
|
25
|
+
};
|
|
26
|
+
|
|
27
|
+
void dgemmParallel(const double* P, const double* R, double* Q, Int col, Int jb,
|
|
28
|
+
Int row, Int nb, double beta, DataCollector& data);
|
|
29
|
+
|
|
30
|
+
} // namespace hipo
|
|
31
|
+
|
|
32
|
+
#endif
|
|
@@ -0,0 +1,57 @@
|
|
|
1
|
+
#include "FactorHiGHS.h"
|
|
2
|
+
|
|
3
|
+
#include "Analyse.h"
|
|
4
|
+
#include "DataCollector.h"
|
|
5
|
+
#include "Factorise.h"
|
|
6
|
+
#include "ipm/hipo/auxiliary/Log.h"
|
|
7
|
+
|
|
8
|
+
namespace hipo {
|
|
9
|
+
|
|
10
|
+
FHsolver::FHsolver(const Log* log, Int block_size)
|
|
11
|
+
: log_{log}, nb_{block_size > 0 ? block_size : default_nb_} {
|
|
12
|
+
#ifdef HIPO_COLLECT_EXPENSIVE_DATA
|
|
13
|
+
if (log_)
|
|
14
|
+
log_->printw(
|
|
15
|
+
"Running in debug mode: COLLECTING EXPENSIVE FACTORISATION DATA\n");
|
|
16
|
+
#endif
|
|
17
|
+
#if HIPO_TIMING_LEVEL > 0
|
|
18
|
+
if (log_)
|
|
19
|
+
log_->printw("Running in debug mode: COLLECTING EXPENSIVE TIMING DATA\n");
|
|
20
|
+
#endif
|
|
21
|
+
}
|
|
22
|
+
|
|
23
|
+
FHsolver::~FHsolver() {
|
|
24
|
+
if (log_) {
|
|
25
|
+
data_.printTimes(*log_);
|
|
26
|
+
data_.printIter(*log_);
|
|
27
|
+
}
|
|
28
|
+
}
|
|
29
|
+
|
|
30
|
+
void FHsolver::newIter() { data_.append(); }
|
|
31
|
+
|
|
32
|
+
void FHsolver::setRegularisation(double reg_p, double reg_d) {
|
|
33
|
+
regul_.primal = reg_p;
|
|
34
|
+
regul_.dual = reg_d;
|
|
35
|
+
}
|
|
36
|
+
|
|
37
|
+
Int FHsolver::analyse(Symbolic& S, const std::vector<Int>& rows,
|
|
38
|
+
const std::vector<Int>& ptr,
|
|
39
|
+
const std::vector<Int>& signs,
|
|
40
|
+
const std::vector<Int>& perm) {
|
|
41
|
+
Analyse an_obj(rows, ptr, signs, nb_, log_, data_, perm);
|
|
42
|
+
return an_obj.run(S);
|
|
43
|
+
}
|
|
44
|
+
|
|
45
|
+
Int FHsolver::factorise(const Symbolic& S, const std::vector<Int>& rows,
|
|
46
|
+
const std::vector<Int>& ptr,
|
|
47
|
+
const std::vector<double>& vals) {
|
|
48
|
+
Factorise fact_obj(S, rows, ptr, vals, regul_, log_, data_, sn_columns_,
|
|
49
|
+
&serial_stack_);
|
|
50
|
+
return fact_obj.run(N_);
|
|
51
|
+
}
|
|
52
|
+
|
|
53
|
+
Int FHsolver::solve(std::vector<double>& x) { return N_.solve(x); }
|
|
54
|
+
|
|
55
|
+
void FHsolver::getRegularisation(std::vector<double>& reg) { N_.getReg(reg); }
|
|
56
|
+
|
|
57
|
+
} // namespace hipo
|