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 "ipm/ipx/lp_solver.h"
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#include <algorithm>
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#include <cassert>
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#include <vector>
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#include <utility>
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#include "ipm/ipx/crossover.h"
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#include "ipm/ipx/info.h"
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#include "ipm/ipx/kkt_solver_basis.h"
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#include "ipm/ipx/kkt_solver_diag.h"
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#include "ipm/ipx/starting_basis.h"
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#include "ipm/ipx/utils.h"
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namespace ipx {
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Int LpSolver::LoadModel(Int num_var, const double offset,
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const double* obj, const double* lb,
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const double* ub, Int num_constr, const Int* Ap,
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const Int* Ai, const double* Ax, const double* rhs,
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const char* constr_type) {
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ClearModel();
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Int errflag = model_.Load(control_, num_constr, num_var, Ap, Ai, Ax, rhs,
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constr_type, offset, obj, lb, ub);
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model_.GetInfo(&info_);
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return errflag;
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}
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Int LpSolver::LoadIPMStartingPoint(const double* x, const double* xl,
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const double* xu, const double* slack,
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const double* y, const double* zl,
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const double* zu) {
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const Int m = model_.rows();
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const Int n = model_.cols();
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x_start_.resize(n+m);
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xl_start_.resize(n+m);
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xu_start_.resize(n+m);
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y_start_.resize(m);
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zl_start_.resize(n+m);
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zu_start_.resize(n+m);
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Int errflag = model_.PresolveIPMStartingPoint(x, xl, xu, slack, y, zl, zu,
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x_start_, xl_start_,
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xu_start_, y_start_,
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zl_start_, zu_start_);
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if (errflag) {
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ClearIPMStartingPoint();
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return errflag;
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}
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MakeIPMStartingPointValid();
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return 0;
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}
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Int LpSolver::Solve() {
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if (model_.empty())
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return info_.status = IPX_STATUS_no_model;
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ClearSolution();
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control_.ResetTimer();
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control_.OpenLogfile();
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control_.hLog("IPX version 1.0\n");
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try {
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InteriorPointSolve();
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const bool run_crossover_on = control_.run_crossover() == 1;
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const bool run_crossover_choose = control_.run_crossover() == -1;
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const bool run_crossover_not_off = run_crossover_choose || run_crossover_on;
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const bool run_crossover =
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(info_.status_ipm == IPX_STATUS_optimal && run_crossover_on) ||
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(info_.status_ipm == IPX_STATUS_imprecise && run_crossover_not_off);
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// if ((info_.status_ipm == IPX_STATUS_optimal ||
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// info_.status_ipm == IPX_STATUS_imprecise) && run_crossover_on) {
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if (run_crossover) {
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if (run_crossover_on) {
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control_.hLog("Running crossover as requested\n");
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} else if (run_crossover_choose) {
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assert(info_.status_ipm == IPX_STATUS_imprecise);
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control_.hLog("Running crossover since IPX is imprecise\n");
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} else {
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assert(run_crossover_on || run_crossover_choose);
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}
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BuildCrossoverStartingPoint();
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RunCrossover();
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}
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if (basis_) {
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info_.ftran_sparse = basis_->frac_ftran_sparse();
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info_.btran_sparse = basis_->frac_btran_sparse();
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info_.time_lu_invert = basis_->time_factorize();
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info_.time_lu_update = basis_->time_update();
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info_.time_ftran = basis_->time_ftran();
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info_.time_btran = basis_->time_btran();
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info_.mean_fill = basis_->mean_fill();
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info_.max_fill = basis_->max_fill();
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}
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if (info_.status_ipm == IPX_STATUS_primal_infeas ||
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info_.status_ipm == IPX_STATUS_dual_infeas ||
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info_.status_crossover == IPX_STATUS_primal_infeas ||
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info_.status_crossover == IPX_STATUS_dual_infeas) {
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// When IPM or crossover detect the model to be infeasible
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// (currently only the former is implemented), then the problem is
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// solved.
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info_.status = IPX_STATUS_solved;
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} else {
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Int method_status = run_crossover ?
