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 +1,386 @@
1
+ #include <stdio.h> // printf
2
+ #include <stdlib.h> // EXIT_FAILURE
3
+
4
+ #include "cupdlp_cudalinalg.cuh"
5
+
6
+ inline int nBlocks256(int n) {
7
+ constexpr int BLOCKS_PER_SM = 32;
8
+ int numSMs;
9
+ CHECK_CUDA_IGNORE(cudaDeviceGetAttribute(&numSMs, cudaDevAttrMultiProcessorCount, 0))
10
+ return min((n + 256 - 1) / 256, BLOCKS_PER_SM * numSMs);
11
+ }
12
+
13
+ extern "C" {
14
+
15
+ cupdlp_int cuda_alloc_MVbuffer(
16
+ cusparseHandle_t handle, cusparseSpMatDescr_t cuda_csc,
17
+ cusparseDnVecDescr_t vecX, cusparseDnVecDescr_t vecAx,
18
+ cusparseSpMatDescr_t cuda_csr, cusparseDnVecDescr_t vecY,
19
+ cusparseDnVecDescr_t vecATy, void **dBuffer_csc_ATy, void **dBuffer_csr_Ax) {
20
+
21
+ size_t AxBufferSize = 0;
22
+ size_t ATyBufferSize = 0;
23
+ cupdlp_float alpha = 1.0;
24
+ cupdlp_float beta = 0.0;
25
+ // cusparseSpSVAlg_t alg = CUSPARSE_SPSV_ALG_DEFAULT;
26
+ cusparseSpMVAlg_t alg = CUSPARSE_SPMV_CSR_ALG2; //deterministic
27
+
28
+ // get the buffer size needed by csr Ax
29
+ CHECK_CUSPARSE(cusparseSpMV_bufferSize(
30
+ handle, CUSPARSE_OPERATION_NON_TRANSPOSE, &alpha, cuda_csr, vecX, &beta,
31
+ vecAx, CudaComputeType, alg, &AxBufferSize))
32
+
33
+ // allocate an external buffer if needed
34
+ CHECK_CUDA(cudaMalloc(dBuffer_csr_Ax, AxBufferSize))
35
+
36
+ // get the buffer size needed by csc ATy
37
+ CHECK_CUSPARSE(cusparseSpMV_bufferSize(
38
+ handle, CUSPARSE_OPERATION_TRANSPOSE, &alpha, cuda_csc, vecY, &beta,
39
+ vecATy, CudaComputeType, alg, &ATyBufferSize))
40
+
41
+ // allocate an external buffer if needed
42
+ CHECK_CUDA(cudaMalloc(dBuffer_csc_ATy, ATyBufferSize))
43
+
44
+ return EXIT_SUCCESS;
45
+ }
46
+
47
+ /*
48
+ cupdlp_int cuda_csc_Ax(cusparseHandle_t handle,
49
+ cusparseSpMatDescr_t cuda_csc,
50
+ cusparseDnVecDescr_t vecX,
51
+ cusparseDnVecDescr_t vecAx, void *dBuffer,
52
+ cupdlp_float alpha, cupdlp_float beta) {
53
+ // Ax = alpha * Acsc * X + beta * Ax
54
+
55
+ cusparseOperation_t op = CUSPARSE_OPERATION_NON_TRANSPOSE;
56
+
57
+ CHECK_CUSPARSE(cusparseSpMV(handle, op, &alpha, cuda_csc, vecX, &beta, vecAx,
58
+ // CudaComputeType, CUSPARSE_SPMV_ALG_DEFAULT, dBuffer))
59
+ CudaComputeType, CUSPARSE_SPMV_CSR_ALG2, dBuffer))
60
+
61
+ return EXIT_SUCCESS;
62
+ }
63
+ */
64
+
65
+ cupdlp_int cuda_csr_Ax(cusparseHandle_t handle,
66
+ cusparseSpMatDescr_t cuda_csr,
67
+ cusparseDnVecDescr_t vecX,
68
+ cusparseDnVecDescr_t vecAx, void *dBuffer,
69
+ cupdlp_float alpha, cupdlp_float beta) {
70
+ // Ax = alpha * Acsr * X + beta * Ax
71
+
72
+ cusparseOperation_t op = CUSPARSE_OPERATION_NON_TRANSPOSE;
73
+
74
+ CHECK_CUSPARSE(cusparseSpMV(handle, op, &alpha, cuda_csr, vecX, &beta, vecAx,
75
+ // CudaComputeType, CUSPARSE_SPMV_ALG_DEFAULT, dBuffer))
76
+ CudaComputeType, CUSPARSE_SPMV_CSR_ALG2, dBuffer))
77
+
78
+ return EXIT_SUCCESS;
79
+ }
80
+
81
+ cupdlp_int cuda_csc_ATy(cusparseHandle_t handle,
82
+ cusparseSpMatDescr_t cuda_csc,
83
