lpsolver 0.1.0 → 0.2.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (1165) hide show
  1. checksums.yaml +4 -4
  2. data/Gemfile +1 -0
  3. data/README.md +70 -26
  4. data/ext/lpsolver/Makefile +273 -0
  5. data/ext/lpsolver/ext.c +353 -0
  6. data/ext/lpsolver/ext.o +0 -0
  7. data/ext/lpsolver/extconf.rb +79 -0
  8. data/ext/lpsolver/native.so +0 -0
  9. data/ext/lpsolver-highs/AUTHORS +7 -0
  10. data/ext/lpsolver-highs/BUILD.bazel +243 -0
  11. data/ext/lpsolver-highs/CITATION.cff +29 -0
  12. data/ext/lpsolver-highs/CMakeCache.txt +406 -0
  13. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
  14. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
  15. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
  16. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
  17. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
  18. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
  19. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
  20. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
  21. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
  22. data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
  23. data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
  24. data/ext/lpsolver-highs/CMakeLists.txt +983 -0
  25. data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
  26. data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
  27. data/ext/lpsolver-highs/FEATURES.md +61 -0
  28. data/ext/lpsolver-highs/LICENSE.txt +21 -0
  29. data/ext/lpsolver-highs/MODULE.bazel +38 -0
  30. data/ext/lpsolver-highs/README.md +281 -0
  31. data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
  32. data/ext/lpsolver-highs/Version.txt +4 -0
  33. data/ext/lpsolver-highs/WORKSPACE +33 -0
  34. data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
  35. data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
  36. data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
  37. data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
  38. data/ext/lpsolver-highs/build/bin/highs +0 -0
  39. data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
  40. data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
  41. data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
  42. data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
  43. data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
  44. data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
  45. data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
  46. data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
  47. data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
  48. data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
  49. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
  50. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
  51. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
  52. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
  53. data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
  54. data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
  55. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
  56. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
  57. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
  58. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
  59. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
  60. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
  61. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
  62. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
  63. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
  64. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
  65. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
  66. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
  67. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
  68. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
  69. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
  70. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
  71. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
  72. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
  73. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
  74. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
  75. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
  76. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
  77. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
  78. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
  79. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
  80. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
  81. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
  82. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
  83. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
  84. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
  85. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
  86. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
  87. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
  88. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
  89. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
  90. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
  91. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
  92. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
  93. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
  94. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
  95. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
  96. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
  97. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
  98. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
  99. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
  100. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
  101. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
  102. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
  103. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
  104. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
  105. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
  106. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
  107. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
  108. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
  109. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
  110. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
  111. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
  112. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
  113. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
  114. data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
  115. data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
  116. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
  117. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
  118. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
  119. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
  120. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
  121. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
  122. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
  123. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
  124. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
  125. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
  126. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
  127. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
  128. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
  129. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
  130. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
  131. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
  132. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
  133. data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
  134. data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
  135. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
  136. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
  137. data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
  138. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
  139. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
  140. data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
  141. data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
