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
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  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
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  1154. data/ext/lpsolver-highs/pyproject.toml +221 -0
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  1164. data/lpsolver.gemspec +4 -1
  1165. metadata +1176 -4
@@ -0,0 +1,802 @@
1
+
2
+ #include "pdlp/cupdlp/cupdlp_linalg.h"
3
+
4
+ /**
5
+ * The function `ScatterCol` performs a scatter operation on a specific
6
+ * column of a matrix.
7
+ *
8
+ * @param pdhg A pointer to a structure of type pdhg.
9
+ * @param iCol The parameter "iCol" represents the index of the column in the
10
+ * matrix that we want to scatter.
11
+ * @param multiplier The multiplier is a scalar value that is multiplied with
12
+ * each element in the column of the matrix. It is used to scale the values
13
+ * before adding them to the target array.
14
+ * @param target The "target" parameter is a pointer to a cupdlp_float array
15
+ * where the scattered column values will be added.
16
+ */
17
+ void ScatterCol(CUPDLPwork *w, cupdlp_int iCol, cupdlp_float multiplier,
18
+ cupdlp_float *target) {
19
+ CUPDLPcsc *matrix = w->problem->data->csc_matrix;
20
+
21
+ for (cupdlp_int p = matrix->colMatBeg[iCol]; p < matrix->colMatBeg[iCol + 1];
22
+ ++p)
23
+ target[matrix->colMatIdx[p]] += matrix->colMatElem[p] * multiplier;
24
+ }
25
+
26
+ void ScatterRow(CUPDLPwork *w, cupdlp_int iRow, cupdlp_float multiplier,
27
+ cupdlp_float *target) {
28
+ CUPDLPcsr *matrix = w->problem->data->csr_matrix;
29
+
30
+ for (cupdlp_int p = matrix->rowMatBeg[iRow]; p < matrix->rowMatBeg[iRow + 1];
31
+ ++p)
32
+ target[matrix->rowMatIdx[p]] += matrix->rowMatElem[p] * multiplier;
33
+ }
34
+
35
+ void AxCPU(CUPDLPwork *w, cupdlp_float *ax, const cupdlp_float *x) {
36
+ // #if PDHG_USE_TIMERS
37
+ // ++w->timers->nAxCalls;
38
+ // cupdlp_float dStartTime = getTimeStamp();
39
+ // #endif
40
+
41
+ CUPDLPproblem *lp = w->problem;
42
+
43
+ /* no indentity currently
44
+
45
+ FILL_ZERO(ax, lp->data->nRows);
46
+
47
+ // [A I]*x
48
+ for (cupdlp_int iSeq = ncols, iRow = 0; iSeq < lp->nSeq; ++iSeq, ++iRow)
49
+ {
50
+ if ((pdhg->lower[iSeq] > -INFINITY) && (pdhg->upper[iSeq] < INFINITY))
51
+ {
52
+ ax[iRow] = scaling->rowScale ? scaling->rowScale[iRow] * x[iSeq] :
53
+ x[iSeq];
54
+ }
55
+ else
56
+ {
57
+ ax[iRow] = 0.0;
58
+ }
59
+ }
60
+ */
61
+
62
+ memset(ax, 0, sizeof(cupdlp_float) * lp->data->nRows);
63
+
64
+ for (cupdlp_int iCol = 0; iCol < lp->data->nCols; ++iCol) {
65
+ ScatterCol(w, iCol, x[iCol], ax);
66
+ }
67
+
68
+ // #if PDHG_USE_TIMERS
69
+ // w->timers->dAxTime += getTimeStamp() - dStartTime;
70
+ // #endif
71
+ }
72
+
73
+ void ATyCPU(CUPDLPwork *w, cupdlp_float *aty, const cupdlp_float *y) {
74
+ // #if PDHG_USE_TIMERS
75
+ // ++w->timers->nAtyCalls;
76
+ // cupdlp_float dStartTime = getTimeStamp();
77
+ // #endif
78
+
79
+ CUPDLPproblem *lp = w->problem;
80
+
81
+ /* no indentity currently
82
+ FILL_ZERO(aty, lp->nSeq);
83
+
