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 "Iterate.h"
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#include "Parameters.h"
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#include "ipm/IpxWrapper.h"
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#include "ipm/hipo/factorhighs/FactorHiGHSSettings.h"
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#include "model/HighsHessianUtils.h"
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namespace hipo {
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NewtonDir::NewtonDir(Int m, Int n)
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: x(n, 0.0), y(m, 0.0), xl(n, 0.0), xu(n, 0.0), zl(n, 0.0), zu(n, 0.0) {}
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void NewtonDir::clear() {
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std::fill(x.begin(), x.end(), 0.0);
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std::fill(y.begin(), y.end(), 0.0);
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std::fill(xl.begin(), xl.end(), 0.0);
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std::fill(xu.begin(), xu.end(), 0.0);
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std::fill(zl.begin(), zl.end(), 0.0);
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std::fill(zu.begin(), zu.end(), 0.0);
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}
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void NewtonDir::add(const NewtonDir& d) {
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vectorAdd(x, d.x);
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vectorAdd(y, d.y);
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vectorAdd(xl, d.xl);
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vectorAdd(xu, d.xu);
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vectorAdd(zl, d.zl);
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vectorAdd(zu, d.zu);
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}
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Iterate::Iterate(const Model& model_input, Regularisation& r)
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: model{model_input}, delta(model.m(), model.n()), regul{r} {
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clearIter();
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clearRes();
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clearIres();
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best_mu = 0;
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}
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bool Iterate::isNan() const {
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return (isNanVector(x) || isNanVector(xl) || isNanVector(xu) ||
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isNanVector(y) || isNanVector(zl) || isNanVector(zu));
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}
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bool Iterate::isInf() const {
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return (isInfVector(x) || isInfVector(xl) || isInfVector(xu) ||
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isInfVector(y) || isInfVector(zl) || isInfVector(zu));
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}
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bool Iterate::isResNan() const {
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return (isNanVector(res.r1) || isNanVector(res.r2) || isNanVector(res.r3) ||
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isNanVector(res.r4) || isNanVector(res.r5) || isNanVector(res.r6));
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}
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bool Iterate::isResInf() const {
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return (isInfVector(res.r1) || isInfVector(res.r2) || isInfVector(res.r3) ||
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isInfVector(res.r4) || isInfVector(res.r5) || isInfVector(res.r6));
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}
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bool Iterate::isDirNan(const NewtonDir& d) const {
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return (isNanVector(d.x) || isNanVector(d.xl) || isNanVector(d.xu) ||
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isNanVector(d.y) || isNanVector(d.zl) || isNanVector(d.zu));
