lpsolver 0.1.0 → 0.2.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/Gemfile +1 -0
- data/README.md +70 -26
- data/ext/lpsolver/Makefile +273 -0
- data/ext/lpsolver/ext.c +353 -0
- data/ext/lpsolver/ext.o +0 -0
- data/ext/lpsolver/extconf.rb +79 -0
- data/ext/lpsolver/native.so +0 -0
- data/ext/lpsolver-highs/AUTHORS +7 -0
- data/ext/lpsolver-highs/BUILD.bazel +243 -0
- data/ext/lpsolver-highs/CITATION.cff +29 -0
- data/ext/lpsolver-highs/CMakeCache.txt +406 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
- data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
- data/ext/lpsolver-highs/CMakeLists.txt +983 -0
- data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
- data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
- data/ext/lpsolver-highs/FEATURES.md +61 -0
- data/ext/lpsolver-highs/LICENSE.txt +21 -0
- data/ext/lpsolver-highs/MODULE.bazel +38 -0
- data/ext/lpsolver-highs/README.md +281 -0
- data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
- data/ext/lpsolver-highs/Version.txt +4 -0
- data/ext/lpsolver-highs/WORKSPACE +33 -0
- data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
- data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
- data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
- data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
- data/ext/lpsolver-highs/build/bin/highs +0 -0
- data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
- data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
- data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
- data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
- data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
- data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
- data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
- data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexReport.h +21 -0
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- data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
- data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
- data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
- data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
- data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
- data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
- data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
- data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
- data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
- data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
- data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
- data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
- data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
- data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
- data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
- data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
- data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
- data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
- data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
- data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
- data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
- data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
- data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
- data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
- data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
- data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
- data/ext/lpsolver-highs/highs.pc.in +12 -0
- data/ext/lpsolver-highs/meson.build +198 -0
- data/ext/lpsolver-highs/meson_options.txt +31 -0
- data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
- data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
- data/ext/lpsolver-highs/nuget/README.md +38 -0
- data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
- data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
- data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
- data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
- data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
- data/ext/lpsolver-highs/pyproject.toml +221 -0
- data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
- data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
- data/ext/lpsolver-highs/version.rc.in +50 -0
- data/lib/lpsolver/highs +0 -0
- data/lib/lpsolver/model.rb +28 -4
- data/lib/lpsolver/native.so +0 -0
- data/lib/lpsolver/native_model.rb +261 -0
- data/lib/lpsolver/solution.rb +72 -7
- data/lib/lpsolver/version.rb +1 -1
- data/lpsolver.gemspec +4 -1
- metadata +1176 -4
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
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/* */
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/* This file is part of the HiGHS linear optimization suite */
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/* */
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/* Available as open-source under the MIT License */
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/* */
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
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#include "basis.hpp"
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#include <cassert>
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#include <memory>
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Basis::Basis(Runtime& rt, std::vector<HighsInt> active,
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std::vector<BasisStatus> status, std::vector<HighsInt> inactive)
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: Ztprod_res(rt.instance.num_var),
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buffer_Zprod(rt.instance.num_var),
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runtime(rt),
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buffer_column_aq(rt.instance.num_var),
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buffer_row_ep(rt.instance.num_var) {
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buffer_vec2hvec.setup(rt.instance.num_var);
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for (HighsInt i = 0; i < runtime.instance.num_var + runtime.instance.num_con;
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i++) {
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basisstatus[i] = BasisStatus::kInactive;
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}
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for (size_t i = 0; i < active.size(); i++) {
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active_constraint_index.push_back(active[i]);
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basisstatus[active_constraint_index[i]] = status[i];
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}
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for (size_t i = 0; i < inactive.size(); i++) {
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non_active_constraint_index.push_back(inactive[i]);
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basisstatus[non_active_constraint_index[i]] = BasisStatus::kInactiveInBasis;
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}
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Atran = rt.instance.A.t();
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col_aq.setup(rt.instance.num_var);
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row_ep.setup(rt.instance.num_var);
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build();
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}
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void Basis::build() {
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// report();
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updatessinceinvert = 0;
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baseindex.resize(active_constraint_index.size() +
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non_active_constraint_index.size());
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constraintindexinbasisfactor.clear();
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basisfactor = HFactor();
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constraintindexinbasisfactor.assign(Atran.num_row + Atran.num_col, -1);
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assert((HighsInt)(non_active_constraint_index.size() +
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active_constraint_index.size()) == Atran.num_row);
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HighsInt counter = 0;
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for (HighsInt i : non_active_constraint_index) {
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baseindex[counter++] = i;
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}
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for (HighsInt i : active_constraint_index) {
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baseindex[counter++] = i;
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}
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basisfactor.setup(Atran.num_col, Atran.num_row, Atran.start.data(),
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Atran.index.data(), Atran.value.data(), baseindex.data());
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basisfactor.build();
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for (size_t i = 0;
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i < active_constraint_index.size() + non_active_constraint_index.size();
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i++) {
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constraintindexinbasisfactor[baseindex[i]] = i;
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}
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}
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void Basis::rebuild() {
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// report();
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updatessinceinvert = 0;
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constraintindexinbasisfactor.clear();
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constraintindexinbasisfactor.assign(Atran.num_row + Atran.num_col, -1);
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assert((HighsInt)(non_active_constraint_index.size() +
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active_constraint_index.size()) == Atran.num_row);
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basisfactor.build();
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for (size_t i = 0;
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i < active_constraint_index.size() + non_active_constraint_index.size();
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i++) {
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constraintindexinbasisfactor[baseindex[i]] = i;
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}
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reinversion_hint = false;
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}
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void Basis::report() {
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//
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// Basis of dimension qp_num_var, analogous to primal simplex
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// nonbasic variables, partitioned into
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//
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// * Indices of active variables/constraints, so index values in {0,
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// * ..., qp_num_con-1}. These are listed in active_constraint_index
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// * and, for each the value of basisstatus will be ActiveAtLower or
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// * ActiveAtUpper
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//
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// * Indices of inactive variables, so index values in {qp_num_con,
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// * ..., qp_num_con+qp_num_var-1} (or possibly also from {0, ...,
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110
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// * qp_num_con-1}?) used to complete the basis. The number of
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111
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// * inactive variables defines the dimension of the null space.
