lpsolver 0.1.0 → 0.2.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (1165) hide show
  1. checksums.yaml +4 -4
  2. data/Gemfile +1 -0
  3. data/README.md +70 -26
  4. data/ext/lpsolver/Makefile +273 -0
  5. data/ext/lpsolver/ext.c +353 -0
  6. data/ext/lpsolver/ext.o +0 -0
  7. data/ext/lpsolver/extconf.rb +79 -0
  8. data/ext/lpsolver/native.so +0 -0
  9. data/ext/lpsolver-highs/AUTHORS +7 -0
  10. data/ext/lpsolver-highs/BUILD.bazel +243 -0
  11. data/ext/lpsolver-highs/CITATION.cff +29 -0
  12. data/ext/lpsolver-highs/CMakeCache.txt +406 -0
  13. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
  14. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
  15. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
  16. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
  17. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
  18. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
  19. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
  20. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
  21. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
  22. data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
  23. data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
  24. data/ext/lpsolver-highs/CMakeLists.txt +983 -0
  25. data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
  26. data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
  27. data/ext/lpsolver-highs/FEATURES.md +61 -0
  28. data/ext/lpsolver-highs/LICENSE.txt +21 -0
  29. data/ext/lpsolver-highs/MODULE.bazel +38 -0
  30. data/ext/lpsolver-highs/README.md +281 -0
  31. data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
  32. data/ext/lpsolver-highs/Version.txt +4 -0
  33. data/ext/lpsolver-highs/WORKSPACE +33 -0
  34. data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
  35. data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
  36. data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
  37. data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
  38. data/ext/lpsolver-highs/build/bin/highs +0 -0
  39. data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
  40. data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
  41. data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
  42. data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
  43. data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
  44. data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
  45. data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
  46. data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
  47. data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
  48. data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
  49. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
  50. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
  51. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
  52. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
  53. data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
  54. data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
  55. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
  56. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
  57. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
  58. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
  59. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
  60. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
  61. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
  62. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
  63. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
  64. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
  65. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
  66. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
  67. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
  68. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
  69. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
  70. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
  71. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
  72. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
  73. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
  74. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
  75. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
  76. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
  77. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
  78. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
  79. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
  80. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
  81. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
  82. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
  83. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
  84. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
  85. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
  86. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
  87. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
  88. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
  89. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
  90. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
  91. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
  92. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
  93. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
  94. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
  95. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
  96. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
  97. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
  98. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
  99. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
  100. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
  101. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
  102. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
  103. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
  104. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
  105. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
  106. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
  107. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
  108. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
  109. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
  110. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
  111. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
  112. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
  113. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
  114. data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
  115. data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
  116. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
  117. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
  118. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
  119. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
  120. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
  121. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
  122. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
  123. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
  124. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
  125. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
  126. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
  127. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
  128. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
  129. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
  130. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
  131. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
  132. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
  133. data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
  134. data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
  135. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
  136. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
  137. data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
  138. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
  139. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
  140. data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
  141. data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
  142. data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
  143. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
  144. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
  145. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
  146. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
  147. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
  148. data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
  149. data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
  150. data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
  151. data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
  152. data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
  153. data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
  154. data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
  155. data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
  156. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
  157. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
  158. data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
  159. data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
  160. data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
  161. data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
  162. data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
  163. data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
  164. data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
  165. data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
  166. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
  167. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
  168. data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
  169. data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
  170. data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
  171. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
  172. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
  173. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
  174. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
  175. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