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info_.status_crossover : info_.status_ipm;
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if (method_status == IPX_STATUS_optimal ||
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method_status == IPX_STATUS_imprecise)
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info_.status = IPX_STATUS_solved;
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else
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info_.status = IPX_STATUS_stopped;
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}
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PrintSummary();
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}
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catch (const std::bad_alloc&) {
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control_.hLog(" out of memory\n");
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info_.status = IPX_STATUS_out_of_memory;
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}
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catch (const std::exception& e) {
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std::stringstream h_logging_stream;
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h_logging_stream.str(std::string());
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h_logging_stream << " internal error: " << e.what() << '\n';
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control_.hLog(h_logging_stream);
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info_.status = IPX_STATUS_internal_error;
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}
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info_.time_total = control_.Elapsed();
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control_.Debug(2) << info_;
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control_.CloseLogfile();
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if (control_.reportBasisData())
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basis_->reportBasisData();
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return info_.status;
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}
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Info LpSolver::GetInfo() const {
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return info_;
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}
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Int LpSolver::GetInteriorSolution(double* x, double* xl, double* xu,
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double* slack, double* y, double* zl,
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double* zu) const {
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if (!iterate_)
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return -1;
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model_.PostsolveInteriorSolution(
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iterate_->x(), iterate_->xl(), iterate_->xu(),
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iterate_->y(), iterate_->zl(), iterate_->zu(),
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x, xl, xu, slack, y, zl, zu);
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return 0;
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}
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144
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Int LpSolver::GetBasicSolution(double* x, double* slack, double* y, double* z,
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145
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Int* cbasis, Int* vbasis) const {
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if (basic_statuses_.empty())
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return -1;
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148
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model_.PostsolveBasicSolution(x_crossover_, y_crossover_, z_crossover_,
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basic_statuses_, x, slack, y, z);
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model_.PostsolveBasis(basic_statuses_, cbasis, vbasis);
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return 0;
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}
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153
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154
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Parameters LpSolver::GetParameters() const {
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155
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return control_.parameters();
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156
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}
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157
|
+
|
|
158
|
+
void LpSolver::SetParameters(Parameters new_parameters) {
|
|
159
|
+
control_.parameters(new_parameters);
|
|
160
|
+
}
|
|
161
|
+
|
|
162
|
+
void LpSolver::SetCallback(HighsCallback* callback) {
|
|
163
|
+
control_.callback(callback);
|
|
164
|
+
}
|
|
165
|
+
|
|
166
|
+
void LpSolver::ClearModel() {
|
|
167
|
+
model_.clear();
|
|
168
|
+
ClearSolution();
|
|
169
|
+
ClearIPMStartingPoint();
|
|
170
|
+
}
|
|
171
|
+
|
|
172
|
+
void LpSolver::ClearIPMStartingPoint() {
|
|
173
|
+
x_start_.resize(0);
|
|
174
|
+
xl_start_.resize(0);
|
|
175
|
+
xu_start_.resize(0);
|
|
176
|
+
y_start_.resize(0);
|
|
177
|
+
zl_start_.resize(0);
|
|
178
|
+
zu_start_.resize(0);
|
|
179
|
+
}
|
|
180
|
+
|
|
181
|
+
Int LpSolver::CrossoverFromStartingPoint(const double* x_start,
|
|
182
|
+
const double* slack_start,
|
|
183
|
+
const double* y_start,
|
|
184
|
+
const double* z_start) {
|
|
185
|
+
const Int m = model_.rows();
|
|
186
|
+
const Int n = model_.cols();
|
|
187
|
+
const Vector& lb = model_.lb();
|
|
188
|
+
const Vector& ub = model_.ub();
|
|
189
|
+
const SparseMatrix& AI = model_.AI();
|
|
190
|
+
|
|
191
|
+
ClearSolution();
|
|
192
|
+
control_.hLog("Crossover from starting point\n");
|
|
193
|
+
|
|
194
|
+
x_crossover_.resize(n+m);
|
|
195
|
+
y_crossover_.resize(m);
|
|
196
|
+
z_crossover_.resize(n+m);
|
|
197
|
+
crossover_weights_.resize(0);
|
|
198
|
+
model_.PresolveStartingPoint(x_start, slack_start, y_start, z_start,
|
|
199
|
+
x_crossover_, y_crossover_, z_crossover_);
|
|
200
|
+
|
|
201
|
+
// Check that starting point is complementary and satisfies bound and sign
|
|
202
|
+
// conditions.
|
|
203
|
+
for (Int j = 0; j < n+m; j++) {
|
|
204
|
+
if (x_crossover_[j] < lb[j] || x_crossover_[j] > ub[j])
|
|
205
|
+
return IPX_ERROR_invalid_vector;
|
|
206
|
+
if (x_crossover_[j] != lb[j] && z_crossover_[j] > 0.0)
|
|
207
|
+
return IPX_ERROR_invalid_vector;
|
|
208
|
+
if (x_crossover_[j] != ub[j] && z_crossover_[j] < 0.0)
|
|
209
|
+
return IPX_ERROR_invalid_vector;
|
|
210
|
+
}
|
|
211
|
+
|
|
212
|
+
// Construct starting basis.
