lpsolver 0.1.0 → 0.2.0

data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.h

@@ -0,0 +1,943 @@
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/*                                                                       */
+/*    This file is part of the HiGHS linear optimization suite           */
+/*                                                                       */
+/*    Available as open-source under the MIT License                     */
+/*                                                                       */
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/**@file HighsPostsolveStack.h
+ * @brief Class to hold all information for postsolve and can transform back
+ * primal and dual solutions.
+ */
+
+#ifndef PRESOLVE_HIGHS_POSTSOLVE_STACK_H_
+#define PRESOLVE_HIGHS_POSTSOLVE_STACK_H_
+
+#include <algorithm>
+#include <cassert>
+#include <cmath>
+#include <numeric>
+#include <tuple>
+#include <vector>
+
+#include "lp_data/HConst.h"
+#include "lp_data/HStruct.h"
+#include "lp_data/HighsOptions.h"
+#include "util/HighsCDouble.h"
+#include "util/HighsDataStack.h"
+#include "util/HighsMatrixSlice.h"
+
+// class HighsOptions;
+namespace presolve {
+class HighsPostsolveStack {
+  // now a section of individual classes for each type of each transformation
+  // step that requires postsolve starts each class gets as first argument the
+  // current stack of ReductionValues and custom arguments that contain the
+  // necessary information that is required to undo the transformation. The
+  // constructor is responsible for storing all necessary information in class
+  // members and the reduction value stack. The class members should be as slim
+  // as possible and putting values on the reduction value stack should be
+  // preferred, because the classes are stored in a discriminated union and the
+  // largest size counts. The classes should implement an undo() function which
+  // gets the ReductionValues as argument and can be expected to be called such
+  // that the stack is in the state as after the constructor has been called.
+  // The undo() call must pop all values from the stack that were added during
+  // the constructor call, and should restore primal/dual solution values, as
+  // well as the basis status as appropriate.
+ public:
+  enum class RowType {
+    kGeq,
+    kLeq,
+    kEq,
+  };
+  struct Nonzero {
+    HighsInt index;
+    double value;
+
+    Nonzero(HighsInt index_, double value_) : index(index_), value(value_) {}
+    Nonzero() = default;
+  };
+
+  size_t debug_prev_numreductions = 0;
+  double debug_prev_col_lower = 0;
+  double debug_prev_col_upper = 0;
+  double debug_prev_row_lower = 0;
+  double debug_prev_row_upper = 0;
+
+ private:
+  /// transform a column x by a linear mapping with a new column x'.
+  /// I.e. substitute x = a * x' + b
+  struct LinearTransform {
+    double scale;
+    double constant;
+    HighsInt col;
+
+    void undo(const HighsOptions& options, HighsSolution& solution) const;
+
+    void transformToPresolvedSpace(std::vector<double>& primalSol) const;
+  };
+
+  struct FreeColSubstitution {
+    double rhs;
+    double colCost;
+    HighsInt row;
+    HighsInt col;
+    RowType rowType;
+
+    void undo(const HighsOptions& options,
+              const std::vector<Nonzero>& rowValues,
+              const std::vector<Nonzero>& colValues, HighsSolution& solution,
+              HighsBasis& basis);
+  };
+
+  struct DoubletonEquation {
+    double coef;
+    double coefSubst;
+    double rhs;
+    double substLower;
+    double substUpper;
+    double substCost;
+    HighsInt row;
+    HighsInt colSubst;
+    HighsInt col;
+    bool lowerTightened;
+    bool upperTightened;
+    RowType rowType;
+
+    void undo(const HighsOptions& options,
+              const std::vector<Nonzero>& colValues, HighsSolution& solution,
+              HighsBasis& basis) const;
+  };
+
+  struct EqualityRowAddition {
+    HighsInt row;
+    HighsInt addedEqRow;
+    double eqRowScale;
+
+    void undo(const HighsOptions& options,
+              const std::vector<Nonzero>& eqRowValues, HighsSolution& solution,
+              HighsBasis& basis) const;
+  };
+
+  struct EqualityRowAdditions {
+    HighsInt addedEqRow;
+
+    void undo(const HighsOptions& options,
+              const std::vector<Nonzero>& eqRowValues,
+              const std::vector<Nonzero>& targetRows, HighsSolution& solution,
+              HighsBasis& basis) const;
+  };
+  struct SingletonRow {
+    double coef;
+    HighsInt row;
+    HighsInt col;
+    bool colLowerTightened;
+    bool colUpperTightened;
+
+    void undo(const HighsOptions& options, HighsSolution& solution,
+              HighsBasis& basis) const;
+  };
+
+  // column fixed to lower or upper bound
