lpsolver 0.1.0 → 0.2.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (1165) hide show
  1. checksums.yaml +4 -4
  2. data/Gemfile +1 -0
  3. data/README.md +70 -26
  4. data/ext/lpsolver/Makefile +273 -0
  5. data/ext/lpsolver/ext.c +353 -0
  6. data/ext/lpsolver/ext.o +0 -0
  7. data/ext/lpsolver/extconf.rb +79 -0
  8. data/ext/lpsolver/native.so +0 -0
  9. data/ext/lpsolver-highs/AUTHORS +7 -0
  10. data/ext/lpsolver-highs/BUILD.bazel +243 -0
  11. data/ext/lpsolver-highs/CITATION.cff +29 -0
  12. data/ext/lpsolver-highs/CMakeCache.txt +406 -0
  13. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
  14. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
  15. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
  16. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
  17. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
  18. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
  19. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
  20. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
  21. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
  22. data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
  23. data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
  24. data/ext/lpsolver-highs/CMakeLists.txt +983 -0
  25. data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
  26. data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
  27. data/ext/lpsolver-highs/FEATURES.md +61 -0
  28. data/ext/lpsolver-highs/LICENSE.txt +21 -0
  29. data/ext/lpsolver-highs/MODULE.bazel +38 -0
  30. data/ext/lpsolver-highs/README.md +281 -0
  31. data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
  32. data/ext/lpsolver-highs/Version.txt +4 -0
  33. data/ext/lpsolver-highs/WORKSPACE +33 -0
  34. data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
  35. data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
  36. data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
  37. data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
  38. data/ext/lpsolver-highs/build/bin/highs +0 -0
  39. data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
  40. data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
  41. data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
  42. data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
  43. data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
  44. data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
  45. data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
  46. data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
  47. data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
  48. data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
  49. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
  50. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
  51. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
  52. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
  53. data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
  54. data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
  55. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
  56. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
  57. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
  58. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
  59. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
  60. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
  61. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
  62. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
  63. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
  64. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
  65. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
  66. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
  67. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
  68. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
  69. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
  70. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
  71. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
  72. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
  73. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
  74. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
  75. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
  76. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
  77. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
  78. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
  79. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
  80. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
  81. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
  82. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
  83. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
  84. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
  85. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
  86. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
  87. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
  88. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
  89. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
  90. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
  91. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
  92. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
  93. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
  94. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
  95. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
  96. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
  97. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
  98. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
  99. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
  100. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
  101. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
  102. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
  103. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
  104. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
  105. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
  106. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
  107. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
  108. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
  109. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
  110. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
  111. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
  112. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
  113. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
  114. data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
  115. data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
  116. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
  117. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
  118. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
  119. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
  120. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
  121. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
  122. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
  123. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
  124. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
  125. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
  126. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
  127. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
  128. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
  129. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
  130. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
  131. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
  132. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
  133. data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
  134. data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
  135. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
  136. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
  137. data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
  138. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
  139. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