+ cusparseDnVecDescr_t vecY,
84
+ cusparseDnVecDescr_t vecATy, void *dBuffer,
85
+ cupdlp_float alpha, cupdlp_float beta) {
86
+ // ATy = alpha * Acsc^T * Y + beta * ATy
87
+ cusparseOperation_t op = CUSPARSE_OPERATION_TRANSPOSE;
88
+
89
+ CHECK_CUSPARSE(cusparseSpMV(handle, op, &alpha, cuda_csc, vecY, &beta, vecATy,
90
+ // CudaComputeType, CUSPARSE_SPMV_ALG_DEFAULT, dBuffer))
91
+ CudaComputeType, CUSPARSE_SPMV_CSR_ALG2, dBuffer))
92
+
93
+ return EXIT_SUCCESS;
94
+ }
95
+
96
+ /*
97
+ cupdlp_int cuda_csr_ATy(cusparseHandle_t handle,
98
+ cusparseSpMatDescr_t cuda_csr,
99
+ cusparseDnVecDescr_t vecY,
100
+ cusparseDnVecDescr_t vecATy, void *dBuffer,
101
+ cupdlp_float alpha, cupdlp_float beta) {
102
+ // ATy = alpha * Acsr^T * Y + beta * ATy
103
+ cusparseOperation_t op = CUSPARSE_OPERATION_TRANSPOSE;
104
+
105
+ CHECK_CUSPARSE(cusparseSpMV(handle, op, &alpha, cuda_csr, vecY, &beta, vecATy,
106
+ // CudaComputeType, CUSPARSE_SPMV_ALG_DEFAULT, dBuffer))
107
+ CudaComputeType, CUSPARSE_SPMV_CSR_ALG2, dBuffer))
108
+
109
+ return EXIT_SUCCESS;
110
+ }
111
+ */
112
+
113
+ void cupdlp_primal_feasibility_kernel_cuda(cupdlp_float *z,
114
+ const cupdlp_float *ax,
115
+ const cupdlp_float *rhs,
116
+ const cupdlp_float *rowScale,
117
+ int ifScaled,
118
+ int nEqs, int nRows) {
119
+ element_primal_feas_kernel<<<nBlocks256(nRows), 256>>>(z, ax, rhs, rowScale,
120
+ ifScaled, nEqs, nRows);
121
+ }
122
+
123
+ void cupdlp_dual_feasibility_kernel_1_cuda(cupdlp_float *z,
124
+ const cupdlp_float *aty,
125
+ const cupdlp_float *cost,
126
+ int nCols) {
127
+ element_dual_feas_kernel_1<<<nBlocks256(nCols), 256>>>(z, aty, cost, nCols);
128
+ }
129
+
130
+ void cupdlp_dual_feasibility_kernel_2_cuda(cupdlp_float *z,
131
+ const cupdlp_float *dualResidual,
132
+ const cupdlp_float *hasLower,
133
+ int nCols) {
134
+ element_dual_feas_kernel_2<<<nBlocks256(nCols), 256>>>(z, dualResidual,
135
+ hasLower, nCols);
136
+ }
137
+
138
+ void cupdlp_dual_feasibility_kernel_3_cuda(cupdlp_float *z,
139
+ const cupdlp_float *dualResidual,
140
+ const cupdlp_float *hasUpper,
141
+ int nCols) {
142
+ element_dual_feas_kernel_3<<<nBlocks256(nCols), 256>>>(z, dualResidual,
143
+ hasUpper, nCols);
144
+ }
145
+
146
+ void cupdlp_primal_infeasibility_kernel_cuda(cupdlp_float *z, const cupdlp_float *aty,
147
+ const cupdlp_float *dSlackPos,
148
+ const cupdlp_float *dSlackNeg,
149
+ const cupdlp_float *colScale,
150
+ cupdlp_float alpha, int ifScaled, int nCols) {
151
+ element_primal_infeas_kernel<<<nBlocks256(nCols), 256>>>(z, aty, dSlackPos,
152
+ dSlackNeg, colScale, alpha,
153
+ ifScaled, nCols);
154
+ }
155
+
156
+ void cupdlp_dual_infeasibility_kernel_lb_cuda(cupdlp_float *z, const cupdlp_float *x,
157
+ const cupdlp_float *hasLower,
158
+ const cupdlp_float *colScale,
159
+ cupdlp_float alpha, int ifScaled, int nCols) {
160
+ element_dual_infeas_kernel_lb<<<nBlocks256(nCols), 256>>>(z, x, hasLower,
161
+ colScale, alpha,
162
+ ifScaled, nCols);
163
+ }
164
+
165
