lpsolver 0.1.0 → 0.2.0

data/ext/lpsolver-highs/highs/lp_data/HighsRanging.cpp

@@ -0,0 +1,733 @@
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/*                                                                       */
+/*    This file is part of the HiGHS linear optimization suite           */
+/*                                                                       */
+/*    Available as open-source under the MIT License                     */
+/*                                                                       */
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/**@file lp_data/HighsRanging.cpp
+ * @brief Compute LP ranging data for HiGHS
+ */
+#include "lp_data/HighsRanging.h"
+
+#include <algorithm>
+#include <cassert>
+#include <functional>  // for negate
+#include <sstream>
+
+#include "lp_data/HighsModelUtils.h"
+
+using std::min;
+
+void HighsRanging::invalidate() { valid = false; }
+
+void HighsRanging::clear() {
+  this->invalidate();
+  this->col_cost_up.value_.clear();
+  this->col_cost_up.objective_.clear();
+  this->col_cost_up.in_var_.clear();
+  this->col_cost_up.ou_var_.clear();
+  this->col_cost_dn.value_.clear();
+  this->col_cost_dn.objective_.clear();
+  this->col_cost_dn.in_var_.clear();
+  this->col_cost_dn.ou_var_.clear();
+  this->col_bound_up.value_.clear();
+  this->col_bound_up.objective_.clear();
+  this->col_bound_up.in_var_.clear();
+  this->col_bound_up.ou_var_.clear();
+  this->col_bound_dn.value_.clear();
+  this->col_bound_dn.objective_.clear();
+  this->col_bound_dn.in_var_.clear();
+  this->col_bound_dn.ou_var_.clear();
+  this->row_bound_up.value_.clear();
+  this->row_bound_up.objective_.clear();
+  this->row_bound_up.in_var_.clear();
+  this->row_bound_up.ou_var_.clear();
+  this->row_bound_dn.value_.clear();
+  this->row_bound_dn.objective_.clear();
+  this->row_bound_dn.in_var_.clear();
+  this->row_bound_dn.ou_var_.clear();
+}
+
+static double infProduct(double value) {
+  // Multiplying value and kHighsInf
+  if (value == 0) {
+    return 0;
+  } else {
+    return value * kHighsInf;
+  }
+}
+
+static double possInfProduct(double poss_inf, double value) {
+  // Multiplying something that could be infinite and value
+  if (value == 0) {
+    return 0;
+  } else {
+    return poss_inf * value;
+  }
+}
+
+HighsStatus getRangingData(HighsRanging& ranging,
+                           HighsLpSolverObject& solver_object) {
+  ranging.clear();
+  if (solver_object.model_status_ != HighsModelStatus::kOptimal) {
+    highsLogUser(solver_object.options_.log_options, HighsLogType::kError,
+                 "Cannot get ranging without an optimal solution\n");
+    return HighsStatus::kError;
+  }
+  HEkk& ekk_instance = solver_object.ekk_instance_;
+  if (!ekk_instance.status_.initialised_for_solve) {
+    highsLogUser(solver_object.options_.log_options, HighsLogType::kError,
+                 "Cannot get ranging without a valid Simplex instance\n");
+    return HighsStatus::kError;
+  }
+  const HighsLp& use_lp = solver_object.lp_;
+
+  // Unscale the simplex data if the LP has been solved in the scaled space
+  ekk_instance.unscaleSimplex(use_lp);
+
+  // Aliases
+  const HighsSimplexInfo& simplex_info = ekk_instance.info_;
+  const SimplexBasis& simplex_basis = ekk_instance.basis_;
+  const vector<double>& value_ = simplex_info.workValue_;
+  const vector<double>& dual_ = simplex_info.workDual_;
+  const vector<double>& cost_ = simplex_info.workCost_;
+  const vector<double>& lower_ = simplex_info.workLower_;
+  const vector<double>& upper_ = simplex_info.workUpper_;
+  const vector<double>& Bvalue_ = simplex_info.baseValue_;
+  const vector<double>& Blower_ = simplex_info.baseLower_;
+  const vector<double>& Bupper_ = simplex_info.baseUpper_;
+  const vector<int8_t>& Nflag_ = simplex_basis.nonbasicFlag_;
+  const vector<int8_t>& Nmove_ = simplex_basis.nonbasicMove_;
+  const vector<HighsInt>& Bindex_ = simplex_basis.basicIndex_;
+  const HighsSparseMatrix& matrix = use_lp.a_matrix_;
+
+  // Local copies of scalars
+
+  const HighsInt numRow = use_lp.num_row_;
+  const HighsInt numCol = use_lp.num_col_;
+  const HighsInt numTotal = numCol + numRow;
+  const double H_TT = 1e-13;
+  const double H_INF = kHighsInf;
+  const double objective = solver_object.highs_info_.objective_function_value;
+
+  // Code written for minimization problems. Maximization problems are
+  // solved by using negated costs in the simplex solver and
+  // minimizing. Thus dual information in the simplex solver is
+  // negated for maximization problems. The objective has the right
+  // sign, though. Maximization problems are, thus, accommodated by
+  // applying the sign multiplier to dual information.