|
|
213
|
+
basis_.reset(new Basis(control_, model_));
|
|
214
|
+
if (control_.crash_basis()) {
|
|
215
|
+
// Take columns in the following order of priority:
|
|
216
|
+
// - free columns
|
|
217
|
+
// - columns between their bounds, in increasing number of nonzeros
|
|
218
|
+
// - columns with zero dual, in increasing number of nonzeros
|
|
219
|
+
// - Fixed columns and those with nonzero dual
|
|
220
|
+
Timer timer;
|
|
221
|
+
Vector colweight(n+m);
|
|
222
|
+
for (Int j = 0; j < n+m; j++) {
|
|
223
|
+
Int nz = AI.entries(j);
|
|
224
|
+
if (lb[j] == ub[j])
|
|
225
|
+
colweight[j] = 0.0;
|
|
226
|
+
else if (std::isinf(lb[j]) && std::isinf(ub[j]))
|
|
227
|
+
colweight[j] = INFINITY;
|
|
228
|
+
else if (z_crossover_[j] != 0.0)
|
|
229
|
+
colweight[j] = 0.0;
|
|
230
|
+
else if (x_crossover_[j] != lb[j] && x_crossover_[j] != ub[j])
|
|
231
|
+
colweight[j] = m + (m-nz+1);
|
|
232
|
+
else
|
|
233
|
+
colweight[j] = m-nz+1;
|
|
234
|
+
}
|
|
235
|
+
basis_->ConstructBasisFromWeights(&colweight[0], &info_);
|
|
236
|
+
info_.time_starting_basis += timer.Elapsed();
|
|
237
|
+
if (info_.errflag) {
|
|
238
|
+
ClearSolution();
|
|
239
|
+
return 0;
|
|
240
|
+
}
|
|
241
|
+
}
|
|
242
|
+
|
|
243
|
+
RunCrossover();
|
|
244
|
+
return 0;
|
|
245
|
+
}
|
|
246
|
+
|
|
247
|
+
Int LpSolver::GetIterate(double* x, double* y, double* zl, double* zu,
|
|
248
|
+
double* xl, double* xu) {
|
|
249
|
+
if (!iterate_)
|
|
250
|
+
return -1;
|
|
251
|
+
if (x)
|
|
252
|
+
std::copy(std::begin(iterate_->x()), std::end(iterate_->x()), x);
|
|
253
|
+
if (y)
|
|
254
|
+
std::copy(std::begin(iterate_->y()), std::end(iterate_->y()), y);
|
|
255
|
+
if (zl)
|
|
256
|
+
std::copy(std::begin(iterate_->zl()), std::end(iterate_->zl()), zl);
|
|
257
|
+
if (zu)
|
|
258
|
+
std::copy(std::begin(iterate_->zu()), std::end(iterate_->zu()), zu);
|
|
259
|
+
if (xl)
|
|
260
|
+
std::copy(std::begin(iterate_->xl()), std::end(iterate_->xl()), xl);
|
|
261
|
+
if (xu)
|
|
262
|
+
std::copy(std::begin(iterate_->xu()), std::end(iterate_->xu()), xu);
|
|
263
|
+
return 0;
|
|
264
|
+
}
|
|
265
|
+
|
|
266
|
+
// Returns a vector of basic statuses that is consistent with the basis and
|
|
267
|
+
// the bounds from the model.
|
|
268
|
+
static std::vector<Int> BuildBasicStatuses(const Basis& basis) {
|
|
269
|
+
const Model& model = basis.model();
|
|
270
|
+
const Int m = model.rows();
|
|
271
|
+
const Int n = model.cols();
|
|
272
|
+
const Vector& lb = model.lb();
|
|
273
|
+
const Vector& ub = model.ub();
|
|
274
|
+
std::vector<Int> basic_statuses(n+m);
|
|
275
|
+
for (Int j = 0; j < n+m; j++) {
|
|
276
|
+
if (basis.IsBasic(j)) {
|
|
277
|
+
basic_statuses[j] = IPX_basic;
|
|
278
|
+
} else if (std::isfinite(lb[j])) {
|
|
279
|
+
basic_statuses[j] = IPX_nonbasic_lb;
|
|
280
|
+
} else if (std::isfinite(ub[j])) {
|
|
281
|
+
basic_statuses[j] = IPX_nonbasic_ub;
|
|
282
|
+
} else {
|
|
283
|
+
basic_statuses[j] = IPX_superbasic;
|
|
284
|
+
}
|
|
285
|
+
}
|
|
286
|
+
return basic_statuses;
|
|
287
|
+
}
|
|
288
|
+
|
|
289
|
+
Int LpSolver::GetBasis(Int* cbasis, Int* vbasis) {
|
|
290
|
+
if (!basis_)
|
|
291
|
+
