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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/* */
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/* This file is part of the HiGHS linear optimization suite */
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/* */
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/* Available as open-source under the MIT License */
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/* */
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
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#ifndef HIGHS_LP_RELAXATION_H_
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#define HIGHS_LP_RELAXATION_H_
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#include <cstdint>
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#include <memory>
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#include "Highs.h"
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#include "mip/HighsMipSolver.h"
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class HighsDomain;
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struct HighsCutSet;
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class HighsPseudocost;
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class HighsLpRelaxation {
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public:
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enum class Status {
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kNotSet,
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kOptimal,
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kInfeasible,
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kUnscaledDualFeasible,
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kUnscaledPrimalFeasible,
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kUnscaledInfeasible,
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kUnbounded,
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kError,
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};
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private:
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struct LpRow {
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enum Origin {
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kModel,
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kCutPool,
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};
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Origin origin;
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HighsInt index;
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HighsInt age;
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void get(const HighsMipSolver& mipsolver, HighsInt& len,
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const HighsInt*& inds, const double*& vals) const;
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HighsInt getRowLen(const HighsMipSolver& mipsolver) const;
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bool isIntegral(const HighsMipSolver& mipsolver) const;
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double getMaxAbsVal(const HighsMipSolver& mipsolver) const;
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static LpRow cut(HighsInt index) { return LpRow{kCutPool, index, 0}; }
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static LpRow model(HighsInt index) { return LpRow{kModel, index, 0}; }
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};
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const HighsMipSolver& mipsolver;
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Highs lpsolver;
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std::vector<LpRow> lprows;
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std::vector<std::pair<HighsInt, double>> fractionalints;
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std::vector<double> dualproofvals;
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std::vector<HighsInt> dualproofinds;
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std::vector<double> dualproofbuffer;
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std::vector<double> colLbBuffer;