+  struct FixedCol {
+    double fixValue;
+    double colCost;
+    HighsInt col;
+    HighsBasisStatus fixType;
+
+    void undo(const HighsOptions& options,
+              const std::vector<Nonzero>& colValues, HighsSolution& solution,
+              HighsBasis& basis) const;
+  };
+
+  struct RedundantRow {
+    HighsInt row;
+
+    void undo(const HighsOptions& options, HighsSolution& solution,
+              HighsBasis& basis) const;
+  };
+
+  struct ForcingRow {
+    double side;
+    HighsInt row;
+    RowType rowType;
+
+    void undo(const HighsOptions& options,
+              const std::vector<Nonzero>& rowValues, HighsSolution& solution,
+              HighsBasis& basis) const;
+  };
+
+  struct ForcingColumn {
+    double colCost;
+    double colBound;
+    HighsInt col;
+    bool atInfiniteUpper;
+    bool colIntegral;
+
+    void undo(const HighsOptions& options,
+              const std::vector<Nonzero>& colValues, HighsSolution& solution,
+              HighsBasis& basis) const;
+  };
+
+  struct ForcingColumnRemovedRow {
+    double rhs;
+    HighsInt row;
+    void undo(const HighsOptions& options,
+              const std::vector<Nonzero>& rowValues, HighsSolution& solution,
+              HighsBasis& basis) const;
+  };
+
+  struct DuplicateRow {
+    double duplicateRowScale;
+    HighsInt duplicateRow;
+    HighsInt row;
+    bool rowLowerTightened;
+    bool rowUpperTightened;
+
+    void undo(const HighsOptions& options, HighsSolution& solution,
+              HighsBasis& basis) const;
+  };
+
+  struct DuplicateColumn {
+    double colScale;
+    double colLower;
+    double colUpper;
+    double duplicateColLower;
+    double duplicateColUpper;
+    HighsInt col;
+    HighsInt duplicateCol;
+    bool colIntegral;
+    bool duplicateColIntegral;
+
+    void undo(const HighsOptions& options, HighsSolution& solution,
+              HighsBasis& basis) const;
+    bool okMerge(const double tolerance) const;
+    void undoFix(const HighsOptions& options, HighsSolution& solution,
+                 const double mergeValue) const;
+    void transformToPresolvedSpace(std::vector<double>& primalSol) const;
+  };
+
+  struct SlackColSubstitution {
+    double rhs;
+    HighsInt row;
+    HighsInt col;
+
+    void undo(const HighsOptions& options,
+              const std::vector<Nonzero>& rowValues, HighsSolution& solution,
+              HighsBasis& basis);
+  };
+
+  /// tags for reduction
+  enum class ReductionType : uint8_t {
+    kLinearTransform,
+    kFreeColSubstitution,
+    kDoubletonEquation,
+    kEqualityRowAddition,
+    kEqualityRowAdditions,
+    kSingletonRow,
+    kFixedCol,
+    kRedundantRow,
+    kForcingRow,
+    kForcingColumn,
+    kForcingColumnRemovedRow,
+    kDuplicateRow,
+    kDuplicateColumn,
+    kSlackColSubstitution,
+  };
+
+  HighsDataStack reductionValues;
+  std::vector<std::pair<ReductionType, size_t>> reductions;
+  std::vector<HighsInt> origColIndex;
+  std::vector<HighsInt> origRowIndex;
+  std::vector<uint8_t> linearlyTransformable;
+
+  std::vector<Nonzero> rowValues;
+  std::vector<Nonzero> colValues;
+  HighsInt origNumCol = -1;
+  HighsInt origNumRow = -1;
+
+  void reductionAdded(ReductionType type) {
+    size_t position = reductionValues.getCurrentDataSize();
+    reductions.emplace_back(type, position);
+  }
+
+ public:
+  const HighsInt* getOrigRowsIndex() const { return origRowIndex.data(); }
+
+  const HighsInt* getOrigColsIndex() const { return origColIndex.data(); }
+
+  HighsInt getOrigRowIndex(HighsInt row) const {
+    assert(row < (HighsInt)origRowIndex.size());
+    return origRowIndex[row];
+  }
+
+  HighsInt getOrigColIndex(HighsInt col) const {
+    assert(col < (HighsInt)origColIndex.size());
+    return origColIndex[col];
+  }
+
+  void appendCutsToModel(HighsInt numCuts) {
+    size_t currNumRow = origRowIndex.size();
+    size_t newNumRow = currNumRow + numCuts;
+    origRowIndex.resize(newNumRow);
+    for (size_t i = currNumRow; i != newNumRow; ++i)
+      origRowIndex[i] = origNumRow++;
+  }
+
+  void removeCutsFromModel(HighsInt numCuts) {
+    origNumRow -= numCuts;
+
+    size_t origRowIndexSize = origRowIndex.size();
+    for (size_t i = origRowIndex.size(); i > 0; --i) {
+      if (origRowIndex[i - 1] < origNumRow) break;
+      --origRowIndexSize;
+    }
+
+    origRowIndex.resize(origRowIndexSize);
+  }
+
+  HighsInt getOrigNumRow() const { return origNumRow; }
+
+  HighsInt getOrigNumCol() const { return origNumCol; }
+
+  void initializeIndexMaps(HighsInt numRow, HighsInt numCol);
+
+  void compressIndexMaps(const std::vector<HighsInt>& newRowIndex,
+                         const std::vector<HighsInt>& newColIndex);
+
+  /// transform a column x by a linear mapping with a new column x'.