  142. data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
  143. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
  144. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
  145. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
  146. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
  147. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
  148. data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
  149. data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
  150. data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
  151. data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
  152. data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
  153. data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
  154. data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
  155. data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
  156. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
  157. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
  158. data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
  159. data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
  160. data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
  161. data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
  162. data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
  163. data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
  164. data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
  165. data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
  166. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
  167. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
  168. data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
  169. data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
  170. data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
  171. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
  172. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
  173. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
  174. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
  175. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
  176. data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
  177. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
  178. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
  179. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  180. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  181. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  182. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  183. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  184. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  185. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  186. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  187. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  188. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
  189. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
  190. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
  191. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  192. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
  193. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
  194. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  195. data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
  196. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
  197. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
  198. data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
  199. data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
  200. data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
  201. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
  202. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
  203. data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
  204. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
  205. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
  206. data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
  207. data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
  208. data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
  209. data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
  210. data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
  211. data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
  212. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
  213. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
  214. data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
  215. data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
  216. data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
  217. data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
  218. data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
  219. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
  220. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
  221. data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
  222. data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
  223. data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
  224. data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
  225. data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
  226. data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
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  953. data/ext/lpsolver-highs/highs/parallel/HighsRaceTimer.h +38 -0
  954. data/ext/lpsolver-highs/highs/parallel/HighsSchedulerConstants.h +19 -0
  955. data/ext/lpsolver-highs/highs/parallel/HighsSpinMutex.h +48 -0
  956. data/ext/lpsolver-highs/highs/parallel/HighsSplitDeque.h +606 -0
  957. data/ext/lpsolver-highs/highs/parallel/HighsTask.h +170 -0
  958. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.cpp +43 -0
  959. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.h +217 -0
  960. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.cpp +848 -0
  961. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.h +108 -0
  962. data/ext/lpsolver-highs/highs/pdlp/HiPdlpTimer.h +155 -0
  963. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.cpp +141 -0
  964. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.h +26 -0
  965. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Diff +12 -0
  966. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Meld +7 -0
  967. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Merge +2 -0
  968. data/ext/lpsolver-highs/highs/pdlp/cupdlp/README.md +95 -0
  969. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/CMakeLists.txt +58 -0
  970. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cu +338 -0
  971. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cuh +319 -0
  972. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cu +386 -0
  973. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cuh +149 -0
  974. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cublas.c +154 -0
  975. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cuda_linalg.c +79 -0
  976. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp.h +16 -0
  977. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.c +214 -0
  978. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  979. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  980. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.c +802 -0
  981. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  982. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.c +148 -0
  983. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  984. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.c +124 -0
  985. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  986. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.c +425 -0
  987. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  988. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.c +1498 -0
  989. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  990. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.c +478 -0
  991. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  992. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  993. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.h +212 -0
  994. data/ext/lpsolver-highs/highs/pdlp/cupdlp/glbopts.h +342 -0