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}
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bool Iterate::isDirInf(const NewtonDir& d) const {
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return (isInfVector(d.x) || isInfVector(d.xl) || isInfVector(d.xu) ||
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isInfVector(d.y) || isInfVector(d.zl) || isInfVector(d.zu));
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}
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void Iterate::computeMu() {
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mu = 0.0;
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Int number_finite_bounds{};
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for (Int i = 0; i < model.n(); ++i) {
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if (model.hasLb(i)) {
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mu += xl[i] * zl[i];
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++number_finite_bounds;
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}
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if (model.hasUb(i)) {
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mu += xu[i] * zu[i];
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++number_finite_bounds;
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}
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}
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mu /= number_finite_bounds;
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if (best_mu > 0.0)
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best_mu = std::min(best_mu, mu);
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else
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best_mu = mu;
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}
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void Iterate::computeScaling() {
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scaling.assign(model.n(), 0.0);
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for (Int i = 0; i < model.n(); ++i) {
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if (model.hasLb(i)) scaling[i] += zl[i] / xl[i];
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if (model.hasUb(i)) scaling[i] += zu[i] / xu[i];
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// slow down the growth of theta
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if (scaling[i] < 1e-12) scaling[i] = sqrt(1e-12 * scaling[i]);
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}
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// compute extremes of theta
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data.back().min_theta = kHighsInf;
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data.back().max_theta = 0.0;
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for (double d : scaling) {
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if (d != 0.0) {
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data.back().min_theta = std::min(data.back().min_theta, 1.0 / d);
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data.back().max_theta = std::max(data.back().max_theta, 1.0 / d);
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}
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}
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}
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void Iterate::products() {
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double& min_prod = data.back().min_prod;
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double& max_prod = data.back().max_prod;
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Int& num_small = data.back().num_small_prod;
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Int& num_large = data.back().num_large_prod;
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min_prod = kHighsInf;
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max_prod = 0.0;
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num_small = 0;
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num_large = 0;
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for (Int i = 0; i < model.n(); ++i) {
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if (model.hasLb(i)) {
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double prod = xl[i] * zl[i] / mu;