84
+ // [A I]'*y
85
+ for (cupdlp_int iSeq = ncols, iRow = 0; iSeq < lp->nSeq; ++iSeq, ++iRow)
86
+ {
87
+ ScatterRow(pdhg, iRow, y[iRow], aty);
88
+
89
+ if ((pdhg->lower[iSeq] > -INFINITY) && (pdhg->upper[iSeq] < INFINITY))
90
+ {
91
+ aty[iSeq] = (scaling->rowScale ? scaling->rowScale[iRow] * y[iRow] :
92
+ y[iRow]);
93
+ }
94
+ else
95
+ {
96
+ aty[iSeq] = 0.0;
97
+ }
98
+ }
99
+ */
100
+
101
+ memset(aty, 0, sizeof(cupdlp_float) * lp->data->nCols);
102
+ for (cupdlp_int iRow = 0; iRow < lp->data->nRows; ++iRow) {
103
+ ScatterRow(w, iRow, y[iRow], aty);
104
+ }
105
+
106
+ // #if PDHG_USE_TIMERS
107
+ // w->timers->dAtyTime += getTimeStamp() - dStartTime;
108
+ // #endif
109
+ }
110
+
111
+ double nrm2(cupdlp_int n, const double *x, cupdlp_int incx) {
112
+ #ifdef USE_MY_BLAS
113
+ assert(incx == 1);
114
+
115
+ double nrm = 0.0;
116
+
117
+ for (int i = 0; i < n; ++i) {
118
+ nrm += x[i] * x[i];
119
+ }
120
+
121
+ return sqrt(nrm);
122
+ #else
123
+ return dnrm2(n, x, incx);
124
+ #endif
125
+ }
126
+
127
+ double nrminf(cupdlp_int n, const double *x, cupdlp_int incx) {
128
+ #ifdef USE_MY_BLAS
129
+ assert(incx == 1);
130
+
131
+ double nrm = 0.0;
132
+
133
+ for (int i = 0; i < n; ++i) {
134
+ double tmp = fabs(x[i]);
135
+ if (tmp > nrm) nrm = tmp;
136
+ }
137
+
138
+ return nrm;
139
+ #else
140
+ return dnrm2(n, x, incx);
141
+ #endif
142
+ }
143
+
144
+ static cupdlp_int nrminfindex(cupdlp_int n, const double *x, cupdlp_int incx) {
145
+ #ifdef USE_MY_BLAS
146
+ assert(incx == 1);
147
+
148
+ double nrm = 0.0;
149
+ cupdlp_int index = 0;
150
+
151
+ for (int i = 0; i < n; ++i) {
152
+ double tmp = fabs(x[i]);
153
+ if (tmp > nrm) {
154
+ nrm = tmp;
155
+ index = i;
156
+ }
157
+ }
158
+
159
+ return index;
160
+ #else
161
+ return dnrminfindex(n, x, incx);
162
+ #endif
163
+ }
164
+
165
+ double twoNorm(double *x, cupdlp_int n) { return nrm2(n, x, 1); }
166
+
167
+ double twoNormSquared(double *x, cupdlp_int n) { return pow(twoNorm(x, n), 2); }
168
+
169
+ double infNorm(double *x, cupdlp_int n) { return nrminf(n, x, 1); }
170
+
171
+ /*------------------------ new added --------------------*/
172
+ double GenNorm(double *x, cupdlp_int n, cupdlp_float p) {
173
+ if (p == 2.0) {
174
+ return twoNorm(x, n);
175
+ } else if (p == INFINITY) {
176
+ return infNorm(x, n);
177
+ } else {
178
+ double nrm = 0.0;
179
+
180
+ for (int i = 0; i < n; ++i) {
181
+ nrm += pow(fabs(x[i]), p);
182
+ }
183
+
184
+ return pow(nrm, 1.0 / p);
185
+ }
186
+ }
187
+
188
+ /* x = x .* y*/
189
+ void cupdlp_cdot(cupdlp_float *x, const cupdlp_float *y, const cupdlp_int len) {
190
+ for (int i = 0; i < len; i++) {
191
+ x[i] *= y[i];
192
+ }
193
+ }
194
+
195
+ /* x = x ./ y*/
196
+ void cupdlp_cdiv(cupdlp_float *x, const cupdlp_float *y, const cupdlp_int len) {
197
+ for (int i = 0; i < len; i++) {
198
+ x[i] /= y[i];
199
+ }
200
+ }
201
+
202
+ /* xout = weight * x */
203
+ // void cupdlp_scaleVector(cupdlp_float *xout, cupdlp_float *x, cupdlp_float
204
+ // weight, const cupdlp_int len)
205
+ // {
206
+ // for (int i = 0; i < len; i++)