  995. data/ext/lpsolver-highs/highs/pdlp/hipdlp/defs.hpp +222 -0
  996. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.cc +231 -0
  997. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.hpp +61 -0
  998. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.cc +225 -0
  999. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.hpp +80 -0
  1000. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cc +2798 -0
  1001. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cu +497 -0
  1002. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  1003. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg_kernels.hpp +77 -0
  1004. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdlp_gpu_debug.hpp +62 -0
  1005. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.cc +132 -0
  1006. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.hpp +96 -0
  1007. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.cc +307 -0
  1008. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.hpp +74 -0
  1009. data/ext/lpsolver-highs/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  1010. data/ext/lpsolver-highs/highs/presolve/HPresolve.cpp +8511 -0
  1011. data/ext/lpsolver-highs/highs/presolve/HPresolve.h +505 -0
  1012. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.cpp +239 -0
  1013. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.h +52 -0
  1014. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.cpp +1368 -0
  1015. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.h +943 -0
  1016. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.cpp +1921 -0
  1017. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.h +284 -0
  1018. data/ext/lpsolver-highs/highs/presolve/ICrash.cpp +474 -0
  1019. data/ext/lpsolver-highs/highs/presolve/ICrash.h +124 -0
  1020. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.cpp +267 -0
  1021. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.h +62 -0
  1022. data/ext/lpsolver-highs/highs/presolve/ICrashX.cpp +173 -0
  1023. data/ext/lpsolver-highs/highs/presolve/ICrashX.h +23 -0
  1024. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.cpp +45 -0
  1025. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.h +90 -0
  1026. data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
  1027. data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
  1028. data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
  1029. data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
  1030. data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
  1031. data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
  1032. data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
  1033. data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
  1034. data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
  1035. data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
  1036. data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
  1037. data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
  1038. data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
  1039. data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
  1040. data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
  1041. data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
  1042. data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
  1043. data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
  1044. data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
  1045. data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
  1046. data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
  1047. data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
  1048. data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
  1049. data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
  1050. data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
  1051. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
  1052. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
  1053. data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
  1054. data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
  1055. data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
  1056. data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
  1057. data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
  1058. data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
  1059. data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
  1060. data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
  1061. data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
  1062. data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
  1063. data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
  1064. data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
  1065. data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
  1066. data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
  1067. data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
  1068. data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
  1069. data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
  1070. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
  1071. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
  1072. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
  1073. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
  1074. data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
  1075. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
  1076. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
  1077. data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
  1078. data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
  1079. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
  1080. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
  1081. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
  1082. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
  1083. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
  1084. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
  1085. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
  1086. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
  1087. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
  1088. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
  1089. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
  1090. data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
  1091. data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
  1092. data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
  1093. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
  1094. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
  1095. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
  1096. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
  1097. data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
  1098. data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
  1099. data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
  1100. data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
  1101. data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
  1102. data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
  1103. data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
  1104. data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
  1105. data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
  1106. data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
  1107. data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
  1108. data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
  1109. data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
  1110. data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
  1111. data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
  1112. data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
  1113. data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
  1114. data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
  1115. data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
  1116. data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
  1117. data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
  1118. data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
  1119. data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