+  HighsInt sense = 1;
+  if (use_lp.sense_ == ObjSense::kMaximize) sense = -1;
+
+  vector<HighsInt> iWork_(numTotal);
+  vector<double> dWork_(numTotal);
+  HVector column;
+  column.setup(numRow);
+
+  vector<double> xi = Bvalue_;
+  for (HighsInt i = 0; i < numRow; i++) {
+    xi[i] = max(xi[i], Blower_[i]);
+    xi[i] = min(xi[i], Bupper_[i]);
+  }
+  vector<double> dj = dual_;
+  for (HighsInt j = 0; j < numTotal; j++) {
+    if (Nflag_[j] && (lower_[j] != upper_[j])) {
+      if (value_[j] == lower_[j]) dj[j] = max(dj[j], 0.0);
+      if (value_[j] == upper_[j]) dj[j] = min(dj[j], 0.0);
+      if (lower_[j] == -H_INF && upper_[j] == H_INF) dj[j] = 0;
+    }
+  }
+  //
+  // Ranging 1.2. prepare "delta" space
+  //
+  vector<double> dxi_inc(numRow);
+  vector<double> dxi_dec(numRow);
+  for (HighsInt i = 0; i < numRow; i++) {
+    dxi_inc[i] = Bupper_[i] - xi[i];
+    dxi_dec[i] = Blower_[i] - xi[i];
+  }
+
+  vector<double> ddj_inc(numTotal);
+  vector<double> ddj_dec(numTotal);
+  for (HighsInt j = 0; j < numTotal; j++) {
+    if (Nflag_[j]) {
+      ddj_inc[j] = (value_[j] == lower_[j]) ? +H_INF : -dj[j];
+      ddj_dec[j] = (value_[j] == upper_[j]) ? -H_INF : -dj[j];
+    }
+  }
+
+  //
+  // Ranging 1.3. prepare "theta" space
+  //
+  const double tol_a = 1e-9;
+  const double THETA_INF = H_INF / 1e40;
+
+  vector<double> txj_inc(numTotal, +THETA_INF);  // theta
+  vector<double> axj_inc(numTotal, 0);           // alpha
+  vector<HighsInt> ixj_inc(numTotal, -1);        // i-out
+  vector<HighsInt> wxj_inc(numTotal, 0);         // which bound is limiting
+  vector<HighsInt> jxj_inc(numTotal, -1);        // j = n(i), (with bound flip)
+
+  vector<double> txj_dec(numTotal, -THETA_INF);
+  vector<double> axj_dec(numTotal, 0);
+  vector<HighsInt> ixj_dec(numTotal, -1);
+  vector<HighsInt> wxj_dec(numTotal, 0);
+  vector<HighsInt> jxj_dec(numTotal, -1);
+
+  vector<double> tci_inc(numRow, +THETA_INF);  // theta
+  vector<double> aci_inc(numRow, 0);           // alpha
+  vector<HighsInt> jci_inc(numRow, -1);        // column index
+
+  vector<double> tci_dec(numRow, -THETA_INF);
+  vector<double> aci_dec(numRow, 0);
+  vector<HighsInt> jci_dec(numRow, -1);
+
+  // Major "theta" loop
+  for (HighsInt j = 0; j < numTotal; j++) {
+    // Skip basic column
+    if (!Nflag_[j]) continue;
+
+    // Form updated column
+    column.clear();
+    matrix.collectAj(column, j, 1);
+
+    const double expected_density = ekk_instance.info_.col_aq_density;
+    ekk_instance.ftran(column, expected_density);
+    HighsInt nWork = 0;
+    for (HighsInt k = 0; k < column.count; k++) {
+      HighsInt iRow = column.index[k];
+      double alpha = column.array[iRow];
+      if (fabs(alpha) > tol_a) {
+        iWork_[nWork] = iRow;
+        dWork_[nWork] = alpha;
+        nWork++;
+      }
+    }
+    // Standard primal ratio test
+    double myt_inc = +THETA_INF;
+    double myt_dec = -THETA_INF;
+    HighsInt myk_inc = -1;
+    HighsInt myk_dec = -1;
+    for (HighsInt k = 0; k < nWork; k++) {
+      HighsInt i = iWork_[k];
+      double alpha = dWork_[k];
+      double theta_inc = (alpha < 0 ? dxi_inc[i] : dxi_dec[i]) / -alpha;
+      double theta_dec = (alpha > 0 ? dxi_inc[i] : dxi_dec[i]) / -alpha;
+      if (myt_inc > theta_inc) myt_inc = theta_inc, myk_inc = k;