207
+ // {
208
+ // xout[i] = weight * x[i];
209
+ // }
210
+ // }
211
+
212
+ /* xout = max(x, lb), lb is vector */
213
+ void cupdlp_projLowerBound(cupdlp_float *x, const cupdlp_float *lb,
214
+ const cupdlp_int len) {
215
+ for (int i = 0; i < len; i++) {
216
+ x[i] = x[i] > lb[i] ? x[i] : lb[i];
217
+ }
218
+ }
219
+
220
+ /* xout = min(x, ub), ub is vector */
221
+ void cupdlp_projUpperBound(cupdlp_float *x, const cupdlp_float *ub,
222
+ const cupdlp_int len) {
223
+ for (int i = 0; i < len; i++) {
224
+ x[i] = x[i] < ub[i] ? x[i] : ub[i];
225
+ }
226
+ }
227
+
228
+ /* xout = max(x, lb), lb is number */
229
+ void cupdlp_projSameLowerBound(cupdlp_float *x, const cupdlp_float lb,
230
+ const cupdlp_int len) {
231
+ for (int i = 0; i < len; i++) {
232
+ x[i] = x[i] > lb ? x[i] : lb;
233
+ }
234
+ }
235
+
236
+ /* xout = min(x, ub), ub is number */
237
+ void cupdlp_projSameUpperBound(cupdlp_float *x, const cupdlp_float ub,
238
+ const cupdlp_int len) {
239
+ for (int i = 0; i < len; i++) {
240
+ x[i] = x[i] < ub ? x[i] : ub;
241
+ }
242
+ }
243
+
244
+ /* xout = max(x, 0) */
245
+ void cupdlp_projPositive(cupdlp_float *x, const cupdlp_int len) {
246
+ cupdlp_projSameLowerBound(x, 0.0, len);
247
+ }
248
+
249
+ /* xout = min(x, 0) */
250
+ void cupdlp_projNegative(cupdlp_float *x, const cupdlp_int len) {
251
+ cupdlp_projSameUpperBound(x, 0.0, len);
252
+ }
253
+
254
+ // Unused warning
255
+ /* ||x - y||_2^2 */
256
+ // cupdlp_float cupdlp_diffTwoNormSquared(cupdlp_float *x, cupdlp_float *y,
257
+ // const cupdlp_int len)
258
+ // static cupdlp_float diffTwoNormSquared(cupdlp_float *x, cupdlp_float *y,
259
+ // const cupdlp_int len) {
260
+ // cupdlp_float res = 0.0;
261
+ // for (int i = 0; i < len; i++) {
262
+ // cupdlp_float tmp = x[i] - y[i];
263
+ // res += tmp * tmp;
264
+ // }
265
+ // return res;
266
+ // }
267
+
268
+ // Unused warning
269
+ /* ||x - y||_2 */
270
+ // cupdlp_float cupdlp_diffTwoNorm(cupdlp_float *x, cupdlp_float *y, const
271
+ // cupdlp_int len)
272
+ // static cupdlp_float diffTwoNorm(cupdlp_float *x, cupdlp_float *y,
273
+ // const cupdlp_int len) {
274
+ // // return sqrt(cupdlp_diffTwoNormSquared(x, y, len));
275
+ // return sqrt(diffTwoNormSquared(x, y, len));
276
+ // }
277
+
278
+ // Unused warning
279
+ /* ||x - y||_inf */
280
+ // cupdlp_float cupdlp_diffInfNorm(cupdlp_float *x, cupdlp_float *y, const
281
+ // cupdlp_int len)
282
+ // static cupdlp_float diffInfNorm(cupdlp_float *x, cupdlp_float *y,
283
+ // const cupdlp_int len) {
284
+ // cupdlp_float res = 0.0;
285
+ // for (int i = 0; i < len; i++) {
286
+ // cupdlp_float tmp = fabs(x[i] - y[i]);
287
+ // if (tmp > res) res = tmp;
288
+ // }
289
+ // return res;
290
+ // }
291
+
292
+ // Unused warning
293
+ /* (x1 - x2)' (y1 - y2) */
294
+ // cupdlp_float cupdlp_diffDotDiff(cupdlp_float *x1, cupdlp_float *x2,
295
+ // cupdlp_float *y1, cupdlp_float *y2, const cupdlp_int len)
296
+ // static cupdlp_float diffDotDiff(cupdlp_float *x1, cupdlp_float *x2, cupdlp_float *y1,
297
+ // cupdlp_float *y2, const cupdlp_int len) {