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std::vector<double> colUbBuffer;
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HVector row_ep;
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HighsSparseVectorSum row_ap;
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double dualproofrhs;
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bool hasdualproof;
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double objective;
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std::shared_ptr<const HighsBasis> basischeckpoint;
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bool currentbasisstored;
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int64_t numlpiters;
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int64_t lastAgeCall;
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double avgSolveIters;
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int64_t numSolved;
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size_t epochs;
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HighsInt maxNumFractional;
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Status status;
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bool adjustSymBranchingCol;
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bool solved_first_lp;
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void storeDualInfProof();
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void storeDualUBProof();
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bool checkDualProof() const;
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public:
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HighsLpRelaxation(const HighsMipSolver& mip);
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HighsLpRelaxation(const HighsLpRelaxation& other);
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void getCutPool(HighsInt& num_col, HighsInt& num_cut,
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std::vector<double>& cut_lower,
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std::vector<double>& cut_upper,
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HighsSparseMatrix& cut_matrix) const;
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class Playground {
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friend class HighsLpRelaxation;
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HighsLpRelaxation* lp;
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bool iterateStored;
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Playground(HighsLpRelaxation* lp) : lp(lp), iterateStored(false) {}
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public:
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Playground(Playground&& other)
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: lp(other.lp), iterateStored(other.iterateStored) {
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other.iterateStored = false;
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}
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Playground& operator=(Playground&& other) {
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std::swap(lp, other.lp);
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std::swap(iterateStored, other.iterateStored);
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return *this;
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}
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HighsLpRelaxation::Status solveLp(HighsDomain& localdom) {
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if (iterateStored) {
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lp->flushDomain(localdom);
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lp->getLpSolver().getIterate();
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} else {
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assert(lp->getLpSolver().getInfo().valid);
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lp->getLpSolver().putIterate();
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lp->flushDomain(localdom);
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iterateStored = true;
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}