+      if (myt_dec < theta_dec) myt_dec = theta_dec, myk_dec = k;
+    }
+
+    if (myk_inc != -1) {
+      HighsInt i = iWork_[myk_inc];
+      double alpha = dWork_[myk_inc];
+      ixj_inc[j] = i;
+      axj_inc[j] = alpha;
+      txj_inc[j] = (alpha < 0 ? dxi_inc[i] : dxi_dec[i]) / -alpha;
+      wxj_inc[j] = (alpha < 0 ? +1 : -1);
+    }
+
+    if (myk_dec != -1) {
+      HighsInt i = iWork_[myk_dec];
+      double alpha = dWork_[myk_dec];
+      ixj_dec[j] = i;
+      axj_dec[j] = alpha;
+      txj_dec[j] = (alpha > 0 ? dxi_inc[i] : dxi_dec[i]) / -alpha;
+      wxj_dec[j] = (alpha > 0 ? +1 : -1);
+    }
+
+    // Accumulated dual ratio test
+    double myd_inc = ddj_inc[j];
+    double myd_dec = ddj_dec[j];
+    for (HighsInt k = 0; k < nWork; k++) {
+      HighsInt i = iWork_[k];
+      double alpha = dWork_[k];
+      double theta_inc = (alpha < 0 ? myd_inc : myd_dec) / -alpha;
+      double theta_dec = (alpha > 0 ? myd_inc : myd_dec) / -alpha;
+      if (tci_inc[i] > theta_inc)
+        tci_inc[i] = theta_inc, aci_inc[i] = alpha, jci_inc[i] = j;
+      if (tci_dec[i] < theta_dec)
+        tci_dec[i] = theta_dec, aci_dec[i] = alpha, jci_dec[i] = j;
+    }
+  }
+
+  // Additional j-out for primal ratio test (considering bound flip)
+  for (HighsInt j = 0; j < numTotal; j++) {
+    if (Nflag_[j]) {
+      // J-out for x_j = l_j
+      if (Nmove_[j] == +1) {
+        double value = value_[j] + txj_inc[j];
+        if (ixj_inc[j] != -1 && value <= upper_[j]) {
+          jxj_inc[j] = Bindex_[ixj_inc[j]];
+        } else if (value > upper_[j]) {
+          jxj_inc[j] = j;
+        }
+      }
+      // J-out for x_j = u_j
+      if (Nmove_[j] == -1) {
+        double value = value_[j] + txj_dec[j];
+        if (ixj_dec[j] != -1 && value >= lower_[j]) {
+          jxj_dec[j] = Bindex_[ixj_dec[j]];
+        } else if (value < lower_[j]) {
+          jxj_dec[j] = j;
+        }
+      }
+      // J-out for free variable
+      if (lower_[j] == -H_INF && upper_[j] == H_INF) {
+        if (ixj_inc[j] != -1) jxj_inc[j] = jxj_dec[j] = Bindex_[ixj_inc[j]];
+        if (ixj_dec[j] != -1) jxj_inc[j] = jxj_dec[j] = Bindex_[ixj_dec[j]];
+      }
+    }
+  }
+
+  //
+  // Ranging 2. cost ranging
+  //
+  vector<double> c_up_c(numTotal), c_dn_c(numTotal);
+  vector<double> c_up_f(numTotal), c_dn_f(numTotal);
+  vector<HighsInt> c_up_e(numTotal), c_dn_e(numTotal);
+  vector<HighsInt> c_up_l(numTotal), c_dn_l(numTotal);
+
+  //
+  // Ranging 2.1. nonbasic cost ranging
+  //
+  //  const HighsInt check_col = 2951;
+  for (HighsInt j = 0; j < numCol; j++) {
+    if (Nflag_[j]) {
+      // Primal value and its sign
+      double value = value_[j];
+      double vsign = (value > 0) ? 1 : (value < 0 ? -1 : 0);
+
+      // Increase c_j
+      if (ddj_inc[j] != H_INF) {
+        c_up_c[j] = cost_[j] + ddj_inc[j];
+        c_up_f[j] =
+            objective +
+            sense * possInfProduct(ddj_inc[j], value);  // value * ddj_inc[j];
+        c_up_e[j] = j;
+        c_up_l[j] = jxj_dec[j];
+      } else {
+        c_up_c[j] = H_INF;
+        c_up_f[j] = objective + sense * infProduct(vsign);  // vsign * H_INF;
+        c_up_e[j] = -1;
+        c_up_l[j] = -1;
+      }
+
+      // Decrease c_j
+      if (ddj_dec[j] != H_INF) {
+        c_dn_c[j] = cost_[j] + ddj_dec[j];
+        c_dn_f[j] =
+            objective +