return -1;
|
|
292
|
+
if (!basic_statuses_.empty()) {
|
|
293
|
+
// crossover provides basic statuses
|
|
294
|
+
model_.PostsolveBasis(basic_statuses_, cbasis, vbasis);
|
|
295
|
+
} else {
|
|
296
|
+
model_.PostsolveBasis(BuildBasicStatuses(*basis_), cbasis, vbasis);
|
|
297
|
+
}
|
|
298
|
+
return 0;
|
|
299
|
+
}
|
|
300
|
+
|
|
301
|
+
Int LpSolver::GetKKTMatrix(Int* AIp, Int* AIi, double* AIx, double* g) {
|
|
302
|
+
if (!iterate_)
|
|
303
|
+
return -1;
|
|
304
|
+
if (AIp && AIi && AIx) {
|
|
305
|
+
const SparseMatrix& AI = model_.AI();
|
|
306
|
+
std::copy_n(AI.colptr(), AI.cols()+1, AIp);
|
|
307
|
+
std::copy_n(AI.rowidx(), AI.entries(), AIi);
|
|
308
|
+
std::copy_n(AI.values(), AI.entries(), AIx);
|
|
309
|
+
}
|
|
310
|
+
if (g) {
|
|
311
|
+
Int m = model_.rows();
|
|
312
|
+
Int n = model_.cols();
|
|
313
|
+
for (Int j = 0; j < n+m; j++) {
|
|
314
|
+
switch (iterate_->StateOf(j)) {
|
|
315
|
+
case Iterate::State::fixed:
|
|
316
|
+
g[j] = INFINITY;
|
|
317
|
+
break;
|
|
318
|
+
case Iterate::State::free:
|
|
319
|
+
g[j] = 0.0;
|
|
320
|
+
break;
|
|
321
|
+
case Iterate::State::barrier:
|
|
322
|
+
g[j] = iterate_->zl(j)/iterate_->xl(j) +
|
|
323
|
+
iterate_->zu(j)/iterate_->xu(j);
|
|
324
|
+
assert(std::isfinite(g[j]));
|
|
325
|
+
assert(g[j] > 0.0);
|
|
326
|
+
break;
|
|
327
|
+
default:
|
|
328
|
+
assert(0);
|
|
329
|
+
}
|
|
330
|
+
}
|
|
331
|
+
}
|
|
332
|
+
return 0;
|
|
333
|
+
}
|
|
334
|
+
|
|
335
|
+
Int LpSolver::SymbolicInvert(Int* rowcounts, Int* colcounts) {
|
|
336
|
+
if (!basis_)
|
|
337
|
+
return -1;
|
|
338
|
+
basis_->SymbolicInvert(rowcounts, colcounts);
|
|
339
|
+
return 0;
|
|
340
|
+
}
|
|
341
|
+
|
|
342
|
+
void LpSolver::ClearSolution() {
|
|
343
|
+
iterate_.reset(nullptr);
|
|
344
|
+
basis_.reset(nullptr);
|
|
345
|
+
x_crossover_.resize(0);
|
|
346
|
+
y_crossover_.resize(0);
|
|
347
|
+
z_crossover_.resize(0);
|
|
348
|
+
crossover_weights_.resize(0);
|
|
349
|
+
basic_statuses_.clear();
|
|
350
|
+
basic_statuses_.shrink_to_fit();
|
|
351
|
+
info_ = Info();
|
|
352
|
+
// Restore info entries that belong to model.
|
|
353
|
+
model_.GetInfo(&info_);
|
|
354
|
+
|
|
355
|
+
}
|
|
356
|
+
|
|
357
|
+
void LpSolver::InteriorPointSolve() {
|
|
358
|
+
if (control_.runCentring()) {
|
|
359
|
+
control_.hLog("Interior point solve for analytic centre\n");
|
|
360
|
+
} else {
|
|
361
|
+
control_.hLog("Interior point solve\n");
|
|
362
|
+
}
|
|
363
|
+
|
|
364
|
+
// Allocate new iterate and set tolerances for IPM termination test.
|
|
365
|
+
iterate_.reset(new Iterate(model_));
|
|
366
|
+
iterate_->feasibility_tol(control_.ipm_feasibility_tol());
|
|
367
|
+
iterate_->optimality_tol(control_.ipm_optimality_tol());
|
|
368
|
+
if (control_.run_crossover())
|
|
369
|
+
iterate_->start_crossover_tol(control_.start_crossover_tol());
|
|
370
|
+
|
|
371
|
+
RunIPM();
|
|
372
|
+
|
|
373
|
+
iterate_->Postprocess();
|
|
374
|
+
iterate_->EvaluatePostsolved(&info_);
|
|
375
|
+
|
|
376
|
+
// Declare status_ipm "imprecise" if the IPM terminated optimal but the
|
|
377
|
+
// solution after postprocessing/postsolve does not satisfy tolerances.