+ void cupdlp_dual_infeasibility_kernel_ub_cuda(cupdlp_float *z, const cupdlp_float *x,
166
+ const cupdlp_float *hasUpper,
167
+ const cupdlp_float *colScale,
168
+ cupdlp_float alpha, int ifScaled, int nCols) {
169
+ element_dual_infeas_kernel_ub<<<nBlocks256(nCols), 256>>>(z, x, hasUpper,
170
+ colScale, alpha,
171
+ ifScaled, nCols);
172
+ }
173
+
174
+ void cupdlp_dual_infeasibility_kernel_constr_cuda(cupdlp_float *z, const cupdlp_float *ax,
175
+ const cupdlp_float *rowScale,
176
+ cupdlp_float alpha, int ifScaled,
177
+ int nEqs, int nRows) {
178
+ element_dual_infeas_kernel_constr<<<nBlocks256(nRows), 256>>>(z, ax, rowScale,
179
+ alpha, ifScaled, nEqs, nRows);
180
+ }
181
+
182
+ void cupdlp_projSameub_cuda(cupdlp_float *x, cupdlp_float ub, int n) {
183
+ element_wise_projSameub_kernel<<<nBlocks256(n), 256>>>(x, ub, n);
184
+ }
185
+
186
+ void cupdlp_projSamelb_cuda(cupdlp_float *x, cupdlp_float lb, int n) {
187
+ element_wise_projSamelb_kernel<<<nBlocks256(n), 256>>>(x, lb, n);
188
+ }
189
+
190
+ void cupdlp_projub_cuda(cupdlp_float *x, const cupdlp_float *ub, int n) {
191
+ element_wise_projub_kernel<<<nBlocks256(n), 256>>>(x, ub, n);
192
+ }
193
+
194
+ void cupdlp_projlb_cuda(cupdlp_float *x, const cupdlp_float *lb, int n) {
195
+ element_wise_projlb_kernel<<<nBlocks256(n), 256>>>(x, lb, n);
196
+ }
197
+
198
+ void cupdlp_ediv_cuda(cupdlp_float *x, const cupdlp_float *y, int n) {
199
+ element_wise_div_kernel<<<nBlocks256(n), 256>>>(x, y, n);
200
+ }
201
+
202
+ void cupdlp_edot_cuda(cupdlp_float *x, const cupdlp_float *y, int n) {
203
+ element_wise_dot_kernel<<<nBlocks256(n), 256>>>(x, y, n);
204
+ }
205
+
206
+ void cupdlp_haslb_cuda(cupdlp_float *haslb, const cupdlp_float *lb,
207
+ cupdlp_float bound, int n) {
208
+ element_wise_initHaslb_kernel<<<nBlocks256(n), 256>>>(haslb, lb, bound, n);
209
+ }
210
+
211
+ void cupdlp_hasub_cuda(cupdlp_float *hasub, const cupdlp_float *ub,
212
+ cupdlp_float bound, int n) {
213
+ element_wise_initHasub_kernel<<<nBlocks256(n), 256>>>(hasub, ub, bound, n);
214
+ }
215
+
216
+ void cupdlp_filterlb_cuda(cupdlp_float *x, const cupdlp_float *lb,
217
+ cupdlp_float bound, int n) {
218
+ element_wise_filterlb_kernel<<<nBlocks256(n), 256>>>(x, lb, bound, n);
219
+ }
220
+
221
+ void cupdlp_filterub_cuda(cupdlp_float *x, const cupdlp_float *ub,
222
+ cupdlp_float bound, int n) {
223
+ element_wise_filterub_kernel<<<nBlocks256(n), 256>>>(x, ub, bound, n);
224
+ }
225
+
226
+ void cupdlp_initvec_cuda(cupdlp_float *x, cupdlp_float val, int n) {
227
+ init_cuda_vec_kernel<<<nBlocks256(n), 256>>>(x, val, n);
228
+ }
229
+
230
+ void cupdlp_pgrad_cuda(cupdlp_float *xUpdate, const cupdlp_float *x,
231
+ const cupdlp_float *cost, const cupdlp_float *ATy,
232
+ const cupdlp_float *lb, const cupdlp_float *ub,
233
+ cupdlp_float dPrimalStep, int nCols) {
234
+ primal_grad_step_kernel<<<nBlocks256(nCols), 256>>>(xUpdate, x, cost, ATy, lb, ub, dPrimalStep, nCols);
235
+ }
236
+
237
+ void cupdlp_dgrad_cuda(cupdlp_float *yUpdate,