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min_prod = std::min(min_prod, prod);
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max_prod = std::max(max_prod, prod);
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if (prod < kSmallProduct) ++num_small;
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if (prod > kLargeProduct) ++num_large;
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}
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if (model.hasUb(i)) {
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double prod = xu[i] * zu[i] / mu;
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min_prod = std::min(min_prod, prod);
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max_prod = std::max(max_prod, prod);
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if (prod < kSmallProduct) ++num_small;
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if (prod > kLargeProduct) ++num_large;
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}
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}
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}
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void Iterate::indicators() {
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primalObj();
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dualObj();
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primalInfeasUnscaled();
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dualInfeasUnscaled();
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pdGap();
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products();
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}
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void Iterate::primalObj() {
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pobj = model.offset() + dotProd(x, model.c());
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if (model.qp()) pobj += model.sense() * model.Q().objectiveValue(x);
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}
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void Iterate::dualObj() {
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dobj = model.offset() + dotProd(y, model.b());
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for (Int i = 0; i < model.n(); ++i) {
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if (model.hasLb(i)) dobj += model.lb(i) * zl[i];
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if (model.hasUb(i)) dobj -= model.ub(i) * zu[i];
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}
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if (model.qp()) dobj -= model.sense() * model.Q().objectiveValue(x);
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}
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|
155
|
+
void Iterate::pdGap() {
|
|
156
|
+
// relative primal-dual gap
|
|
157
|
+
pdgap = std::abs(pobj - dobj) / (1.0 + 0.5 * std::abs(pobj + dobj));
|
|
158
|
+
}
|
|
159
|
+
|
|
160
|
+
void Iterate::primalInfeas() {
|
|
161
|
+
// relative infinity norm of scaled primal residuals
|
|
162
|
+
pinf = infNorm(res.r1);
|
|
163
|
+
pinf = std::max(pinf, infNorm(res.r2));
|
|
164
|
+
pinf = std::max(pinf, infNorm(res.r3));
|
|
165
|
+
pinf /= (1.0 + model.normScaledRhs());
|
|
166
|
+
}
|
|
167
|
+
void Iterate::dualInfeas() {
|
|
168
|
+
// relative infinity norm of scaled dual residual
|
|
169
|
+
dinf = infNorm(res.r4) / (1.0 + model.normScaledObj());
|
|
170
|
+
}
|
|
171
|
+
void Iterate::primalInfeasUnscaled() {
|
|
172
|
+
// relative infinity norm of unscaled primal residuals
|
|
173
|
+
pinf = 0.0;
|
|
174
|
+
for (Int i = 0; i < model.m(); ++i) {
|
|
175
|
+
double val = std::abs(res.r1[i]);
|
|
176
|
+
if (model.scaled()) val /= model.rowScale(i);
|
|
177
|
+
pinf = std::max(pinf, val);
|
|
178
|
+
}
|
|
179
|
+
for (Int i = 0; i < model.n(); ++i) {
|
|
180
|
+
double val = std::abs(res.r2[i]);
|
|
181
|
+
if (model.scaled()) val *= model.colScale(i);
|
|
182
|
+
pinf = std::max(pinf, val);
|
|
183
|
+
|
|
184
|
+
val = std::abs(res.r3[i]);
|
|
185
|
+
if (model.scaled()) val *= model.colScale(i);
|
|
186
|
+
pinf = std::max(pinf, val);
|
|
187
|
+
}
|
|
188
|
+
pinf /= (1.0 + model.normUnscaledRhs());
|
|
189
|
+
}
|
|
190
|
+
void Iterate::dualInfeasUnscaled() {
|
|
191
|
+