+  /// I.e. substitute x = scale * x' + constant
+  void linearTransform(HighsInt col, double scale, double constant) {
+    reductionValues.push(LinearTransform{scale, constant, origColIndex[col]});
+    reductionAdded(ReductionType::kLinearTransform);
+  }
+
+  template <typename RowStorageFormat, typename ColStorageFormat>
+  void freeColSubstitution(HighsInt row, HighsInt col, double rhs,
+                           double colCost, RowType rowType,
+                           const HighsMatrixSlice<RowStorageFormat>& rowVec,
+                           const HighsMatrixSlice<ColStorageFormat>& colVec) {
+    rowValues.clear();
+    for (const HighsSliceNonzero& rowVal : rowVec)
+      rowValues.emplace_back(origColIndex[rowVal.index()], rowVal.value());
+
+    colValues.clear();
+    for (const HighsSliceNonzero& colVal : colVec)
+      colValues.emplace_back(origRowIndex[colVal.index()], colVal.value());
+
+    reductionValues.push(FreeColSubstitution{rhs, colCost, origRowIndex[row],
+                                             origColIndex[col], rowType});
+    reductionValues.push(rowValues);
+    reductionValues.push(colValues);
+    reductionAdded(ReductionType::kFreeColSubstitution);
+  }
+
+  template <typename RowStorageFormat>
+  void slackColSubstitution(HighsInt row, HighsInt col, double rhs,
+                            const HighsMatrixSlice<RowStorageFormat>& rowVec) {
+    rowValues.clear();
+    for (const HighsSliceNonzero& rowVal : rowVec)
+      rowValues.emplace_back(origColIndex[rowVal.index()], rowVal.value());
+
+    reductionValues.push(
+        SlackColSubstitution{rhs, origRowIndex[row], origColIndex[col]});
+    reductionValues.push(rowValues);
+    reductionAdded(ReductionType::kSlackColSubstitution);
+  }
+
+  template <typename ColStorageFormat>
+  void doubletonEquation(HighsInt row, HighsInt colSubst, HighsInt col,
+                         double coefSubst, double coef, double rhs,
+                         double substLower, double substUpper, double substCost,
+                         bool lowerTightened, bool upperTightened,
+                         RowType rowType,
+                         const HighsMatrixSlice<ColStorageFormat>& colVec) {
+    colValues.clear();
+    for (const HighsSliceNonzero& colVal : colVec)
+      colValues.emplace_back(origRowIndex[colVal.index()], colVal.value());
+
+    reductionValues.push(DoubletonEquation{
+        coef, coefSubst, rhs, substLower, substUpper, substCost,
+        row == -1 ? -1 : origRowIndex[row], origColIndex[colSubst],
+        origColIndex[col], lowerTightened, upperTightened, rowType});
+    reductionValues.push(colValues);
+    reductionAdded(ReductionType::kDoubletonEquation);
+  }
+
+  template <typename RowStorageFormat>
+  void equalityRowAddition(HighsInt row, HighsInt addedEqRow, double eqRowScale,
+                           const HighsMatrixSlice<RowStorageFormat>& eqRowVec) {
+    rowValues.clear();
+    for (const HighsSliceNonzero& rowVal : eqRowVec)
+      rowValues.emplace_back(origColIndex[rowVal.index()], rowVal.value());
+
+    reductionValues.push(EqualityRowAddition{
+        origRowIndex[row], origRowIndex[addedEqRow], eqRowScale});
+    reductionValues.push(rowValues);
+    reductionAdded(ReductionType::kEqualityRowAddition);
+  }
+
+  template <typename RowStorageFormat>
+  void equalityRowAdditions(HighsInt addedEqRow,
+                            const HighsMatrixSlice<RowStorageFormat>& eqRowVec,
+                            const std::vector<Nonzero>& targetRows) {
+    rowValues.clear();
+    for (const HighsSliceNonzero& rowVal : eqRowVec)
+      rowValues.emplace_back(origColIndex[rowVal.index()], rowVal.value());
+
+    reductionValues.push(EqualityRowAdditions{origRowIndex[addedEqRow]});
+    reductionValues.push(rowValues);
+    reductionValues.push(targetRows);
+    reductionAdded(ReductionType::kEqualityRowAdditions);
+  }
+
+  void singletonRow(HighsInt row, HighsInt col, double coef,