238
+ const cupdlp_float *y, const cupdlp_float *b,
239
+ const cupdlp_float *Ax, const cupdlp_float *AxUpdate,
240
+ cupdlp_float dDualStep, int nRows, int nEqs) {
241
+ dual_grad_step_kernel<<<nBlocks256(nRows), 256>>>(yUpdate, y, b, Ax, AxUpdate, dDualStep, nRows, nEqs);
242
+ }
243
+
244
+ /*
245
+ void cupdlp_sub_cuda(cupdlp_float *z, const cupdlp_float *x,
246
+ const cupdlp_float *y, int n)
247
+ {
248
+ naive_sub_kernel<<<nBlocks256(n), 256>>>(z, x, y, n);
249
+ }
250
+ */
251
+
252
+
253
+ void cupdlp_movement_interaction_cuda(
254
+ cupdlp_float *dX2, cupdlp_float *dY2, cupdlp_float *dInter, cupdlp_float *buffer,
255
+ const cupdlp_float *xUpdate, const cupdlp_float *x,
256
+ const cupdlp_float *yUpdate, const cupdlp_float *y,
257
+ const cupdlp_float *atyUpdate, const cupdlp_float *aty,
258
+ int nRows, int nCols)
259
+ {
260
+ int warpSize;
261
+ CHECK_CUDA_IGNORE(cudaDeviceGetAttribute(&warpSize, cudaDevAttrWarpSize, 0))
262
+ if (warpSize != 32) {
263
+ printf("warpSize\n");
264
+ exit(1);
265
+ }
266
+
267
+ constexpr int RED_BLOCK_SIZE = 256;
268
+ constexpr int RED_ELS_PER_THREAD = 4;
269
+ constexpr int RED_ELS_PER_BLOCK = RED_BLOCK_SIZE * RED_ELS_PER_THREAD;
270
+
271
+ constexpr int SUM_BLOCK_SIZE = 512;
272
+ constexpr int SUM_ELS_PER_THREAD = 2;
273
+ constexpr int SUM_ELS_PER_BLOCK = SUM_BLOCK_SIZE * SUM_ELS_PER_THREAD;
274
+
275
+ int nBlocksCols = (nCols + RED_ELS_PER_BLOCK - 1) / RED_ELS_PER_BLOCK;
276
+ int nBlocksRows = (nRows + RED_ELS_PER_BLOCK - 1) / RED_ELS_PER_BLOCK;
277
+
278
+ int buf_size = 256 * ((max(nBlocksCols,nBlocksRows) + 256 - 1) / 256);
279
+
280
+ // buffer has size max(nCols, nRows, 2048)
281
+
282
+ // we have buf_size <= max(nBlocksCols, nBlocksRows) + 256 - 1
283
+ // <= max(nCols, nRows) / (4 * 256) + 1 + 256 - 1,
284
+ // since RED_ELS_PER_BLOCK = 4 * 256
285
+
286
+ // assume wlog that nRows <= nCols
287
+
288
+ // if nCols <= 2 * 4 * 256, then
289
+ // buf_size <= 2 + 256 <= 258,
290
+ // so 5 * buf_size <= 1290 <= max(nCols, nRows, 2048)
291
+
292
+ // if nCols > 2 * 4 * 256, then
293
+ // buf_size <= nCols / (4 * 256) + nCols / 8 <= nCols * 3/16
294
+ // so 5 * buf_size <= 15/16 * nCols <= max(nCols, nRows, 2048)
295
+
296
+ cupdlp_float *buf_1 = buffer + 0 * buf_size;
297
+ cupdlp_float *buf_2 = buffer + 1 * buf_size;
298
+ cupdlp_float *buf_3 = buffer + 2 * buf_size;
299
+ cupdlp_float *buf_4 = buffer + 3 * buf_size;
300
+ cupdlp_float *buf_5 = buffer + 4 * buf_size;
301
+
302
+ int nBlocks = nBlocksCols;
303
+ movement_1_kernel<<<nBlocks, RED_BLOCK_SIZE>>>(buf_1, buf_2, xUpdate, x, atyUpdate, aty, nCols);
304
+
305
+ while (nBlocks > 1) {
306
+ int nBlocks2 = (nBlocks + SUM_ELS_PER_BLOCK - 1) / SUM_ELS_PER_BLOCK;
307
+ sum_kernel<<<nBlocks2, SUM_BLOCK_SIZE>>>(buf_3, buf_1, nBlocks);
308
+ sum_kernel<<<nBlocks2, SUM_BLOCK_SIZE>>>(buf_4, buf_2, nBlocks);
309
+ nBlocks = nBlocks2;
310
+ cupdlp_float *tmp = buf_1;
311
+ buf_1 = buf_3;
312
+ buf_3 = tmp;
313