298
+ // cupdlp_float x1y1 = dot(len, x1, 1, y1, 1);
299
+ // cupdlp_float x2y2 = dot(len, x2, 1, y2, 1);
300
+ // cupdlp_float x1y2 = dot(len, x1, 1, y2, 1);
301
+ // cupdlp_float x2y1 = dot(len, x2, 1, y1, 1);
302
+
303
+ // return x1y1 - x1y2 - x2y1 + x2y2;
304
+ // }
305
+
306
+ /* x = x .* y */
307
+ // void cupdlp_cdot_fb(cupdlp_float *x, const cupdlp_bool *y, const cupdlp_int
308
+ // len)
309
+ // {
310
+ // for (int i = 0; i < len; i++)
311
+ // {
312
+ // x[i] *= y[i];
313
+ // }
314
+ // }
315
+
316
+ /*------------------------ new added --------------------*/
317
+
318
+ double dot(cupdlp_int n, const cupdlp_float *x, cupdlp_int incx, const cupdlp_float *y,
319
+ cupdlp_int incy) {
320
+ #ifdef USE_MY_BLAS
321
+ assert(incx == 1 && incy == 1);
322
+
323
+ double dres = 0.0;
324
+
325
+ for (int i = 0; i < n; ++i) {
326
+ dres += x[i] * y[i];
327
+ }
328
+
329
+ return dres;
330
+ #else
331
+ return ddot(n, x, incx, y, incy);
332
+ #endif
333
+ }
334
+
335
+ double Dotprod(const cupdlp_float *x, const cupdlp_float *y, cupdlp_int n) {
336
+ return dot(n, x, 1, y, 1);
337
+ }
338
+
339
+ double Dotprod_Neumaier(const cupdlp_float *x, const cupdlp_float *y, cupdlp_int n) {
340
+ return dot(n, x, 1, y, 1);
341
+ }
342
+
343
+ /* x = x + weight * y */
344
+ void AddToVector(cupdlp_float *x, const cupdlp_float weight,
345
+ const cupdlp_float *y, const cupdlp_int n) {
346
+ #ifdef USE_MY_BLAS
347
+
348
+ for (int i = 0; i < n; ++i) {
349
+ x[i] += weight * y[i];
350
+ }
351
+
352
+ #else
353
+ return ddot(n, x, incx, y, incy);
354
+ #endif
355
+ }
356
+
357
+ /* x = weight * x */
358
+ void ScaleVector(cupdlp_float weight, cupdlp_float *x, cupdlp_int n) {
359
+ #ifdef USE_MY_BLAS
360
+
361
+ for (int i = 0; i < n; ++i) {
362
+ x[i] *= weight;
363
+ }
364
+
365
+ #else
366
+ return ddot(n, x, incx, y, incy);
367
+ #endif
368
+ }
369
+
370
+
371
+ static void cupdlp_filter_lower_bound(cupdlp_float *x, const cupdlp_float *lb,
372
+ const cupdlp_float bound, const cupdlp_int len) {
373
+ for (int i = 0; i < len; i++) {
374
+ x[i] = lb[i] > bound ? lb[i] : 0.0;
375
+ }
376
+ }
377
+
378
+ static void cupdlp_filter_upper_bound(cupdlp_float *x, const cupdlp_float *ub,
379
+ const cupdlp_float bound, const cupdlp_int len) {
380
+ for (int i = 0; i < len; i++) {
381
+ x[i] = ub[i] < bound ? ub[i] : 0.0;
382
+ }
383
+ }
384
+
385
+ static void cupdlp_init_vector(cupdlp_float *x, const cupdlp_float val,
386
+ const cupdlp_int len) {
387
+ for (int i = 0; i < len; i++) {
388
+ x[i] = val;
389
+ }
390
+ }
391
+
392
+ #ifndef CUPDLP_CPU
393
+
394
+ static void Ax_single_gpu(CUPDLPwork *w, cusparseDnVecDescr_t vecX,
395
+ cusparseDnVecDescr_t vecAx) {
396
+ cupdlp_float begin = getTimeStamp();
397
+ cupdlp_float alpha = 1.0;
398
+ cupdlp_float beta = 0.0;
399
+
400
+ switch (w->problem->data->matrix_format) {
401
+ case CSR_CSC:
402
+ cuda_csr_Ax(w->cusparsehandle, w->problem->data->csr_matrix->cuda_csr,
403
+ vecX, vecAx, w->dBuffer_csr_Ax, alpha, beta);
404
+ break;
405
+ case CSC:
406