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112
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//
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113
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// Remaining qp_num_con indices may be degenerate, otherwise they
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114
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// are off their bounds. They are analogous to primal simplex basic
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115
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// variables, in that their values are solved for.
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//
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117
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// Hence the correspondence between the QP basis and a HiGHS
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118
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// (simplex) basis is as follows
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//
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120
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// For variables or constraints
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121
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//
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122
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// BasisStatus::kInactive: HighsBasisStatus::kBasic
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123
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//
|
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124
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// BasisStatus::kActiveAtLower: HighsBasisStatus::kLower
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125
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//
|
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126
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// BasisStatus::kActiveAtUpper: HighsBasisStatus::kUpper
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127
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//
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128
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// BasisStatus::kInactiveInBasis: HighsBasisStatus::kNonbasic
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129
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//
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130
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//
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const HighsInt qp_num_var = Atran.num_row;
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const HighsInt qp_num_con = Atran.num_col;
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133
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const HighsInt num_active_in_basis = active_constraint_index.size();
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134
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const HighsInt num_inactive_in_basis = non_active_constraint_index.size();
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135
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136
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HighsInt num_var_inactive = 0;
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137
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HighsInt num_var_active_at_lower = 0;
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138
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HighsInt num_var_active_at_upper = 0;
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139
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HighsInt num_var_inactive_in_basis = 0;
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140
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HighsInt num_con_inactive = 0;
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141
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HighsInt num_con_active_at_lower = 0;
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142
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HighsInt num_con_active_at_upper = 0;
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143
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HighsInt num_con_inactive_in_basis = 0;
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144
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145
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for (HighsInt i = 0; i < qp_num_var; i++) {
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146
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switch (basisstatus[qp_num_con + i]) {
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147
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case BasisStatus::kInactive:
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148
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num_var_inactive++;
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149
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continue;
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150
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case BasisStatus::kActiveAtLower:
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151
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num_var_active_at_lower++;
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152
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continue;
|
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153
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case BasisStatus::kActiveAtUpper:
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num_var_active_at_upper++;
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continue;
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156
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case BasisStatus::kInactiveInBasis:
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num_var_inactive_in_basis++;