  140. data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
  141. data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
  142. data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
  143. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
  144. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
  145. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
  146. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
  147. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
  148. data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
  149. data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
  150. data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
  151. data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
  152. data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
  153. data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
  154. data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
  155. data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
  156. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
  157. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
  158. data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
  159. data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
  160. data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
  161. data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
  162. data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
  163. data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
  164. data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
  165. data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
  166. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
  167. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
  168. data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
  169. data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
  170. data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
  171. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
  172. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
  173. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
  174. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
  175. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
  176. data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
  177. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
  178. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
  179. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  180. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  181. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  182. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  183. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  184. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  185. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  186. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  187. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  188. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
  189. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
  190. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
  191. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  192. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
  193. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
  194. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  195. data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
  196. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
  197. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
  198. data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
  199. data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
  200. data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
  201. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
  202. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
  203. data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
  204. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
  205. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
  206. data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
  207. data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
  208. data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
  209. data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
  210. data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
  211. data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
  212. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
  213. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
  214. data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
  215. data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
  216. data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
  217. data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
  218. data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
  219. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
  220. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
  221. data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
  222. data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
  223. data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
  224. data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
  225. data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
  226. data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
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  953. data/ext/lpsolver-highs/highs/parallel/HighsRaceTimer.h +38 -0
  954. data/ext/lpsolver-highs/highs/parallel/HighsSchedulerConstants.h +19 -0
  955. data/ext/lpsolver-highs/highs/parallel/HighsSpinMutex.h +48 -0
  956. data/ext/lpsolver-highs/highs/parallel/HighsSplitDeque.h +606 -0
  957. data/ext/lpsolver-highs/highs/parallel/HighsTask.h +170 -0
  958. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.cpp +43 -0
  959. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.h +217 -0
  960. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.cpp +848 -0
  961. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.h +108 -0
  962. data/ext/lpsolver-highs/highs/pdlp/HiPdlpTimer.h +155 -0
  963. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.cpp +141 -0
  964. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.h +26 -0
  965. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Diff +12 -0
  966. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Meld +7 -0
  967. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Merge +2 -0
  968. data/ext/lpsolver-highs/highs/pdlp/cupdlp/README.md +95 -0
  969. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/CMakeLists.txt +58 -0
  970. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cu +338 -0
  971. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cuh +319 -0
  972. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cu +386 -0
  973. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cuh +149 -0
  974. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cublas.c +154 -0
  975. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cuda_linalg.c +79 -0
  976. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp.h +16 -0
  977. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.c +214 -0
  978. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  979. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  980. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.c +802 -0
  981. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  982. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.c +148 -0
  983. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  984. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.c +124 -0
  985. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  986. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.c +425 -0
  987. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  988. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.c +1498 -0
  989. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  990. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.c +478 -0