|
|
378
|
+
if (info_.status_ipm == IPX_STATUS_optimal) {
|
|
379
|
+
if (std::abs(info_.rel_objgap) > control_.ipm_optimality_tol() ||
|
|
380
|
+
info_.rel_presidual > control_.ipm_feasibility_tol() ||
|
|
381
|
+
info_.rel_dresidual > control_.ipm_feasibility_tol())
|
|
382
|
+
info_.status_ipm = IPX_STATUS_imprecise;
|
|
383
|
+
}
|
|
384
|
+
|
|
385
|
+
// Assess the success of analytic centre calculation
|
|
386
|
+
if (info_.centring_tried)
|
|
387
|
+
info_.status_ipm = info_.centring_success ? IPX_STATUS_optimal : IPX_STATUS_imprecise;
|
|
388
|
+
}
|
|
389
|
+
|
|
390
|
+
void LpSolver::RunIPM() {
|
|
391
|
+
IPM ipm(control_);
|
|
392
|
+
info_.centring_tried = false;
|
|
393
|
+
info_.centring_success = false;
|
|
394
|
+
|
|
395
|
+
if (x_start_.size() != 0) {
|
|
396
|
+
control_.hLog(" Using starting point provided by user. Skipping initial iterations.\n");
|
|
397
|
+
iterate_->Initialize(x_start_, xl_start_, xu_start_,
|
|
398
|
+
y_start_, zl_start_, zu_start_);
|
|
399
|
+
}
|
|
400
|
+
else {
|
|
401
|
+
ComputeStartingPoint(ipm);
|
|
402
|
+
if (info_.status_ipm != IPX_STATUS_not_run)
|
|
403
|
+
return;
|
|
404
|
+
RunInitialIPM(ipm);
|
|
405
|
+
if (info_.status_ipm != IPX_STATUS_not_run)
|
|
406
|
+
return;
|
|
407
|
+
}
|
|
408
|
+
BuildStartingBasis();
|
|
409
|
+
if (info_.status_ipm != IPX_STATUS_not_run ||
|
|
410
|
+
info_.centring_tried)
|
|
411
|
+
return;
|
|
412
|
+
RunMainIPM(ipm);
|
|
413
|
+
}
|
|
414
|
+
|
|
415
|
+
void LpSolver::MakeIPMStartingPointValid() {
|
|
416
|
+
const Int m = model_.rows();
|
|
417
|
+
const Int n = model_.cols();
|
|
418
|
+
const Vector& lb = model_.lb();
|
|
419
|
+
const Vector& ub = model_.ub();
|
|
420
|
+
Vector& xl = xl_start_;
|
|
421
|
+
Vector& xu = xu_start_;
|
|
422
|
+
Vector& zl = zl_start_;
|
|
423
|
+
Vector& zu = zu_start_;
|
|
424
|
+
|
|
425
|
+
Int numComplementarityProducts = 0;
|
|
426
|
+
double sumComplementarityProducts = 0.0;
|
|
427
|
+
for (Int j = 0; j < n+m; ++j) {
|
|
428
|
+
if (xl[j] > 0.0 && zl[j] > 0.0) {
|
|
429
|
+
sumComplementarityProducts += xl[j] * zl[j];
|
|
430
|
+
numComplementarityProducts++;
|
|
431
|
+
}
|
|
432
|
+
if (xu[j] > 0.0 && zu[j] > 0.0) {
|
|
433
|
+
sumComplementarityProducts += xu[j] * zu[j];
|
|
434
|
+
numComplementarityProducts++;
|
|
435
|
+
}
|
|
436
|
+
}
|
|
437
|
+
const double mu = numComplementarityProducts ?
|
|
438
|
+
sumComplementarityProducts / numComplementarityProducts : 1.0;
|
|
439
|
+
|
|
440
|
+
for (Int j = 0; j < n+m; ++j) {
|
|
441
|
+
if (std::isfinite(lb[j])) {
|
|
442
|
+
assert(std::isfinite(xl[j]) && xl[j] >= 0.0);
|
|
443
|
+
assert(std::isfinite(zl[j]) && zl[j] >= 0.0);
|
|
444
|
+
if (xl[j] == 0.0 && zl[j] == 0.0)
|
|
445
|
+
xl[j] = zl[j] = std::sqrt(mu);
|
|
446
|
+
else if (xl[j] == 0.0)
|
|
447
|
+
xl[j] = mu / zl[j];
|
|
448
|
+
else if (zl[j] == 0.0)
|
|
449
|
+
zl[j] = mu / xl[j];
|
|
450
|
+
} else {
|
|
451
|
+
assert(xl[j] == INFINITY);
|
|
452
|
+
assert(zl[j] == 0.0);
|
|
453
|
+
}
|
|
454
|
+
if (std::isfinite(ub[j])) {
|
|
455
|
+
assert(std::isfinite(xu[j]) && xu[j] >= 0.0);
|
|
456
|
+
assert(std::isfinite(zu[j]) && zu[j] >= 0.0);
|
|
457
|
+
if (xu[j] == 0.0 && zu[j] == 0.0)
|
|
458
|
+
xu[j] = zu[j] = std::sqrt(mu);
|
|
459
|
+
else if (xu[j] == 0.0)
|
|
460
|
+
xu[j] = mu / zu[j];
|
|
461
|
+
else if (zu[j] == 0.0)
|
|
462
|
+
zu[j] = mu / xu[j];
|
|
463
|
+
} else {
|
|
464
|
+
assert(xu[j] == INFINITY);
|
|
465
|
+
assert(zu[j] == 0.0);
|
|
466
|
+
}
|
|
467
|
+
}
|
|
468
|
+
}
|
|
469
|
+
|
|
470
|
+
void LpSolver::ComputeStartingPoint(IPM& ipm) {
|
|
471
|
+
Timer timer;
|
|
472
|
+
KKTSolverDiag kkt(control_, model_);
|
|
473
|
+
|
|
474
|
+
// If the starting point procedure fails, then iterate_ remains as
|
|
475
|
+
// initialized by the constructor, which is a valid state for
|
|
476
|
+
// postprocessing/postsolving.