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158
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continue;
|
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159
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default:
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160
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assert(111 == 123);
|
|
161
|
+
}
|
|
162
|
+
}
|
|
163
|
+
|
|
164
|
+
for (HighsInt i = 0; i < qp_num_con; i++) {
|
|
165
|
+
switch (basisstatus[i]) {
|
|
166
|
+
case BasisStatus::kInactive:
|
|
167
|
+
num_con_inactive++;
|
|
168
|
+
continue;
|
|
169
|
+
case BasisStatus::kActiveAtLower:
|
|
170
|
+
num_con_active_at_lower++;
|
|
171
|
+
continue;
|
|
172
|
+
case BasisStatus::kActiveAtUpper:
|
|
173
|
+
num_con_active_at_upper++;
|
|
174
|
+
continue;
|
|
175
|
+
case BasisStatus::kInactiveInBasis:
|
|
176
|
+
num_con_inactive_in_basis++;
|
|
177
|
+
continue;
|
|
178
|
+
default:
|
|
179
|
+
assert(111 == 123);
|
|
180
|
+
}
|
|
181
|
+
}
|
|
182
|
+
|
|
183
|
+
const bool print_basis = num_inactive_in_basis + num_active_in_basis < 100;
|
|
184
|
+
if (print_basis) {
|
|
185
|
+
printf("basis: ");
|
|
186
|
+
for (HighsInt a_ : active_constraint_index) {
|
|
187
|
+
if (a_ < qp_num_con) {
|
|
188
|
+
printf("c%-3d ", int(a_));
|
|
189
|
+
} else {
|
|
190
|
+
printf("v%-3d ", int(a_ - qp_num_con));
|
|
191
|
+
}
|
|
192
|
+
}
|
|
193
|
+
printf(" - ");
|
|
194
|
+
for (HighsInt n_ : non_active_constraint_index) {
|
|
195
|
+
if (n_ < qp_num_con) {
|
|
196
|
+
printf("c%-3d ", int(n_));
|
|
197
|
+
} else {
|
|
198
|
+
printf("v%-3d ", int(n_ - qp_num_con));
|
|
199
|
+
}
|
|
200
|
+
}
|
|
201
|
+
printf("\n");
|
|
202
|
+
}
|
|
203
|
+
|
|
204
|
+
printf("Basis::report: QP(%6d [inact %6d; act %6d], %6d)", int(qp_num_var),
|
|
205
|
+
int(num_inactive_in_basis), int(num_active_in_basis), int(qp_num_con));
|
|
206
|
+
printf(
|
|
207
|
+
" (inact / lo / up / basis) for var (%6d / %6d / %6d / %6d) and con (%6d "
|
|
208
|
+
"/ %6d / %6d / %6d)\n",
|
|
209
|
+
int(num_var_inactive), int(num_var_active_at_lower),
|
|
210
|
+
int(num_var_active_at_upper), int(num_var_inactive_in_basis),
|
|
211
|
+
int(num_con_inactive), int(num_con_active_at_lower),
|
|
212
|
+
int(num_con_active_at_upper), int(num_con_inactive_in_basis));
|
|
213
|
+
assert(qp_num_var == num_inactive_in_basis + num_active_in_basis);
|
|
214
|
+
assert(qp_num_con == num_var_inactive + num_con_inactive);
|
|
215
|
+
assert(num_inactive_in_basis ==
|
|
216
|
+
num_var_inactive_in_basis + num_con_inactive_in_basis);
|
|
217
|
+
assert(num_active_in_basis ==
|
|
218
|
+
num_var_active_at_lower + num_var_active_at_upper +
|
|
219
|
+
num_con_active_at_lower + num_con_active_at_upper);
|
|
220
|
+
}
|
|
221
|
+
|
|
222
|
+
// move that constraint into V section basis (will correspond to Nullspace
|
|
223
|
+
// from now on)
|
|
224
|
+
void Basis::deactivate(HighsInt conid) {
|
|
225
|
+
// printf("deact %" HIGHSINT_FORMAT "\n", conid);
|
|
226
|
+
assert(contains(active_constraint_index, conid));
|
|
227
|
+
basisstatus[conid] = BasisStatus::kInactiveInBasis;
|
|
228
|
+
remove(active_constraint_index, conid);
|
|
229
|
+
non_active_constraint_index.push_back(conid);
|
|
230
|
+
}
|
|
231
|
+
|
|
232
|
+
QpSolverStatus Basis::activate(const Settings& settings, HighsInt conid,
|
|
233
|
+
BasisStatus newstatus,
|
|
234
|
+
HighsInt nonactivetoremove, Pricing* pricing) {
|
|
235
|
+
// printf("activ %" HIGHSINT_FORMAT "\n", conid);
|
|
236
|
+
if (!contains(active_constraint_index, (HighsInt)conid)) {
|
|
237
|
+
basisstatus[nonactivetoremove] = BasisStatus::kInactive;
|
|
238
|
+
basisstatus[conid] = newstatus;
|
|
239
|
+
active_constraint_index.push_back(conid);
|
|
240
|
+
} else {
|
|
241
|
+
printf("Degeneracy? constraint %" HIGHSINT_FORMAT " already in basis\n",
|
|
242
|
+
conid);
|
|
243
|
+
return QpSolverStatus::DEGENERATE;
|
|
244
|
+
}
|
|
245
|
+
|
|
246
|
+
// printf("drop %d\n", nonactivetoremove);
|
|
247
|
+
// remove non-active row from basis
|
|
248
|
+
HighsInt rowtoremove = constraintindexinbasisfactor[nonactivetoremove];
|
|
249
|
+
|
|
250
|
+
baseindex[rowtoremove] = conid;
|
|
251
|
+
remove(non_active_constraint_index, nonactivetoremove);
|
|
252
|
+
updatebasis(settings, conid, nonactivetoremove, pricing);
|
|
253
|
+
|
|
254
|
+
if (updatessinceinvert != 0) {
|
|
255
|
+
constraintindexinbasisfactor[nonactivetoremove] = -1;
|
|
256
|
+
constraintindexinbasisfactor[conid] = rowtoremove;
|
|
257
|
+
}
|
|
258
|
+
return QpSolverStatus::OK;
|
|
259
|
+
}
|
|
260
|
+
|
|
261
|
+
void Basis::updatebasis(const Settings& settings, HighsInt newactivecon,
|
|
262
|
+
HighsInt droppedcon, Pricing* pricing) {
|
|
263
|
+
if (newactivecon == droppedcon) {
|
|
264
|
+
return;
|
|
265
|
+
}
|
|
266
|
+
|
|
267
|
+
const HighsInt kHintNotChanged = 99999;
|
|
268
|
+
HighsInt hint = kHintNotChanged;
|
|
269
|
+
|
|
270
|
+
HighsInt droppedcon_rowindex = constraintindexinbasisfactor[droppedcon];
|
|
271
|
+
if (buffered_p != droppedcon) {
|
|
272
|
+
row_ep.clear();
|
|
273
|
+
row_ep.packFlag = true;
|
|
274
|
+
row_ep.index[0] = droppedcon_rowindex;
|
|
275
|
+
row_ep.array[droppedcon_rowindex] = 1.0;
|
|
276
|
+
row_ep.count = 1;
|
|
277
|
+
basisfactor.btranCall(row_ep, 1.0);
|
|
278
|
+
}
|
|
279
|
+
|
|
280
|
+
pricing->update_weights(hvec2vec(col_aq), hvec2vec(row_ep), droppedcon,
|
|
281
|
+
newactivecon);
|
|
282
|
+
HighsInt row_out = droppedcon_rowindex;
|
|
283
|
+
|
|
284
|
+
basisfactor.update(&col_aq, &row_ep, &row_out, &hint);
|
|
285
|
+
|
|
286
|
+
updatessinceinvert++;
|
|
287
|
+
if (updatessinceinvert >= settings.reinvertfrequency ||
|
|
288
|
+
hint != kHintNotChanged) {
|
|
289
|
+
reinversion_hint = true;
|
|
290
|
+
}
|
|
291
|
+
// since basis changed, buffered values are no longer valid
|
|
292
|
+
buffered_p = -1;
|
|
293
|
+
buffered_q = -1;
|
|
294
|
+
}
|
|
295
|
+
|
|
296
|
+
QpVector& Basis::btran(const QpVector& rhs, QpVector& target, bool buffer,
|
|
297