  991. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  992. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  993. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.h +212 -0
  994. data/ext/lpsolver-highs/highs/pdlp/cupdlp/glbopts.h +342 -0
  995. data/ext/lpsolver-highs/highs/pdlp/hipdlp/defs.hpp +222 -0
  996. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.cc +231 -0
  997. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.hpp +61 -0
  998. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.cc +225 -0
  999. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.hpp +80 -0
  1000. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cc +2798 -0
  1001. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cu +497 -0
  1002. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  1003. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg_kernels.hpp +77 -0
  1004. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdlp_gpu_debug.hpp +62 -0
  1005. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.cc +132 -0
  1006. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.hpp +96 -0
  1007. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.cc +307 -0
  1008. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.hpp +74 -0
  1009. data/ext/lpsolver-highs/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  1010. data/ext/lpsolver-highs/highs/presolve/HPresolve.cpp +8511 -0
  1011. data/ext/lpsolver-highs/highs/presolve/HPresolve.h +505 -0
  1012. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.cpp +239 -0
  1013. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.h +52 -0
  1014. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.cpp +1368 -0
  1015. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.h +943 -0
  1016. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.cpp +1921 -0
  1017. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.h +284 -0
  1018. data/ext/lpsolver-highs/highs/presolve/ICrash.cpp +474 -0
  1019. data/ext/lpsolver-highs/highs/presolve/ICrash.h +124 -0
  1020. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.cpp +267 -0
  1021. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.h +62 -0
  1022. data/ext/lpsolver-highs/highs/presolve/ICrashX.cpp +173 -0
  1023. data/ext/lpsolver-highs/highs/presolve/ICrashX.h +23 -0
  1024. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.cpp +45 -0
  1025. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.h +90 -0
  1026. data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
  1027. data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
  1028. data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
  1029. data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
  1030. data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
  1031. data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
  1032. data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
  1033. data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
  1034. data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
  1035. data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
  1036. data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
  1037. data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
  1038. data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
  1039. data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
  1040. data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
  1041. data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
  1042. data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
  1043. data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
  1044. data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
  1045. data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
  1046. data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
  1047. data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
  1048. data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
  1049. data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
  1050. data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
  1051. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
  1052. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
  1053. data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
  1054. data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
  1055. data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
  1056. data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
  1057. data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
  1058. data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
  1059. data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
  1060. data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
  1061. data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
  1062. data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
  1063. data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
  1064. data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
  1065. data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
  1066. data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
  1067. data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
  1068. data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
  1069. data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
  1070. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
  1071. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
  1072. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
  1073. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
  1074. data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
  1075. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
  1076. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
  1077. data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
  1078. data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
  1079. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
  1080. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
  1081. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
  1082. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
  1083. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
  1084. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
  1085. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
  1086. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
  1087. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
  1088. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
  1089. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
  1090. data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
  1091. data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
  1092. data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
  1093. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
  1094. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
  1095. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
  1096. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
  1097. data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
  1098. data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
  1099. data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
  1100. data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
  1101. data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
  1102. data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
  1103. data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
  1104. data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
  1105. data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
  1106. data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
  1107. data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
  1108. data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
  1109. data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
  1110. data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
  1111. data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
  1112. data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
  1113. data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