|
|
477
|
+
ipm.StartingPoint(&kkt, iterate_.get(), &info_);
|
|
478
|
+
info_.time_ipm1 += timer.Elapsed();
|
|
479
|
+
}
|
|
480
|
+
|
|
481
|
+
void LpSolver::RunInitialIPM(IPM& ipm) {
|
|
482
|
+
Timer timer;
|
|
483
|
+
KKTSolverDiag kkt(control_, model_);
|
|
484
|
+
|
|
485
|
+
Int switchiter = control_.switchiter();
|
|
486
|
+
if (switchiter < 0) {
|
|
487
|
+
// Switch iteration not specified by user. Run as long as KKT solver
|
|
488
|
+
// converges within min(500,10+m/20) iterations.
|
|
489
|
+
Int m = model_.rows();
|
|
490
|
+
kkt.maxiter(std::min(500l, (long) (10+m/20) ));
|
|
491
|
+
ipm.maxiter(control_.ipm_maxiter());
|
|
492
|
+
} else {
|
|
493
|
+
ipm.maxiter(std::min(switchiter, control_.ipm_maxiter()));
|
|
494
|
+
}
|
|
495
|
+
ipm.Driver(&kkt, iterate_.get(), &info_);
|
|
496
|
+
switch (info_.status_ipm) {
|
|
497
|
+
case IPX_STATUS_optimal:
|
|
498
|
+
// If the IPM reached its termination criterion in the initial
|
|
499
|
+
// iterations (happens rarely), we still call the IPM again with basis
|
|
500
|
+
// preconditioning. In exact arithmetic it would terminate without an
|
|
501
|
+
// additional iteration. A starting basis is then available for
|
|
502
|
+
// crossover.
|
|
503
|
+
info_.status_ipm = IPX_STATUS_not_run;
|
|
504
|
+
break;
|
|
505
|
+
case IPX_STATUS_no_progress:
|
|
506
|
+
info_.status_ipm = IPX_STATUS_not_run;
|
|
507
|
+
break;
|
|
508
|
+
case IPX_STATUS_failed:
|
|
509
|
+
info_.status_ipm = IPX_STATUS_not_run;
|
|
510
|
+
info_.errflag = 0;
|
|
511
|
+
break;
|
|
512
|
+
case IPX_STATUS_iter_limit:
|
|
513
|
+
if (info_.iter < control_.ipm_maxiter()) // stopped at switchiter
|
|
514
|
+
info_.status_ipm = IPX_STATUS_not_run;
|
|
515
|
+
}
|
|
516
|
+
info_.time_ipm1 += timer.Elapsed();
|
|
517
|
+
}
|
|
518
|
+
|
|
519
|
+
void LpSolver::BuildStartingBasis() {
|
|
520
|
+
if (control_.stop_at_switch() < 0) {
|
|
521
|
+
info_.status_ipm = IPX_STATUS_debug;
|
|
522
|
+
return;
|
|
523
|
+
}
|
|
524
|
+
control_.hLog(" Constructing starting basis...\n");
|
|
525
|
+
basis_.reset(new Basis(control_, model_));
|
|
526
|
+
StartingBasis(iterate_.get(), basis_.get(), &info_);
|
|
527
|
+
if (info_.errflag == IPX_ERROR_user_interrupt) {
|
|
528
|
+
info_.errflag = 0;
|
|
529
|
+
info_.status_ipm = IPX_STATUS_user_interrupt;
|
|
530
|
+
return;
|
|
531
|
+
} else if (info_.errflag == IPX_ERROR_time_interrupt) {
|
|
532
|
+
info_.errflag = 0;
|
|
533
|
+
info_.status_ipm = IPX_STATUS_time_limit;
|
|
534
|
+
return;
|
|
535
|
+
} else if (info_.errflag) {
|
|
536
|
+
info_.status_ipm = IPX_STATUS_failed;
|
|
537
|
+
return;
|
|
538
|
+
}
|
|
539
|
+
if (model_.dualized()) {
|
|
540
|
+
std::swap(info_.dependent_rows, info_.dependent_cols);
|
|
541
|
+
std::swap(info_.rows_inconsistent, info_.cols_inconsistent);
|
|
542
|
+
}
|
|
543
|
+
if (control_.stop_at_switch() > 0) {
|
|
544
|
+
info_.status_ipm = IPX_STATUS_debug;
|
|
545
|
+
return;
|
|
546
|
+
}
|
|
547
|
+
if (info_.rows_inconsistent) {
|
|
548
|
+