+                    bool tightenedColLower, bool tightenedColUpper) {
+    reductionValues.push(SingletonRow{coef, origRowIndex[row],
+                                      origColIndex[col], tightenedColLower,
+                                      tightenedColUpper});
+    reductionAdded(ReductionType::kSingletonRow);
+  }
+
+  template <typename ColStorageFormat>
+  void fixedColAtLower(HighsInt col, double fixValue, double colCost,
+                       const HighsMatrixSlice<ColStorageFormat>& colVec) {
+    assert(std::isfinite(fixValue));
+    colValues.clear();
+    for (const HighsSliceNonzero& colVal : colVec)
+      colValues.emplace_back(origRowIndex[colVal.index()], colVal.value());
+
+    reductionValues.push(FixedCol{fixValue, colCost, origColIndex[col],
+                                  HighsBasisStatus::kLower});
+    reductionValues.push(colValues);
+    reductionAdded(ReductionType::kFixedCol);
+  }
+
+  template <typename ColStorageFormat>
+  void fixedColAtUpper(HighsInt col, double fixValue, double colCost,
+                       const HighsMatrixSlice<ColStorageFormat>& colVec) {
+    assert(std::isfinite(fixValue));
+    colValues.clear();
+    for (const HighsSliceNonzero& colVal : colVec)
+      colValues.emplace_back(origRowIndex[colVal.index()], colVal.value());
+
+    reductionValues.push(FixedCol{fixValue, colCost, origColIndex[col],
+                                  HighsBasisStatus::kUpper});
+    reductionValues.push(colValues);
+    reductionAdded(ReductionType::kFixedCol);
+  }
+
+  template <typename ColStorageFormat>
+  void fixedColAtZero(HighsInt col, double colCost,
+                      const HighsMatrixSlice<ColStorageFormat>& colVec) {
+    colValues.clear();
+    for (const HighsSliceNonzero& colVal : colVec)
+      colValues.emplace_back(origRowIndex[colVal.index()], colVal.value());
+
+    reductionValues.push(
+        FixedCol{0.0, colCost, origColIndex[col], HighsBasisStatus::kZero});
+    reductionValues.push(colValues);
+    reductionAdded(ReductionType::kFixedCol);
+  }
+
+  template <typename ColStorageFormat>
+  void removedFixedCol(HighsInt col, double fixValue, double colCost,
+                       const HighsMatrixSlice<ColStorageFormat>& colVec) {
+    assert(std::isfinite(fixValue));
+    colValues.clear();
+    for (const HighsSliceNonzero& colVal : colVec)
+      colValues.emplace_back(origRowIndex[colVal.index()], colVal.value());
+
+    reductionValues.push(FixedCol{fixValue, colCost, origColIndex[col],
+                                  HighsBasisStatus::kNonbasic});
+    reductionValues.push(colValues);
+    reductionAdded(ReductionType::kFixedCol);
+  }
+
+  void redundantRow(HighsInt row) {
+    reductionValues.push(RedundantRow{origRowIndex[row]});
+    reductionAdded(ReductionType::kRedundantRow);
+  }
+
+  template <typename RowStorageFormat>
+  void forcingRow(HighsInt row,
+                  const HighsMatrixSlice<RowStorageFormat>& rowVec, double side,
+                  RowType rowType) {
+    rowValues.clear();
+    for (const HighsSliceNonzero& rowVal : rowVec)
+      rowValues.emplace_back(origColIndex[rowVal.index()], rowVal.value());
+
+    reductionValues.push(ForcingRow{side, origRowIndex[row], rowType});
+    reductionValues.push(rowValues);
+    reductionAdded(ReductionType::kForcingRow);
+  }
+
+  template <typename ColStorageFormat>
+  void forcingColumn(HighsInt col,
+                     const HighsMatrixSlice<ColStorageFormat>& colVec,
+                     double cost, double boundVal, bool atInfiniteUpper,
+                     bool colIntegral) {
+    colValues.clear();
+    for (const HighsSliceNonzero& colVal : colVec)
+      colValues.emplace_back(origRowIndex[colVal.index()], colVal.value());
+
+    reductionValues.push(ForcingColumn{cost, boundVal, origColIndex[col],
+                                       atInfiniteUpper, colIntegral});
+    reductionValues.push(colValues);