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return lp->run(false);
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}
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Playground(const Playground& other) = delete;
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Playground& operator=(const Playground& other) = delete;
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~Playground() {
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if (iterateStored) {
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lp->getLpSolver().getIterate();
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lp->run();
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// If desired, here is the place to clear the stored iterate
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}
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}
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};
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Playground playground() { return Playground(this); }
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void loadModel();
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void getRow(HighsInt row, HighsInt& len, const HighsInt*& inds,
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const double*& vals) const {
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if (row < mipsolver.numRow())
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assert(lprows[row].origin == LpRow::Origin::kModel);
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else
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assert(lprows[row].origin == LpRow::Origin::kCutPool);
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lprows[row].get(mipsolver, len, inds, vals);
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}
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bool isRowIntegral(HighsInt row) const {
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assert(row < (HighsInt)lprows.size());
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return lprows[row].isIntegral(mipsolver);
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}
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void setAdjustSymmetricBranchingCol(bool adjustSymBranchingCol) {
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this->adjustSymBranchingCol = adjustSymBranchingCol;
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}
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void resetToGlobalDomain();
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void computeBasicDegenerateDuals(double threshold,
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HighsDomain* localdom = nullptr);
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double getAvgSolveIters() { return avgSolveIters; }
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+
|
|
176
|
+
HighsInt getRowLen(HighsInt row) const {
|
|
177
|
+
return lprows[row].getRowLen(mipsolver);
|
|
178
|
+
}
|
|
179
|
+
|
|
180
|
+
double getMaxAbsRowVal(HighsInt row) const {
|
|
181
|
+
return lprows[row].getMaxAbsVal(mipsolver);
|
|
182
|
+
}
|
|
183
|
+
|
|
184
|
+
const HighsLp& getLp() const { return lpsolver.getLp(); }
|
|
185
|
+
|
|
186
|
+
const HighsSolution& getSolution() const { return lpsolver.getSolution(); }
|
|
187
|
+
|
|
188
|
+
double slackUpper(HighsInt row) const;
|
|
189
|
+
|
|
190
|
+
double slackLower(HighsInt row) const;
|
|
191
|
+
|
|
192
|
+
double rowLower(HighsInt row) const {
|
|
193
|
+
return lpsolver.getLp().row_lower_[row];
|
|
194
|
+
}
|
|
195
|
+
|
|
196
|
+
double rowUpper(HighsInt row) const {
|
|
197
|
+
return lpsolver.getLp().row_upper_[row];
|
|
198
|
+
}
|
|
199
|
+
|
|
200
|
+
double colLower(HighsInt col) const {
|
|
201
|
+
return col < lpsolver.getLp().num_col_
|
|
202
|
+
? lpsolver.getLp().col_lower_[col]
|
|
203
|
+
: slackLower(col - lpsolver.getLp().num_col_);
|
|
204
|
+
}
|
|
205
|
+
|
|
206
|
+
double colUpper(HighsInt col) const {
|
|
207
|
+
return col < lpsolver.getLp().num_col_
|
|
208
|
+
? lpsolver.getLp().col_upper_[col]
|
|
209
|
+
: slackUpper(col - lpsolver.getLp().num_col_);
|
|
210
|
+
}
|
|
211
|
+
|
|
212
|
+