info_.status_ipm = IPX_STATUS_primal_infeas;
|
|
549
|
+
return;
|
|
550
|
+
}
|
|
551
|
+
if (info_.cols_inconsistent) {
|
|
552
|
+
info_.status_ipm = IPX_STATUS_dual_infeas;
|
|
553
|
+
return;
|
|
554
|
+
}
|
|
555
|
+
}
|
|
556
|
+
|
|
557
|
+
void LpSolver::RunMainIPM(IPM& ipm) {
|
|
558
|
+
KKTSolverBasis kkt(control_, *basis_);
|
|
559
|
+
Timer timer;
|
|
560
|
+
ipm.PrintHeader();
|
|
561
|
+
ipm.maxiter(control_.ipm_maxiter());
|
|
562
|
+
ipm.Driver(&kkt, iterate_.get(), &info_);
|
|
563
|
+
info_.time_ipm2 = timer.Elapsed();
|
|
564
|
+
}
|
|
565
|
+
|
|
566
|
+
void LpSolver::BuildCrossoverStartingPoint() {
|
|
567
|
+
const Int m = model_.rows();
|
|
568
|
+
const Int n = model_.cols();
|
|
569
|
+
|
|
570
|
+
// Construct a complementary primal-dual point from the final IPM iterate.
|
|
571
|
+
// This usually increases the residuals to Ax=b and A'y+z=c.
|
|
572
|
+
x_crossover_.resize(n+m);
|
|
573
|
+
y_crossover_.resize(m);
|
|
574
|
+
z_crossover_.resize(n+m);
|
|
575
|
+
iterate_->DropToComplementarity(x_crossover_, y_crossover_, z_crossover_);
|
|
576
|
+
|
|
577
|
+
// Perform dual pushes in increasing order and primal pushes in decreasing
|
|
578
|
+
// order of the scaling factors from the final IPM iterate.
|
|
579
|
+
crossover_weights_.resize(n+m);
|
|
580
|
+
for (Int j = 0; j < n+m; j++)
|
|
581
|
+
crossover_weights_[j] = iterate_->ScalingFactor(j);
|
|
582
|
+
}
|
|
583
|
+
|
|
584
|
+
void LpSolver::RunCrossover() {
|
|
585
|
+
assert(basis_);
|
|
586
|
+
const Int m = model_.rows();
|
|
587
|
+
const Int n = model_.cols();
|
|
588
|
+
const Vector& lb = model_.lb();
|
|
589
|
+
const Vector& ub = model_.ub();
|
|
590
|
+
const double *weights = NULL;
|
|
591
|
+
basic_statuses_.clear();
|
|
592
|
+
|
|
593
|
+
if (crossover_weights_.size()) {
|
|
594
|
+
assert((Int)crossover_weights_.size() == n+m);
|
|
595
|
+
weights = &crossover_weights_[0];
|
|
596
|
+
}
|
|
597
|
+
|
|
598
|
+
Crossover crossover(control_);
|
|
599
|
+
crossover.PushAll(basis_.get(), x_crossover_, y_crossover_, z_crossover_,
|
|
600
|
+
weights, &info_);
|
|
601
|
+
info_.time_crossover =
|
|
602
|
+
crossover.time_primal() + crossover.time_dual();
|
|
603
|
+
info_.updates_crossover =
|
|
604
|
+
crossover.primal_pivots() + crossover.dual_pivots();
|
|
605
|
+
if (info_.status_crossover != IPX_STATUS_optimal) {
|
|
606
|
+
// Crossover failed. Discard solution.
|
|
607
|
+
x_crossover_.resize(0);
|
|
608
|
+
y_crossover_.resize(0);
|
|
609
|
+
z_crossover_.resize(0);
|
|
610
|
+
return;
|
|
611
|
+
}
|
|
612
|
+
|
|
613
|
+
// Recompute vertex solution and set basic statuses.
|
|
614
|
+
basis_->ComputeBasicSolution(x_crossover_, y_crossover_, z_crossover_);
|
|
615
|
+
basic_statuses_.resize(n+m);
|
|
616
|
+
for (size_t j = 0; j < basic_statuses_.size(); j++) {
|
|
617
|
+
if (basis_->IsBasic(j)) {
|
|
618
|
+
basic_statuses_[j] = IPX_basic;
|
|
619
|
+
} else {
|
|
620
|
+
if (lb[j] == ub[j])
|
|
621
|
+
basic_statuses_[j] = z_crossover_[j] >= 0.0 ?