  1114. data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
  1115. data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
  1116. data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
  1117. data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
  1118. data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
  1119. data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
  1120. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
  1121. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
  1122. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
  1123. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
  1124. data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
  1125. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
  1126. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
  1127. data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
  1128. data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
  1129. data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
  1130. data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
  1131. data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
  1132. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
  1133. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
  1134. data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
  1135. data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
  1136. data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
  1137. data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
  1138. data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
  1139. data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
  1140. data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
  1141. data/ext/lpsolver-highs/highs.pc.in +12 -0
  1142. data/ext/lpsolver-highs/meson.build +198 -0
  1143. data/ext/lpsolver-highs/meson_options.txt +31 -0
  1144. data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
  1145. data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
  1146. data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
  1147. data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
  1148. data/ext/lpsolver-highs/nuget/README.md +38 -0
  1149. data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
  1150. data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
  1151. data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
  1152. data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
  1153. data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
  1154. data/ext/lpsolver-highs/pyproject.toml +221 -0
  1155. data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
  1156. data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
  1157. data/ext/lpsolver-highs/version.rc.in +50 -0
  1158. data/lib/lpsolver/highs +0 -0
  1159. data/lib/lpsolver/model.rb +28 -4
  1160. data/lib/lpsolver/native.so +0 -0
  1161. data/lib/lpsolver/native_model.rb +261 -0
  1162. data/lib/lpsolver/solution.rb +72 -7
  1163. data/lib/lpsolver/version.rb +1 -1
  1164. data/lpsolver.gemspec +4 -1
  1165. metadata +1176 -4
@@ -0,0 +1,640 @@
1
+ #include "Iterate.h"
2
+
3
+ #include "Parameters.h"
4
+ #include "ipm/IpxWrapper.h"
5
+ #include "ipm/hipo/factorhighs/FactorHiGHSSettings.h"
6
+ #include "model/HighsHessianUtils.h"
7
+
8
+ namespace hipo {
9
+
10
+ NewtonDir::NewtonDir(Int m, Int n)
11
+ : x(n, 0.0), y(m, 0.0), xl(n, 0.0), xu(n, 0.0), zl(n, 0.0), zu(n, 0.0) {}
12
+
13
+ void NewtonDir::clear() {
14
+ std::fill(x.begin(), x.end(), 0.0);
15
+ std::fill(y.begin(), y.end(), 0.0);
16
+ std::fill(xl.begin(), xl.end(), 0.0);
17
+ std::fill(xu.begin(), xu.end(), 0.0);
18
+ std::fill(zl.begin(), zl.end(), 0.0);
19
+ std::fill(zu.begin(), zu.end(), 0.0);
20
+ }
21
+
22
+ void NewtonDir::add(const NewtonDir& d) {
23
+ vectorAdd(x, d.x);
24
+ vectorAdd(y, d.y);
25
+ vectorAdd(xl, d.xl);
26
+ vectorAdd(xu, d.xu);
27
+ vectorAdd(zl, d.zl);
28
+ vectorAdd(zu, d.zu);
29
+ }
30
+
31
+ Iterate::Iterate(const Model& model_input, Regularisation& r)
32
+ : model{model_input}, delta(model.m(), model.n()), regul{r} {
33
+ clearIter();
34
+ clearRes();
35
+ clearIres();
36
+ best_mu = 0;
37
+ }
38
+
39
+ bool Iterate::isNan() const {
40
+ return (isNanVector(x) || isNanVector(xl) || isNanVector(xu) ||
41
+ isNanVector(y) || isNanVector(zl) || isNanVector(zu));
42
+ }
43
+ bool Iterate::isInf() const {
44
+ return (isInfVector(x) || isInfVector(xl) || isInfVector(xu) ||
45
+ isInfVector(y) || isInfVector(zl) || isInfVector(zu));
46
+ }
47
+ bool Iterate::isResNan() const {
48
+ return (isNanVector(res.r1) || isNanVector(res.r2) || isNanVector(res.r3) ||
49
+ isNanVector(res.r4) || isNanVector(res.r5) || isNanVector(res.r6));
50
+ }
51
+ bool Iterate::isResInf() const {
52
+ return (isInfVector(res.r1) || isInfVector(res.r2) || isInfVector(res.r3) ||
53
+ isInfVector(res.r4) || isInfVector(res.r5) || isInfVector(res.r6));
54
+ }
55
+ bool Iterate::isDirNan(const NewtonDir& d) const {
56
+ return (isNanVector(d.x) || isNanVector(d.xl) || isNanVector(d.xu) ||
57
+ isNanVector(d.y) || isNanVector(d.zl) || isNanVector(d.zu));
58
+ }
59
+ bool Iterate::isDirInf(const NewtonDir& d) const {
60
+ return (isInfVector(d.x) || isInfVector(d.xl) || isInfVector(d.xu) ||
61
+ isInfVector(d.y) || isInfVector(d.zl) || isInfVector(d.zu));
62
+ }
63
+
64
+ void Iterate::computeMu() {
65
+ mu = 0.0;
66
+ Int number_finite_bounds{};
67
+ for (Int i = 0; i < model.n(); ++i) {
68
+ if (model.hasLb(i)) {
69
+ mu += xl[i] * zl[i];
70
+ ++number_finite_bounds;
71
+ }
72
+ if (model.hasUb(i)) {
73
+ mu += xu[i] * zu[i];
74
+ ++number_finite_bounds;
75
+ }
76
+ }
77
+ mu /= number_finite_bounds;
78
+
79
+ if (best_mu > 0.0)
80
+ best_mu = std::min(best_mu, mu);
81
+ else
82
+ best_mu = mu;
83
+ }
84
+ void Iterate::computeScaling() {
85
+ scaling.assign(model.n(), 0.0);
86
+
87
+ for (Int i = 0; i < model.n(); ++i) {
88
+ if (model.hasLb(i)) scaling[i] += zl[i] / xl[i];
89
+ if (model.hasUb(i)) scaling[i] += zu[i] / xu[i];
90
+
91
+ // slow down the growth of theta
92
+ if (scaling[i] < 1e-12) scaling[i] = sqrt(1e-12 * scaling[i]);
93
+ }
94
+
95
+ // compute extremes of theta
96
+ data.back().min_theta = kHighsInf;
97
+ data.back().max_theta = 0.0;
98
+ for (double d : scaling) {
99
+ if (d != 0.0) {
100
+ data.back().min_theta = std::min(data.back().min_theta, 1.0 / d);
101
+ data.back().max_theta = std::max(data.back().max_theta, 1.0 / d);
102
+ }
103
+ }
104
+ }
105
+ void Iterate::products() {
106
+ double& min_prod = data.back().min_prod;
107
+ double& max_prod = data.back().max_prod;
108
+ Int& num_small = data.back().num_small_prod;
109
+ Int& num_large = data.back().num_large_prod;
110
+
111
+ min_prod = kHighsInf;
112
+ max_prod = 0.0;
113
+ num_small = 0;
114
+ num_large = 0;
115
+
116
+ for (Int i = 0; i < model.n(); ++i) {
117
+ if (model.hasLb(i)) {
118
+ double prod = xl[i] * zl[i] / mu;
119
+ min_prod = std::min(min_prod, prod);
120
+ max_prod = std::max(max_prod, prod);
121
+ if (prod < kSmallProduct) ++num_small;
122
+ if (prod > kLargeProduct) ++num_large;
123
+ }
124
+ if (model.hasUb(i)) {
125
+ double prod = xu[i] * zu[i] / mu;
126
+ min_prod = std::min(min_prod, prod);
127
+ max_prod = std::max(max_prod, prod);
128
+ if (prod < kSmallProduct) ++num_small;
129
+ if (prod > kLargeProduct) ++num_large;
130
+ }
131
+ }
132
+ }
133
+
134
+ void Iterate::indicators() {
135
+ primalObj();
136
+ dualObj();
137
+ primalInfeasUnscaled();
138
+ dualInfeasUnscaled();
139
+ pdGap();
140
+ products();
141
+ }
142
+
143
+ void Iterate::primalObj() {
144
+ pobj = model.offset() + dotProd(x, model.c());
145
+ if (model.qp()) pobj += model.sense() * model.Q().objectiveValue(x);
146
+ }
147
+ void Iterate::dualObj() {
148
+ dobj = model.offset() + dotProd(y, model.b());
149
+ for (Int i = 0; i < model.n(); ++i) {
150
+ if (model.hasLb(i)) dobj += model.lb(i) * zl[i];
151
+ if (model.hasUb(i)) dobj -= model.ub(i) * zu[i];
152
+ }
153
+ if (model.qp()) dobj -= model.sense() * model.Q().objectiveValue(x);
154
+ }
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