bool isColIntegral(HighsInt col) const {
|
|
213
|
+
return col < lpsolver.getLp().num_col_
|
|
214
|
+
? mipsolver.isColIntegral(col)
|
|
215
|
+
: isRowIntegral(col - lpsolver.getLp().num_col_);
|
|
216
|
+
}
|
|
217
|
+
|
|
218
|
+
double solutionValue(HighsInt col) const {
|
|
219
|
+
return col < lpsolver.getLp().num_col_
|
|
220
|
+
? getSolution().col_value[col]
|
|
221
|
+
: getSolution().row_value[col - lpsolver.getLp().num_col_];
|
|
222
|
+
}
|
|
223
|
+
|
|
224
|
+
Status getStatus() const { return status; }
|
|
225
|
+
|
|
226
|
+
const HighsInfo& getSolverInfo() const { return lpsolver.getInfo(); }
|
|
227
|
+
|
|
228
|
+
int64_t getNumLpIterations() const { return numlpiters; }
|
|
229
|
+
|
|
230
|
+
bool integerFeasible() const {
|
|
231
|
+
if ((status == Status::kOptimal ||
|
|
232
|
+
status == Status::kUnscaledPrimalFeasible) &&
|
|
233
|
+
fractionalints.empty())
|
|
234
|
+
return true;
|
|
235
|
+
|
|
236
|
+
return false;
|
|
237
|
+
}
|
|
238
|
+
|
|
239
|
+
double computeBestEstimate(const HighsPseudocost& ps) const;
|
|
240
|
+
|
|
241
|
+
double computeLPDegneracy(const HighsDomain& localdomain) const;
|
|
242
|
+
|
|
243
|
+
static bool scaledOptimal(Status status) {
|
|
244
|
+
switch (status) {
|
|
245
|
+
case Status::kOptimal:
|
|
246
|
+
case Status::kUnscaledDualFeasible:
|
|
247
|
+
case Status::kUnscaledPrimalFeasible:
|
|
248
|
+
case Status::kUnscaledInfeasible:
|
|
249
|
+
return true;
|
|
250
|
+
default:
|
|
251
|
+
return false;
|
|
252
|
+
}
|
|
253
|
+
}
|
|
254
|
+
|
|
255
|
+
static bool unscaledPrimalFeasible(Status status) {
|
|
256
|
+
switch (status) {
|
|
257
|
+
case Status::kOptimal:
|
|
258
|
+
case Status::kUnscaledPrimalFeasible:
|
|
259
|
+
return true;
|
|
260
|
+
default:
|
|
261
|
+
return false;
|
|
262
|
+
}
|
|
263
|
+
}
|
|
264
|
+
|
|
265
|
+
static bool unscaledDualFeasible(Status status) {
|
|
266
|
+
switch (status) {
|
|
267
|
+
case Status::kOptimal:
|
|
268
|
+
case Status::kUnscaledDualFeasible:
|
|
269
|
+
return true;
|
|
270
|
+
default:
|
|
271
|
+
return false;
|
|
272
|
+
}
|
|
273
|
+
}
|
|
274
|
+
|
|
275
|
+
void recoverBasis();
|
|
276
|
+
|
|
277
|
+
void setObjectiveLimit(double objlim = kHighsInf);
|
|
278
|
+
|
|
279
|
+
void storeBasis() {
|
|
280
|
+
if (!currentbasisstored && lpsolver.getBasis().valid) {
|
|
281
|
+
basischeckpoint = std::make_shared<HighsBasis>(lpsolver.getBasis());
|
|
282
|
+
currentbasisstored = true;
|
|
283
|
+
}
|
|
284
|
+
}
|
|
285
|
+
|
|
286
|
+
std::shared_ptr<const HighsBasis> getStoredBasis() const {
|
|
287
|
+
return basischeckpoint;
|
|
288
|
+
}
|
|
289
|
+
|
|
290
|
+
void setStoredBasis(std::shared_ptr<const HighsBasis> basis) {
|
|
291
|
+
basischeckpoint = std::move(basis);
|
|
292
|
+
currentbasisstored = false;
|
|
293
|
+
}
|
|
294
|
+
|
|
295
|
+
const HighsMipSolver& getMipSolver() const { return mipsolver; }
|
|
296
|
+
|
|
297
|
+
HighsInt getNumModelRows() const { return mipsolver.numRow(); }
|
|
298
|
+
|
|
299
|
+
HighsInt numRows() const { return lpsolver.getNumRow(); }
|
|
300
|
+
|
|
301
|
+
HighsInt numCols() const { return lpsolver.getNumCol(); }
|
|
302
|
+
|
|
303
|
+
HighsInt numNonzeros() const { return lpsolver.getNumNz(); }
|
|
304
|
+
|
|
305
|
+
void addCuts(HighsCutSet& cutset);
|
|
306
|
+
|
|
307
|
+
void performAging(bool deleteRows = false);
|
|
308
|
+
|
|
309
|
+
void resetAges();
|
|
310
|
+
|
|
311
|
+
void removeObsoleteRows(bool notifyPool = true);
|
|
312
|
+
|
|
313
|
+
void removeCuts(HighsInt ndelcuts, std::vector<HighsInt>& deletemask);
|
|
314
|
+
|
|
315
|
+
void removeCuts();
|
|
316
|
+
|
|
317
|
+
void flushDomain(HighsDomain& domain, bool continuous = false);
|
|
318
|
+
|
|
319
|
+
void getDualProof(const HighsInt*& inds, const double*& vals, double& rhs,
|
|
320
|
+
HighsInt& len) {
|
|
321
|
+
inds = dualproofinds.data();
|
|
322
|
+
vals = dualproofvals.data();
|
|
323
|
+
rhs = dualproofrhs;
|
|
324
|
+
len = dualproofinds.size();
|
|
325
|
+
}
|
|
326
|
+
|
|
327
|
+
bool computeDualProof(const HighsDomain& globaldomain, double upperbound,
|
|
328
|
+
std::vector<HighsInt>& inds, std::vector<double>& vals,
|
|
329