|
+
HighsInt p) {
|
|
298
|
+
HVector rhs_hvec = vec2hvec(rhs);
|
|
299
|
+
basisfactor.btranCall(rhs_hvec, 1.0);
|
|
300
|
+
if (buffer) {
|
|
301
|
+
row_ep.copy(&rhs_hvec);
|
|
302
|
+
for (HighsInt i = 0; i < rhs_hvec.packCount; i++) {
|
|
303
|
+
row_ep.packIndex[i] = rhs_hvec.packIndex[i];
|
|
304
|
+
row_ep.packValue[i] = rhs_hvec.packValue[i];
|
|
305
|
+
}
|
|
306
|
+
row_ep.packCount = rhs_hvec.packCount;
|
|
307
|
+
row_ep.packFlag = rhs_hvec.packFlag;
|
|
308
|
+
buffered_q = p;
|
|
309
|
+
}
|
|
310
|
+
return hvec2vec(rhs_hvec, target);
|
|
311
|
+
}
|
|
312
|
+
|
|
313
|
+
QpVector Basis::btran(const QpVector& rhs, bool buffer, HighsInt p) {
|
|
314
|
+
HVector rhs_hvec = vec2hvec(rhs);
|
|
315
|
+
basisfactor.btranCall(rhs_hvec, 1.0);
|
|
316
|
+
if (buffer) {
|
|
317
|
+
row_ep.copy(&rhs_hvec);
|
|
318
|
+
for (HighsInt i = 0; i < rhs_hvec.packCount; i++) {
|
|
319
|
+
row_ep.packIndex[i] = rhs_hvec.packIndex[i];
|
|
320
|
+
row_ep.packValue[i] = rhs_hvec.packValue[i];
|
|
321
|
+
}
|
|
322
|
+
row_ep.packCount = rhs_hvec.packCount;
|
|
323
|
+
row_ep.packFlag = rhs_hvec.packFlag;
|
|
324
|
+
buffered_q = p;
|
|
325
|
+
}
|
|
326
|
+
return hvec2vec(rhs_hvec);
|
|
327
|
+
}
|
|
328
|
+
|
|
329
|
+
QpVector& Basis::ftran(const QpVector& rhs, QpVector& target, bool buffer,
|
|
330
|
+
HighsInt q) {
|
|
331
|
+
HVector rhs_hvec = vec2hvec(rhs);
|
|
332
|
+
basisfactor.ftranCall(rhs_hvec, 1.0);
|
|
333
|
+
if (buffer) {
|
|
334
|
+
col_aq.copy(&rhs_hvec);
|
|
335
|
+
for (HighsInt i = 0; i < rhs_hvec.packCount; i++) {
|
|
336
|
+
col_aq.packIndex[i] = rhs_hvec.packIndex[i];
|
|
337
|
+
col_aq.packValue[i] = rhs_hvec.packValue[i];
|
|
338
|
+
}
|
|
339
|
+
col_aq.packCount = rhs_hvec.packCount;
|
|
340
|
+
col_aq.packFlag = rhs_hvec.packFlag;
|
|
341
|
+
buffered_q = q;
|
|
342
|
+
}
|
|
343
|
+
|
|
344
|
+
return hvec2vec(rhs_hvec, target);
|
|
345
|
+
}
|
|
346
|
+
|
|
347
|
+
QpVector Basis::ftran(const QpVector& rhs, bool buffer, HighsInt q) {
|
|
348
|
+
HVector rhs_hvec = vec2hvec(rhs);
|
|
349
|
+
basisfactor.ftranCall(rhs_hvec, 1.0);
|
|
350
|
+
if (buffer) {
|
|
351
|
+
col_aq.copy(&rhs_hvec);
|
|
352
|
+
for (HighsInt i = 0; i < rhs_hvec.packCount; i++) {
|
|
353
|
+
col_aq.packIndex[i] = rhs_hvec.packIndex[i];
|
|
354
|
+
col_aq.packValue[i] = rhs_hvec.packValue[i];
|
|
355
|
+
}
|
|
356
|
+
col_aq.packCount = rhs_hvec.packCount;
|
|
357
|
+
col_aq.packFlag = rhs_hvec.packFlag;
|
|
358
|
+
buffered_q = q;
|
|
359
|
+
}
|
|
360
|
+
return hvec2vec(rhs_hvec);
|
|
361
|
+
}
|
|
362
|
+
|
|
363
|
+
QpVector Basis::recomputex(const Instance& inst) {
|
|
364
|
+
assert((HighsInt)active_constraint_index.size() == inst.num_var);
|
|
365
|
+
QpVector rhs(inst.num_var);
|
|
366
|
+
|
|
367
|
+
for (HighsInt i = 0; i < inst.num_var; i++) {
|
|
368
|
+
HighsInt con = active_constraint_index[i];
|
|
369
|
+
if (constraintindexinbasisfactor[con] == -1) {
|
|
370
|
+
printf("error\n");
|
|
371
|
+
}
|
|
372
|
+
if (basisstatus[con] == BasisStatus::kActiveAtLower) {
|
|
373
|
+
if (con < inst.num_con) {
|
|
374
|
+
rhs.value[constraintindexinbasisfactor[con]] = inst.con_lo[con];
|
|
375
|
+
} else {
|
|
376
|
+
rhs.value[constraintindexinbasisfactor[con]] =
|
|
377
|
+
inst.var_lo[con - inst.num_con];
|
|
378
|
+
}
|
|
379
|
+
} else {
|
|
380
|
+
if (con < inst.num_con) {
|
|
381
|
+
rhs.value[constraintindexinbasisfactor[con]] = inst.con_up[con];
|
|
382
|
+
// rhs.value[i] = inst.con_up[con];
|
|
383
|
+
} else {
|
|
384
|
+
rhs.value[constraintindexinbasisfactor[con]] =
|
|
385
|
+
inst.var_up[con - inst.num_con];
|
|
386
|
+
// rhs.value[i] = inst.var_up[con - inst.num_con];
|
|
387
|
+
}
|
|
388
|
+
}
|
|
389
|
+
|
|
390
|
+
rhs.index[i] = i;
|
|
391
|
+
rhs.num_nz++;
|
|
392
|
+
}
|
|
393
|
+
HVector rhs_hvec = vec2hvec(rhs);
|
|
394
|
+
basisfactor.btranCall(rhs_hvec, 1.0);
|
|
395
|
+
return hvec2vec(rhs_hvec);
|
|
396
|
+
}
|
|
397
|
+
|
|
398
|
+
QpVector& Basis::Ztprod(const QpVector& rhs, QpVector& target, bool buffer,
|
|
399
|
+
HighsInt q) {
|
|
400
|
+
ftran(rhs, Ztprod_res, buffer, q);
|
|
401
|
+
|
|
402
|
+
target.reset();
|
|
403
|
+
for (size_t i = 0; i < non_active_constraint_index.size(); i++) {
|
|
404
|
+
HighsInt nonactive = non_active_constraint_index[i];
|
|
405
|
+
HighsInt idx = constraintindexinbasisfactor[nonactive];
|
|
406
|
+
target.index[i] = static_cast<HighsInt>(i);
|
|
407
|
+
target.value[i] = Ztprod_res.value[idx];
|
|
408
|
+
}
|
|
409
|
+
target.resparsify();
|
|
410
|
+
return target;
|
|
411
|
+
}
|
|
412
|
+
|
|
413
|
+
QpVector& Basis::Zprod(const QpVector& rhs, QpVector& target) {
|
|
414
|
+
buffer_Zprod.reset();
|
|
415
|
+
buffer_Zprod.dim = target.dim;
|
|
416
|
+
for (HighsInt i = 0; i < rhs.num_nz; i++) {
|
|
417
|
+
HighsInt nz = rhs.index[i];
|
|
418
|
+
HighsInt nonactive = non_active_constraint_index[nz];
|
|
419
|
+
HighsInt idx = constraintindexinbasisfactor[nonactive];
|
|
420
|
+
buffer_Zprod.index[i] = idx;
|
|
421
|
+
buffer_Zprod.value[idx] = rhs.value[nz];
|
|
422
|
+
}
|
|
423
|
+
buffer_Zprod.num_nz = rhs.num_nz;
|
|
424
|
+
return btran(buffer_Zprod, target);
|
|
425
|
+
}
|
|
426
|
+
|
|
427
|
+
// void Basis::write(std::string filename) {
|
|
428
|
+
// FILE* file = fopen(filename.c_str(), "w");
|
|
429
|
+
|
|
430
|
+
// fprintf(file, "%lu %lu\n", active_constraint_index.size(),
|
|
431
|
+
// non_active_constraint_index.size()); for (HighsInt i=0;
|
|
432
|
+
// i<active_constraint_index.size(); i++) {
|
|
433
|
+
// fprintf(file, "%" HIGHSINT_FORMAT " %" HIGHSINT_FORMAT "\n",
|
|
434
|
+
// active_constraint_index[i], (HighsInt)rowstatus[i]);
|
|
435
|
+
// }
|
|
436
|
+
// for (HighsInt i=0; i<non_active_constraint_index.size(); i++) {
|
|
437
|
+
// fprintf(file, "%" HIGHSINT_FORMAT " %" HIGHSINT_FORMAT "\n",
|
|
438
|
+
// non_active_constraint_index[i], (HighsInt)rowstatus[i]);
|
|
439
|
+
// }
|
|
440
|
+
// // TODO
|
|
441
|
+
|
|
442
|
+
// fclose(file);
|
|
443
|
+
// }
|
|
@@ -0,0 +1,159 @@
|
|
|
1
|
+