+    reductionAdded(ReductionType::kForcingColumn);
+  }
+
+  template <typename RowStorageFormat>
+  void forcingColumnRemovedRow(
+      HighsInt forcingCol, HighsInt row, double rhs,
+      const HighsMatrixSlice<RowStorageFormat>& rowVec) {
+    rowValues.clear();
+    for (const HighsSliceNonzero& rowVal : rowVec)
+      if (rowVal.index() != forcingCol)
+        rowValues.emplace_back(origColIndex[rowVal.index()], rowVal.value());
+
+    reductionValues.push(ForcingColumnRemovedRow{rhs, origRowIndex[row]});
+    reductionValues.push(rowValues);
+    reductionAdded(ReductionType::kForcingColumnRemovedRow);
+  }
+
+  void duplicateRow(HighsInt row, bool rowUpperTightened,
+                    bool rowLowerTightened, HighsInt duplicateRow,
+                    double duplicateRowScale) {
+    reductionValues.push(
+        DuplicateRow{duplicateRowScale, origRowIndex[duplicateRow],
+                     origRowIndex[row], rowLowerTightened, rowUpperTightened});
+    reductionAdded(ReductionType::kDuplicateRow);
+  }
+
+  bool duplicateColumn(double colScale, double colLower, double colUpper,
+                       double duplicateColLower, double duplicateColUpper,
+                       HighsInt col, HighsInt duplicateCol, bool colIntegral,
+                       bool duplicateColIntegral,
+                       const double ok_merge_tolerance) {
+    const HighsInt origCol = origColIndex[col];
+    const HighsInt origDuplicateCol = origColIndex[duplicateCol];
+    DuplicateColumn debug_values = {
+        colScale,          colLower,          colUpper,
+        duplicateColLower, duplicateColUpper, origCol,
+        origDuplicateCol,  colIntegral,       duplicateColIntegral};
+    const bool ok_merge = debug_values.okMerge(ok_merge_tolerance);
+    const bool prevent_illegal_merge = true;
+    if (!ok_merge && prevent_illegal_merge) return false;
+    reductionValues.push(debug_values);
+    //    reductionValues.push(DuplicateColumn{
+    //        colScale, colLower, colUpper, duplicateColLower,
+    //        duplicateColUpper, origCol, origDuplicateCol, colIntegral,
+    //        duplicateColIntegral});
+
+    reductionAdded(ReductionType::kDuplicateColumn);
+
+    // mark columns as not linearly transformable
+    linearlyTransformable[origCol] = false;
+    linearlyTransformable[origDuplicateCol] = false;
+    return true;
+  }
+
+  std::vector<double> getReducedPrimalSolution(
+      const std::vector<double>& origPrimalSolution) {
+    std::vector<double> reducedSolution = origPrimalSolution;
+
+    for (const std::pair<ReductionType, size_t>& primalColTransformation :
+         reductions) {
+      switch (primalColTransformation.first) {
+        case ReductionType::kDuplicateColumn: {
+          DuplicateColumn duplicateColReduction;
+          reductionValues.setPosition(primalColTransformation.second);
+          reductionValues.pop(duplicateColReduction);
+          duplicateColReduction.transformToPresolvedSpace(reducedSolution);
+          break;
+        }
+        case ReductionType::kLinearTransform: {
+          reductionValues.setPosition(primalColTransformation.second);
+          LinearTransform linearTransform;
+          reductionValues.pop(linearTransform);
+          linearTransform.transformToPresolvedSpace(reducedSolution);
+          break;
+        }
+        default:
+          continue;
+      }
+    }
+
+    size_t reducedNumCol = origColIndex.size();
+    for (size_t i = 0; i < reducedNumCol; ++i)
+      reducedSolution[i] = reducedSolution[origColIndex[i]];
+
+    reducedSolution.resize(reducedNumCol);
+    return reducedSolution;
+  }
+
+  bool isColLinearlyTransformable(HighsInt col) const {
+    assert(col >= 0);
+    assert(static_cast<size_t>(col) < origColIndex.size());
+    return (linearlyTransformable[origColIndex[col]] != 0);
+  }
+
+  template <typename T>
+  void undoIterateBackwards(std::vector<T>& values,
+                            const std::vector<HighsInt>& index,