// relative infinity norm of unscaled dual residual
|
|
192
|
+
dinf = 0.0;
|
|
193
|
+
for (Int i = 0; i < model.n(); ++i) {
|
|
194
|
+
double val = std::abs(res.r4[i]);
|
|
195
|
+
if (model.scaled()) val /= model.colScale(i);
|
|
196
|
+
dinf = std::max(dinf, val);
|
|
197
|
+
}
|
|
198
|
+
dinf /= (1.0 + model.normUnscaledObj());
|
|
199
|
+
}
|
|
200
|
+
|
|
201
|
+
void Iterate::residual1234() {
|
|
202
|
+
// res1
|
|
203
|
+
res.r1 = model.b();
|
|
204
|
+
model.A().alphaProductPlusY(-1.0, x, res.r1);
|
|
205
|
+
|
|
206
|
+
// res2
|
|
207
|
+
for (Int i = 0; i < model.n(); ++i) {
|
|
208
|
+
if (model.hasLb(i))
|
|
209
|
+
res.r2[i] = model.lb(i) - x[i] + xl[i];
|
|
210
|
+
else
|
|
211
|
+
res.r2[i] = 0.0;
|
|
212
|
+
}
|
|
213
|
+
|
|
214
|
+
// res3
|
|
215
|
+
for (Int i = 0; i < model.n(); ++i) {
|
|
216
|
+
if (model.hasUb(i))
|
|
217
|
+
res.r3[i] = model.ub(i) - x[i] - xu[i];
|
|
218
|
+
else
|
|
219
|
+
res.r3[i] = 0.0;
|
|
220
|
+
}
|
|
221
|
+
|
|
222
|
+
// res4
|
|
223
|
+
res.r4 = model.c();
|
|
224
|
+
model.A().alphaProductPlusY(-1.0, y, res.r4, true);
|
|
225
|
+
for (Int i = 0; i < model.n(); ++i) {
|
|
226
|
+
if (model.hasLb(i)) res.r4[i] -= zl[i];
|
|
227
|
+
if (model.hasUb(i)) res.r4[i] += zu[i];
|
|
228
|
+
}
|
|
229
|
+
if (model.qp()) model.Q().alphaProductPlusY(model.sense(), x, res.r4);
|
|
230
|
+
}
|
|
231
|
+
void Iterate::residual56(double sigma) {
|
|
232
|
+
for (Int i = 0; i < model.n(); ++i) {
|
|
233
|
+
// res5
|
|
234
|
+
if (model.hasLb(i))
|
|
235
|
+
res.r5[i] = sigma * mu - xl[i] * zl[i];
|
|
236
|
+
else
|
|
237
|
+
res.r5[i] = 0.0;
|
|
238
|
+
|
|
239
|
+
// res6
|
|
240
|
+
if (model.hasUb(i))
|
|
241
|
+
res.r6[i] = sigma * mu - xu[i] * zu[i];
|
|
242
|
+
else
|
|
243
|
+
res.r6[i] = 0.0;
|
|
244
|
+
}
|
|
245
|
+
}
|
|
246
|
+
|
|
247
|
+
std::vector<double> Iterate::residual7(const Residuals& r) const {
|
|
248
|
+
std::vector<double> res7(r.r4);
|
|
249
|
+
for (Int i = 0; i < model.n(); ++i) {
|
|
250
|
+
if (model.hasLb(i)) res7[i] -= ((r.r5[i] + zl[i] * r.r2[i]) / xl[i]);
|
|
251
|
+
if (model.hasUb(i)) res7[i] += ((r.r6[i] - zu[i] * r.r3[i]) / xu[i]);
|
|
252
|
+
}
|
|
253
|
+
return res7;
|
|
254
|
+
}
|
|
255
|
+
std::vector<double> Iterate::residual8(const Residuals& r,
|
|
256
|
+
const std::vector<double>& res7) const {
|
|
257
|
+
std::vector<double> res8(r.r1);
|
|
258
|
+
std::vector<double> temp(res7);
|
|
259
|
+
|
|
260
|
+
// temp = (Theta^-1+Rp+Q)^-1 * res7
|
|
261
|
+
for (Int i = 0; i < model.n(); ++i) {
|
|
262
|
+
double denom = scaling[i] + regul.primal;
|
|
263
|
+
if (model.qp()) denom += model.sense() * model.Q().diag(i);
|
|
264
|
+
temp[i] /= denom;
|
|
265
|
+
}
|
|
266
|
+
|
|
267
|
+
// res8 += A * temp
|
|
268
|
+
model.A().alphaProductPlusY(1.0, temp, res8);
|
|
269
|
+
|
|
270
|
+
return res8;
|
|
271
|
+
}
|
|
272
|
+
|
|
273
|
+
void Iterate::clearIter() {
|
|
274
|
+
x.assign(model.n(), 0.0);
|
|
275
|
+
xl.assign(model.n(), 0.0);
|
|
276
|
+
xu.assign(model.n(), 0.0);
|
|
277
|
+
y.assign(model.m(), 0.0);
|
|
278
|
+
zl.assign(model.n(), 0.0);
|
|
279
|
+
zu.assign(model.n(), 0.0);
|
|
280
|
+
}
|
|
281
|
+
void Iterate::clearRes() {
|
|
282
|
+
res.r1.assign(model.m(), 0.0);
|
|
283
|
+
res.r2.assign(model.n(), 0.0);
|
|
284
|
+
res.r3.assign(model.n(), 0.0);
|
|
285
|
+
res.r4.assign(model.n(), 0.0);
|
|
286
|
+
res.r5.assign(model.n(), 0.0);
|
|
287
|
+
res.r6.assign(model.n(), 0.0);
|
|
288
|
+
}
|
|
289
|
+
void Iterate::clearDir() { delta.clear(); }
|
|
290
|
+
void Iterate::clearIres() {
|
|
291
|
+
ires.r1.assign(model.m(), 0.0);
|
|
292
|
+
ires.r2.assign(model.n(), 0.0);
|
|
293
|
+
ires.r3.assign(model.n(), 0.0);
|
|
294
|
+
ires.r4.assign(model.n(), 0.0);
|
|
295
|
+
ires.r5.assign(model.n(), 0.0);
|
|
296
|
+
ires.r6.assign(model.n(), 0.0);
|
|
297
|
+
}
|
|
298
|
+
|
|
299
|
+
void Iterate::dropToComplementarity(std::vector<double>& x_cmp,
|
|
300
|
+
std::vector<double>& y_cmp,
|
|
301
|
+
std::vector<double>& z_cmp) const {
|
|
302
|
+
x_cmp.assign(model.n(), 0.0);
|
|
303
|
+
z_cmp.assign(model.n(), 0.0);
|
|
304
|
+
y_cmp = y;
|
|
305
|
+
|
|
306
|
+
for (Int j = 0; j < model.n(); ++j) {
|
|
307
|
+
// value of x_[j] within bounds
|
|
308
|
+
double xj = std::max(x[j], model.lb(j));
|
|
309
|
+
xj = std::min(xj, model.ub(j));
|
|
310
|
+
|
|
311