+ cupdlp_printf("Error: Ax_single_gpu requires CSR matrix\n");
407
+ exit(1);
408
+ break;
409
+ case CSR:
410
+ cuda_csr_Ax(w->cusparsehandle, w->problem->data->csr_matrix->cuda_csr,
411
+ vecX, vecAx, w->dBuffer_csr_Ax, alpha, beta);
412
+ break;
413
+ default:
414
+ cupdlp_printf("Error: Unknown matrix format in Ax_single_gpu\n");
415
+ exit(1);
416
+ }
417
+ w->timers->DeviceMatVecProdTime += getTimeStamp() - begin;
418
+ }
419
+
420
+ static void Ax_multi_gpu(CUPDLPdata *d, cupdlp_float *ax, const cupdlp_float *x) {
421
+ cupdlp_printf("Error: Ax_multi_gpu not implemented\n");
422
+ exit(1);
423
+ }
424
+
425
+ static void ATy_single_gpu(CUPDLPwork *w, cusparseDnVecDescr_t vecY,
426
+ cusparseDnVecDescr_t vecATy) {
427
+ cupdlp_float begin = getTimeStamp();
428
+
429
+ cupdlp_float alpha = 1.0;
430
+ cupdlp_float beta = 0.0;
431
+
432
+ switch (w->problem->data->matrix_format) {
433
+ case CSR_CSC:
434
+ cuda_csc_ATy(w->cusparsehandle, w->problem->data->csc_matrix->cuda_csc,
435
+ vecY, vecATy, w->dBuffer_csc_ATy, alpha, beta);
436
+ break;
437
+ case CSC:
438
+ cuda_csc_ATy(w->cusparsehandle, w->problem->data->csc_matrix->cuda_csc,
439
+ vecY, vecATy, w->dBuffer_csc_ATy, alpha, beta);
440
+ break;
441
+ case CSR:
442
+ cupdlp_printf("Error: ATy_single_gpu requires CSC matrix\n");
443
+ exit(1);
444
+ break;
445
+ default:
446
+ printf("Error: Unknown matrix format in Ax_single_gpu\n");
447
+ exit(1);
448
+ }
449
+
450
+ w->timers->DeviceMatVecProdTime += getTimeStamp() - begin;
451
+ }
452
+
453
+ static void ATy_multi_gpu(CUPDLPdata *d, cupdlp_float *aty, const cupdlp_float *y) {
454
+ cupdlp_printf("Error: ATy_multi_gpu not implemented\n");
455
+ exit(1);
456
+ }
457
+
458
+ #endif
459
+
460
+ void Ax(CUPDLPwork *w, CUPDLPvec *ax, const CUPDLPvec *x) {
461
+ cupdlp_float begin = getTimeStamp();
462
+
463
+ CUPDLPdata *d = w->problem->data;
464
+ switch (d->device) {
465
+ case CPU:
466
+ AxCPU(w, ax->data, x->data);
467
+ break;
468
+ case SINGLE_GPU:
469
+
470
+ #ifndef CUPDLP_CPU
471
+ Ax_single_gpu(w, x->cuda_vec, ax->cuda_vec);
472
+ #else
473
+ printf("GPU not supported in CPU build\n");
474
+ exit(1);
475
+ #endif
476
+ break;
477
+ case MULTI_GPU:
478
+ #ifndef CUPDLP_CPU
479
+ Ax_multi_gpu(d, ax->data, x->data);
480
+ #else
481
+ printf("GPU not supported in CPU build\n");
482
+ exit(1);
483
+ #endif
484
+ break;
485
+ default:
486
+ printf("Error: Unknown device type in Ax\n");
487
+ exit(1);
488
+ }
489
+
490
+ #if PDHG_USE_TIMERS
491
+ w->timers->dAxTime += getTimeStamp() - begin;
492
+ w->timers->nAxCalls++;
493
+ #endif
494
+ }
495
+
496
+ void ATy(CUPDLPwork *w, CUPDLPvec *aty, const CUPDLPvec *y)
497
+
498
+ {
499
+ cupdlp_float begin = getTimeStamp();
500
+
501
+ CUPDLPdata *d = w->problem->data;
502
+ switch (d->device) {
503
+ case CPU:
504
+ ATyCPU(w, aty->data, y->data);
505
+ break;
506
+ case SINGLE_GPU:
507
+ #ifndef CUPDLP_CPU
508
+ ATy_single_gpu(w, y->cuda_vec, aty->cuda_vec);
509
+ #else
510
+ printf("GPU not supported in CPU build\n");
511
+ exit(1);
512
+ #endif
513
+ break;
514