|
|
622
|
+
IPX_nonbasic_lb : IPX_nonbasic_ub;
|
|
623
|
+
else if (x_crossover_[j] == lb[j])
|
|
624
|
+
basic_statuses_[j] = IPX_nonbasic_lb;
|
|
625
|
+
else if (x_crossover_[j] == ub[j])
|
|
626
|
+
basic_statuses_[j] = IPX_nonbasic_ub;
|
|
627
|
+
else
|
|
628
|
+
basic_statuses_[j] = IPX_superbasic;
|
|
629
|
+
}
|
|
630
|
+
}
|
|
631
|
+
control_.Debug()
|
|
632
|
+
<< Textline("Bound violation of basic solution:")
|
|
633
|
+
<< sci2(PrimalInfeasibility(model_, x_crossover_)) << '\n'
|
|
634
|
+
<< Textline("Dual sign violation of basic solution:")
|
|
635
|
+
<< sci2(DualInfeasibility(model_, x_crossover_, z_crossover_)) << '\n';
|
|
636
|
+
control_.Debug()
|
|
637
|
+
<< Textline("Minimum singular value of basis matrix:")
|
|
638
|
+
<< sci2(basis_->MinSingularValue()) << '\n';
|
|
639
|
+
|
|
640
|
+
// Declare crossover status "imprecise" if the vertex solution defined by
|
|
641
|
+
// the final basis does not satisfy tolerances.
|
|
642
|
+
model_.EvaluateBasicSolution(x_crossover_, y_crossover_, z_crossover_,
|
|
643
|
+
basic_statuses_, &info_);
|
|
644
|
+
if (info_.primal_infeas > control_.pfeasibility_tol() ||
|
|
645
|
+
info_.dual_infeas > control_.dfeasibility_tol())
|
|
646
|
+
info_.status_crossover = IPX_STATUS_imprecise;
|
|
647
|
+
}
|
|
648
|
+
|
|
649
|
+
void LpSolver::PrintSummary() {
|
|
650
|
+
std::stringstream h_logging_stream;
|
|
651
|
+
h_logging_stream.str(std::string());
|
|
652
|
+
h_logging_stream << "Summary\n";
|
|
653
|
+
if (!control_.timelessLog())
|
|
654
|
+
h_logging_stream << Textline("Runtime:") << fix2(control_.Elapsed()) << "s\n";
|
|
655
|
+
h_logging_stream << Textline("Status interior point solve:")
|
|
656
|
+
<< StatusString(info_.status_ipm) << '\n'
|
|
657
|
+
<< Textline("Status crossover:")
|
|
658
|
+
<< StatusString(info_.status_crossover) << '\n';
|
|
659
|
+
control_.hLog(h_logging_stream);
|
|
660
|
+
if (info_.status_ipm == IPX_STATUS_optimal ||
|
|
661
|
+
info_.status_ipm == IPX_STATUS_imprecise) {
|
|
662
|
+
h_logging_stream
|
|
663
|
+
<< Textline("objective value:") << sci8(info_.pobjval) << '\n'
|
|
664
|
+
<< Textline("interior solution primal residual (abs/rel):")
|
|
665
|
+
<< sci2(info_.abs_presidual) << " / " << sci2(info_.rel_presidual)
|
|
666
|
+
<< '\n'
|
|
667
|
+
<< Textline("interior solution dual residual (abs/rel):")
|
|
668
|
+
<< sci2(info_.abs_dresidual) << " / " << sci2(info_.rel_dresidual)
|
|
669
|
+
<< '\n'
|
|
670
|
+
<< Textline("interior solution objective gap (abs/rel):")
|
|
671
|
+
<< sci2(info_.pobjval-info_.dobjval) << " / "
|
|
672
|
+
<< sci2(info_.rel_objgap) << '\n';
|
|
673
|
+
control_.hLog(h_logging_stream);
|
|
674
|
+
}
|
|
675
|
+
if (info_.status_crossover == IPX_STATUS_optimal ||
|
|
676
|
+
info_.status_crossover == IPX_STATUS_imprecise) {
|
|
677
|
+
h_logging_stream
|
|
678
|
+
<< Textline("basic solution primal infeasibility:")
|
|
679
|
+
<< sci2(info_.primal_infeas) << '\n'
|
|
680
|
+
<< Textline("basic solution dual infeasibility:")
|
|
681
|
+
<< sci2(info_.dual_infeas) << '\n';
|
|
682
|
+
control_.hLog(h_logging_stream);
|
|
683
|
+
}
|
|
684
|
+
}
|
|
685
|
+
|
|
686
|
+
} // namespace ipx
|