+ tmp = buf_2;
314
+ buf_2 = buf_4;
315
+ buf_4 = tmp;
316
+ }
317
+
318
+ CHECK_CUDA_STRICT(cudaMemcpyAsync(buf_5 + 0, buf_1, sizeof(cupdlp_float), cudaMemcpyDeviceToDevice))
319
+ CHECK_CUDA_STRICT(cudaMemcpyAsync(buf_5 + 1, buf_2, sizeof(cupdlp_float), cudaMemcpyDeviceToDevice))
320
+
321
+ nBlocks = nBlocksRows;
322
+ movement_2_kernel<<<nBlocks, RED_BLOCK_SIZE>>>(buf_1, yUpdate, y, nRows);
323
+
324
+ while (nBlocks > 1) {
325
+ int nBlocks2 = (nBlocks + SUM_ELS_PER_BLOCK - 1) / SUM_ELS_PER_BLOCK;
326
+ sum_kernel<<<nBlocks2, SUM_BLOCK_SIZE>>>(buf_2, buf_1, nBlocks);
327
+ nBlocks = nBlocks2;
328
+ cupdlp_float *tmp = buf_1;
329
+ buf_1 = buf_2;
330
+ buf_2 = tmp;
331
+ }
332
+
333
+ cupdlp_float res[3];
334
+ CHECK_CUDA_STRICT(cudaMemcpyAsync(buf_5 + 2, buf_1, sizeof(cupdlp_float), cudaMemcpyDeviceToDevice))
335
+ CHECK_CUDA_STRICT(cudaDeviceSynchronize())
336
+ CHECK_CUDA_STRICT(cudaMemcpy(res, buf_5, 3 * sizeof(cupdlp_float), cudaMemcpyDeviceToHost))
337
+ CHECK_CUDA_LAST();
338
+
339
+ *dX2 = res[0];
340
+ *dY2 = res[2];
341
+ *dInter = res[1];
342
+ }
343
+
344
+ cupdlp_int print_cuda_info(cusparseHandle_t handle)
345
+ {
346
+ #if PRINT_CUDA_INFO
347
+
348
+ int v_cuda_runtime = 0;
349
+ int v_cuda_driver = 0;
350
+ int v_cusparse = 0;
351
+ CHECK_CUDA(cudaRuntimeGetVersion(&v_cuda_runtime))
352
+ CHECK_CUDA(cudaDriverGetVersion(&v_cuda_driver))
353
+ CHECK_CUSPARSE(cusparseGetVersion(handle, &v_cusparse))
354
+
355
+ printf("Cuda runtime version %d\n", v_cuda_runtime);
356
+ printf("Cuda driver version %d\n", v_cuda_driver);
357
+ printf("cuSparse version %d\n", v_cusparse);
358
+
359
+ int n_devices = 0;
360
+ CHECK_CUDA(cudaGetDeviceCount(&n_devices))
361
+
362
+ for (int i = 0; i < n_devices; i++) {
363
+ cudaDeviceProp prop;
364
+ CHECK_CUDA(cudaGetDeviceProperties(&prop, i));
365
+
366
+ printf("Cuda device %d: %s\n", i, prop.name);
367
+ #if PRINT_DETAILED_CUDA_INFO
368
+ printf(" Clock rate (KHz): %d\n", prop.clockRate);
369
+ printf(" Memory clock rate (KHz): %d\n", prop.memoryClockRate);
370
+ printf(" Memory bus width (bits): %d\n", prop.memoryBusWidth);
371
+ printf(" Peak memory bandwidth (GB/s): %f\n",
372
+ 2.0 * prop.memoryClockRate * (prop.memoryBusWidth / 8) / 1.0e6);
373
+ printf(" Global memory available on device (GB): %f\n", prop.totalGlobalMem / 1.0e9);
374
+ printf(" Shared memory available per block (B): %zu\n", prop.sharedMemPerBlock);
375
+ printf(" Warp size in threads: %d\n", prop.warpSize);
376
+ printf(" Maximum number of threads per block: %d\n", prop.maxThreadsPerBlock);
377
+ printf(" Compute capability: %d.%d\n", prop.major, prop.minor);
378
+ printf(" Number of multiprocessors on device: %d\n", prop.multiProcessorCount);
379
+ #endif
380
+ }
381
+ #endif
382
+
383
+ return EXIT_SUCCESS;
384
+ }
385
+
386
+ }
@@ -0,0 +1,149 @@
1
+ #ifndef CUPDLP_CUDA_LINALG_H
2
+ #define CUPDLP_CUDA_LINALG_H
3
+
4
+ #include <cublas_v2.h> // cublas
5
+ #include <cuda_runtime_api.h> // cudaMalloc, cudaMemcpy, etc.