  176. data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
  177. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
  178. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
  179. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  180. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  181. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  182. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  183. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  184. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  185. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  186. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  187. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  188. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
  189. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
  190. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
  191. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  192. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
  193. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
  194. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  195. data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
  196. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
  197. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
  198. data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
  199. data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
  200. data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
  201. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
  202. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
  203. data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
  204. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
  205. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
  206. data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
  207. data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
  208. data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
  209. data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
  210. data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
  211. data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
  212. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
  213. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
  214. data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
  215. data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
  216. data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
  217. data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
  218. data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
  219. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
  220. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
  221. data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
  222. data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
  223. data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
  224. data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
  225. data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
  226. data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
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  953. data/ext/lpsolver-highs/highs/parallel/HighsRaceTimer.h +38 -0
  954. data/ext/lpsolver-highs/highs/parallel/HighsSchedulerConstants.h +19 -0
  955. data/ext/lpsolver-highs/highs/parallel/HighsSpinMutex.h +48 -0
  956. data/ext/lpsolver-highs/highs/parallel/HighsSplitDeque.h +606 -0
  957. data/ext/lpsolver-highs/highs/parallel/HighsTask.h +170 -0
  958. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.cpp +43 -0
  959. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.h +217 -0
  960. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.cpp +848 -0
  961. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.h +108 -0
  962. data/ext/lpsolver-highs/highs/pdlp/HiPdlpTimer.h +155 -0
  963. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.cpp +141 -0
  964. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.h +26 -0
  965. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Diff +12 -0
  966. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Meld +7 -0
  967. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Merge +2 -0
  968. data/ext/lpsolver-highs/highs/pdlp/cupdlp/README.md +95 -0
  969. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/CMakeLists.txt +58 -0
  970. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cu +338 -0
  971. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cuh +319 -0
  972. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cu +386 -0
  973. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cuh +149 -0
  974. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cublas.c +154 -0
  975. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cuda_linalg.c +79 -0
  976. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp.h +16 -0
  977. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.c +214 -0
  978. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  979. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  980. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.c +802 -0
  981. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  982. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.c +148 -0
  983. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  984. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.c +124 -0
  985. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  986. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.c +425 -0
  987. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  988. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.c +1498 -0
  989. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  990. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.c +478 -0
  991. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  992. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  993. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.h +212 -0
  994. data/ext/lpsolver-highs/highs/pdlp/cupdlp/glbopts.h +342 -0
  995. data/ext/lpsolver-highs/highs/pdlp/hipdlp/defs.hpp +222 -0
  996. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.cc +231 -0
  997. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.hpp +61 -0
  998. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.cc +225 -0
  999. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.hpp +80 -0
  1000. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cc +2798 -0
  1001. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cu +497 -0
  1002. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  1003. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg_kernels.hpp +77 -0
  1004. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdlp_gpu_debug.hpp +62 -0
  1005. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.cc +132 -0
  1006. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.hpp +96 -0
  1007. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.cc +307 -0
  1008. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.hpp +74 -0
  1009. data/ext/lpsolver-highs/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  1010. data/ext/lpsolver-highs/highs/presolve/HPresolve.cpp +8511 -0
  1011. data/ext/lpsolver-highs/highs/presolve/HPresolve.h +505 -0
  1012. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.cpp +239 -0
  1013. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.h +52 -0
  1014. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.cpp +1368 -0
  1015. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.h +943 -0
  1016. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.cpp +1921 -0
  1017. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.h +284 -0
  1018. data/ext/lpsolver-highs/highs/presolve/ICrash.cpp +474 -0
  1019. data/ext/lpsolver-highs/highs/presolve/ICrash.h +124 -0
  1020. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.cpp +267 -0
  1021. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.h +62 -0
  1022. data/ext/lpsolver-highs/highs/presolve/ICrashX.cpp +173 -0
  1023. data/ext/lpsolver-highs/highs/presolve/ICrashX.h +23 -0
  1024. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.cpp +45 -0
  1025. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.h +90 -0
  1026. data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
  1027. data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
  1028. data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
  1029. data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
  1030. data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
  1031. data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
  1032. data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
  1033. data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
  1034. data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
  1035. data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
  1036. data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
  1037. data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
  1038. data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
  1039. data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
  1040. data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
  1041. data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
  1042. data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
  1043. data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
  1044. data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
  1045. data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
  1046. data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
  1047. data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
  1048. data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
  1049. data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
  1050. data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
  1051. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
  1052. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
  1053. data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
  1054. data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
  1055. data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
  1056. data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
  1057. data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