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
|
|
2
|
+
/* */
|
|
3
|
+
/* This file is part of the HiGHS linear optimization suite */
|
|
4
|
+
/* */
|
|
5
|
+
/* Available as open-source under the MIT License */
|
|
6
|
+
/* */
|
|
7
|
+
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
|
|
8
|
+
#pragma once
|
|
9
|
+
#ifndef __SRC_LIB_BASIS_HPP__
|
|
10
|
+
#define __SRC_LIB_BASIS_HPP__
|
|
11
|
+
|
|
12
|
+
#include <map>
|
|
13
|
+
#include <vector>
|
|
14
|
+
|
|
15
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+
#include "qpsolver/instance.hpp"
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16
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+
#include "qpsolver/pricing.hpp"
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17
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+
#include "qpsolver/qpconst.hpp"
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18
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+
#include "qpsolver/runtime.hpp"
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19
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+
#include "qpsolver/snippets.hpp"
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20
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+
#include "util/HFactor.h"
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21
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+
#include "util/HVector.h"
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22
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#include "util/HVectorBase.h"
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23
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+
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24
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+
class Basis {
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25
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+
HVector buffer_vec2hvec;
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26
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+
QpVector Ztprod_res;
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27
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QpVector buffer_Zprod;
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28
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+
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29
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+
HVector& vec2hvec(const QpVector& vec) {
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30
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+
buffer_vec2hvec.clear();
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31
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+
for (HighsInt i = 0; i < vec.num_nz; i++) {
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32
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buffer_vec2hvec.index[i] = vec.index[i];
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33
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+
buffer_vec2hvec.array[vec.index[i]] = vec.value[vec.index[i]];
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34
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+
}
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35
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+
buffer_vec2hvec.count = vec.num_nz;
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36
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+
buffer_vec2hvec.packFlag = true;
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37
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return buffer_vec2hvec;
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38
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+
}
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39
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+
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40
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+
QpVector& hvec2vec(const HVector& hvec, QpVector& target) {
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41
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+
target.reset();
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42
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+
for (HighsInt i = 0; i < hvec.count; i++) {
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43
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+
target.index[i] = hvec.index[i];
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44
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+
target.value[target.index[i]] = hvec.array[hvec.index[i]];
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45
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+
}
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46
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+
// for (HighsInt i = 0; i < hvec.size; i++) {
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47
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+
// target.index[i] = hvec.index[i];
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48
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+
// target.value[i] = hvec.array[i];
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49
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// }
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50
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+
target.num_nz = hvec.count;
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51
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return target;
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52
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+
}
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53
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+
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54
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+
QpVector hvec2vec(const HVector& hvec) {
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55
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+