+            sense * possInfProduct(ddj_dec[j], value);  // value * ddj_dec[j];
+        c_dn_e[j] = j;
+        c_dn_l[j] = jxj_inc[j];
+      } else {
+        c_up_c[j] = -H_INF;
+        c_up_f[j] = objective - sense * infProduct(vsign);  // vsign * H_INF;
+        c_up_e[j] = -1;
+        c_up_l[j] = -1;
+      }
+    }
+  }
+
+  //
+  // Ranging 2.2. basic cost ranging
+  //
+
+  for (HighsInt i = 0; i < numRow; i++) {
+    if (Bindex_[i] < numCol) {
+      // Primal variable and its sign
+      HighsInt j = Bindex_[i], je;
+      double value = xi[i];
+      double vsign = (value > 0) ? 1 : (value < 0 ? -1 : 0);
+
+      // Increase c_i
+      if (jci_inc[i] != -1) {
+        c_up_c[j] = cost_[j] + tci_inc[i];
+        c_up_f[j] =
+            objective +
+            sense * possInfProduct(tci_inc[i], value);  // value * tci_inc[i];
+        c_up_e[j] = je = jci_inc[i];
+        c_up_l[j] = Nmove_[je] > 0 ? jxj_inc[je] : jxj_dec[je];
+      } else {
+        c_up_c[j] = H_INF;
+        c_up_f[j] = objective + sense * infProduct(vsign);  // vsign * H_INF;
+        c_up_e[j] = -1;
+        c_up_l[j] = -1;
+      }
+
+      // Decrease c_i
+      if (jci_dec[i] != -1) {
+        c_dn_c[j] = cost_[j] + tci_dec[i];
+        c_dn_f[j] =
+            objective +
+            sense * possInfProduct(tci_dec[i], value);  // value * tci_dec[i];
+        c_dn_e[j] = je = jci_dec[i];
+        c_dn_l[j] = Nmove_[je] > 0 ? jxj_inc[je] : jxj_dec[je];
+      } else {
+        c_dn_c[j] = -H_INF;
+        c_dn_f[j] = objective - sense * infProduct(vsign);  // H_INF * vsign;
+        c_dn_e[j] = -1;
+        c_dn_l[j] = -1;
+      }
+    }
+  }
+
+  //
+  // Ranging 3. bounds ranging
+  //
+  vector<double> b_up_b(numTotal), b_dn_b(numTotal);
+  vector<double> b_up_f(numTotal), b_dn_f(numTotal);
+  vector<HighsInt> b_up_e(numTotal), b_dn_e(numTotal);
+  vector<HighsInt> b_up_l(numTotal), b_dn_l(numTotal);
+
+  //
+  // Ranging 3.1. nonbasic bounds ranging
+  //
+  for (HighsInt j = 0; j < numTotal; j++) {
+    if (Nflag_[j]) {
+      // FREE variable
+      if (lower_[j] == -H_INF && upper_[j] == H_INF) {
+        b_up_b[j] = H_INF;
+        b_up_f[j] = objective;
+        b_up_e[j] = -1;
+        b_up_l[j] = -1;
+        b_dn_b[j] = -H_INF;
+        b_dn_f[j] = objective;
+        b_dn_e[j] = -1;
+        b_dn_l[j] = -1;
+        continue;
+      }
+
+      // Dual value and its sign
+      double dualv = dj[j];
+      double dsign = (dualv > 0) ? 1 : (dualv < 0 ? -1 : 0);
+
+      // Increase x_j
+      if (ixj_inc[j] != -1) {
+        HighsInt i = ixj_inc[j];
+        b_up_b[j] = value_[j] + txj_inc[j];
+        b_up_f[j] =
+            objective +
+            sense * possInfProduct(txj_inc[j], dualv);  // txj_inc[j] * dualv;
+        b_up_e[j] = wxj_inc[j] > 0 ? jci_inc[i] : jci_dec[i];
+        b_up_l[j] = Bindex_[i];
+      } else {
+        b_up_b[j] = H_INF;
+        b_up_f[j] = objective + sense * infProduct(dsign);  // H_INF * dsign;
+        b_up_e[j] = -1;
+        b_up_l[j] = -1;
+      }
+
+      // Check if b_up_b > upper
+      if (value_[j] != upper_[j] && b_up_b[j] > upper_[j]) {
+        b_up_b[j] = upper_[j];
+        assert(lower_[j] > -kHighsInf);
+        b_up_f[j] = objective + sense * (upper_[j] - lower_[j]) * dualv;
+        b_up_e[j] = j;
+        b_up_l[j] = j;
+      }
+