+ case MULTI_GPU:
515
+ #ifndef CUPDLP_CPU
516
+ ATy_multi_gpu(d, aty->data, y->data);
517
+ #else
518
+ printf("GPU not supported in CPU build\n");
519
+ exit(1);
520
+ #endif
521
+ break;
522
+ default:
523
+ printf("Error: Unknown device type in ATy\n");
524
+ exit(1);
525
+ }
526
+ #if PDHG_USE_TIMERS
527
+ w->timers->dAtyTime += getTimeStamp() - begin;
528
+ w->timers->nAtyCalls++;
529
+ #endif
530
+ }
531
+
532
+ /*-------------- Apis compatible with both CPU and GPU -------------------*/
533
+ // only implemented the APis need to be used on GPU
534
+
535
+ // functions in cublas
536
+
537
+ cupdlp_int cupdlp_axpy(CUPDLPwork *w, const cupdlp_int n,
538
+ const cupdlp_float *alpha, const cupdlp_float *x,
539
+ cupdlp_float *y) {
540
+ #ifndef CUPDLP_CPU
541
+ #ifndef SFLOAT
542
+ CHECK_CUBLAS(cublasDaxpy(w->cublashandle, n, alpha, x, 1, y, 1));
543
+ #else
544
+ CHECK_CUBLAS(cublasSaxpy(w->cublashandle, n, alpha, x, 1, y, 1));
545
+ #endif
546
+ #else
547
+ // AddToVector(x, *alpha, y, n);
548
+ AddToVector(y, *alpha, x, n);
549
+ #endif
550
+ return 0;
551
+ }
552
+
553
+ cupdlp_int cupdlp_dot(CUPDLPwork *w, const cupdlp_int n, const cupdlp_float *x,
554
+ const cupdlp_float *y, cupdlp_float *res) {
555
+ #ifndef CUPDLP_CPU
556
+ #ifndef SFLOAT
557
+ CHECK_CUBLAS(cublasDdot(w->cublashandle, n, x, 1, y, 1, res));
558
+ #else
559
+ CHECK_CUBLAS(cublasSdot(w->cublashandle, n, x, 1, y, 1 res));
560
+ #endif
561
+ #else
562
+ *res = dot(n, x, 1, y, 1);
563
+ #endif
564
+ return 0;
565
+ }
566
+
567
+ cupdlp_int cupdlp_twoNorm(CUPDLPwork *w, const cupdlp_int n,
568
+ const cupdlp_float *x, cupdlp_float *res) {
569
+ #ifndef CUPDLP_CPU
570
+ #ifndef SFLOAT
571
+ CHECK_CUBLAS(cublasDnrm2(w->cublashandle, n, x, 1, res));
572
+ #else
573
+ CHECK_CUBLAS(cublasSnrm2(w->cublashandle, n, x, 1, res));
574
+ #endif
575
+ #else
576
+ *res = nrm2(n, x, 1);
577
+ #endif
578
+ return 0;
579
+ }
580
+
581
+ cupdlp_int cupdlp_infNormIndex(CUPDLPwork *w, const cupdlp_int n,
582
+ const cupdlp_float *x, cupdlp_int *res) {
583
+ #ifndef CUPDLP_CPU
584
+ #ifndef SFLOAT
585
+ CHECK_CUBLAS(cublasIdamax(w->cublashandle, n, x, 1, res));
586
+ #else
587
+ CHECK_CUBLAS(cublasIsamax(w->cublashandle, n, x, 1, res));
588
+ #endif
589
+ #else
590
+ *res = nrminfindex(n, x, 1);
591
+ #endif
592
+ return 0;
593
+ }
594
+
595
+ cupdlp_int cupdlp_scaleVector(CUPDLPwork *w, const cupdlp_float weight,
596
+ cupdlp_float *x, const cupdlp_int n) {
597
+ #ifndef CUPDLP_CPU
598
+ #ifndef SFLOAT
599
+ CHECK_CUBLAS(cublasDscal(w->cublashandle, n, &weight, x, 1));
600
+ #else
601
+ CHECK_CUBLAS(cublasSscal(w->cublashandle, n, &weight, x, 1));
602
+ #endif
603
+ #else
604
+ ScaleVector(weight, x, n);
605
+ #endif
606
+ return 0;
607
+ }
608
+
609
+ void cupdlp_twoNormSquared(CUPDLPwork *w, const cupdlp_int n,
610
+ const cupdlp_float *x, cupdlp_float *res) {
611
+ cupdlp_dot(w, n, x, x, res);
612
+ }
613
+
614
+ /* ||x - y||_2^2 */
615
+ void cupdlp_diffTwoNormSquared(CUPDLPwork *w, const cupdlp_float *x,
616
+ const cupdlp_float *y, const cupdlp_int len,
617