6
+ #include <cusparse.h> // cusparseSpMV
7
+
8
+ #include "cupdlp_cuda_kernels.cuh"
9
+
10
+ #define PRINT_CUDA_INFO (1)
11
+ #define PRINT_DETAILED_CUDA_INFO (0)
12
+
13
+ #ifdef __cplusplus
14
+ extern "C" {
15
+ #endif
16
+
17
+ cupdlp_int cuda_alloc_MVbuffer(
18
+ cusparseHandle_t handle, cusparseSpMatDescr_t cuda_csc,
19
+ cusparseDnVecDescr_t vecX, cusparseDnVecDescr_t vecAx,
20
+ cusparseSpMatDescr_t cuda_csr, cusparseDnVecDescr_t vecY,
21
+ cusparseDnVecDescr_t vecATy, void **dBuffer_csc_ATy, void **dBuffer_csr_Ax);
22
+
23
+ /*
24
+ cupdlp_int cuda_csc_Ax(cusparseHandle_t handle,
25
+ cusparseSpMatDescr_t cuda_csc,
26
+ cusparseDnVecDescr_t vecX,
27
+ cusparseDnVecDescr_t vecAx, void *dBuffer,
28
+ cupdlp_float alpha, cupdlp_float beta);
29
+ */
30
+ cupdlp_int cuda_csr_Ax(cusparseHandle_t handle,
31
+ cusparseSpMatDescr_t cuda_csr,
32
+ cusparseDnVecDescr_t vecX,
33
+ cusparseDnVecDescr_t vecAx, void *dBuffer,
34
+ cupdlp_float alpha, cupdlp_float beta);
35
+ cupdlp_int cuda_csc_ATy(cusparseHandle_t handle,
36
+ cusparseSpMatDescr_t cuda_csc,
37
+ cusparseDnVecDescr_t vecY,
38
+ cusparseDnVecDescr_t vecATy, void *dBuffer,
39
+ cupdlp_float alpha, cupdlp_float beta);
40
+ /*
41
+ cupdlp_int cuda_csr_ATy(cusparseHandle_t handle,
42
+ cusparseSpMatDescr_t cuda_csr,
43
+ cusparseDnVecDescr_t vecY,
44
+ cusparseDnVecDescr_t vecATy, void *dBuffer,
45
+ cupdlp_float alpha, cupdlp_float beta);
46
+ */
47
+
48
+ // z[i] = min(ax[i] - rhs[i], i >= nEqs ? 0.0 : ax[i] - rhs[i]) * (ifScaled ? rowScale[i] : 1.0)
49
+ void cupdlp_primal_feasibility_kernel_cuda(cupdlp_float *z,
50
+ const cupdlp_float *ax,
51
+ const cupdlp_float *rhs,
52
+ const cupdlp_float *rowScale,
53
+ int ifScaled,
54
+ int nEqs, int nRows);
55
+
56
+ // z[i] = cost[i] - aty[i]
57
+ void cupdlp_dual_feasibility_kernel_1_cuda(cupdlp_float *z,
58
+ const cupdlp_float *aty,
59
+ const cupdlp_float *cost,
60
+ int nCols);
61
+
62
+ // z[i] = max(dualResidual, 0) * hasLower[i]
63
+ void cupdlp_dual_feasibility_kernel_2_cuda(cupdlp_float *z,
64
+ const cupdlp_float *dualResidual,
65
+ const cupdlp_float *hasLower,
66
+ int nCols);
67
+
68
+ // z[i] = - min(dualResidual, 0) * hasUpper[i]
69
+ void cupdlp_dual_feasibility_kernel_3_cuda(cupdlp_float *z,
70
+ const cupdlp_float *dualResidual,
71
+ const cupdlp_float *hasUpper,
72
+ int nCols);
73
+
74
+ // z[i] = alpha * (aty[i] + dSlackPos[i] - dSlackNeg[i]) * (ifScaled ? colScale[i] : 1.0)
75
+ void cupdlp_primal_infeasibility_kernel_cuda(cupdlp_float *z, const cupdlp_float *aty,
76
+ const cupdlp_float *dSlackPos,
77
+ const cupdlp_float *dSlackNeg,
78
+ const cupdlp_float *colScale,
79
+ cupdlp_float alpha, int ifScaled, int nCols);
80
+
81
+ // z[i] = min(alpha * x[i], 0.0) * hasLower[i] / (ifScaled ? colScale[i] : 1.0)
82
+ void cupdlp_dual_infeasibility_kernel_lb_cuda(cupdlp_float *z, const cupdlp_float *x,
83
+ const cupdlp_float *hasLower,
84
+ const cupdlp_float *colScale,
85
+ cupdlp_float alpha, int ifScaled, int nCols);
86
+
87
+ // z[i] = max(alpha * x[i], 0.0) * hasUpper[i] / (ifScaled ? colScale[i] : 1.0)
88
+ void cupdlp_dual_infeasibility_kernel_ub_cuda(cupdlp_float *z, const cupdlp_float *x,
89
+ const cupdlp_float *hasUpper,
90
+ const cupdlp_float *colScale,
91
+ cupdlp_float alpha, int ifScaled, int nCols);
92
+
93
+ // z[i] = min(alpha * ax[i], i >= nEqs ? 0.0 : alpha * ax[i]) * (ifScaled ? rowScale[i] : 1.0)
94
+ void cupdlp_dual_infeasibility_kernel_constr_cuda(cupdlp_float *z, const cupdlp_float *ax,
95
+ const cupdlp_float *rowScale,
96
+ cupdlp_float alpha, int ifScaled,
97
+ int nEqs, int nRows);
98
+
99
+ void cupdlp_projSameub_cuda(cupdlp_float *x, const cupdlp_float ub, int n);
100
+ void cupdlp_projSamelb_cuda(cupdlp_float *x, const cupdlp_float lb, int n);
101
+
102
+ void cupdlp_projub_cuda(cupdlp_float *x, const cupdlp_float *ub, int n);
103
+ void cupdlp_projlb_cuda(cupdlp_float *x, const cupdlp_float *lb, int n);
104
+
105
+ void cupdlp_ediv_cuda(cupdlp_float *x, const cupdlp_float *y, int n);
106
+
107