  1120. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
  1121. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
  1122. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
  1123. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
  1124. data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
  1125. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
  1126. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
  1127. data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
  1128. data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
  1129. data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
  1130. data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
  1131. data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
  1132. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
  1133. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
  1134. data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
  1135. data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
  1136. data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
  1137. data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
  1138. data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
  1139. data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
  1140. data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
  1141. data/ext/lpsolver-highs/highs.pc.in +12 -0
  1142. data/ext/lpsolver-highs/meson.build +198 -0
  1143. data/ext/lpsolver-highs/meson_options.txt +31 -0
  1144. data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
  1145. data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
  1146. data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
  1147. data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
  1148. data/ext/lpsolver-highs/nuget/README.md +38 -0
  1149. data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
  1150. data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
  1151. data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
  1152. data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
  1153. data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
  1154. data/ext/lpsolver-highs/pyproject.toml +221 -0
  1155. data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
  1156. data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
  1157. data/ext/lpsolver-highs/version.rc.in +50 -0
  1158. data/lib/lpsolver/highs +0 -0
  1159. data/lib/lpsolver/model.rb +28 -4
  1160. data/lib/lpsolver/native.so +0 -0
  1161. data/lib/lpsolver/native_model.rb +261 -0
  1162. data/lib/lpsolver/solution.rb +72 -7
  1163. data/lib/lpsolver/version.rb +1 -1
  1164. data/lpsolver.gemspec +4 -1
  1165. metadata +1176 -4
@@ -0,0 +1,1002 @@
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
+ #include "mip/HighsMipSolver.h"
9
+
10
+ #include "lp_data/HighsLpUtils.h"
11
+ #include "lp_data/HighsModelUtils.h"
12
+ #include "mip/HighsCliqueTable.h"
13
+ #include "mip/HighsCutPool.h"
14
+ #include "mip/HighsDomain.h"
15
+ #include "mip/HighsImplications.h"
16
+ #include "mip/HighsLpRelaxation.h"
17
+ #include "mip/HighsMipSolverData.h"
18
+ #include "mip/HighsPseudocost.h"
19
+ #include "mip/HighsSearch.h"
20
+ #include "mip/HighsSeparation.h"
21
+ #include "mip/MipTimer.h"
22
+ #include "presolve/HPresolve.h"
23
+ #include "presolve/HighsPostsolveStack.h"
24
+ #include "presolve/PresolveComponent.h"
25
+ #include "util/HighsCDouble.h"
26
+ #include "util/HighsIntegers.h"
27
+
28
+ using std::fabs;
29
+
30
+ HighsMipSolver::HighsMipSolver(HighsCallback& callback,
31
+ const HighsOptions& options, const HighsLp& lp,
32
+ const HighsSolution& solution, bool submip,
33
+ HighsInt submip_level)
34
+ : callback_(&callback),
35
+ options_mip_(&options),
36
+ model_(&lp),
37
+ orig_model_(&lp),
38
+ solution_objective_(kHighsInf),
39
+ submip(submip),
40
+ submip_level(submip_level),
41
+ rootbasis(nullptr),
42
+ pscostinit(nullptr),
43
+ clqtableinit(nullptr),
44
+ implicinit(nullptr) {
45
+ timer_.setPrintfFlag(options_mip_->output_flag, options_mip_->log_to_console);
46
+ assert(!submip || submip_level > 0);
47
+ max_submip_level = 0;
48
+ // Initialise empty terminator
49
+ initialiseTerminator();
50
+ assert(termination_status_ == HighsModelStatus::kNotset);
51
+ if (solution.value_valid) {
52
+ #ifndef NDEBUG
53
+ // MIP solver doesn't check row residuals, but they should be OK
54
+ // so validate using assert
55
+ bool valid, integral, feasible;
56
+ assessLpPrimalSolution("For debugging: ", options, lp, solution, valid,
57
+ integral, feasible);
58
+ assert(valid);
59
+ #endif
60
+ // Initial solution can be infeasible, but need to set values for violation
61
+ // and objective
62
+ HighsCDouble quad_solution_objective_;
63
+ solutionFeasible(orig_model_, solution.col_value, &solution.row_value,
64
+ bound_violation_, row_violation_, integrality_violation_,
65
+ quad_solution_objective_);
66
+ solution_objective_ = double(quad_solution_objective_);
67
+ solution_ = solution.col_value;
68
+ }
69
+ }
70
+
71
+ HighsMipSolver::~HighsMipSolver() = default;
72
+
73
+ void HighsMipSolver::run() {
74
+ modelstatus_ = HighsModelStatus::kNotset;
75
+
76
+ if (submip) {
77
+ analysis_.analyse_mip_time = false;
78
+ } else {
79
+ analysis_.timer_ = &this->timer_;
80
+ analysis_.sub_solver_call_time_ = &this->sub_solver_call_time_;
81
+ analysis_.setup(*orig_model_, *options_mip_);
82
+ }
83
+ timer_.start();
84
+
85
+ improving_solution_file_ = nullptr;
86
+ if (!submip && options_mip_->mip_improving_solution_file != "")
87
+ improving_solution_file_ =
88
+ fopen(options_mip_->mip_improving_solution_file.c_str(), "w");
89
+
90
+ mipdata_ = decltype(mipdata_)(new HighsMipSolverData(*this));
91
+ analysis_.mipTimerStart(kMipClockPresolve);
92
+ analysis_.mipTimerStart(kMipClockInit);
93
+ mipdata_->init();
94
+ analysis_.mipTimerStop(kMipClockInit);
95
+ #ifdef HIGHS_DEBUGSOL
96
+ mipdata_->debugSolution.activate();
97
+ bool debugSolActive = false;
98
+ std::swap(mipdata_->debugSolution.debugSolActive, debugSolActive);
99
+ #endif
100
+ analysis_.mipTimerStart(kMipClockRunPresolve);
101
+ mipdata_->runMipPresolve(options_mip_->presolve_reduction_limit);
102
+ analysis_.mipTimerStop(kMipClockRunPresolve);
103
+ analysis_.mipTimerStop(kMipClockPresolve);
104
+
105
+ if (analysis_.analyse_mip_time && !submip)
106
+ highsLogUser(options_mip_->log_options, HighsLogType::kInfo,
107
+ "MIP-Timing: %11.2g - completed presolve\n", timer_.read());
108
+ // Identify whether time limit has been reached (in presolve)
109
+ if (modelstatus_ == HighsModelStatus::kNotset &&
110
+ timer_.read() >= options_mip_->time_limit)
111
+ modelstatus_ = HighsModelStatus::kTimeLimit;
112
+
113
+ if (modelstatus_ != HighsModelStatus::kNotset) {
114
+ highsLogUser(options_mip_->log_options, HighsLogType::kInfo,
115
+ "Presolve: %s\n",
116
+ utilModelStatusToString(modelstatus_).c_str());
117
+ if (modelstatus_ == HighsModelStatus::kOptimal) {
118
+ mipdata_->lower_bound = 0;
119
+ mipdata_->upper_bound = 0;
120
+ mipdata_->transformNewIntegerFeasibleSolution(std::vector<double>());
121
+ mipdata_->saveReportMipSolution();
122
+ }
123
+ cleanupSolve();
124
+ return;
125
+ }
126
+
127
+ analysis_.mipTimerStart(kMipClockSolve);
128
+
129
+ if (analysis_.analyse_mip_time && !submip)
130
+ highsLogUser(options_mip_->log_options, HighsLogType::kInfo,
131
+ "MIP-Timing: %11.2g - starting setup\n", timer_.read());
132
+ analysis_.mipTimerStart(kMipClockRunSetup);
133
+ #ifdef HIGHS_DEBUGSOL
134
+ mipdata_->debugSolution.debugSolActive = debugSolActive;
135
+ #endif
136
+ mipdata_->runSetup();
137
+ analysis_.mipTimerStop(kMipClockRunSetup);
138
+ if (analysis_.analyse_mip_time && !submip)
139
+ highsLogUser(options_mip_->log_options, HighsLogType::kInfo,
140
+ "MIP-Timing: %11.2g - completed setup\n", timer_.read());
141
+ restart:
142
+ if (modelstatus_ == HighsModelStatus::kNotset) {
143
+ // Check limits have not been reached before evaluating root node
144
+ if (mipdata_->checkLimits()) {
145
+ cleanupSolve();
146
+ return;
147
+ }
148
+ // Possibly query existence of an external solution
149
+ if (!submip)
150
+ mipdata_->queryExternalSolution(
151
+ solution_objective_, kExternalMipSolutionQueryOriginAfterSetup);