|
+
// FIXED VARIABLE
|
|
312
|
+
if (model.lb(j) == model.ub(j)) {
|
|
313
|
+
x_cmp[j] = model.lb(j);
|
|
314
|
+
z_cmp[j] = zl[j] - zu[j];
|
|
315
|
+
}
|
|
316
|
+
|
|
317
|
+
// BOTH BOUNDS FINITE
|
|
318
|
+
else if (model.hasLb(j) && model.hasUb(j)) {
|
|
319
|
+
if (zl[j] * xu[j] >= zu[j] * xl[j]) {
|
|
320
|
+
// xlj/zlj <= xuj/zuj
|
|
321
|
+
// Primal lower is smaller than primal upper, wrt respective duals
|
|
322
|
+
if (zl[j] >= xl[j]) {
|
|
323
|
+
// drop x to lower bound, set z positive
|
|
324
|
+
x_cmp[j] = model.lb(j);
|
|
325
|
+
z_cmp[j] = std::max(0.0, zl[j] - zu[j]);
|
|
326
|
+
} else {
|
|
327
|
+
// drop z to zero, set x within bounds
|
|
328
|
+
x_cmp[j] = xj;
|
|
329
|
+
z_cmp[j] = 0.0;
|
|
330
|
+
}
|
|
331
|
+
} else {
|
|
332
|
+
// xuj/zuj < xlj/zlj
|
|
333
|
+
// Primal upper is smaller than primal lower, wrt respective duals
|
|
334
|
+
if (zu[j] >= xu[j]) {
|
|
335
|
+
// drop x to upper bound, set z negative
|
|
336
|
+
x_cmp[j] = model.ub(j);
|
|
337
|
+
z_cmp[j] = std::min(0.0, zl[j] - zu[j]);
|
|
338
|
+
} else {
|
|
339
|
+
// drop z to zero, set x within bounds
|
|
340
|
+
x_cmp[j] = xj;
|
|
341
|
+
z_cmp[j] = 0.0;
|
|
342
|
+
}
|
|
343
|
+
}
|
|
344
|
+
}
|
|
345
|
+
|
|
346
|
+
// LOWER BOUND FINITE
|
|
347
|
+
else if (model.hasLb(j)) {
|
|
348
|
+
if (zl[j] >= xl[j]) {
|
|
349
|
+
// drop x to lower bound, set z positive
|
|
350
|
+
x_cmp[j] = model.lb(j);
|
|
351
|
+
z_cmp[j] = std::max(0.0, zl[j] - zu[j]);
|
|
352
|
+
} else {
|
|
353
|
+
// drop z to zero, set x within bounds
|
|
354
|
+
x_cmp[j] = xj;
|
|
355
|
+
z_cmp[j] = 0.0;
|
|
356
|
+
}
|
|
357
|
+
}
|
|
358
|
+
|
|
359
|
+
// UPPER BOUND FINITE
|
|
360
|
+
else if (model.hasUb(j)) {
|
|
361
|
+
if (zu[j] >= xu[j]) {
|
|
362
|
+
// drop x to upper bound, set z negative
|
|
363
|
+
x_cmp[j] = model.ub(j);
|
|
364
|
+
z_cmp[j] = std::min(0.0, zl[j] - zu[j]);
|
|
365
|
+
} else {
|
|
366
|
+
// drop z to zero, set x within bounds
|
|
367
|
+
x_cmp[j] = xj;
|
|
368
|
+
z_cmp[j] = 0.0;
|
|
369
|
+
}
|
|
370
|
+
}
|
|
371
|
+
|
|
372
|
+
// NO BOUNDS
|
|
373
|
+
else {
|
|
374
|
+
x_cmp[j] = xj;
|
|
375
|
+
z_cmp[j] = 0.0;
|
|
376
|
+
}
|
|
377
|
+
}
|
|
378
|
+
}
|
|
379
|
+
|
|
380
|
+
double Iterate::infeasAfterDropping() const {
|
|
381
|
+
// Compute estimate of residuals after dropping to complementarity (taken from
|
|
382
|
+
// ipx).
|
|
383
|
+
|
|
384
|
+
double pinf_max = 0.0;
|
|
385
|
+
double dinf_max = 0.0;
|
|
386
|
+
|
|
387
|
+
for (Int j = 0; j < model.n(); ++j) {
|
|
388
|
+
double xdrop = 0.0;
|
|
389
|
+
double zdrop = 0.0;
|
|
390
|
+
|
|
391
|
+
if (model.hasLb(j) && model.hasUb(j)) {
|
|
392
|
+
// BOTH BOUNDS FINITE
|
|
393
|
+
if (zl[j] * xu[j] >= zu[j] * xl[j]) {
|
|
394
|
+
if (zl[j] >= xl[j])
|
|
395
|
+
xdrop = x[j] - model.lb(j);
|
|
396
|
+
else
|
|
397
|
+
zdrop = zl[j] - zu[j];
|
|
398
|
+
} else {
|
|
399
|
+
if (zu[j] >= xu[j])
|
|
400
|
+
xdrop = x[j] - model.ub(j);
|
|
401
|
+
else
|
|
402
|
+
zdrop = zl[j] - zu[j];
|
|
403
|
+
}
|
|
404
|
+
}
|
|
405
|
+
|
|
406
|
+
// LOWER BOUND FINITE
|
|
407
|
+
else if (model.hasLb(j)) {
|
|
408
|
+
if (zl[j] >= xl[j])
|
|
409
|
+
xdrop = x[j] - model.lb(j);
|
|
410
|
+
else {
|
|
411
|
+
// zu[j] is zero
|
|
412
|
+
zdrop = zl[j];
|
|
413
|
+
}
|
|
414
|
+
}
|
|
415
|
+
|
|
416
|
+
// UPPER BOUND FINITE
|
|
417
|
+
else if (model.hasUb(j)) {
|
|
418
|
+
if (zu[j] >= xu[j])
|
|
419
|
+
xdrop = x[j] - model.ub(j);
|
|
420
|
+
else {
|
|
421
|
+
// zl[j] is zero
|
|
422
|
+
zdrop = -zu[j];
|
|
423
|
+
}
|
|
424
|
+
}
|
|
425
|
+
|
|
426
|
+
// largest entry in column j of A
|
|
427
|
+
double Amax = 0.0;
|
|
428
|
+
for (Int el = model.A().start_[j]; el < model.A().start_[j + 1]; ++el)
|
|
429
|
+
Amax = std::max(Amax, std::abs(model.A().value_[el]));
|
|
430
|
+
|
|
431
|
+
pinf_max = std::max(pinf_max, std::abs(xdrop) * Amax);
|
|
432
|
+
dinf_max = std::max(dinf_max, std::abs(zdrop));
|
|
433
|
+
}
|
|
434
|
+
|
|
435
|
+
pinf_max /= (1.0 + model.normScaledRhs());
|
|
436
|
+
dinf_max /= (1.0 + model.normScaledObj());
|
|
437
|
+
|
|
438
|
+
return std::max(pinf_max, dinf_max);
|
|
439
|
+
}
|
|
440
|
+
|
|
441
|
+
Int Iterate::finalResiduals(Info& info) const {
|
|
442
|
+
// If ipx has been used, the information is already available, otherwise,
|
|
443
|
+
// compute it.