+      // Decrease x_j
+      if (ixj_dec[j] != -1) {
+        HighsInt i = ixj_dec[j];
+        b_dn_b[j] = value_[j] + txj_dec[j];
+        b_dn_f[j] =
+            objective +
+            sense * possInfProduct(txj_dec[j], dualv);  // txj_dec[j] * dualv;
+        b_dn_e[j] = wxj_dec[j] > 0 ? jci_inc[i] : jci_dec[i];
+        b_dn_l[j] = Bindex_[i];
+      } else {
+        b_dn_b[j] = -H_INF;
+        b_dn_f[j] = objective - sense * infProduct(dsign);  // H_INF * dsign;
+        b_dn_e[j] = -1;
+        b_dn_l[j] = -1;
+      }
+
+      // Check if b_dn_b < lower
+      if (value_[j] != lower_[j] && b_dn_b[j] < lower_[j]) {
+        b_dn_b[j] = lower_[j];
+        assert(upper_[j] < kHighsInf);
+        b_dn_f[j] = objective + sense * (lower_[j] - upper_[j]) * dualv;
+        b_dn_e[j] = j;
+        b_dn_l[j] = j;
+      }
+    }
+  }
+
+  //
+  // Ranging 3.2. basic bounds ranging
+  //
+  for (HighsInt i = 0; i < numRow; i++) {
+    for (HighsInt dir = -1; dir <= 1; dir += 2) {
+      HighsInt j = Bindex_[i];
+      double& newx = dir == -1 ? b_dn_b[j] : b_up_b[j];
+      double& newf = dir == -1 ? b_dn_f[j] : b_up_f[j];
+      HighsInt& j_enter = dir == -1 ? b_dn_e[j] : b_up_e[j];
+      HighsInt& j_leave = dir == -1 ? b_dn_l[j] : b_up_l[j];
+
+      HighsInt j_in = dir == -1 ? jci_inc[i] : jci_dec[i];
+      double a_in = dir == -1 ? aci_inc[i] : aci_dec[i];
+      if (j_in != -1) {
+        HighsInt jmove = Nmove_[j_in];
+        HighsInt i_out = jmove > 0 ? ixj_inc[j_in] : ixj_dec[j_in];
+        HighsInt j_out = jmove > 0 ? jxj_inc[j_in] : jxj_dec[j_in];
+        HighsInt w_out = jmove > 0 ? wxj_inc[j_in] : wxj_dec[j_in];
+        double tt = jmove > 0 ? txj_inc[j_in] : txj_dec[j_in];
+        if (j_out == j_in) {
+          // Bound flip
+          double delta = jmove * (upper_[j_in] - lower_[j_in]);
+          newx = xi[i] - delta * a_in;
+          newf = objective + sense * delta * dual_[j_in];
+          j_enter = j_in;
+          j_leave = j_out;
+        } else if (j_out != -1) {
+          // Regular
+          double delta = w_out > 0 ? dxi_inc[i_out] : dxi_dec[i_out];
+          double a_out = jmove > 0 ? axj_inc[j_in] : axj_dec[j_in];
+          newx = xi[i] + delta * a_in / a_out;
+          newf = objective + sense * tt * dual_[j_in];
+          j_enter = j_in;
+          j_leave = j_out;
+        } else {
+          // Primal ratio test failed - change unlimitedly
+          //
+          // While still limited by its own bounds
+          //
+          // Its own bounds could just be inf
+          newx = dir == -1 ? lower_[j] : upper_[j];
+          newf = objective;
+          j_enter = -1;
+          j_leave = -1;
+        }
+      } else {
+        // Dual ratio test failed - just stay
+        newx = xi[i];
+        newf = objective;
+        j_enter = -1;
+        j_leave = -1;
+      }
+    }
+  }
+
+  //
+  // Ranging 4.1.1 Trim small value to zero
+  //
+
+  for (HighsInt j = 0; j < numCol; j++) {
+    if (fabs(c_up_c[j]) < H_TT) c_up_c[j] = 0;
+    if (fabs(c_dn_c[j]) < H_TT) c_dn_c[j] = 0;
+    if (fabs(b_up_b[j]) < H_TT) b_up_b[j] = 0;
+    if (fabs(b_dn_b[j]) < H_TT) b_dn_b[j] = 0;
+  }
+  for (HighsInt i = 0, j = numCol; i < numRow; i++, j++) {
+    if (fabs(b_up_b[j]) < H_TT) b_up_b[j] = 0;
+    if (fabs(b_dn_b[j]) < H_TT) b_dn_b[j] = 0;
+  }
+
+  //