+                            HighsInt origSize) {
+    values.resize(origSize);
+#ifdef DEBUG_EXTRA
+    // Fill vector with NaN for debugging purposes
+    std::vector<T> valuesNew;
+    valuesNew.resize(origSize, std::numeric_limits<T>::signaling_NaN());
+    for (size_t i = index.size(); i > 0; --i) {
+      assert(static_cast<size_t>(index[i - 1]) >= i - 1);
+      valuesNew[index[i - 1]] = values[i - 1];
+    }
+    std::copy(valuesNew.cbegin(), valuesNew.cend(), values.begin());
+#else
+    for (size_t i = index.size(); i > 0; --i) {
+      assert(static_cast<size_t>(index[i - 1]) >= i - 1);
+      values[index[i - 1]] = values[i - 1];
+    }
+#endif
+  }
+
+  /// check if vector contains NaN or Inf
+  bool containsNanOrInf(const std::vector<double>& v) const {
+    return std::find_if(v.cbegin(), v.cend(), [](const double& d) {
+             return (std::isnan(d) || std::isinf(d));
+           }) != v.cend();
+  }
+
+  /// undo presolve steps for primal dual solution and basis
+  void undo(const HighsOptions& options, HighsSolution& solution,
+            HighsBasis& basis, const HighsInt report_col = -1) {
+    reductionValues.resetPosition();
+
+    // Verify that undo can be performed
+    assert(solution.value_valid);
+    bool perform_dual_postsolve = solution.dual_valid;
+    bool perform_basis_postsolve = basis.valid;
+
+    // expand solution to original index space
+    assert(origNumCol > 0);
+    undoIterateBackwards(solution.col_value, origColIndex, origNumCol);
+
+    assert(origNumRow >= 0);
+    undoIterateBackwards(solution.row_value, origRowIndex, origNumRow);
+
+    if (perform_dual_postsolve) {
+      // if dual solution is given, expand dual solution and basis to original
+      // index space
+      undoIterateBackwards(solution.col_dual, origColIndex, origNumCol);
+
+      undoIterateBackwards(solution.row_dual, origRowIndex, origNumRow);
+    }
+
+    if (perform_basis_postsolve) {
+      // if basis is given, expand basis status values to original index space
+      undoIterateBackwards(basis.col_status, origColIndex, origNumCol);
+
+      undoIterateBackwards(basis.row_status, origRowIndex, origNumRow);
+    }
+
+    // now undo the changes
+    for (size_t i = reductions.size(); i > 0; --i) {
+      if (report_col >= 0)
+        printf("Before  reduction %2d (type %2d): col_value[%2d] = %g\n",
+               int(i - 1), int(reductions[i - 1].first), int(report_col),
+               solution.col_value[report_col]);
+      switch (reductions[i - 1].first) {
+        case ReductionType::kLinearTransform: {
+          LinearTransform reduction;
+          reductionValues.pop(reduction);
+          reduction.undo(options, solution);
+          break;
+        }
+        case ReductionType::kFreeColSubstitution: {
+          FreeColSubstitution reduction;
+          reductionValues.pop(colValues);
+          reductionValues.pop(rowValues);
+          reductionValues.pop(reduction);
+          reduction.undo(options, rowValues, colValues, solution, basis);
+          break;
+        }
+        case ReductionType::kDoubletonEquation: {
+          DoubletonEquation reduction;
+          reductionValues.pop(colValues);
+          reductionValues.pop(reduction);
+          reduction.undo(options, colValues, solution, basis);
+          break;
+        }
+        case ReductionType::kEqualityRowAddition: {
+          EqualityRowAddition reduction;
+          reductionValues.pop(rowValues);
+          reductionValues.pop(reduction);
+          reduction.undo(options, rowValues, solution, basis);
+          break;
+        }
+        case ReductionType::kEqualityRowAdditions: {
+          EqualityRowAdditions reduction;
+          reductionValues.pop(colValues);
+          reductionValues.pop(rowValues);
+          reductionValues.pop(reduction);
+          reduction.undo(options, rowValues, colValues, solution, basis);
+          break;
+        }