|
+
double& rhs, bool extractCliques = true) const;
|
|
330
|
+
|
|
331
|
+
bool computeDualInfProof(const HighsDomain& globaldomain,
|
|
332
|
+
std::vector<HighsInt>& inds,
|
|
333
|
+
std::vector<double>& vals, double& rhs) const;
|
|
334
|
+
|
|
335
|
+
Status resolveLp(HighsDomain* domain = nullptr);
|
|
336
|
+
|
|
337
|
+
Status run(bool resolve_on_error = true);
|
|
338
|
+
|
|
339
|
+
Highs& getLpSolver() { return lpsolver; }
|
|
340
|
+
const Highs& getLpSolver() const { return lpsolver; }
|
|
341
|
+
|
|
342
|
+
const std::vector<std::pair<HighsInt, double>>& getFractionalIntegers()
|
|
343
|
+
const {
|
|
344
|
+
return fractionalints;
|
|
345
|
+
}
|
|
346
|
+
|
|
347
|
+
std::vector<std::pair<HighsInt, double>>& getFractionalIntegers() {
|
|
348
|
+
return fractionalints;
|
|
349
|
+
}
|
|
350
|
+
|
|
351
|
+
double getObjective() const { return objective; }
|
|
352
|
+
|
|
353
|
+
void setIterationLimit(HighsInt limit = kHighsIInf) {
|
|
354
|
+
lpsolver.setOptionValue("simplex_iteration_limit", limit);
|
|
355
|
+
}
|
|
356
|
+
void setSolvedFirstLp(const bool solved_first_lp_) {
|
|
357
|
+
this->solved_first_lp = solved_first_lp_;
|
|
358
|
+
}
|
|
359
|
+
};
|
|
360
|
+
|
|
361
|
+
#endif
|
|
@@ -0,0 +1,313 @@
|
|
|
1
|
+
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
|
|
2
|
+
/* */
|
|
3
|
+
/* This file is part of the HiGHS linear optimization suite */
|
|
4
|
+
/* */
|
|
5
|
+
/* Available as open-source under the MIT License */
|
|
6
|
+
/* */
|
|
7
|
+
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
|
|
8
|
+
/**@file simplex/HighsMipAnalysis.cpp
|
|
9
|
+
* @brief
|
|
10
|
+
*/
|
|
11
|
+
#include "mip/HighsMipAnalysis.h"
|
|
12
|
+
|
|
13
|
+
#include <cmath>
|
|
14
|
+
|
|
15
|
+
#include "mip/HighsSeparator.h"
|
|
16
|
+
#include "mip/MipTimer.h"
|
|
17
|
+
#include "util/HighsUtils.h"
|
|
18
|
+
|
|
19
|
+
const HighsInt check_mip_clock = -4;
|
|
20
|
+
|
|
21
|
+
void HighsMipAnalysis::setup(const HighsLp& lp, const HighsOptions& options) {
|
|
22
|
+
model_name = lp.model_name_;
|
|
23
|
+
setupMipTime(options);
|
|
24
|
+
}
|
|
25
|
+
|
|
26
|
+
void HighsMipAnalysis::setupMipTime(const HighsOptions& options) {
|
|
27
|
+
this->sub_solver_call_time_->initialise();
|
|
28
|
+
analyse_mip_time = kHighsAnalysisLevelMipTime & options.highs_analysis_level;
|
|
29
|
+
if (analyse_mip_time) {
|
|
30
|
+
HighsTimerClock clock;
|
|
31
|
+
clock.timer_pointer_ = timer_;
|
|
32
|
+
MipTimer mip_timer;
|
|
33
|
+
mip_timer.initialiseMipClocks(clock);
|
|
34
|
+
mip_clocks = clock;
|
|
35
|
+
sepa_name_clock.push_back(
|
|
36
|
+
std::make_pair(kImplboundSepaString, kMipClockImplboundSepa));
|
|
37
|
+
sepa_name_clock.push_back(
|
|
38
|
+
std::make_pair(kCliqueSepaString, kMipClockCliqueSepa));
|
|
39
|
+
sepa_name_clock.push_back(
|
|
40
|
+
std::make_pair(kTableauSepaString, kMipClockTableauSepa));
|
|
41
|
+
sepa_name_clock.push_back(
|
|
42
|
+
std::make_pair(kPathAggrSepaString, kMipClockPathAggrSepa));
|
|
43
|
+
sepa_name_clock.push_back(
|
|
44
|
+
std::make_pair(kModKSepaString, kMipClockModKSepa));
|
|
45
|
+
}
|
|
46
|
+
}
|
|
47
|
+
|
|
48
|
+
void HighsMipAnalysis::mipTimerStart(const HighsInt mip_clock
|
|
49
|
+
// , const HighsInt thread_id
|
|
50
|
+
) const {
|
|
51
|
+
if (!analyse_mip_time) return;
|
|
52
|
+
HighsInt highs_timer_clock = mip_clocks.clock_[mip_clock];
|
|
53
|
+
if (highs_timer_clock == check_mip_clock) {
|
|
54
|
+
std::string clock_name =
|
|
55
|
+
mip_clocks.timer_pointer_->clock_names[check_mip_clock];
|
|
56
|
+
printf("MipTimer: starting clock %d: %s\n", int(check_mip_clock),
|
|
57
|
+
clock_name.c_str());
|
|
58
|
+
}
|
|
59
|
+
mip_clocks.timer_pointer_->start(highs_timer_clock);
|
|
60
|
+
}
|
|
61
|
+
|
|
62
|
+
void HighsMipAnalysis::mipTimerStop(const HighsInt mip_clock
|
|
63
|
+
// , const HighsInt thread_id
|
|
64
|
+
) const {
|
|
65
|
+
if (!analyse_mip_time) return;
|
|
66
|
+
HighsInt highs_timer_clock = mip_clocks.clock_[mip_clock];
|
|
67
|
+
if (highs_timer_clock == check_mip_clock) {
|
|
68
|
+
std::string clock_name =
|
|
69
|
+
mip_clocks.timer_pointer_->clock_names[check_mip_clock];
|
|
70