152
+
153
+ // Apply the trivial heuristics
154
+ analysis_.mipTimerStart(kMipClockTrivialHeuristics);
155
+ HighsModelStatus returned_model_status = mipdata_->trivialHeuristics();
156
+ analysis_.mipTimerStop(kMipClockTrivialHeuristics);
157
+ if (modelstatus_ == HighsModelStatus::kNotset &&
158
+ returned_model_status == HighsModelStatus::kInfeasible) {
159
+ // trivialHeuristics can spot trivial infeasibility, so act on it
160
+ modelstatus_ = returned_model_status;
161
+ cleanupSolve();
162
+ return;
163
+ }
164
+ // Apply the feasibility jump heuristic (if enabled)
165
+ if (options_mip_->mip_heuristic_run_feasibility_jump) {
166
+ analysis_.mipTimerStart(kMipClockFeasibilityJump);
167
+ HighsModelStatus returned_model_status = mipdata_->feasibilityJump();
168
+ analysis_.mipTimerStop(kMipClockFeasibilityJump);
169
+ if (modelstatus_ == HighsModelStatus::kNotset &&
170
+ returned_model_status == HighsModelStatus::kInfeasible) {
171
+ // feasibilityJump can spot trivial infeasibility, so act on it
172
+ modelstatus_ = returned_model_status;
173
+ cleanupSolve();
174
+ return;
175
+ }
176
+ }
177
+ // End of pre-root-node heuristics
178
+ if (analysis_.analyse_mip_time && !submip)
179
+ if (analysis_.analyse_mip_time & !submip)
180
+ highsLogUser(options_mip_->log_options, HighsLogType::kInfo,
181
+ "MIP-Timing: %11.2g - starting evaluate root node\n",
182
+ timer_.read());
183
+ analysis_.mipTimerStart(kMipClockEvaluateRootNode);
184
+ mipdata_->evaluateRootNode();
185
+ analysis_.mipTimerStop(kMipClockEvaluateRootNode);
186
+ if (this->terminate()) {
187
+ modelstatus_ = this->terminationStatus();
188
+ cleanupSolve();
189
+ return;
190
+ }
191
+ // Sometimes the analytic centre calculation is not completed when
192
+ // evaluateRootNode returns, so stop its clock if it's running
193
+ if (analysis_.analyse_mip_time &&
194
+ analysis_.mipTimerRunning(kMipClockIpxSolveLp))
195
+ analysis_.mipTimerStop(kMipClockIpxSolveLp);
196
+ if (analysis_.analyse_mip_time && !submip)
197
+ highsLogUser(options_mip_->log_options, HighsLogType::kInfo,
198
+ "MIP-Timing: %11.2g - completed evaluate root node\n",
199
+ timer_.read());
200
+ // age 5 times to remove stored but never violated cuts after root
201
+ // separation
202
+ analysis_.mipTimerStart(kMipClockPerformAging0);
203
+ mipdata_->cutpool.performAging();
204
+ mipdata_->cutpool.performAging();
205
+ mipdata_->cutpool.performAging();
206
+ mipdata_->cutpool.performAging();
207
+ mipdata_->cutpool.performAging();
208
+ analysis_.mipTimerStop(kMipClockPerformAging0);
209
+ }
210
+ if (mipdata_->nodequeue.empty() || mipdata_->checkLimits()) {
211
+ cleanupSolve();
212
+ return;
213
+ }
214
+
215
+ std::shared_ptr<const HighsBasis> basis;
216
+ HighsSearch search{*this, mipdata_->pseudocost};
217
+ mipdata_->debugSolution.registerDomain(search.getLocalDomain());
218
+ HighsSeparation sepa(*this);
219
+
220
+ search.setLpRelaxation(&mipdata_->lp);
221
+ sepa.setLpRelaxation(&mipdata_->lp);
222
+
223
+ mipdata_->updateLowerBound(mipdata_->nodequeue.getBestLowerBound());
224
+
225
+ mipdata_->printDisplayLine();
226
+ search.installNode(mipdata_->nodequeue.popBestBoundNode());
227
+ int64_t numStallNodes = 0;
228
+ int64_t lastLbLeave = 0;
229
+ int64_t numQueueLeaves = 0;
230
+ HighsInt numHugeTreeEstim = 0;
231
+ int64_t numNodesLastCheck = mipdata_->num_nodes;
232
+ int64_t nextCheck = mipdata_->num_nodes;
233
+ double treeweightLastCheck = 0.0;
234
+ double upperLimLastCheck = mipdata_->upper_limit;
235
+ double lowerBoundLastCheck = mipdata_->lower_bound;
236
+ analysis_.mipTimerStart(kMipClockSearch);
237
+ while (search.hasNode()) {
238
+ // Possibly query existence of an external solution
239
+ if (!submip)
240
+ mipdata_->queryExternalSolution(
241
+ solution_objective_, kExternalMipSolutionQueryOriginBeforeDive);
242
+
243
+ analysis_.mipTimerStart(kMipClockPerformAging1);
244
+ mipdata_->conflictPool.performAging();
245
+ analysis_.mipTimerStop(kMipClockPerformAging1);
246
+ // set iteration limit for each lp solve during the dive to 10 times the
247
+ // average nodes
248
+
249
+ HighsInt iterlimit = 10 * std::max(mipdata_->lp.getAvgSolveIters(),
250
+ mipdata_->avgrootlpiters);
251
+ iterlimit = std::max({HighsInt{10000}, iterlimit,
252
+ HighsInt((3 * mipdata_->firstrootlpiters) / 2)});
253
+
254
+ mipdata_->lp.setIterationLimit(iterlimit);
255
+
256
+ // perform the dive and put the open nodes to the queue
257
+ size_t plungestart = mipdata_->num_nodes;
258
+ bool limit_reached = false;
259
+ bool considerHeuristics = true;
260
+ analysis_.mipTimerStart(kMipClockDive);
261
+ while (true) {
262
+ // Possibly apply primal heuristics
263
+ if (considerHeuristics && mipdata_->moreHeuristicsAllowed()) {
264
+ analysis_.mipTimerStart(kMipClockDiveEvaluateNode);
265
+ const HighsSearch::NodeResult evaluate_node_result =
266
+ search.evaluateNode();
267
+ analysis_.mipTimerStop(kMipClockDiveEvaluateNode);
268
+
269
+ if (evaluate_node_result == HighsSearch::NodeResult::kSubOptimal) break;
270
+
271
+ if (search.currentNodePruned()) {
272
+ ++mipdata_->num_leaves;
273
+ search.flushStatistics();
274
+ } else {
275
+ analysis_.mipTimerStart(kMipClockDivePrimalHeuristics);
276
+ if (mipdata_->incumbent.empty()) {
277
+ analysis_.mipTimerStart(kMipClockDiveRandomizedRounding);
278
+ mipdata_->heuristics.randomizedRounding(
279
+ mipdata_->lp.getLpSolver().getSolution().col_value);
280
+ analysis_.mipTimerStop(kMipClockDiveRandomizedRounding);
281
+ }
282
+
283
+ if (mipdata_->incumbent.empty()) {
284
+ if (options_mip_->mip_heuristic_run_rens) {
285
+ analysis_.mipTimerStart(kMipClockDiveRens);
286
+ mipdata_->heuristics.RENS(
287
+ mipdata_->lp.getLpSolver().getSolution().col_value);
288
+ analysis_.mipTimerStop(kMipClockDiveRens);
289
+ }
290
+ } else {
291
+ if (options_mip_->mip_heuristic_run_rins) {
292
+ analysis_.mipTimerStart(kMipClockDiveRins);
293
+ mipdata_->heuristics.RINS(
294
+ mipdata_->lp.getLpSolver().getSolution().col_value);
295
+ analysis_.mipTimerStop(kMipClockDiveRins);
296
+ }
297
+ }
298
+
299
+ mipdata_->heuristics.flushStatistics();
300
+ analysis_.mipTimerStop(kMipClockDivePrimalHeuristics);
301
+ if (mipdata_->terminatorTerminated()) {
302
+ cleanupSolve();
303
+ return;
304
+ }
305
+ }
306
+ }
307
+
308
+ considerHeuristics = false;
309
+
310
+ if (mipdata_->domain.infeasible()) break;
311
+
312
+ if (!search.currentNodePruned()) {
313
+ double this_dive_time = -analysis_.mipTimerRead(kMipClockTheDive);
314
+ analysis_.mipTimerStart(kMipClockTheDive);
315
+ const HighsSearch::NodeResult search_dive_result = search.dive();
316
+ analysis_.mipTimerStop(kMipClockTheDive);
317
+ if (analysis_.analyse_mip_time) {
318
+ this_dive_time += analysis_.mipTimerRead(kMipClockNodeSearch);
319
+ analysis_.dive_time.push_back(this_dive_time);
320
+ }
321
+ if (search_dive_result == HighsSearch::NodeResult::kSubOptimal) break;
322
+
323
+ ++mipdata_->num_leaves;
324
+
325
+ search.flushStatistics();
326
+ }
327
+
328
+ if (mipdata_->checkLimits()) {
329
+ limit_reached = true;
330
+ break;
331
+ }
332
+
333
+ HighsInt numPlungeNodes = mipdata_->num_nodes - plungestart;
334
+ if (numPlungeNodes >= 100) break;
335
+
336
+ analysis_.mipTimerStart(kMipClockBacktrackPlunge);
337
+ const bool backtrack_plunge = search.backtrackPlunge(mipdata_->nodequeue);
338
+ analysis_.mipTimerStop(kMipClockBacktrackPlunge);
339
+ if (!backtrack_plunge) break;
340
+
341
+ assert(search.hasNode());
342
+
343
+ if (mipdata_->conflictPool.getNumConflicts() >
344
+ options_mip_->mip_pool_soft_limit) {
345
+ analysis_.mipTimerStart(kMipClockPerformAging2);
346
+ mipdata_->conflictPool.performAging();
347
+ analysis_.mipTimerStop(kMipClockPerformAging2);
348
+ }
349
+
350
+ search.flushStatistics();
351
+ mipdata_->printDisplayLine();
352
+ // printf("continue plunging due to good estimate\n");
353
+ } // while (true)
354
+ analysis_.mipTimerStop(kMipClockDive);
355
+
356
+ analysis_.mipTimerStart(kMipClockOpenNodesToQueue0);
357
+ search.openNodesToQueue(mipdata_->nodequeue);
358
+ analysis_.mipTimerStop(kMipClockOpenNodesToQueue0);
359
+
360
+ search.flushStatistics();
361
+
362
+ if (limit_reached) {
363
+ mipdata_->updateLowerBound(std::min(