+  // Ranging 4.2. Put to output buffer
+  //
+
+  if (sense > 0) {
+    ranging.col_cost_up.value_ = c_up_c;
+    ranging.col_cost_dn.value_ = c_dn_c;
+    ranging.col_cost_up.objective_ = c_up_f;
+    ranging.col_cost_dn.objective_ = c_dn_f;
+    ranging.col_cost_up.in_var_ = c_up_e;
+    ranging.col_cost_dn.in_var_ = c_dn_e;
+    ranging.col_cost_up.ou_var_ = c_up_l;
+    ranging.col_cost_dn.ou_var_ = c_dn_l;
+  } else {
+    // For maximization problems, flip data and negate the cost values
+    ranging.col_cost_up.value_ = c_dn_c;
+    ranging.col_cost_dn.value_ = c_up_c;
+    ranging.col_cost_up.objective_ = c_dn_f;
+    ranging.col_cost_dn.objective_ = c_up_f;
+    ranging.col_cost_up.in_var_ = c_dn_e;
+    ranging.col_cost_dn.in_var_ = c_up_e;
+    ranging.col_cost_up.ou_var_ = c_dn_l;
+    ranging.col_cost_dn.ou_var_ = c_up_l;
+    std::transform(ranging.col_cost_up.value_.cbegin(),
+                   ranging.col_cost_up.value_.cend(),
+                   ranging.col_cost_up.value_.begin(), std::negate<double>());
+    std::transform(ranging.col_cost_dn.value_.cbegin(),
+                   ranging.col_cost_dn.value_.cend(),
+                   ranging.col_cost_dn.value_.begin(), std::negate<double>());
+  }
+
+  ranging.col_bound_up.value_ = {b_up_b.begin(), b_up_b.begin() + numCol};
+  ranging.col_bound_dn.value_ = {b_dn_b.begin(), b_dn_b.begin() + numCol};
+  ranging.col_bound_up.objective_ = {b_up_f.begin(), b_up_f.begin() + numCol};
+  ranging.col_bound_dn.objective_ = {b_dn_f.begin(), b_dn_f.begin() + numCol};
+  ranging.col_bound_up.in_var_ = {b_up_e.begin(), b_up_e.begin() + numCol};
+  ranging.col_bound_dn.in_var_ = {b_dn_e.begin(), b_dn_e.begin() + numCol};
+  ranging.col_bound_up.ou_var_ = {b_up_l.begin(), b_up_l.begin() + numCol};
+  ranging.col_bound_dn.ou_var_ = {b_dn_l.begin(), b_dn_l.begin() + numCol};
+
+  // Flip all data and negate the row bound values
+  ranging.row_bound_up.value_ = {b_dn_b.begin() + numCol,
+                                 b_dn_b.begin() + numTotal};
+  std::transform(ranging.row_bound_up.value_.cbegin(),
+                 ranging.row_bound_up.value_.cend(),
+                 ranging.row_bound_up.value_.begin(), std::negate<double>());
+
+  ranging.row_bound_dn.value_ = {b_up_b.begin() + numCol,
+                                 b_up_b.begin() + numTotal};
+  std::transform(ranging.row_bound_dn.value_.cbegin(),
+                 ranging.row_bound_dn.value_.cend(),
+                 ranging.row_bound_dn.value_.begin(), std::negate<double>());
+
+  ranging.row_bound_up.objective_ = {b_dn_f.begin() + numCol,
+                                     b_dn_f.begin() + numTotal};
+  ranging.row_bound_dn.objective_ = {b_up_f.begin() + numCol,
+                                     b_up_f.begin() + numTotal};
+  ranging.row_bound_up.in_var_ = {b_dn_e.begin() + numCol,
+                                  b_dn_e.begin() + numTotal};
+  ranging.row_bound_dn.in_var_ = {b_up_e.begin() + numCol,
+                                  b_up_e.begin() + numTotal};
+  ranging.row_bound_up.ou_var_ = {b_dn_l.begin() + numCol,
+                                  b_dn_l.begin() + numTotal};
+  ranging.row_bound_dn.ou_var_ = {b_up_l.begin() + numCol,
+                                  b_up_l.begin() + numTotal};
+
+  ranging.valid = true;
+  if (solver_object.options_.log_dev_level)