+ cupdlp_float *res) {
618
+ CUPDLP_COPY_VEC(w->buffer2, x, cupdlp_float, len);
619
+ cupdlp_float alpha = -1.0;
620
+ cupdlp_axpy(w, len, &alpha, y, w->buffer2);
621
+ cupdlp_twoNormSquared(w, len, w->buffer2, res);
622
+ }
623
+
624
+ /* ||x - y||_2 */
625
+ void cupdlp_diffTwoNorm(CUPDLPwork *w, const cupdlp_float *x,
626
+ const cupdlp_float *y, const cupdlp_int len,
627
+ cupdlp_float *res) {
628
+ CUPDLP_COPY_VEC(w->buffer2, x, cupdlp_float, len);
629
+ cupdlp_float alpha = -1.0;
630
+ cupdlp_axpy(w, len, &alpha, y, w->buffer2);
631
+ cupdlp_twoNorm(w, len, w->buffer2, res);
632
+ }
633
+
634
+ /* (x1 - x2)' (y1 - y2) */
635
+ void cupdlp_diffDotDiff(CUPDLPwork *w, const cupdlp_float *x1,
636
+ const cupdlp_float *x2, const cupdlp_float *y1,
637
+ const cupdlp_float *y2, const cupdlp_int len,
638
+ cupdlp_float *res) {
639
+ CUPDLP_COPY_VEC(w->buffer2, x1, cupdlp_float, len);
640
+ cupdlp_float alpha = -1.0;
641
+ cupdlp_axpy(w, len, &alpha, x2, w->buffer2);
642
+ CUPDLP_COPY_VEC(w->buffer3, y1, cupdlp_float, len);
643
+ cupdlp_axpy(w, len, &alpha, y2, w->buffer3);
644
+ // reduce step
645
+ cupdlp_dot(w, len, w->buffer2, w->buffer3, res);
646
+ }
647
+
648
+ // functions not in cublas
649
+
650
+ /* element wise dot: x = x .* y*/
651
+ void cupdlp_edot(cupdlp_float *x, const cupdlp_float *y, const cupdlp_int len) {
652
+ #ifndef CUPDLP_CPU
653
+ cupdlp_edot_cuda(x, y, len);
654
+ #else
655
+ cupdlp_cdot(x, y, len);
656
+ #endif
657
+ }
658
+
659
+ /* element wise div: x = x ./ y*/
660
+ void cupdlp_ediv(cupdlp_float *x, const cupdlp_float *y, const cupdlp_int len) {
661
+ #ifndef CUPDLP_CPU
662
+ cupdlp_ediv_cuda(x, y, len);
663
+ #else
664
+ cupdlp_cdiv(x, y, len);
665
+ #endif
666
+ }
667
+
668
+ void cupdlp_projlb(cupdlp_float *x, const cupdlp_float *lb,
669
+ const cupdlp_int len) {
670
+ #ifndef CUPDLP_CPU
671
+ cupdlp_projlb_cuda(x, lb, len);
672
+ #else
673
+ cupdlp_projLowerBound(x, lb, len);
674
+ #endif
675
+ }
676
+
677
+ void cupdlp_projub(cupdlp_float *x, const cupdlp_float *ub,
678
+ const cupdlp_int len) {
679
+ #ifndef CUPDLP_CPU
680
+ cupdlp_projub_cuda(x, ub, len);
681
+ #else
682
+ cupdlp_projUpperBound(x, ub, len);
683
+ #endif
684
+ }
685
+
686
+ void cupdlp_projSamelb(cupdlp_float *x, const cupdlp_float lb,
687
+ const cupdlp_int len) {
688
+ #ifndef CUPDLP_CPU
689
+ cupdlp_projSamelb_cuda(x, lb, len);
690
+ #else
691
+ cupdlp_projSameLowerBound(x, lb, len);
692
+ #endif
693
+ }
694
+
695
+ void cupdlp_projSameub(cupdlp_float *x, const cupdlp_float ub,
696
+ const cupdlp_int len) {
697
+ #ifndef CUPDLP_CPU
698
+ cupdlp_projSameub_cuda(x, ub, len);
699
+ #else
700
+ cupdlp_projSameUpperBound(x, ub, len);
701
+ #endif
702
+ }
703
+
704
+ /* xout = max(x, 0) */
705
+ void cupdlp_projPos(cupdlp_float *x, const cupdlp_int len) {
706
+ cupdlp_projSamelb(x, 0.0, len);
707
+ }
708
+
709
+ /* xout = min(x, 0) */
710
+ void cupdlp_projNeg(cupdlp_float *x, const cupdlp_int len) {
711
+ cupdlp_projSameub(x, 0.0, len);
712
+ }
713
+
714
+ // void cupdlp_haslb(cupdlp_float *haslb, const cupdlp_float *lb,