|
+
printf("MipTimer: stopping clock %d: %s\n", int(check_mip_clock),
|
|
71
|
+
clock_name.c_str());
|
|
72
|
+
}
|
|
73
|
+
mip_clocks.timer_pointer_->stop(highs_timer_clock);
|
|
74
|
+
}
|
|
75
|
+
|
|
76
|
+
bool HighsMipAnalysis::mipTimerRunning(const HighsInt mip_clock
|
|
77
|
+
// , const HighsInt thread_id
|
|
78
|
+
) const {
|
|
79
|
+
if (!analyse_mip_time) return false;
|
|
80
|
+
HighsInt highs_timer_clock = mip_clocks.clock_[mip_clock];
|
|
81
|
+
return mip_clocks.timer_pointer_->running(highs_timer_clock);
|
|
82
|
+
}
|
|
83
|
+
|
|
84
|
+
double HighsMipAnalysis::mipTimerRead(const HighsInt mip_clock
|
|
85
|
+
// , const HighsInt thread_id
|
|
86
|
+
) const {
|
|
87
|
+
if (!analyse_mip_time) return 0;
|
|
88
|
+
HighsInt highs_timer_clock = mip_clocks.clock_[mip_clock];
|
|
89
|
+
return mip_clocks.timer_pointer_->read(highs_timer_clock);
|
|
90
|
+
}
|
|
91
|
+
|
|
92
|
+
HighsInt HighsMipAnalysis::mipTimerNumCall(const HighsInt mip_clock
|
|
93
|
+
// , const HighsInt thread_id
|
|
94
|
+
) const {
|
|
95
|
+
if (!analyse_mip_time) return 0;
|
|
96
|
+
HighsInt highs_timer_clock = mip_clocks.clock_[mip_clock];
|
|
97
|
+
return mip_clocks.timer_pointer_->numCall(highs_timer_clock);
|
|
98
|
+
}
|
|
99
|
+
|
|
100
|
+
void HighsMipAnalysis::mipTimerAdd(const HighsInt mip_clock,
|
|
101
|
+
const HighsInt num_call, const double time
|
|
102
|
+
// , const HighsInt thread_id
|
|
103
|
+
) const {
|
|
104
|
+
if (!analyse_mip_time) return;
|
|
105
|
+
if (num_call == 0) {
|
|
106
|
+
assert(time == 0);
|
|
107
|
+
return;
|
|
108
|
+
}
|
|
109
|
+
HighsInt highs_timer_clock = mip_clocks.clock_[mip_clock];
|
|
110
|
+
mip_clocks.timer_pointer_->add(highs_timer_clock, num_call, time);
|
|
111
|
+
}
|
|
112
|
+
|
|
113
|
+
void HighsMipAnalysis::mipTimerUpdate(
|
|
114
|
+
const HighsSubSolverCallTime& sub_solver_call_time, const bool valid_basis,
|
|
115
|
+
const bool presolve, const bool analytic_centre
|
|
116
|
+
// , const HighsInt thread_id
|
|
117
|
+
) const {
|
|
118
|
+
if (!analyse_mip_time) return;
|
|
119
|
+
// If IPM has been run first, then there may be a valid basis for
|
|
120
|
+
// simplex
|
|
121
|
+
const bool run_ipm = sub_solver_call_time.num_call[kSubSolverHipo] > 0 ||
|
|
122
|
+
sub_solver_call_time.num_call[kSubSolverIpx] > 0;
|
|
123
|
+
if (!run_ipm) {
|
|
124
|
+
// If IPM has not been run first, then check that simplex call
|
|
125
|
+
// counts are consistent with valid_basis and presolve
|
|
126
|
+
if (valid_basis) {
|
|
127
|
+
assert(sub_solver_call_time.num_call[kSubSolverDuSimplexNoBasis] == 0);
|
|
128
|
+
} else if (!presolve) {
|
|
129
|
+
assert(sub_solver_call_time.num_call[kSubSolverDuSimplexBasis] == 0);
|
|
130
|
+
}
|
|
131
|
+
} else {
|
|
132
|
+
// IPM has been run first, then at least one of the simplex call
|
|
133
|
+
// counts should be zero
|
|
134
|
+
assert(sub_solver_call_time.num_call[kSubSolverDuSimplexBasis] == 0 ||
|
|
135
|
+
sub_solver_call_time.num_call[kSubSolverDuSimplexNoBasis] == 0);
|
|
136
|
+
}
|
|
137
|
+
|
|
138
|
+
mipTimerAdd(kMipClockDuSimplexBasisSolveLp,
|
|
139
|
+
sub_solver_call_time.num_call[kSubSolverDuSimplexBasis],
|
|
140
|
+
sub_solver_call_time.run_time[kSubSolverDuSimplexBasis]);
|
|
141
|
+
mipTimerAdd(kMipClockDuSimplexNoBasisSolveLp,
|
|
142
|
+
sub_solver_call_time.num_call[kSubSolverDuSimplexNoBasis],
|
|
143
|
+
sub_solver_call_time.run_time[kSubSolverDuSimplexNoBasis]);
|
|
144
|
+
mipTimerAdd(kMipClockPrSimplexBasisSolveLp,
|
|
145
|
+
sub_solver_call_time.num_call[kSubSolverPrSimplexBasis],
|
|
146
|
+
sub_solver_call_time.run_time[kSubSolverPrSimplexBasis]);
|
|
147
|
+
mipTimerAdd(kMipClockPrSimplexNoBasisSolveLp,
|
|
148
|
+
sub_solver_call_time.num_call[kSubSolverPrSimplexNoBasis],
|
|
149
|
+
sub_solver_call_time.run_time[kSubSolverPrSimplexNoBasis]);
|
|
150
|
+
|
|
151
|
+
if (sub_solver_call_time.num_call[kSubSolverHipo]) {
|
|
152
|
+
const HighsInt mip_clock = analytic_centre
|
|
153
|
+
? kMipClockHipoSolveAnalyticCentreLp
|
|
154
|
+
: kMipClockHipoSolveLp;
|
|
155
|
+
mipTimerAdd(mip_clock, sub_solver_call_time.num_call[kSubSolverHipo],
|
|
156
|
+