QpVector vec(hvec.size);
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56
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+
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57
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+
return hvec2vec(hvec, vec);
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58
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+
}
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59
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+
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60
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+
Runtime& runtime;
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61
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+
HFactor basisfactor;
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62
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+
HighsInt updatessinceinvert = 0;
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63
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+
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64
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+
MatrixBase Atran;
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65
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+
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66
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+
// indices of active constraints in basis
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67
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std::vector<HighsInt> active_constraint_index;
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68
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+
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69
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+
// ids of constraints that are in the basis but not active
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70
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+
// I need to extract those columns to get Z
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71
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+
std::vector<HighsInt> non_active_constraint_index;
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72
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+
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73
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+
// ids of constraints that are in the basis
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74
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+
std::vector<HighsInt> baseindex;
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75
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+
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76
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+
std::map<int, BasisStatus> basisstatus;
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77
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+
|
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78
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+
// index i: -1 if constraint not in basis, [0, num_var] if
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79
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+
// constraint in basis (active or not)
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80
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+
std::vector<HighsInt> constraintindexinbasisfactor;
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81
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+
|
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82
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+
void build();
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83
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+
|
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84
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+
// buffer to avoid recreating vectors
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85
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+
QpVector buffer_column_aq;
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86
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+
QpVector buffer_row_ep;
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87
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+
|
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88
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+
// buffers to prevent multiple btran/ftran
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|
89
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+
HighsInt buffered_q = -1;
|
|
90
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+
HighsInt buffered_p = -1;
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91
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+
HVector row_ep;
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92
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+
HVector col_aq;
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93
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+
|
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94
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+
bool reinversion_hint = false;
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95
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+
|
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96
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+
public:
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97
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+
Basis(Runtime& rt, std::vector<HighsInt> active,
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98
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+
std::vector<BasisStatus> atlower, std::vector<HighsInt> inactive);
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99
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+
|
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100
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+