|
|
444
|
+
|
|
445
|
+
if (!info.ipx_used) {
|
|
446
|
+
info.p_obj = pobj;
|
|
447
|
+
info.d_obj = dobj;
|
|
448
|
+
info.pd_gap = pdgap;
|
|
449
|
+
|
|
450
|
+
double& pinf = info.p_res_abs;
|
|
451
|
+
for (Int i = 0; i < model.m(); ++i) {
|
|
452
|
+
double val = std::abs(res.r1[i]);
|
|
453
|
+
if (model.scaled()) val /= model.rowScale(i);
|
|
454
|
+
pinf = std::max(pinf, val);
|
|
455
|
+
}
|
|
456
|
+
for (Int i = 0; i < model.n(); ++i) {
|
|
457
|
+
double val = std::abs(res.r2[i]);
|
|
458
|
+
if (model.scaled()) val *= model.colScale(i);
|
|
459
|
+
pinf = std::max(pinf, val);
|
|
460
|
+
|
|
461
|
+
val = std::abs(res.r3[i]);
|
|
462
|
+
if (model.scaled()) val *= model.colScale(i);
|
|
463
|
+
pinf = std::max(pinf, val);
|
|
464
|
+
}
|
|
465
|
+
info.p_res_rel = pinf / (1.0 + model.normUnscaledRhs());
|
|
466
|
+
|
|
467
|
+
double& dinf = info.d_res_abs;
|
|
468
|
+
for (Int i = 0; i < model.n(); ++i) {
|
|
469
|
+
double val = std::abs(res.r4[i]);
|
|
470
|
+
if (model.scaled()) val /= model.colScale(i);
|
|
471
|
+
dinf = std::max(dinf, val);
|
|
472
|
+
}
|
|
473
|
+
info.d_res_rel = dinf / (1.0 + model.normUnscaledObj());
|
|
474
|
+
|
|
475
|
+
} else {
|
|
476
|
+
info.p_res_abs = info.ipx_info.abs_presidual;
|
|
477
|
+
info.p_res_rel = info.ipx_info.rel_presidual;
|
|
478
|
+
info.d_res_abs = info.ipx_info.abs_dresidual;
|
|
479
|
+
info.d_res_rel = info.ipx_info.rel_dresidual;
|
|
480
|
+
info.p_obj = info.ipx_info.pobjval;
|
|
481
|
+
info.d_obj = info.ipx_info.dobjval;
|
|
482
|
+
info.pd_gap = std::abs(info.ipx_info.rel_objgap);
|
|
483
|
+
}
|
|
484
|
+
|
|
485
|
+
return kStatusOk;
|
|
486
|
+
}
|
|
487
|
+
|
|
488
|
+
void Iterate::getReg(LinearSolver& LS, const std::string& nla) {
|
|
489
|
+
// extract regularisation
|
|
490
|
+
LS.getReg(total_reg);
|
|
491
|
+
|
|
492
|
+
// easy access to primal/dual regularisation
|
|
493
|
+
if (nla == kHipoNormalEqString) {
|
|
494
|
+
Rp = nullptr;
|
|
495
|
+
Rd = total_reg.data();
|
|
496
|
+
} else {
|
|
497
|
+
Rp = total_reg.data();
|
|
498
|
+
Rd = model.m() > 0 ? &total_reg[model.n()] : nullptr;
|
|
499
|
+
}
|
|
500
|
+
}
|
|
501
|
+
|
|
502
|
+
void Iterate::residuals6x6(const NewtonDir& d) {
|
|
503
|
+
const std::vector<double>& dx = d.x;
|
|
504
|
+
const std::vector<double>& dy = d.y;
|
|
505
|
+
const std::vector<double>& dxl = d.xl;
|
|
506
|
+
const std::vector<double>& dxu = d.xu;
|
|
507
|
+
const std::vector<double>& dzl = d.zl;
|
|
508
|
+
const std::vector<double>& dzu = d.zu;
|
|
509
|
+
const Int m = model.m();
|
|
510
|
+