sub_solver_call_time.run_time[kSubSolverHipo]);
|
|
157
|
+
}
|
|
158
|
+
if (sub_solver_call_time.num_call[kSubSolverIpx]) {
|
|
159
|
+
const HighsInt mip_clock = analytic_centre
|
|
160
|
+
? kMipClockIpxSolveAnalyticCentreLp
|
|
161
|
+
: kMipClockIpxSolveLp;
|
|
162
|
+
mipTimerAdd(mip_clock, sub_solver_call_time.num_call[kSubSolverIpx],
|
|
163
|
+
sub_solver_call_time.run_time[kSubSolverIpx]);
|
|
164
|
+
}
|
|
165
|
+
assert(sub_solver_call_time.num_call[kSubSolverMip] == 0);
|
|
166
|
+
assert(sub_solver_call_time.num_call[kSubSolverPdlp] == 0);
|
|
167
|
+
assert(sub_solver_call_time.num_call[kSubSolverQpAsm] == 0);
|
|
168
|
+
assert(sub_solver_call_time.num_call[kSubSolverSubMip] == 0);
|
|
169
|
+
}
|
|
170
|
+
|
|
171
|
+
void HighsMipAnalysis::reportMipSolveLpClock(const bool header) {
|
|
172
|
+
if (header) {
|
|
173
|
+
printf(
|
|
174
|
+
",simplex time,IPM time,#simplex,#IPM,simplex/total time,IPM/total "
|
|
175
|
+
"time,#No basis solve,simplex/#Basis solve,simplex/#No basis solve\n");
|
|
176
|
+
return;
|
|
177
|
+
}
|
|
178
|
+
if (!analyse_mip_time) return;
|
|
179
|
+
double total_time = mip_clocks.timer_pointer_->read(0);
|
|
180
|
+
if (total_time < 0.01) return;
|
|
181
|
+
HighsInt simplex_basis_solve_iclock =
|
|
182
|
+
mip_clocks.clock_[kMipClockDuSimplexBasisSolveLp];
|
|
183
|
+
HighsInt simplex_no_basis_solve_iclock =
|
|
184
|
+
mip_clocks.clock_[kMipClockDuSimplexNoBasisSolveLp];
|
|
185
|
+
HighsInt ipm_solve_iclock = mip_clocks.clock_[kMipClockIpxSolveLp];
|
|
186
|
+
// HighsInt num_no_basis_solve =
|
|
187
|
+
// mip_clocks.timer_pointer_->clock_num_call[no_basis_solve_iclock]; HighsInt
|
|
188
|
+
// num_basis_solve =
|
|
189
|
+
// mip_clocks.timer_pointer_->clock_num_call[basis_solve_iclock];
|
|
190
|
+
HighsInt num_simplex_basis_solve =
|
|
191
|
+
mip_clocks.timer_pointer_->clock_num_call[simplex_basis_solve_iclock];
|
|
192
|
+
HighsInt num_simplex_no_basis_solve =
|
|
193
|
+
mip_clocks.timer_pointer_->clock_num_call[simplex_no_basis_solve_iclock];
|
|
194
|
+
HighsInt num_ipm_solve =
|
|
195
|
+
mip_clocks.timer_pointer_->clock_num_call[ipm_solve_iclock];
|
|
196
|
+
HighsInt num_simplex_solve =
|
|
197
|
+
num_simplex_basis_solve + num_simplex_no_basis_solve;
|
|
198
|
+
// assert(num_no_basis_solve+num_basis_solve == num_simplex_solve);
|
|
199
|
+
double simplex_basis_solve_time =
|
|
200
|
+
mip_clocks.timer_pointer_->read(simplex_basis_solve_iclock);
|
|
201
|
+
double simplex_no_basis_solve_time =
|
|
202
|
+
mip_clocks.timer_pointer_->read(simplex_no_basis_solve_iclock);
|
|
203
|
+
double simplex_solve_time =
|
|
204
|
+
simplex_basis_solve_time + simplex_no_basis_solve_time;
|
|
205
|
+
double ipm_solve_time = mip_clocks.timer_pointer_->read(ipm_solve_iclock);
|
|
206
|
+
double frac_simplex_solve_time = simplex_solve_time / total_time;
|
|
207
|
+
double frac_ipm_solve_time = ipm_solve_time / total_time;
|
|
208
|
+
double average_simplex_basis_solve_time =
|
|
209
|
+
num_simplex_basis_solve > 0
|
|
210
|
+
? simplex_basis_solve_time / int(num_simplex_basis_solve)
|
|
211
|
+
: 0.0;
|
|
212
|
+
double average_simplex_no_basis_solve_time =
|
|
213
|
+
num_simplex_no_basis_solve > 0
|
|
214
|
+
? simplex_no_basis_solve_time / int(num_simplex_no_basis_solve)
|
|
215
|
+
: 0.0;
|
|
216
|
+
printf(",%11.2g,%11.2g,%d,%d,%11.2g,%11.2g,%d,%11.2g,%11.2g\n",
|
|
217
|
+
simplex_solve_time, ipm_solve_time, int(num_simplex_solve),
|
|
218
|
+
int(num_ipm_solve), frac_simplex_solve_time, frac_ipm_solve_time,
|
|
219
|
+
int(num_simplex_no_basis_solve), average_simplex_basis_solve_time,
|
|
220
|
+
average_simplex_no_basis_solve_time);
|
|
221
|
+
printf(
|
|
222
|
+
"LP solver analysis: %d LP with %d simplex (%11.2g CPU), %d IPM (%11.2g "
|
|
223
|
+
"CPU) and %d solved without basis; average simplex solve time "
|
|
224
|
+
"(basis/no_basis) = (%11.2g, %11.2g)\n",
|
|
225
|
+
int(num_simplex_solve + num_ipm_solve), int(num_simplex_solve),
|
|
226
|
+
simplex_solve_time, int(num_ipm_solve), ipm_solve_time,
|
|
227
|
+
int(num_simplex_no_basis_solve), average_simplex_basis_solve_time,
|
|
228
|
+
average_simplex_no_basis_solve_time);
|
|
229
|
+
};