364
+ mipdata_->upper_bound, mipdata_->nodequeue.getBestLowerBound()));
365
+ mipdata_->printDisplayLine();
366
+ break;
367
+ }
368
+
369
+ // the search datastructure should have no installed node now
370
+ assert(!search.hasNode());
371
+
372
+ // propagate the global domain
373
+ analysis_.mipTimerStart(kMipClockDomainPropgate);
374
+ mipdata_->domain.propagate();
375
+ analysis_.mipTimerStop(kMipClockDomainPropgate);
376
+
377
+ analysis_.mipTimerStart(kMipClockPruneInfeasibleNodes);
378
+ mipdata_->pruned_treeweight += mipdata_->nodequeue.pruneInfeasibleNodes(
379
+ mipdata_->domain, mipdata_->feastol);
380
+ analysis_.mipTimerStop(kMipClockPruneInfeasibleNodes);
381
+
382
+ // if global propagation detected infeasibility, stop here
383
+ if (mipdata_->domain.infeasible()) {
384
+ mipdata_->nodequeue.clear();
385
+ mipdata_->pruned_treeweight = 1.0;
386
+ mipdata_->updateLowerBound(std::min(kHighsInf, mipdata_->upper_bound));
387
+ mipdata_->printDisplayLine();
388
+ break;
389
+ }
390
+
391
+ mipdata_->updateLowerBound(std::min(
392
+ mipdata_->upper_bound, mipdata_->nodequeue.getBestLowerBound()));
393
+ mipdata_->printDisplayLine();
394
+ if (mipdata_->nodequeue.empty()) break;
395
+
396
+ // if global propagation found bound changes, we update the local domain
397
+ if (!mipdata_->domain.getChangedCols().empty()) {
398
+ analysis_.mipTimerStart(kMipClockUpdateLocalDomain);
399
+ highsLogDev(options_mip_->log_options, HighsLogType::kInfo,
400
+ "added %" HIGHSINT_FORMAT " global bound changes\n",
401
+ (HighsInt)mipdata_->domain.getChangedCols().size());
402
+ mipdata_->cliquetable.cleanupFixed(mipdata_->domain);
403
+ for (HighsInt col : mipdata_->domain.getChangedCols())
404
+ mipdata_->implications.cleanupVarbounds(col);
405
+
406
+ mipdata_->domain.setDomainChangeStack(std::vector<HighsDomainChange>());
407
+ search.resetLocalDomain();
408
+
409
+ mipdata_->domain.clearChangedCols();
410
+ mipdata_->removeFixedIndices();
411
+ analysis_.mipTimerStop(kMipClockUpdateLocalDomain);
412
+ }
413
+
414
+ if (!submip && mipdata_->num_nodes >= nextCheck) {
415
+ auto nTreeRestarts = mipdata_->numRestarts - mipdata_->numRestartsRoot;
416
+ double currNodeEstim =
417
+ numNodesLastCheck - mipdata_->num_nodes_before_run +
418
+ (mipdata_->num_nodes - numNodesLastCheck) *
419
+ double(1.0 - mipdata_->pruned_treeweight) /
420
+ std::max(
421
+ double(mipdata_->pruned_treeweight - treeweightLastCheck),
422
+ mipdata_->epsilon);
423
+ // printf(
424
+ // "nTreeRestarts: %d, numNodesThisRun: %ld, numNodesLastCheck: %ld,
425
+ // " "currNodeEstim: %g, " "prunedTreeWeightDelta: %g,
426
+ // numHugeTreeEstim: %d, numLeavesThisRun:
427
+ // "
428
+ // "%ld\n",
429
+ // nTreeRestarts, mipdata_->num_nodes -
430
+ // mipdata_->num_nodes_before_run, numNodesLastCheck -
431
+ // mipdata_->num_nodes_before_run, currNodeEstim, 100.0 *
432
+ // double(mipdata_->pruned_treeweight - treeweightLastCheck),
433
+ // numHugeTreeEstim,
434
+ // mipdata_->num_leaves - mipdata_->num_leaves_before_run);
435
+
436
+ bool doRestart = false;
437
+
438
+ double activeIntegerRatio =
439
+ 1.0 - mipdata_->percentageInactiveIntegers() / 100.0;
440
+ activeIntegerRatio *= activeIntegerRatio;
441
+
442
+ if (!doRestart) {
443
+ double gapReduction = 1.0;
444
+ if (mipdata_->upper_limit != kHighsInf) {
445
+ double oldGap = upperLimLastCheck - lowerBoundLastCheck;
446
+ double newGap = mipdata_->upper_limit - mipdata_->lower_bound;
447
+ gapReduction = oldGap / newGap;
448
+ }
449
+
450
+ if (gapReduction < 1.0 + (0.05 / activeIntegerRatio) &&
451
+ currNodeEstim >=
452
+ activeIntegerRatio * 20 *
453
+ (mipdata_->num_nodes - mipdata_->num_nodes_before_run)) {
454
+ nextCheck = mipdata_->num_nodes + 100;
455
+ ++numHugeTreeEstim;
456
+ } else {
457
+ numHugeTreeEstim = 0;
458
+ treeweightLastCheck = double(mipdata_->pruned_treeweight);
459
+ numNodesLastCheck = mipdata_->num_nodes;
460
+ upperLimLastCheck = mipdata_->upper_limit;
461
+ lowerBoundLastCheck = mipdata_->lower_bound;
462
+ }
463
+
464
+ // Possibly prevent restart - necessary for debugging presolve
465
+ // errors: see #1553
466
+ if (options_mip_->mip_allow_restart) {
467
+ int64_t minHugeTreeOffset =
468
+ (mipdata_->num_leaves - mipdata_->num_leaves_before_run) / 1000;
469
+ int64_t minHugeTreeEstim = HighsIntegers::nearestInteger(
470
+ activeIntegerRatio * (10 + minHugeTreeOffset) *
471
+ std::pow(1.5, nTreeRestarts));
472
+
473
+ doRestart = numHugeTreeEstim >= minHugeTreeEstim;
474
+ } else {
475
+ doRestart = false;
476
+ }
477
+ } else {
478
+ // count restart due to many fixings within the first 1000 nodes as
479
+ // root restart
480
+ ++mipdata_->numRestartsRoot;
481
+ }
482
+
483
+ if (doRestart) {
484
+ highsLogUser(options_mip_->log_options, HighsLogType::kInfo,
485
+ "\nRestarting search from the root node\n");
486
+ mipdata_->performRestart();
487
+ analysis_.mipTimerStop(kMipClockSearch);
488
+ goto restart;
489
+ }
490
+ } // if (!submip && mipdata_->num_nodes >= nextCheck))
491
+
492
+ // remove the iteration limit when installing a new node
493
+ // mipdata_->lp.setIterationLimit();
494
+
495
+ // loop to install the next node for the search
496
+ double this_node_search_time = -analysis_.mipTimerRead(kMipClockNodeSearch);
497
+ analysis_.mipTimerStart(kMipClockNodeSearch);
498
+
499
+ while (!mipdata_->nodequeue.empty()) {
500
+ // printf("popping node from nodequeue (length = %" HIGHSINT_FORMAT ")\n",
501
+ // (HighsInt)nodequeue.size());
502
+ assert(!search.hasNode());
503
+
504
+ if (numQueueLeaves - lastLbLeave >= 10) {
505
+ search.installNode(mipdata_->nodequeue.popBestBoundNode());
506
+ lastLbLeave = numQueueLeaves;
507
+ } else {
508
+ HighsInt bestBoundNodeStackSize =
509
+ mipdata_->nodequeue.getBestBoundDomchgStackSize();
510
+ double bestBoundNodeLb = mipdata_->nodequeue.getBestLowerBound();
511
+ HighsNodeQueue::OpenNode nextNode(mipdata_->nodequeue.popBestNode());
512
+ if (nextNode.lower_bound == bestBoundNodeLb &&
513
+ (HighsInt)nextNode.domchgstack.size() == bestBoundNodeStackSize)
514
+ lastLbLeave = numQueueLeaves;
515
+ search.installNode(std::move(nextNode));
516
+ }
517
+
518
+ ++numQueueLeaves;
519
+
520
+ if (search.getCurrentEstimate() >= mipdata_->upper_limit) {
521
+ ++numStallNodes;
522
+ if (options_mip_->mip_max_stall_nodes != kHighsIInf &&
523
+ numStallNodes >= options_mip_->mip_max_stall_nodes) {
524
+ limit_reached = true;
525
+ modelstatus_ = HighsModelStatus::kSolutionLimit;
526
+ break;
527
+ }
528
+ } else
529
+ numStallNodes = 0;
530
+
531
+ assert(search.hasNode());
532
+
533
+ // we evaluate the node directly here instead of performing a dive
534
+ // because we first want to check if the node is not fathomed due to
535
+ // new global information before we perform separation rounds for the node
536
+ analysis_.mipTimerStart(kMipClockEvaluateNode1);
537
+ const HighsSearch::NodeResult evaluate_node_result =
538
+ search.evaluateNode();
539
+ analysis_.mipTimerStop(kMipClockEvaluateNode1);
540
+ if (evaluate_node_result == HighsSearch::NodeResult::kSubOptimal) {
541
+ analysis_.mipTimerStart(kMipClockCurrentNodeToQueue);
542
+ search.currentNodeToQueue(mipdata_->nodequeue);
543
+ analysis_.mipTimerStop(kMipClockCurrentNodeToQueue);
544
+ }
545
+
546
+ // if the node was pruned we remove it from the search and install the
547
+ // next node from the queue
548
+ analysis_.mipTimerStart(kMipClockNodePrunedLoop);
549
+ if (search.currentNodePruned()) {
550
+ // analysis_.mipTimerStart(kMipClockSearchBacktrack);
551
+ search.backtrack();
552
+ // analysis_.mipTimerStop(kMipClockSearchBacktrack);
553
+ ++mipdata_->num_leaves;
554
+ ++mipdata_->num_nodes;
555
+ search.flushStatistics();
556
+
557
+ mipdata_->domain.propagate();
558
+ mipdata_->pruned_treeweight += mipdata_->nodequeue.pruneInfeasibleNodes(
559
+ mipdata_->domain, mipdata_->feastol);
560
+
561
+ if (mipdata_->domain.infeasible()) {
562
+ mipdata_->nodequeue.clear();
563
+ mipdata_->pruned_treeweight = 1.0;
564
+
565
+ mipdata_->updateLowerBound(
566
+ std::min(kHighsInf, mipdata_->upper_bound));
567
+
568
+ analysis_.mipTimerStop(kMipClockNodePrunedLoop);
569
+ break;
570
+ }
571
+
572
+ if (mipdata_->checkLimits()) {
573
+ limit_reached = true;
574