bool getreinversionhint() { return reinversion_hint; }
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101
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+
|
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102
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+
void rebuild();
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103
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+
|
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104
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+
HighsInt getnupdatessinceinvert() { return updatessinceinvert; }
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105
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+
|
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106
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+
HighsInt getnumactive() const { return active_constraint_index.size(); };
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107
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+
|
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108
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+
HighsInt getnuminactive() const {
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109
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+
return non_active_constraint_index.size();
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|
110
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+
};
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111
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+
|
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112
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+
const std::vector<HighsInt>& getactive() const {
|
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113
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+
return active_constraint_index;
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114
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+
};
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115
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+
|
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116
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+
const std::vector<HighsInt>& getinactive() const {
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117
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+
return non_active_constraint_index;
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118
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+
};
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119
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+
|
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120
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+
const std::vector<HighsInt>& getindexinfactor() const {
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121
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+
return constraintindexinbasisfactor;
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122
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+
};
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123
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+
|
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124
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+
BasisStatus getstatus(HighsInt conid) { return basisstatus[conid]; };
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125
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+
|
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126
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+
void report();
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127
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+
|
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128
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+
// move that constraint into V section basis (will correspond to
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129
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+
// Nullspace from now on)
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130
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+
void deactivate(HighsInt conid);
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131
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+
|
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132
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+
QpSolverStatus activate(const Settings& settings, HighsInt conid,
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133
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+
BasisStatus atlower, HighsInt nonactivetoremove,
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134
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+
Pricing* pricing);
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135
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+
|
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136
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+
void updatebasis(const Settings& settings, HighsInt newactivecon,
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137
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+
HighsInt droppedcon, Pricing* pricing);
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138
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+
|
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139
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+
QpVector btran(const QpVector& rhs, bool buffer = false, HighsInt p = -1);
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140
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+
|
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141
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+
QpVector ftran(const QpVector& rhs, bool buffer = false, HighsInt q = -1);
|
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142
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+
|
|
143
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+
QpVector& btran(const QpVector& rhs, QpVector& target, bool buffer = false,