  1058. data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
  1059. data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
  1060. data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
  1061. data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
  1062. data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
  1063. data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
  1064. data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
  1065. data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
  1066. data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
  1067. data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
  1068. data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
  1069. data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
  1070. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
  1071. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
  1072. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
  1073. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
  1074. data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
  1075. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
  1076. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
  1077. data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
  1078. data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
  1079. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
  1080. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
  1081. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
  1082. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
  1083. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
  1084. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
  1085. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
  1086. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
  1087. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
  1088. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
  1089. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
  1090. data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
  1091. data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
  1092. data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
  1093. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
  1094. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
  1095. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
  1096. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
  1097. data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
  1098. data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
  1099. data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
  1100. data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
  1101. data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
  1102. data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
  1103. data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
  1104. data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
  1105. data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
  1106. data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
  1107. data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
  1108. data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
  1109. data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
  1110. data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
  1111. data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
  1112. data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
  1113. data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
  1114. data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
  1115. data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
  1116. data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
  1117. data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
  1118. data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
  1119. data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
  1120. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
  1121. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
  1122. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
  1123. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
  1124. data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
  1125. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
  1126. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
  1127. data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
  1128. data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
  1129. data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
  1130. data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
  1131. data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
  1132. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
  1133. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
  1134. data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
  1135. data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
  1136. data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
  1137. data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
  1138. data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
  1139. data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
  1140. data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
  1141. data/ext/lpsolver-highs/highs.pc.in +12 -0
  1142. data/ext/lpsolver-highs/meson.build +198 -0
  1143. data/ext/lpsolver-highs/meson_options.txt +31 -0
  1144. data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
  1145. data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
  1146. data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
  1147. data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
  1148. data/ext/lpsolver-highs/nuget/README.md +38 -0
  1149. data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
  1150. data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
  1151. data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
  1152. data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
  1153. data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
  1154. data/ext/lpsolver-highs/pyproject.toml +221 -0
  1155. data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
  1156. data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
  1157. data/ext/lpsolver-highs/version.rc.in +50 -0
  1158. data/lib/lpsolver/highs +0 -0
  1159. data/lib/lpsolver/model.rb +28 -4
  1160. data/lib/lpsolver/native.so +0 -0
  1161. data/lib/lpsolver/native_model.rb +261 -0
  1162. data/lib/lpsolver/solution.rb +72 -7
  1163. data/lib/lpsolver/version.rb +1 -1
  1164. data/lpsolver.gemspec +4 -1
  1165. metadata +1176 -4
@@ -0,0 +1,443 @@
1
+ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
2
+ /* */
3
+ /* This file is part of the HiGHS linear optimization suite */
4
+ /* */
5
+ /* Available as open-source under the MIT License */
6
+ /* */
7
+ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
8
+ #include "basis.hpp"
9
+
10
+ #include <cassert>
11
+ #include <memory>
12
+
13
+ Basis::Basis(Runtime& rt, std::vector<HighsInt> active,
14
+ std::vector<BasisStatus> status, std::vector<HighsInt> inactive)
15
+ : Ztprod_res(rt.instance.num_var),
16
+ buffer_Zprod(rt.instance.num_var),
17
+ runtime(rt),
18
+ buffer_column_aq(rt.instance.num_var),
19
+ buffer_row_ep(rt.instance.num_var) {
20
+ buffer_vec2hvec.setup(rt.instance.num_var);
21
+
22
+ for (HighsInt i = 0; i < runtime.instance.num_var + runtime.instance.num_con;
23
+ i++) {
24
+ basisstatus[i] = BasisStatus::kInactive;
25
+ }
26
+
27
+ for (size_t i = 0; i < active.size(); i++) {
28
+ active_constraint_index.push_back(active[i]);
29
+ basisstatus[active_constraint_index[i]] = status[i];
30
+ }
31
+ for (size_t i = 0; i < inactive.size(); i++) {
32
+ non_active_constraint_index.push_back(inactive[i]);
33
+ basisstatus[non_active_constraint_index[i]] = BasisStatus::kInactiveInBasis;
34
+ }
35
+
36
+ Atran = rt.instance.A.t();
37
+
38
+ col_aq.setup(rt.instance.num_var);
39
+ row_ep.setup(rt.instance.num_var);
40
+
41
+ build();
42
+ }
43
+
44
+ void Basis::build() {
45
+ // report();
46
+
47
+ updatessinceinvert = 0;
48
+
49
+ baseindex.resize(active_constraint_index.size() +
50
+ non_active_constraint_index.size());
51
+ constraintindexinbasisfactor.clear();
52
+
53
+ basisfactor = HFactor();
54
+
55
+ constraintindexinbasisfactor.assign(Atran.num_row + Atran.num_col, -1);
56
+ assert((HighsInt)(non_active_constraint_index.size() +
57
+ active_constraint_index.size()) == Atran.num_row);
58
+
59
+ HighsInt counter = 0;
60
+ for (HighsInt i : non_active_constraint_index) {
61
+ baseindex[counter++] = i;
62
+ }
63
+ for (HighsInt i : active_constraint_index) {
64
+ baseindex[counter++] = i;
65
+ }
66
+
67
+ basisfactor.setup(Atran.num_col, Atran.num_row, Atran.start.data(),
68
+ Atran.index.data(), Atran.value.data(), baseindex.data());
69
+ basisfactor.build();
70
+
71
+ for (size_t i = 0;
72
+ i < active_constraint_index.size() + non_active_constraint_index.size();
73
+ i++) {
74
+ constraintindexinbasisfactor[baseindex[i]] = i;
75
+ }
76
+ }
77
+
78
+ void Basis::rebuild() {
79
+ // report();
80
+
81
+ updatessinceinvert = 0;
82
+ constraintindexinbasisfactor.clear();
83
+
84
+ constraintindexinbasisfactor.assign(Atran.num_row + Atran.num_col, -1);
85
+ assert((HighsInt)(non_active_constraint_index.size() +
86
+ active_constraint_index.size()) == Atran.num_row);
87
+
88
+ basisfactor.build();
89
+
90
+ for (size_t i = 0;
91
+ i < active_constraint_index.size() + non_active_constraint_index.size();
92
+ i++) {
93
+ constraintindexinbasisfactor[baseindex[i]] = i;
94
+ }
95
+ reinversion_hint = false;
96
+ }
97
+
98
+ void Basis::report() {
99
+ //
100
+ // Basis of dimension qp_num_var, analogous to primal simplex
101
+ // nonbasic variables, partitioned into
102
+ //
103
+ // * Indices of active variables/constraints, so index values in {0,
104
+ // * ..., qp_num_con-1}. These are listed in active_constraint_index
105
+ // * and, for each the value of basisstatus will be ActiveAtLower or
106
+ // * ActiveAtUpper
107
+ //
108
+ // * Indices of inactive variables, so index values in {qp_num_con,
109
+ // * ..., qp_num_con+qp_num_var-1} (or possibly also from {0, ...,
110
+ // * qp_num_con-1}?) used to complete the basis. The number of
111
+ // * inactive variables defines the dimension of the null space.