const Int n = model.n();
|
|
511
|
+
assert(Rd || m == 0);
|
|
512
|
+
|
|
513
|
+
// res1,2,3,4,5,6 contain the rhs of the linear system
|
|
514
|
+
|
|
515
|
+
// ires1 = res1 - A * dx - Rd * dy
|
|
516
|
+
ires.r1 = res.r1;
|
|
517
|
+
model.A().alphaProductPlusY(-1.0, dx, ires.r1);
|
|
518
|
+
for (Int i = 0; i < m; ++i) {
|
|
519
|
+
ires.r1[i] -= Rd[i] * dy[i];
|
|
520
|
+
}
|
|
521
|
+
|
|
522
|
+
// ires2 = res2 - dx + dxl
|
|
523
|
+
for (Int i = 0; i < n; ++i)
|
|
524
|
+
if (model.hasLb(i))
|
|
525
|
+
ires.r2[i] = res.r2[i] - dx[i] + dxl[i];
|
|
526
|
+
else
|
|
527
|
+
ires.r2[i] = 0.0;
|
|
528
|
+
|
|
529
|
+
// ires3 = res3 - dx - dxu
|
|
530
|
+
for (Int i = 0; i < n; ++i)
|
|
531
|
+
if (model.hasUb(i))
|
|
532
|
+
ires.r3[i] = res.r3[i] - dx[i] - dxu[i];
|
|
533
|
+
else
|
|
534
|
+
ires.r3[i] = 0.0;
|
|
535
|
+
|
|
536
|
+
// ires4 = res4 - A^T * dy - dzl + dzu + Q * dx + Rp * dx
|
|
537
|
+
ires.r4 = res.r4;
|
|
538
|
+
for (Int i = 0; i < n; ++i) {
|
|
539
|
+
if (model.hasLb(i)) ires.r4[i] -= dzl[i];
|
|
540
|
+
if (model.hasUb(i)) ires.r4[i] += dzu[i];
|
|
541
|
+
}
|
|
542
|
+
model.A().alphaProductPlusY(-1.0, dy, ires.r4, true);
|
|
543
|
+
for (Int i = 0; i < n; ++i) {
|
|
544
|
+
double reg_p = Rp ? Rp[i] : regul.primal;
|
|
545
|
+
ires.r4[i] += reg_p * dx[i];
|
|
546
|
+
}
|
|
547
|
+
if (model.qp()) model.Q().alphaProductPlusY(model.sense(), dx, ires.r4);
|
|
548
|
+
|
|
549
|
+
// ires5 = res5 - zl * dxl - xl * dzl
|
|
550
|
+
for (Int i = 0; i < n; ++i) {
|
|
551
|
+
if (model.hasLb(i))
|
|
552
|
+
ires.r5[i] = res.r5[i] - zl[i] * dxl[i] - xl[i] * dzl[i];
|
|
553
|
+
else
|
|
554
|
+
ires.r5[i] = 0.0;
|
|
555
|
+
}
|
|
556
|
+
|
|
557
|
+
// ires6 = res6 - zu * dxu - xu * dzu
|
|
558
|
+
for (Int i = 0; i < n; ++i) {
|
|
559
|
+
if (model.hasUb(i))
|
|
560
|
+
ires.r6[i] = res.r6[i] - zu[i] * dxu[i] - xu[i] * dzu[i];
|
|
561
|
+
else
|
|
562
|
+
ires.r6[i] = 0.0;
|
|
563
|
+
}
|
|
564
|
+
}
|
|
565
|
+
|
|
566
|
+
void Iterate::assertConsistency(Int n, Int m) const {
|
|
567
|
+
assert(static_cast<Int>(x.size()) == n);
|
|
568
|
+
assert(static_cast<Int>(xl.size()) == n);
|
|
569
|
+
assert(static_cast<Int>(xu.size()) == n);
|
|
570
|
+
assert(static_cast<Int>(y.size()) == m);
|
|
571
|
+
assert(static_cast<Int>(zl.size()) == n);
|
|
572
|
+
assert(static_cast<Int>(zu.size()) == n);
|
|
573
|
+
}
|
|
574
|
+
|
|
575
|
+
void Iterate::makeStep(double alpha_primal, double alpha_dual) {
|
|
576
|
+
if (std::min(alpha_primal, alpha_dual) < 0.05)
|
|
577
|
+
++bad_iter_;
|
|
578
|
+
else
|
|