+ break;
575
+ }
576
+
577
+ // analysis_.mipTimerStart(kMipClockStoreBasis);
578
+ mipdata_->updateLowerBound(std::min(
579
+ mipdata_->upper_bound, mipdata_->nodequeue.getBestLowerBound()));
580
+
581
+ mipdata_->printDisplayLine();
582
+
583
+ if (!mipdata_->domain.getChangedCols().empty()) {
584
+ highsLogDev(options_mip_->log_options, HighsLogType::kInfo,
585
+ "added %" HIGHSINT_FORMAT " global bound changes\n",
586
+ (HighsInt)mipdata_->domain.getChangedCols().size());
587
+ mipdata_->cliquetable.cleanupFixed(mipdata_->domain);
588
+ for (HighsInt col : mipdata_->domain.getChangedCols())
589
+ mipdata_->implications.cleanupVarbounds(col);
590
+
591
+ mipdata_->domain.setDomainChangeStack(
592
+ std::vector<HighsDomainChange>());
593
+ search.resetLocalDomain();
594
+
595
+ mipdata_->domain.clearChangedCols();
596
+ mipdata_->removeFixedIndices();
597
+ }
598
+ // analysis_.mipTimerStop(kMipClockStoreBasis);
599
+
600
+ analysis_.mipTimerStop(kMipClockNodePrunedLoop);
601
+ continue;
602
+ }
603
+ analysis_.mipTimerStop(kMipClockNodePrunedLoop);
604
+
605
+ // the node is still not fathomed, so perform separation
606
+ if (options_mip_->mip_allow_cut_separation_at_nodes) {
607
+ analysis_.mipTimerStart(kMipClockNodeSearchSeparation);
608
+ sepa.separate(search.getLocalDomain());
609
+ analysis_.mipTimerStop(kMipClockNodeSearchSeparation);
610
+ } else {
611
+ // perform aging
612
+ mipdata_->cutpool.performAging();
613
+ }
614
+
615
+ if (mipdata_->domain.infeasible()) {
616
+ search.cutoffNode();
617
+ analysis_.mipTimerStart(kMipClockOpenNodesToQueue1);
618
+ search.openNodesToQueue(mipdata_->nodequeue);
619
+ analysis_.mipTimerStop(kMipClockOpenNodesToQueue1);
620
+ mipdata_->nodequeue.clear();
621
+ mipdata_->pruned_treeweight = 1.0;
622
+
623
+ analysis_.mipTimerStart(kMipClockStoreBasis);
624
+ mipdata_->updateLowerBound(std::min(kHighsInf, mipdata_->upper_bound));
625
+ break;
626
+ }
627
+
628
+ // after separation we store the new basis and proceed with the outer loop
629
+ // to perform a dive from this node
630
+ if (mipdata_->lp.getStatus() != HighsLpRelaxation::Status::kError &&
631
+ mipdata_->lp.getStatus() != HighsLpRelaxation::Status::kNotSet)
632
+ mipdata_->lp.storeBasis();
633
+
634
+ basis = mipdata_->lp.getStoredBasis();
635
+ if (!basis || !isBasisConsistent(mipdata_->lp.getLp(), *basis)) {
636
+ HighsBasis b = mipdata_->firstrootbasis;
637
+ b.row_status.resize(mipdata_->lp.numRows(), HighsBasisStatus::kBasic);
638
+ basis = std::make_shared<const HighsBasis>(std::move(b));
639
+ mipdata_->lp.setStoredBasis(basis);
640
+ }
641
+
642
+ break;
643
+ } // while(!mipdata_->nodequeue.empty())
644
+ analysis_.mipTimerStop(kMipClockNodeSearch);
645
+ if (analysis_.analyse_mip_time) {
646
+ this_node_search_time += analysis_.mipTimerRead(kMipClockNodeSearch);
647
+ analysis_.node_search_time.push_back(this_node_search_time);
648
+ }
649
+ if (limit_reached) break;
650
+ } // while(search.hasNode())
651
+ analysis_.mipTimerStop(kMipClockSearch);
652
+
653
+ cleanupSolve();
654
+ }
655
+
656
+ void HighsMipSolver::cleanupSolve() {
657
+ if (mipdata_->terminatorActive()) {
658
+ if (mipdata_->terminatorTerminated()) {
659
+ // Indicate that this instance has been interrupted
660
+ modelstatus_ = HighsModelStatus::kHighsInterrupt;
661
+ } else if (!submip) {
662
+ // When sub-MIPs call cleanupSolve(), they generally don't have
663
+ // a termination criterion for the whole MIP solver
664
+ //
665
+ // Possibly allow sub-MIPs to terminate if the time limit is
666
+ // reached
667
+ //
668
+ // No other instance has terminated, so terminate
669
+ mipdata_->terminatorTerminate();
670
+ }
671
+ }
672
+
673
+ // Force a final logging line
674
+ mipdata_->printDisplayLine(kSolutionSourceCleanup);
675
+ // Stop the solve clock - which won't be running if presolve
676
+ // determines the model status
677
+ if (analysis_.mipTimerRunning(kMipClockSolve))
678
+ analysis_.mipTimerStop(kMipClockSolve);
679
+
680
+ // Need to complete the calculation of P-D integral, checking for NO
681
+ // gap change
682
+ mipdata_->updatePrimalDualIntegral(
683
+ mipdata_->lower_bound, mipdata_->lower_bound, mipdata_->upper_bound,
684
+ mipdata_->upper_bound, false);
685
+ analysis_.mipTimerStart(kMipClockPostsolve);
686
+
687
+ bool havesolution = solution_objective_ != kHighsInf;
688
+ bool feasible;
689
+ if (havesolution)
690
+ feasible =
691
+ bound_violation_ <= options_mip_->mip_feasibility_tolerance &&
692
+ integrality_violation_ <= options_mip_->mip_feasibility_tolerance &&
693
+ row_violation_ <= options_mip_->mip_feasibility_tolerance;
694
+ else
695
+ feasible = false;
696
+
697
+ dual_bound_ = mipdata_->lower_bound;
698
+ if (mipdata_->objectiveFunction.isIntegral()) {
699
+ double rounded_lower_bound =
700
+ std::ceil(mipdata_->lower_bound *
701
+ mipdata_->objectiveFunction.integralScale() -
702
+ mipdata_->feastol) /
703
+ mipdata_->objectiveFunction.integralScale();
704
+ dual_bound_ = std::max(dual_bound_, rounded_lower_bound);
705
+ }
706
+ dual_bound_ += model_->offset_;
707
+ primal_bound_ = mipdata_->upper_bound + model_->offset_;
708
+ node_count_ = mipdata_->num_nodes;
709
+ total_lp_iterations_ = mipdata_->total_lp_iterations;
710
+ dual_bound_ = std::min(dual_bound_, primal_bound_);
711
+ primal_dual_integral_ = mipdata_->primal_dual_integral.value;
712
+
713
+ // adjust objective sense in case of maximization problem
714
+ if (orig_model_->sense_ == ObjSense::kMaximize) {
715
+ dual_bound_ = -dual_bound_;
716
+ primal_bound_ = -primal_bound_;
717
+ }
718
+
719
+ if (modelstatus_ == HighsModelStatus::kNotset ||
720
+ modelstatus_ == HighsModelStatus::kInfeasible) {
721
+ if (feasible && havesolution)
722
+ modelstatus_ = HighsModelStatus::kOptimal;
723
+ else
724
+ modelstatus_ = HighsModelStatus::kInfeasible;
725
+ }
726
+
727
+ analysis_.mipTimerStop(kMipClockPostsolve);
728
+ timer_.stop();
729
+
730
+ std::string solutionstatus = "-";
731
+
732
+ if (havesolution) {
733
+ // Surely this definition of feasible is unnecessary
734
+ bool lc_feasible =
735
+ bound_violation_ <= options_mip_->mip_feasibility_tolerance &&
736
+ integrality_violation_ <= options_mip_->mip_feasibility_tolerance &&
737
+ row_violation_ <= options_mip_->mip_feasibility_tolerance;
738
+ assert(feasible == lc_feasible);
739
+ solutionstatus = feasible ? "feasible" : "infeasible";
740
+ }
741
+
742
+ gap_ = fabs(primal_bound_ - dual_bound_);
743
+ if (primal_bound_ == 0.0)
744
+ gap_ = dual_bound_ == 0.0 ? 0.0 : kHighsInf;
745
+ else if (primal_bound_ != kHighsInf)
746
+ gap_ = fabs(primal_bound_ - dual_bound_) / fabs(primal_bound_);
747
+ else
748
+ gap_ = kHighsInf;
749
+
750
+ std::array<char, 128> gapString =
751
+ getGapString(gap_, primal_bound_, options_mip_);
752
+
753
+ bool timeless_log = options_mip_->timeless_log;
754
+ highsLogUser(options_mip_->log_options, HighsLogType::kInfo,
755
+ "\nSolving report\n");
756
+ if (this->orig_model_->model_name_.length())
757
+ highsLogUser(options_mip_->log_options, HighsLogType::kInfo,
758
+ " Model %s\n",
759
+ this->orig_model_->model_name_.c_str());
760
+ highsLogUser(options_mip_->log_options, HighsLogType::kInfo,
761
+ " Status %s\n"
762
+ " Primal bound %.12g\n"
763
+ " Dual bound %.12g\n"
764
+ " Gap %s\n",
765
+ utilModelStatusToString(modelstatus_).c_str(), primal_bound_,
766
+ dual_bound_, gapString.data());
767
+ if (!timeless_log)
768
+ highsLogUser(options_mip_->log_options, HighsLogType::kInfo,
769
+ " P-D integral %.12g\n",
770
+ mipdata_->primal_dual_integral.value);
771
+ highsLogUser(options_mip_->log_options, HighsLogType::kInfo,
772
+ " Solution status %s\n", solutionstatus.c_str());
773
+ if (solutionstatus != "-")
774
+ highsLogUser(options_mip_->log_options, HighsLogType::kInfo,
775
+ " %.12g (objective)\n"
776
+ " %.12g (bound viol.)\n"
777
+ " %.12g (int. viol.)\n"
778
+ " %.12g (row viol.)\n",
779
+ solution_objective_, bound_violation_, integrality_violation_,
780
+ row_violation_);
781
+ if (!timeless_log) {
782
+ highsLogUser(options_mip_->log_options, HighsLogType::kInfo,
783
+ " Timing %.2f\n", timer_.read());
784
+ if (analysis_.analyse_mip_time)
785
+ highsLogUser(options_mip_->log_options, HighsLogType::kInfo,
786
+ " %.2f (presolve)\n"