+ void cupdlp_edot_cuda(cupdlp_float *x, const cupdlp_float *y, int n);
108
+
109
+ void cupdlp_haslb_cuda(cupdlp_float *haslb, const cupdlp_float *lb,
110
+ cupdlp_float bound, int n);
111
+ void cupdlp_hasub_cuda(cupdlp_float *hasub, const cupdlp_float *ub,
112
+ cupdlp_float bound, int n);
113
+
114
+ void cupdlp_filterlb_cuda(cupdlp_float *x, const cupdlp_float *lb,
115
+ cupdlp_float bound, int n);
116
+ void cupdlp_filterub_cuda(cupdlp_float *x, const cupdlp_float *ub,
117
+ cupdlp_float bound, int n);
118
+
119
+ void cupdlp_initvec_cuda(cupdlp_float *x, cupdlp_float val, int n);
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+
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+ void cupdlp_pgrad_cuda(cupdlp_float *xUpdate, const cupdlp_float *x,
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+ const cupdlp_float *cost, const cupdlp_float *ATy,
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+ const cupdlp_float *lb, const cupdlp_float *ub,
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+ cupdlp_float dPrimalStep, int nCols);
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+
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+ void cupdlp_dgrad_cuda(cupdlp_float *yUpdate,
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+ const cupdlp_float *y, const cupdlp_float *b,
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+ const cupdlp_float *Ax, const cupdlp_float *AxUpdate,
129
+ cupdlp_float dDualStep, int nRows, int nEqs);
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+
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+ /*
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+ void cupdlp_sub_cuda(cupdlp_float *z, const cupdlp_float *x,
133
+ const cupdlp_float *y, const cupdlp_int len);
134
+ */
135
+
136
+ void cupdlp_movement_interaction_cuda(
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+ cupdlp_float *dX2, cupdlp_float *dY2, cupdlp_float *dInter, cupdlp_float *buffer,
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+ const cupdlp_float *xUpdate, const cupdlp_float *x,
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+ const cupdlp_float *yUpdate, const cupdlp_float *y,
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+ const cupdlp_float *atyUpdate, const cupdlp_float *aty,
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+ int nRows, int nCols);
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+
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+ cupdlp_int print_cuda_info(cusparseHandle_t handle);
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+
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+ #ifdef __cplusplus
146
+ }
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+ #endif
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+
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+ #endif
@@ -0,0 +1,154 @@
1
+ #include "cupdlp_cuda_kernels.cuh"
2
+ #include "cupdlp_cudalinalg.cuh"
3
+
4
+ int use_cublas(cublasHandle_t cublashandle) {
5
+ cupdlp_int len = 10;
6
+ // cupdlp_int len = 1<<10;
7
+
8
+ // int N = 1<<20;
9
+
10
+ // alloc and init host vec memory
11
+ cupdlp_float *h_vec1 = (cupdlp_float *)malloc(len * sizeof(cupdlp_float));
12
+ cupdlp_float *h_vec2 = (cupdlp_float *)malloc(len * sizeof(cupdlp_float));
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+ for (cupdlp_int i = 0; i < len; i++) {
14
+ h_vec1[i] = 1.0;
15
+ h_vec2[i] = i;
16
+ // h_vec1[i] = 1.0;
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+ // h_vec2[i] = 2.0;
18
+ }
19
+
20
+ // alloc and init device vec memory
21
+ cupdlp_float *d_vec1;
22
+ cupdlp_float *d_vec2;
23
+ CHECK_CUDA(cudaMalloc((void **)&d_vec1, len * sizeof(cupdlp_float)))
24
+ // CHECK_CUDA(cudaMemcpy(d_vec1, h_vec1, len * sizeof(cupdlp_float),
25
+ // cudaMemcpyHostToDevice))
26
+
27
+ CHECK_CUDA(cudaMalloc((void **)&d_vec2, len * sizeof(cupdlp_float)))
28
+ CHECK_CUDA(cudaMemcpy(d_vec2, h_vec2, len * sizeof(cupdlp_float),
29
+ cudaMemcpyHostToDevice))
30
+
31
+ // init cublas handle
32
+ // cublasHandle_t cublashandle;
33