+    writeRangingFile(stdout, use_lp,
+                     solver_object.highs_info_.objective_function_value,
+                     solver_object.basis_, solver_object.solution_, ranging,
+                     kSolutionStylePretty);
+  return HighsStatus::kOk;
+}
+
+void writeRangingFile(FILE* file, const HighsLp& lp,
+                      const double objective_function_value,
+                      const HighsBasis& basis, const HighsSolution& solution,
+                      const HighsRanging& ranging, const HighsInt style) {
+  if (!ranging.valid) {
+    fprintf(file, "None\n");
+    return;
+  }
+  fprintf(file, "Valid\n");
+  std::stringstream ss;
+  assert(lp.col_names_.size() == static_cast<size_t>(lp.num_col_));
+  assert(lp.row_names_.size() == static_cast<size_t>(lp.num_row_));
+  const bool pretty = style == kSolutionStylePretty;
+  const char* pretty_cost_format =
+      "%6d   %4s  %-10.4g %-10.4g            %-10.4g            %-10.4g "
+      "%-10.4g %-s\n";
+  const char* raw_cost_format = "%-s %s %s %s %s\n";
+
+  const char* pretty_bound_format =
+      "%6d   %4s  %-10.4g %-10.4g %-10.4g %-10.4g %-10.4g %-10.4g %-10.4g "
+      "%-s\n";
+  const char* raw_bound_format = "%-s %s %s %s %s\n";
+
+  std::array<char, 32> dn_objective;
+  std::array<char, 32> up_objective;
+  std::array<char, 32> dn_value;
+  std::array<char, 32> up_value;
+
+  auto objective = highsDoubleToString(objective_function_value,
+                                       kRangingValueToStringTolerance);
+  fprintf(file, "Objective %s\n", objective.data());
+  if (pretty) {
+    fprintf(file,
+            "\n                                            Cost ranging\n"
+            "Column Status  DownObj    Down                  Value             "
+            "    Up         UpObj      Name\n");
+  } else {
+    fprintf(file, "\n# Cost ranging\n");
+  }
+  for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) {
+    const std::string name = lp.col_names_[iCol];
+    if (pretty) {
+      fprintf(file, pretty_cost_format, (int)iCol,
+              statusToString(basis.col_status[iCol], lp.col_lower_[iCol],
+                             lp.col_upper_[iCol])
+                  .c_str(),
+              ranging.col_cost_dn.objective_[iCol],
+              ranging.col_cost_dn.value_[iCol], lp.col_cost_[iCol],
+              ranging.col_cost_up.value_[iCol],
+              ranging.col_cost_up.objective_[iCol], name.c_str());
+    } else {
+      dn_objective = highsDoubleToString(ranging.col_cost_dn.objective_[iCol],
+                                         kRangingValueToStringTolerance);
+      up_objective = highsDoubleToString(ranging.col_cost_up.objective_[iCol],
+                                         kRangingValueToStringTolerance);
+      dn_value = highsDoubleToString(ranging.col_cost_dn.value_[iCol],
+                                     kRangingValueToStringTolerance);
+      up_value = highsDoubleToString(ranging.col_cost_up.value_[iCol],
+                                     kRangingValueToStringTolerance);
+      fprintf(file, raw_cost_format, name.c_str(), dn_objective.data(),
+              dn_value.data(), up_value.data(), up_objective.data());
+    }
+  }
+  if (pretty) {
+    fprintf(file,
+            "\n                                            Bound ranging\n"