787
+ " %.2f (solve)\n"
788
+ " %.2f (postsolve)\n",
789
+ analysis_.mipTimerRead(kMipClockPresolve),
790
+ analysis_.mipTimerRead(kMipClockSolve),
791
+ analysis_.mipTimerRead(kMipClockPostsolve));
792
+ }
793
+ highsLogUser(options_mip_->log_options, HighsLogType::kInfo,
794
+ " Max sub-MIP depth %d\n"
795
+ " Nodes %llu\n",
796
+ int(max_submip_level), (long long unsigned)mipdata_->num_nodes);
797
+ if (mipdata_->total_repair_lp) {
798
+ highsLogUser(options_mip_->log_options, HighsLogType::kInfo,
799
+ " Repair LPs %llu (%llu feasible; %llu iterations)\n",
800
+ (long long unsigned)mipdata_->total_repair_lp,
801
+ (long long unsigned)mipdata_->total_repair_lp_feasible,
802
+ (long long unsigned)mipdata_->total_repair_lp_iterations);
803
+ } else {
804
+ highsLogUser(options_mip_->log_options, HighsLogType::kInfo,
805
+ " Repair LPs 0\n");
806
+ }
807
+ highsLogUser(options_mip_->log_options, HighsLogType::kInfo,
808
+ " LP iterations %llu\n",
809
+ (long long unsigned)mipdata_->total_lp_iterations);
810
+ if (mipdata_->total_lp_iterations)
811
+ highsLogUser(options_mip_->log_options, HighsLogType::kInfo,
812
+ " %llu (strong br.)\n"
813
+ " %llu (separation)\n"
814
+ " %llu (heuristics)\n",
815
+ (long long unsigned)mipdata_->sb_lp_iterations,
816
+ (long long unsigned)mipdata_->sepa_lp_iterations,
817
+ (long long unsigned)mipdata_->heuristic_lp_iterations);
818
+
819
+ if (!timeless_log) analysis_.reportMipTimer();
820
+
821
+ analysis_.checkSubSolverCallTime(sub_solver_call_time_);
822
+
823
+ assert(modelstatus_ != HighsModelStatus::kNotset);
824
+
825
+ if (improving_solution_file_ != nullptr) fclose(improving_solution_file_);
826
+ }
827
+
828
+ // Only called in Highs::runPresolve
829
+ void HighsMipSolver::runMipPresolve(const HighsInt presolve_reduction_limit) {
830
+ mipdata_ = decltype(mipdata_)(new HighsMipSolverData(*this));
831
+ mipdata_->init();
832
+ mipdata_->runMipPresolve(presolve_reduction_limit);
833
+ }
834
+
835
+ const HighsLp& HighsMipSolver::getPresolvedModel() const {
836
+ return mipdata_->presolvedModel;
837
+ }
838
+
839
+ HighsPresolveStatus HighsMipSolver::getPresolveStatus() const {
840
+ return mipdata_->presolve_status;
841
+ }
842
+
843
+ presolve::HighsPostsolveStack HighsMipSolver::getPostsolveStack() const {
844
+ return mipdata_->postSolveStack;
845
+ }
846
+
847
+ void HighsMipSolver::callbackGetCutPool() const {
848
+ assert(callback_->user_callback);
849
+ assert(callback_->callbackActive(kCallbackMipGetCutPool));
850
+ callback_->clearHighsCallbackOutput();
851
+ HighsCallbackOutput& data_out = callback_->data_out;
852
+
853
+ HighsSparseMatrix cut_matrix;
854
+ mipdata_->lp.getCutPool(data_out.cutpool_num_col, data_out.cutpool_num_cut,
855
+ data_out.cutpool_lower, data_out.cutpool_upper,
856
+ cut_matrix);
857
+
858
+ // take ownership
859
+ data_out.cutpool_start = std::move(cut_matrix.start_);
860
+ data_out.cutpool_index = std::move(cut_matrix.index_);
861
+ data_out.cutpool_value = std::move(cut_matrix.value_);
862
+
863
+ const bool interrupt = mipdata_->interruptFromCallbackWithData(
864
+ kCallbackMipGetCutPool, solution_objective_, "MIP cut pool");
865
+ assert(!interrupt);
866
+ }
867
+
868
+ std::array<char, 128> getGapString(const double gap_,
869
+ const double primal_bound_,
870
+ const HighsOptions* options_mip_) {
871
+ std::array<char, 128> gapString = {};
872
+ if (gap_ == kHighsInf)
873
+ std::strcpy(gapString.data(), "inf");
874
+ else {
875
+ double printTol = std::max(std::min(1e-2, 1e-1 * gap_), 1e-6);
876
+ auto gapValString = highsDoubleToString(100.0 * gap_, printTol);
877
+ double gapTol = options_mip_->mip_rel_gap;
878
+
879
+ if (options_mip_->mip_abs_gap > options_mip_->mip_feasibility_tolerance) {
880
+ gapTol = primal_bound_ == 0.0
881
+ ? kHighsInf
882
+ : std::max(gapTol,
883
+ options_mip_->mip_abs_gap / fabs(primal_bound_));
884
+ }
885
+
886
+ if (gapTol == 0.0)
887
+ std::snprintf(gapString.data(), gapString.size(), "%s%%",
888
+ gapValString.data());
889
+ else if (gapTol != kHighsInf) {
890
+ printTol = std::max(std::min(1e-2, 1e-1 * gapTol), 1e-6);
891
+ auto gapTolString = highsDoubleToString(100.0 * gapTol, printTol);
892
+ std::snprintf(gapString.data(), gapString.size(),
893
+ "%s%% (tolerance: %s%%)", gapValString.data(),
894
+ gapTolString.data());
895
+ } else
896
+ std::snprintf(gapString.data(), gapString.size(), "%s%% (tolerance: inf)",
897
+ gapValString.data());
898
+ }
899
+
900
+ return gapString;
901
+ }
902
+
903
+ bool HighsMipSolver::solutionFeasible(const HighsLp* lp,
904
+ const std::vector<double>& col_value,
905
+ const std::vector<double>* pass_row_value,
906
+ double& bound_violation,
907
+ double& row_violation,
908
+ double& integrality_violation,
909
+ HighsCDouble& obj) const {
910
+ bound_violation = 0;
911
+ row_violation = 0;
912
+ integrality_violation = 0;
913
+ const double mip_feasibility_tolerance =
914
+ options_mip_->mip_feasibility_tolerance;
915
+
916
+ obj = lp->offset_;
917
+
918
+ if (kAllowDeveloperAssert)
919
+ assert(col_value.size() == static_cast<size_t>(lp->num_col_));
920
+ for (HighsInt i = 0; i != lp->num_col_; ++i) {
921
+ const double value = col_value[i];
922
+ obj += lp->col_cost_[i] * value;
923
+
924
+ if (lp->integrality_[i] == HighsVarType::kInteger) {
925
+ integrality_violation =
926
+ std::max(fractionality(value), integrality_violation);
927
+ }
928
+
929
+ const double lower = lp->col_lower_[i];
930
+ const double upper = lp->col_upper_[i];
931
+ double primal_infeasibility;
932
+ if (value < lower - mip_feasibility_tolerance) {
933
+ primal_infeasibility = lower - value;
934
+ } else if (value > upper + mip_feasibility_tolerance) {
935
+ primal_infeasibility = value - upper;
936
+ } else
937
+ continue;
938
+
939
+ bound_violation = std::max(bound_violation, primal_infeasibility);
940
+ }
941
+
942
+ // Check row feasibility if there are a positive number of rows.
943
+ //
944
+ // If there are no rows and pass_row_value is nullptr, then
945
+ // row_value_p is also nullptr since row_value is not resized
946
+ if (lp->num_row_ > 0) {
947
+ std::vector<double> row_value;
948
+ if (pass_row_value) {
949
+ if (kAllowDeveloperAssert)
950
+ assert((*pass_row_value).size() == static_cast<size_t>(lp->num_row_));
951
+ } else {
952
+ calculateRowValuesQuad(*lp, col_value, row_value);
953
+ }
954
+ const double* row_value_p =
955
+ pass_row_value ? (*pass_row_value).data() : row_value.data();
956
+ assert(row_value_p);
957
+
958
+ for (HighsInt i = 0; i != lp->num_row_; ++i) {
959
+ const double value = row_value_p[i];
960
+ const double lower = lp->row_lower_[i];
961
+ const double upper = lp->row_upper_[i];
962
+
963
+ double primal_infeasibility;
964
+ if (value < lower - mip_feasibility_tolerance) {
965
+ primal_infeasibility = lower - value;
966
+ } else if (value > upper + mip_feasibility_tolerance) {
967
+ primal_infeasibility = value - upper;
968
+ } else
969
+ continue;
970
+
971
+ row_violation = std::max(row_violation, primal_infeasibility);
972
+ }
973
+ }
974
+
975
+ const bool feasible = bound_violation <= mip_feasibility_tolerance &&
976
+ integrality_violation <= mip_feasibility_tolerance &&
977
+ row_violation <= mip_feasibility_tolerance;
978
+ return feasible;
979
+ }
980
+
981
+ std::vector<HighsModelStatus> HighsMipSolver::initialiseTerminatorRecord(
982
+ HighsInt num_instance) const {
983
+ std::vector<HighsModelStatus> record(num_instance, HighsModelStatus::kNotset);
984
+ return record;
985
+ }
986
+
987
+ void HighsMipSolver::initialiseTerminator(HighsInt num_instance_,
988
+ HighsInt my_instance_,
989
+ HighsModelStatus* record_) {
990
+ this->termination_status_ = HighsModelStatus::kNotset;
991
+ this->terminator_.clear();
992
+ this->terminator_.initialise(num_instance_, my_instance_, record_);
993
+ }
994
+
995
+ void HighsMipSolver::initialiseTerminator(const HighsMipSolver& mip_solver) {
996
+ this->terminator_.clear();
997
+ if (!mip_solver.mipdata_->terminatorActive()) return;
998
+ assert(mip_solver.mipdata_->terminatorConcurrency() > 0);
999
+ this->initialiseTerminator(mip_solver.mipdata_->terminatorConcurrency(),
1000
+ mip_solver.mipdata_->terminatorMyInstance(),
1001
+ mip_solver.terminator_.record);
1002
+ }