+        case ReductionType::kSingletonRow: {
+          SingletonRow reduction;
+          reductionValues.pop(reduction);
+          reduction.undo(options, solution, basis);
+          break;
+        }
+        case ReductionType::kFixedCol: {
+          FixedCol reduction;
+          reductionValues.pop(colValues);
+          reductionValues.pop(reduction);
+          reduction.undo(options, colValues, solution, basis);
+          break;
+        }
+        case ReductionType::kRedundantRow: {
+          RedundantRow reduction;
+          reductionValues.pop(reduction);
+          reduction.undo(options, solution, basis);
+          break;
+        }
+        case ReductionType::kForcingRow: {
+          ForcingRow reduction;
+          reductionValues.pop(rowValues);
+          reductionValues.pop(reduction);
+          reduction.undo(options, rowValues, solution, basis);
+          break;
+        }
+        case ReductionType::kForcingColumn: {
+          ForcingColumn reduction;
+          reductionValues.pop(colValues);
+          reductionValues.pop(reduction);
+          reduction.undo(options, colValues, solution, basis);
+          break;
+        }
+        case ReductionType::kForcingColumnRemovedRow: {
+          ForcingColumnRemovedRow reduction;
+          reductionValues.pop(rowValues);
+          reductionValues.pop(reduction);
+          reduction.undo(options, rowValues, solution, basis);
+          break;
+        }
+        case ReductionType::kDuplicateRow: {
+          DuplicateRow reduction;
+          reductionValues.pop(reduction);
+          reduction.undo(options, solution, basis);
+          break;
+        }
+        case ReductionType::kDuplicateColumn: {
+          DuplicateColumn reduction;
+          reductionValues.pop(reduction);
+          reduction.undo(options, solution, basis);
+          break;
+        }
+        case ReductionType::kSlackColSubstitution: {
+          SlackColSubstitution reduction;
+          reductionValues.pop(rowValues);
+          reductionValues.pop(reduction);
+          reduction.undo(options, rowValues, solution, basis);
+          break;
+        }
+        default:
+          printf("Reduction case %d not handled\n",
+                 int(reductions[i - 1].first));
+          if (kAllowDeveloperAssert) assert(1 == 0);
+      }
+    }
+    if (report_col >= 0)
+      printf("After last reduction: col_value[%2d] = %g\n", int(report_col),
+             solution.col_value[report_col]);
+
+#ifdef DEBUG_EXTRA
+    // solution should not contain NaN or Inf
+    assert(!containsNanOrInf(solution.col_value));
+    // row values are not determined by postsolve
+    // assert(!containsNanOrInf(solution.row_value));
+    assert(!containsNanOrInf(solution.col_dual));
+    assert(!containsNanOrInf(solution.row_dual));
+#endif
+  }
+
+  /// undo presolve steps for primal solution
+  void undoPrimal(const HighsOptions& options, HighsSolution& solution,
+                  const HighsInt report_col = -1) {
+    // Call to reductionValues.resetPosition(); seems unnecessary as
+    // it's the first thing done in undo
+    reductionValues.resetPosition();
+    HighsBasis basis;
+    basis.valid = false;
+    solution.dual_valid = false;
+    undo(options, solution, basis, report_col);
+  }
+
+  /*
+    // Not used
+  /// undo presolve steps for primal and dual solution
+  void undoPrimalDual(const HighsOptions& options, HighsSolution& solution) {
+    reductionValues.resetPosition();
+    HighsBasis basis;
+    basis.valid = false;
+    assert(solution.value_valid);
+    assert(solution.dual_valid);
+    undo(options, solution, basis);
+  }
+  */
+
+  // Only used for debugging
+  void undoUntil(const HighsOptions& options, HighsSolution& solution,
+                 HighsBasis& basis, size_t numReductions) {
+    reductionValues.resetPosition();
+
+    // Do these returns ever happen? How is it known that undo has not
+    // been performed?