|
|
230
|
+
|
|
231
|
+
void HighsMipAnalysis::reportMipTimer() {
|
|
232
|
+
if (!analyse_mip_time) return;
|
|
233
|
+
MipTimer mip_timer;
|
|
234
|
+
mip_timer.reportMipCoreClock(mip_clocks);
|
|
235
|
+
mip_timer.reportMipLevel1Clock(mip_clocks);
|
|
236
|
+
mip_timer.reportMipEvaluateRootNodeClock(mip_clocks);
|
|
237
|
+
// mip_timer.reportAltEvaluateRootNodeClock(mip_clocks);
|
|
238
|
+
// mip_timer.reportMipPresolveClock(mip_clocks);
|
|
239
|
+
// mip_timer.reportMipRootSeparationClock(mip_clocks);
|
|
240
|
+
// mip_timer.reportMipSearchClock(mip_clocks);
|
|
241
|
+
// mip_timer.reportMipDiveClock(mip_clocks);
|
|
242
|
+
// mip_timer.reportMipNodeSearchClock(mip_clocks);
|
|
243
|
+
// mip_timer.reportMipDivePrimalHeuristicsClock(mip_clocks);
|
|
244
|
+
mip_timer.reportMipSubMipSolveClock(mip_clocks);
|
|
245
|
+
mip_timer.reportMipSeparationClock(mip_clocks);
|
|
246
|
+
mip_timer.reportMipSolveLpClock(mip_clocks);
|
|
247
|
+
// mip_timer.csvMipClock(this->model_name, mip_clocks, true, false);
|
|
248
|
+
// reportMipSolveLpClock(true);
|
|
249
|
+
//
|
|
250
|
+
// mip_timer.csvMipClock(this->model_name, mip_clocks, false, false);
|
|
251
|
+
// reportMipSolveLpClock(false);
|
|
252
|
+
//
|
|
253
|
+
// mip_timer.csvEvaluateRootNodeClock(this->model_name, mip_clocks, true,
|
|
254
|
+
// true);
|
|
255
|
+
//
|
|
256
|
+
// mip_timer.csvEvaluateRootNodeClock(this->model_name, mip_clocks, false,
|
|
257
|
+
// true);
|
|
258
|
+
//
|
|
259
|
+
// analyseVectorValues(nullptr, "Node search time",
|
|
260
|
+
// HighsInt(node_search_time.size()), node_search_time);
|
|
261
|
+
//
|
|
262
|
+
// analyseVectorValues(nullptr, "Dive time", HighsInt(dive_time.size()),
|
|
263
|
+
// dive_time);
|
|
264
|
+
// mip_timer.reportFjClock(this->model_name, mip_clocks);
|
|
265
|
+
}
|
|
266
|
+
|
|
267
|
+
HighsInt HighsMipAnalysis::getSepaClockIndex(const std::string& name) const {
|
|
268
|
+
HighsInt num_sepa_clock = this->sepa_name_clock.size();
|
|
269
|
+
assert(num_sepa_clock > 0);
|
|
270
|
+
for (HighsInt iSepaClock = 0; iSepaClock < num_sepa_clock; iSepaClock++) {
|
|
271
|
+
if (this->sepa_name_clock[iSepaClock].first == name)
|
|
272
|
+
return this->sepa_name_clock[iSepaClock].second;
|
|
273
|
+
}
|
|
274
|
+
return -1;
|
|
275
|
+
}
|
|
276
|
+
|
|
277
|
+
void HighsMipAnalysis::addSubSolverCallTime(
|
|
278
|
+
const HighsSubSolverCallTime& sub_solver_call_time,
|
|
279
|
+
const bool analytic_centre) const {
|
|
280
|
+
this->sub_solver_call_time_->add(sub_solver_call_time, analytic_centre);
|
|
281
|
+
}
|
|
282
|
+
|
|
283
|
+
void HighsMipAnalysis::checkSubSolverCallTime(
|
|
284
|
+
const HighsSubSolverCallTime& sub_solver_call_time) {
|
|
285
|
+
if (!analyse_mip_time) return;
|
|
286
|
+
const bool printf_flag = mip_clocks.timer_pointer_->printf_flag;
|
|
287
|
+
bool error = false;
|
|
288
|
+
auto check = [&](const HighsInt& sub_solver_clock,
|
|
289
|
+
const HighsInt& mip_clock) {
|
|
290
|
+
HighsInt sub_solver_num_call =
|
|
291
|
+
sub_solver_call_time.num_call[sub_solver_clock];
|
|
292
|
+
HighsInt mip_clock_num_call =
|
|
293
|
+
mip_clocks.timer_pointer_->numCall(mip_clocks.clock_[mip_clock]);
|
|
294
|
+
const bool ok = sub_solver_num_call == mip_clock_num_call;
|
|
295
|
+
if (!ok) {
|
|
296
|
+
if (printf_flag)
|
|
297
|
+
printf("HighsMipAnalysis::checkSubSolverCallTime: Error for %s\n",
|
|
298
|
+
sub_solver_call_time.name[sub_solver_clock].c_str());
|
|
299
|
+
error = true;
|
|
300
|
+
}
|
|
301
|
+
};
|
|
302
|
+
check(kSubSolverDuSimplexBasis, kMipClockDuSimplexBasisSolveLp);
|
|
303
|
+
check(kSubSolverDuSimplexNoBasis, kMipClockDuSimplexNoBasisSolveLp);
|
|
304
|
+
check(kSubSolverHipo, kMipClockHipoSolveLp);
|
|
305
|
+
check(kSubSolverIpx, kMipClockIpxSolveLp);
|
|
306
|
+
check(kSubSolverHipoAc, kMipClockHipoSolveAnalyticCentreLp);
|
|
307
|
+
check(kSubSolverIpxAc, kMipClockIpxSolveAnalyticCentreLp);
|
|
308
|
+
check(kSubSolverSubMip, kMipClockSubMipSolve);
|
|
309
|
+
if (printf_flag)
|
|
310
|
+
printf("\nHighsMipAnalysis::checkSubSolverCallTime: %s\n",
|
|
311
|
+
error ? "ERROR!" : "OK");
|
|
312
|
+
assert(!error);
|
|
313
|
+
}
|