579
|
+
bad_iter_ = 0;
|
|
580
|
+
|
|
581
|
+
vectorAdd(x, delta.x, alpha_primal);
|
|
582
|
+
vectorAdd(xl, delta.xl, alpha_primal);
|
|
583
|
+
vectorAdd(xu, delta.xu, alpha_primal);
|
|
584
|
+
vectorAdd(y, delta.y, alpha_dual);
|
|
585
|
+
vectorAdd(zl, delta.zl, alpha_dual);
|
|
586
|
+
vectorAdd(zu, delta.zu, alpha_dual);
|
|
587
|
+
}
|
|
588
|
+
|
|
589
|
+
bool Iterate::stagnation(std::stringstream& log_stream) {
|
|
590
|
+
// too many iterations in a row with small stepsize
|
|
591
|
+
bool stagnation = (bad_iter_ >= kMaxBadIter);
|
|
592
|
+
|
|
593
|
+
// the next tests are aimed at problems where things are going
|
|
594
|
+
// catastrophically bad, which may continue iterating forever otherwise.
|
|
595
|
+
|
|
596
|
+
// dx / x or dy / y becoming way too small
|
|
597
|
+
const double thresh_dxy_xy = 1e-30;
|
|
598
|
+
|
|
599
|
+
std::vector<double> temp = delta.x;
|
|
600
|
+
vectorDivide(temp, x);
|
|
601
|
+
const double dx_x_max = infNorm(temp);
|
|
602
|
+
|
|
603
|
+
temp = delta.y;
|
|
604
|
+
vectorDivide(temp, y);
|
|
605
|
+
const double dy_y_max = infNorm(temp);
|
|
606
|
+
|
|
607
|
+
largest_dx_x_ = std::max(largest_dx_x_, dx_x_max);
|
|
608
|
+
largest_dy_y_ = std::max(largest_dy_y_, dy_y_max);
|
|
609
|
+
|
|
610
|
+
if (dx_x_max < largest_dx_x_ * thresh_dxy_xy ||
|
|
611
|
+
dy_y_max < largest_dy_y_ * thresh_dxy_xy) {
|
|
612
|
+
stagnation = true;
|
|
613
|
+
log_stream << "Bad direction ratios, dx_x " << sci(dx_x_max, 0, 1)
|
|
614
|
+
<< " (max " << sci(largest_dx_x_, 0, 1) << "), dy_y "
|
|
615
|
+
<< sci(dy_y_max, 0, 1) << " (max " << sci(largest_dy_y_, 0, 1)
|
|
616
|
+
<< ")\n";
|
|
617
|
+
}
|
|
618
|
+
|
|
619
|
+
// infeasibilities jumping back up
|
|
620
|
+
const double thresh_inf_to_best = 1e12;
|
|
621
|
+
|
|
622
|
+
best_pinf_ = std::min(best_pinf_, pinf);
|
|
623
|
+
best_dinf_ = std::min(best_dinf_, dinf);
|
|
624
|
+
|
|
625
|
+
// if the best is zero, the test would always be triggered
|
|
626
|
+
best_pinf_ = std::max(best_pinf_, 1e-16);
|
|
627
|
+
best_dinf_ = std::max(best_dinf_, 1e-16);
|
|
628
|
+
|
|
629
|
+
if (pinf > thresh_inf_to_best * best_pinf_ ||
|
|
630
|
+
dinf > thresh_inf_to_best * best_dinf_) {
|
|
631
|
+
stagnation = true;
|
|
632
|
+
log_stream << "Bad infeasibility, pinf " << sci(pinf, 0, 1) << " (best "
|
|
633
|
+
<< sci(best_pinf_, 0, 1) << "), dinf " << sci(dinf, 0, 1)
|
|
634
|
+
<< " (best " << sci(best_dinf_, 0, 1) << ")\n";
|
|
635
|
+
}
|
|
636
|
+
|
|
637
|
+
return stagnation;
|
|
638
|
+
}
|
|
639
|
+
|
|
640
|
+
} // namespace hipo
|