+    assert(solution.col_value.size() == origColIndex.size());
+    assert(solution.row_value.size() == origRowIndex.size());
+    // This should be a better measure of whether undo can be
+    // performed
+    assert(solution.value_valid);
+    if (solution.col_value.size() != origColIndex.size()) return;
+    if (solution.row_value.size() != origRowIndex.size()) return;
+
+    bool perform_dual_postsolve = solution.dual_valid;
+    assert((solution.col_dual.size() == solution.col_value.size()) ==
+           perform_dual_postsolve);
+    bool perform_basis_postsolve = basis.valid;
+
+    // expand solution to original index space
+    undoIterateBackwards(solution.col_value, origColIndex, origNumCol);
+
+    undoIterateBackwards(solution.row_value, origRowIndex, origNumRow);
+
+    if (perform_dual_postsolve) {
+      // if dual solution is given, expand dual solution and basis to original
+      // index space
+      undoIterateBackwards(solution.col_dual, origColIndex, origNumCol);
+
+      undoIterateBackwards(solution.row_dual, origRowIndex, origNumRow);
+    }
+
+    if (perform_basis_postsolve) {
+      // if basis is given, expand basis status values to original index space
+      undoIterateBackwards(basis.col_status, origColIndex, origNumCol);
+
+      undoIterateBackwards(basis.row_status, origRowIndex, origNumRow);
+    }
+
+    // now undo the changes
+    for (size_t i = reductions.size(); i > numReductions; --i) {
+      switch (reductions[i - 1].first) {
+        case ReductionType::kLinearTransform: {
+          LinearTransform reduction;
+          reductionValues.pop(reduction);
+          reduction.undo(options, solution);
+          break;
+        }
+        case ReductionType::kFreeColSubstitution: {
+          FreeColSubstitution reduction;
+          reductionValues.pop(colValues);
+          reductionValues.pop(rowValues);
+          reductionValues.pop(reduction);
+          reduction.undo(options, rowValues, colValues, solution, basis);
+          break;
+        }
+        case ReductionType::kDoubletonEquation: {
+          DoubletonEquation reduction;
+          reductionValues.pop(colValues);
+          reductionValues.pop(reduction);
+          reduction.undo(options, colValues, solution, basis);
+          break;
+        }
+        case ReductionType::kEqualityRowAddition: {
+          EqualityRowAddition reduction;
+          reductionValues.pop(rowValues);
+          reductionValues.pop(reduction);
+          reduction.undo(options, rowValues, solution, basis);
+          break;
+        }
+        case ReductionType::kEqualityRowAdditions: {
+          EqualityRowAdditions reduction;
+          reductionValues.pop(colValues);
+          reductionValues.pop(rowValues);
+          reductionValues.pop(reduction);
+          reduction.undo(options, rowValues, colValues, solution, basis);
+          break;
+        }
+        case ReductionType::kSingletonRow: {
+          SingletonRow reduction;
+          reductionValues.pop(reduction);
+          reduction.undo(options, solution, basis);
+          break;
+        }
+        case ReductionType::kFixedCol: {
+          FixedCol reduction;
+          reductionValues.pop(colValues);
+          reductionValues.pop(reduction);
+          reduction.undo(options, colValues, solution, basis);
+          break;
+        }
+        case ReductionType::kRedundantRow: {
+          RedundantRow reduction;
+          reductionValues.pop(reduction);
+          reduction.undo(options, solution, basis);
+          break;
+        }
+        case ReductionType::kForcingRow: {
+          ForcingRow reduction;
+          reductionValues.pop(rowValues);
+          reductionValues.pop(reduction);
+          reduction.undo(options, rowValues, solution, basis);
+          break;
+        }
+        case ReductionType::kForcingColumn: {
+          ForcingColumn reduction;
+          reductionValues.pop(colValues);
+          reductionValues.pop(reduction);
+          reduction.undo(options, colValues, solution, basis);
+          break;
+        }
+        case ReductionType::kForcingColumnRemovedRow: {
+          ForcingColumnRemovedRow reduction;
+          reductionValues.pop(rowValues);
+          reductionValues.pop(reduction);
+          reduction.undo(options, rowValues, solution, basis);
+          break;
+        }
+        case ReductionType::kDuplicateRow: {
+          DuplicateRow reduction;
+          reductionValues.pop(reduction);
+          reduction.undo(options, solution, basis);
+          break;
+        }
+        case ReductionType::kDuplicateColumn: {
+          DuplicateColumn reduction;
+          reductionValues.pop(reduction);
+          reduction.undo(options, solution, basis);
+        }
+        case ReductionType::kSlackColSubstitution: {
+          SlackColSubstitution reduction;
+          reductionValues.pop(rowValues);
+          reductionValues.pop(reduction);
+          reduction.undo(options, rowValues, solution, basis);
+          break;
+        }
+      }
+    }
+#ifdef DEBUG_EXTRA
+    // solution should not contain NaN or Inf
+    assert(!containsNanOrInf(solution.col_value));
+    // row values are not determined by postsolve
+    // assert(!containsNanOrInf(solution.row_value));
+    assert(!containsNanOrInf(solution.col_dual));
+    assert(!containsNanOrInf(solution.row_dual));
+#endif
+  }
+
+  size_t numReductions() const { return reductions.size(); }
+};
+
+}  // namespace presolve
+
+#endif