+            "Column Status  DownObj    Down       Lower      Value      Upper "
+            "     Up         UpObj      Name\n");
+  } else {
+    fprintf(file, "\n# Bound ranging\n# Columns\n");
+  }
+  for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) {
+    const std::string name = lp.col_names_[iCol];
+    if (pretty) {
+      fprintf(file, pretty_bound_format, (int)iCol,
+              statusToString(basis.col_status[iCol], lp.col_lower_[iCol],
+                             lp.col_upper_[iCol])
+                  .c_str(),
+              ranging.col_bound_dn.objective_[iCol],
+              ranging.col_bound_dn.value_[iCol], lp.col_lower_[iCol],
+              solution.col_value[iCol], lp.col_upper_[iCol],
+              ranging.col_bound_up.value_[iCol],
+              ranging.col_bound_up.objective_[iCol], name.c_str());
+    } else {
+      dn_objective = highsDoubleToString(ranging.col_bound_dn.objective_[iCol],
+                                         kRangingValueToStringTolerance);
+      up_objective = highsDoubleToString(ranging.col_bound_up.objective_[iCol],
+                                         kRangingValueToStringTolerance);
+      dn_value = highsDoubleToString(ranging.col_bound_dn.value_[iCol],
+                                     kRangingValueToStringTolerance);
+      up_value = highsDoubleToString(ranging.col_bound_up.value_[iCol],
+                                     kRangingValueToStringTolerance);
+      fprintf(file, raw_bound_format, name.c_str(), dn_objective.data(),
+              dn_value.data(), up_value.data(), up_objective.data());
+    }
+  }
+
+  if (pretty) {
+    fprintf(file,
+            "                                            Bound ranging\n"
+            "   Row Status  DownObj    Down       Lower      Value      Upper "
+            "     Up         UpObj      Name\n");
+  } else {
+    fprintf(file, "# Rows\n");
+  }
+  for (HighsInt iRow = 0; iRow < lp.num_row_; iRow++) {
+    const std::string name = lp.row_names_[iRow];
+    if (pretty) {
+      fprintf(file, pretty_bound_format, (int)iRow,
+              statusToString(basis.row_status[iRow], lp.row_lower_[iRow],
+                             lp.row_upper_[iRow])
+                  .c_str(),
+              ranging.row_bound_dn.objective_[iRow],
+              ranging.row_bound_dn.value_[iRow], lp.row_lower_[iRow],
+              solution.row_value[iRow], lp.row_upper_[iRow],
+              ranging.row_bound_up.value_[iRow],
+              ranging.row_bound_up.objective_[iRow], name.c_str());
+    } else {
+      dn_objective = highsDoubleToString(ranging.row_bound_dn.objective_[iRow],
+                                         kRangingValueToStringTolerance);
+      up_objective = highsDoubleToString(ranging.row_bound_up.objective_[iRow],
+                                         kRangingValueToStringTolerance);
+      dn_value = highsDoubleToString(ranging.row_bound_dn.value_[iRow],
+                                     kRangingValueToStringTolerance);
+      up_value = highsDoubleToString(ranging.row_bound_up.value_[iRow],
+                                     kRangingValueToStringTolerance);
+      fprintf(file, raw_bound_format, name.c_str(), dn_objective.data(),
+              dn_value.data(), up_value.data(), up_objective.data());
+    }
+  }
+}