|
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144
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+
HighsInt p = -1);
|
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145
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+
|
|
146
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+
QpVector& ftran(const QpVector& rhs, QpVector& target, bool buffer = false,
|
|
147
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+
HighsInt q = -1);
|
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148
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+
|
|
149
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+
QpVector recomputex(const Instance& inst);
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|
150
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+
|
|
151
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+
void write(std::string filename);
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152
|
+
|
|
153
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+
QpVector& Ztprod(const QpVector& rhs, QpVector& target, bool buffer = false,
|
|
154
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+
HighsInt q = -1);
|
|
155
|
+
|
|
156
|
+
QpVector& Zprod(const QpVector& rhs, QpVector& target);
|
|
157
|
+
};
|
|
158
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+
|
|
159
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+
#endif
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|
@@ -0,0 +1,20 @@
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1
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+
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
|
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2
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+
/* */
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|
3
|
+
/* This file is part of the HiGHS linear optimization suite */
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|
4
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+
/* */
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5
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+
/* Available as open-source under the MIT License */
|
|
6
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+
/* */
|
|
7
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+
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
|
|
8
|
+
#ifndef __SRC_LIB_CRASHSOLUTION_HPP__
|
|
9
|
+
#define __SRC_LIB_CRASHSOLUTION_HPP__
|
|
10
|
+
|
|
11
|
+
#include <cstdlib>
|
|
12
|
+
|
|
13
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+
#include "runtime.hpp"
|
|
14
|
+
|
|
15
|
+
inline bool isfreevar(Instance& instance, HighsInt idx) {
|
|
16
|
+
return instance.var_lo[idx] == -std::numeric_limits<double>::infinity() &&
|
|
17
|
+
instance.var_up[idx] == std::numeric_limits<double>::infinity();
|
|
18
|
+
}
|
|
19
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+
|
|
20
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+
#endif
|
|
@@ -0,0 +1,80 @@
|
|
|
1
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+
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
|
|
2
|
+
/* */
|
|
3
|
+
/* This file is part of the HiGHS linear optimization suite */
|
|
4
|
+
/* */
|
|
5
|
+
/* Available as open-source under the MIT License */
|
|
6
|
+
/* */
|
|
7
|
+
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
|
|
8
|
+
#ifndef __SRC_LIB_PRICING_DANTZIGPRICING_HPP__
|
|
9
|
+
#define __SRC_LIB_PRICING_DANTZIGPRICING_HPP__
|
|
10
|
+
|
|
11
|
+
#include "basis.hpp"
|
|
12
|
+
#include "pricing.hpp"
|
|
13
|
+
#include "reducedcosts.hpp"
|
|
14
|
+
#include "runtime.hpp"
|
|
15
|
+
|
|
16
|
+
// 51561, 78965838.346823, 559, 213.280772, 0.000812, 801
|
|
17
|
+
|
|
18
|
+
class DantzigPricing : public Pricing {
|
|
19
|
+
private:
|
|
20
|
+
Runtime& runtime;
|
|
21
|
+
Basis& basis;
|
|
22
|
+
ReducedCosts& redcosts;
|
|
23
|
+
|
|
24
|
+
HighsInt chooseconstrainttodrop(const QpVector& lambda) {
|
|
25
|
+
auto active_constraint_index = basis.getactive();
|
|
26
|
+
auto constraintindexinbasisfactor = basis.getindexinfactor();
|
|
27
|
+
|
|
28
|
+
HighsInt minidx = -1;
|
|
29
|
+
double maxabslambda = 0.0;
|
|
30
|
+
for (size_t i = 0; i < active_constraint_index.size(); i++) {
|
|
31
|
+
HighsInt indexinbasis =
|
|
32
|
+
constraintindexinbasisfactor[active_constraint_index[i]];
|
|
33
|
+
if (indexinbasis == -1) {
|
|
34
|
+
printf("error\n");
|
|
35
|
+
}
|
|
36
|
+
assert(indexinbasis != -1);
|
|
37
|
+
|
|
38
|
+
if (basis.getstatus(active_constraint_index[i]) ==
|
|
39
|
+
BasisStatus::kActiveAtLower &&
|
|
40
|
+
-lambda.value[indexinbasis] > maxabslambda) {
|
|
41
|
+
minidx = active_constraint_index[i];
|
|
42
|
+
maxabslambda = -lambda.value[indexinbasis];
|
|
43
|
+
} else if (basis.getstatus(active_constraint_index[i]) ==
|
|
44
|
+
BasisStatus::kActiveAtUpper &&
|
|
45
|
+
lambda.value[indexinbasis] > maxabslambda) {
|
|
46
|
+
minidx = active_constraint_index[i];
|
|
47
|
+
maxabslambda = lambda.value[indexinbasis];
|
|
48
|
+
} else {
|
|
49
|
+
// TODO
|
|
50
|
+
}
|
|
51
|
+
}
|
|
52
|
+
|
|
53
|
+
if (maxabslambda <= runtime.settings.lambda_zero_threshold) {
|
|
54
|
+
// printf("maxabslambda %lf\n", log(maxabslambda));
|
|
55
|
+
return -1;
|
|
56
|
+
}
|
|
57
|
+
return minidx;
|
|
58
|
+
}
|
|
59
|
+
|
|
60
|
+
public:
|
|
61
|
+
DantzigPricing(Runtime& rt, Basis& bas, ReducedCosts& rc)
|
|
62
|
+
// clang-format off
|
|
63
|
+
: runtime(rt), basis(bas), redcosts(rc) {};
|
|
64
|
+
// clang-format on
|
|
65
|
+
HighsInt price(const QpVector& x, const QpVector& gradient) {
|
|
66
|
+
HighsInt minidx = chooseconstrainttodrop(redcosts.getReducedCosts());
|
|
67
|
+
return minidx;
|
|
68
|
+
}
|
|
69
|
+
|
|
70
|
+
void recompute() {
|
|
71
|
+
// do nothing
|
|
72
|
+
}
|
|
73
|
+
|
|
74
|
+
void update_weights(const QpVector& aq, const QpVector& ep, HighsInt p,
|
|
75
|
+
HighsInt q) {
|
|
76
|
+
// does nothing
|
|
77
|
+
}
|
|
78
|
+
};
|
|
79
|
+
|
|
80
|
+
#endif
|