715
+ // const cupdlp_float bound, const cupdlp_int len) {
716
+ // #ifndef CUPDLP_CPU
717
+ // cupdlp_haslb_cuda(haslb, lb, bound, len);
718
+ // #else
719
+ // cupdlp_hasLower(haslb, lb, bound, len);
720
+ // #endif
721
+ // }
722
+
723
+ // void cupdlp_hasub(cupdlp_float *hasub, const cupdlp_float *ub,
724
+ // const cupdlp_float bound, const cupdlp_int len) {
725
+ // #ifndef CUPDLP_CPU
726
+ // cupdlp_hasub_cuda(hasub, ub, bound, len);
727
+ // #else
728
+ // cupdlp_hasUpper(hasub, ub, bound, len);
729
+ // #endif
730
+ // }
731
+
732
+ void cupdlp_filterlb(cupdlp_float *x, const cupdlp_float *lb,
733
+ const cupdlp_float bound, const cupdlp_int len) {
734
+ #ifndef CUPDLP_CPU
735
+ cupdlp_filterlb_cuda(x, lb, bound, len);
736
+ #else
737
+ cupdlp_filter_lower_bound(x, lb, bound, len);
738
+ #endif
739
+ }
740
+
741
+ void cupdlp_filterub(cupdlp_float *x, const cupdlp_float *ub,
742
+ const cupdlp_float bound, const cupdlp_int len) {
743
+ #ifndef CUPDLP_CPU
744
+ cupdlp_filterub_cuda(x, ub, bound, len);
745
+ #else
746
+ cupdlp_filter_upper_bound(x, ub, bound, len);
747
+ #endif
748
+ }
749
+
750
+ void cupdlp_initvec(cupdlp_float *x, const cupdlp_float val,
751
+ const cupdlp_int len) {
752
+ #ifndef CUPDLP_CPU
753
+ cupdlp_initvec_cuda(x, val, len);
754
+ #else
755
+ cupdlp_init_vector(x, val, len);
756
+ #endif
757
+ }
758
+
759
+ /*
760
+ void cupdlp_sub(cupdlp_float *xout, const cupdlp_float *x1,
761
+ const cupdlp_float *x2, const cupdlp_int len) {
762
+ #ifndef CUPDLP_CPU
763
+ cupdlp_sub_cuda(xout, x1, x2, len);
764
+ #else
765
+ CUPDLP_COPY_VEC(xout, x1, cupdlp_float, len);
766
+ cupdlp_float alpha = -1.0;
767
+ cupdlp_axpy(NULL, len, &alpha, x2, xout);
768
+ #endif
769
+ }
770
+ */
771
+
772
+ void cupdlp_compute_interaction_and_movement(CUPDLPwork *w,
773
+ cupdlp_float *dMovement,
774
+ cupdlp_float *dInteraction) {
775
+ CUPDLPiterates *iterates = w->iterates;
776
+ cupdlp_int nCols = w->problem->nCols;
777
+ cupdlp_int nRows = w->problem->nRows;
778
+ cupdlp_float beta = sqrt(w->stepsize->dBeta);
779
+ cupdlp_float dX = 0.0;
780
+ cupdlp_float dY = 0.0;
781
+
782
+ cupdlp_int iter = w->timers->nIter;
783
+ CUPDLPvec *x = iterates->x[iter % 2];
784
+ CUPDLPvec *y = iterates->y[iter % 2];
785
+ CUPDLPvec *aty = iterates->aty[iter % 2];
786
+ CUPDLPvec *xUpdate = iterates->x[(iter + 1) % 2];
787
+ CUPDLPvec *yUpdate = iterates->y[(iter + 1) % 2];
788
+ CUPDLPvec *atyUpdate = iterates->aty[(iter + 1) % 2];
789
+
790
+ #if !defined(CUPDLP_CPU) && USE_KERNELS
791
+ cupdlp_movement_interaction_cuda(&dX, &dY, dInteraction, w->buffer2,
792
+ xUpdate->data, x->data, yUpdate->data, y->data, atyUpdate->data, aty->data, nRows, nCols);
793
+ #else
794
+ cupdlp_diffTwoNormSquared(w, x->data, xUpdate->data, nCols, &dX);
795
+ cupdlp_diffTwoNormSquared(w, y->data, yUpdate->data, nRows, &dY);
796
+ // Δx' (AΔy)
797
+ cupdlp_diffDotDiff(w, x->data, xUpdate->data, aty->data, atyUpdate->data,
798
+ nCols, dInteraction);
799
+ #endif
800
+ *dMovement = dX * 0.5 * beta + dY / (2.0 * beta);
801
+ }
802
+