+ // CHECK_CUBLAS(cublasCreate(&cublashandle));
34
+
35
+ cupdlp_float result;
36
+ // call nrm2
37
+ CHECK_CUBLAS(cublasDnrm2(cublashandle, len, d_vec1, 1, &result));
38
+
39
+ // print result
40
+ printf("2-norm is :%f\n", result);
41
+
42
+ // copy result back to host
43
+ // cudaMemcpy(h_vec1, d_vec1, len * sizeof(cupdlp_float),
44
+ // cudaMemcpyDeviceToHost);
45
+ // cudaMemcpy(h_vec2, d_vec2, len * sizeof(cupdlp_float),
46
+ // cudaMemcpyDeviceToHost);
47
+ // cudaError_t errSync = cudaGetLastError();
48
+ // cudaError_t errAsync = cudaDeviceSynchronize();
49
+ // if (errSync != cudaSuccess)
50
+ // printf("Sync kernel error: %s\n", cudaGetErrorString(errSync));
51
+ // if (errAsync != cudaSuccess)
52
+ // printf("Async kernel error: %s\n", cudaGetErrorString(errAsync));
53
+
54
+ // // print result
55
+ // for (cupdlp_int i = 0; i < len; i++) {
56
+ // printf("%f\n", h_vec1[i]);
57
+ // // printf("%f\n", h_vec2[i]);
58
+ // }
59
+
60
+ // destroy cublas handle
61
+ // CHECK_CUBLAS(cublasDestroy(cublashandle));
62
+
63
+ // free memory
64
+ free(h_vec1);
65
+ free(h_vec2);
66
+ CHECK_CUDA(cudaFree(d_vec1))
67
+ CHECK_CUDA(cudaFree(d_vec2))
68
+
69
+ return 0;
70
+ }
71
+ int main() {
72
+ // try cupdlp_edot_cuda
73
+
74
+ // int nDevices;
75
+
76
+ // cudaGetDeviceCount(&nDevices);
77
+ // for (int i = 0; i < nDevices; i++) {
78
+ // cudaDeviceProp prop;
79
+ // cudaGetDeviceProperties(&prop, i);
80
+ // printf("Device Number: %d\n", i);
81
+ // printf(" Device name: %s\n", prop.name);
82
+ // printf(" Memory Clock Rate (KHz): %d\n",
83
+ // prop.memoryClockRate);
84
+ // printf(" Memory Bus Width (bits): %d\n",
85
+ // prop.memoryBusWidth);
86
+ // printf(" Peak Memory Bandwidth (GB/s): %f\n\n",
87
+ // 2.0 * prop.memoryClockRate * (prop.memoryBusWidth / 8)
88
+ // / 1.0e6);
89
+ // }
90
+
91
+ // cupdlp_int len = 10;
92
+ // // cupdlp_int len = 1<<10;
93
+
94
+ // // int N = 1<<20;
95
+
96
+ // // alloc and init host vec memory
97
+ // cupdlp_float *h_vec1 = (cupdlp_float *) malloc(len * sizeof(cupdlp_float));
98
+ // cupdlp_float *h_vec2 = (cupdlp_float *) malloc(len * sizeof(cupdlp_float));
99
+ // for (cupdlp_int i = 0; i < len; i++) {
100
+ // h_vec1[i] = 1.0;
101
+ // h_vec2[i] = i;
102
+ // // h_vec1[i] = 1.0;
103
+ // // h_vec2[i] = 2.0;
104
+ // }
105
+
106
+ // // alloc and init device vec memory
107
+ // cupdlp_float *d_vec1;
108
+ // cupdlp_float *d_vec2;
109
+ // cudaMalloc((void **) &d_vec1, len * sizeof(cupdlp_float));
110
+ // // cudaMemcpy(d_vec1, h_vec1, len * sizeof(cupdlp_float),
111
+ // // cudaMemcpyHostToDevice);
112
+
113
+ // cudaMalloc((void **) &d_vec2, len * sizeof(cupdlp_float));
114
+ // cudaMemcpy(d_vec2, h_vec2, len * sizeof(cupdlp_float),
115
+ // cudaMemcpyHostToDevice);
116
+
117
+ // init cublas handle
118
+ cublasHandle_t cublashandle;
119
+ CHECK_CUBLAS(cublasCreate(&cublashandle));
120
+ use_cublas(cublashandle);
121
+ // cupdlp_float result;
122
+ // call nrm2
123
+ // CHECK_CUBLAS(cublasDnrm2(cublashandle, len, d_vec1, 1, &result));
124
+
125
+ // print result
126
+ // printf("2-norm is :%f\n", result);
127
+
128
+ // copy result back to host
129
+ // cudaMemcpy(h_vec1, d_vec1, len * sizeof(cupdlp_float),
130
+ // cudaMemcpyDeviceToHost);
131
+ // cudaMemcpy(h_vec2, d_vec2, len * sizeof(cupdlp_float),
132
+ // cudaMemcpyDeviceToHost);
133
+ // cudaError_t errSync = cudaGetLastError();
134
+ // cudaError_t errAsync = cudaDeviceSynchronize();
135
+ // if (errSync != cudaSuccess)
136
+ // printf("Sync kernel error: %s\n", cudaGetErrorString(errSync));
137
+ // if (errAsync != cudaSuccess)
138
+ // printf("Async kernel error: %s\n", cudaGetErrorString(errAsync));
139
+
140
+ // // print result
141
+ // for (cupdlp_int i = 0; i < len; i++) {
142
+ // printf("%f\n", h_vec1[i]);
143
+ // // printf("%f\n", h_vec2[i]);
144
+ // }
145
+
146
+ // destroy cublas handle
147
+ CHECK_CUBLAS(cublasDestroy(cublashandle));
148
+
149
+ // // free memory
150
+ // free(h_vec1);
151
+ // free(h_vec2);
152
+ // cudaFree(d_vec1);
153
+ // cudaFree(d_vec2);
154
+ }