112
+ //
113
+ // Remaining qp_num_con indices may be degenerate, otherwise they
114
+ // are off their bounds. They are analogous to primal simplex basic
115
+ // variables, in that their values are solved for.
116
+ //
117
+ // Hence the correspondence between the QP basis and a HiGHS
118
+ // (simplex) basis is as follows
119
+ //
120
+ // For variables or constraints
121
+ //
122
+ // BasisStatus::kInactive: HighsBasisStatus::kBasic
123
+ //
124
+ // BasisStatus::kActiveAtLower: HighsBasisStatus::kLower
125
+ //
126
+ // BasisStatus::kActiveAtUpper: HighsBasisStatus::kUpper
127
+ //
128
+ // BasisStatus::kInactiveInBasis: HighsBasisStatus::kNonbasic
129
+ //
130
+ //
131
+ const HighsInt qp_num_var = Atran.num_row;
132
+ const HighsInt qp_num_con = Atran.num_col;
133
+ const HighsInt num_active_in_basis = active_constraint_index.size();
134
+ const HighsInt num_inactive_in_basis = non_active_constraint_index.size();
135
+
136
+ HighsInt num_var_inactive = 0;
137
+ HighsInt num_var_active_at_lower = 0;
138
+ HighsInt num_var_active_at_upper = 0;
139
+ HighsInt num_var_inactive_in_basis = 0;
140
+ HighsInt num_con_inactive = 0;
141
+ HighsInt num_con_active_at_lower = 0;
142
+ HighsInt num_con_active_at_upper = 0;
143
+ HighsInt num_con_inactive_in_basis = 0;
144
+
145
+ for (HighsInt i = 0; i < qp_num_var; i++) {
146
+ switch (basisstatus[qp_num_con + i]) {
147
+ case BasisStatus::kInactive:
148
+ num_var_inactive++;
149
+ continue;
150
+ case BasisStatus::kActiveAtLower:
151
+ num_var_active_at_lower++;
152
+ continue;
153
+ case BasisStatus::kActiveAtUpper:
154
+ num_var_active_at_upper++;
155
+ continue;
156
+ case BasisStatus::kInactiveInBasis:
157
+ num_var_inactive_in_basis++;
158
+ continue;
159
+ default:
160
+ 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
+ #include "qpsolver/instance.hpp"
16
+ #include "qpsolver/pricing.hpp"
17
+ #include "qpsolver/qpconst.hpp"
18
+ #include "qpsolver/runtime.hpp"
19
+ #include "qpsolver/snippets.hpp"
20
+ #include "util/HFactor.h"
21
+ #include "util/HVector.h"
22
+ #include "util/HVectorBase.h"
23
+
24
+ class Basis {
25
+ HVector buffer_vec2hvec;
26
+ QpVector Ztprod_res;
27
+ QpVector buffer_Zprod;
28
+
29
+ HVector& vec2hvec(const QpVector& vec) {
30
+ buffer_vec2hvec.clear();
31
+ for (HighsInt i = 0; i < vec.num_nz; i++) {
32
+ buffer_vec2hvec.index[i] = vec.index[i];
33
+ buffer_vec2hvec.array[vec.index[i]] = vec.value[vec.index[i]];
34
+ }
35
+ buffer_vec2hvec.count = vec.num_nz;
36
+ buffer_vec2hvec.packFlag = true;
37
+ return buffer_vec2hvec;
38
+ }
39
+
40
+ QpVector& hvec2vec(const HVector& hvec, QpVector& target) {
41
+ target.reset();
42
+ for (HighsInt i = 0; i < hvec.count; i++) {
43
+ target.index[i] = hvec.index[i];
44
+ target.value[target.index[i]] = hvec.array[hvec.index[i]];
45
+ }
46
+ // for (HighsInt i = 0; i < hvec.size; i++) {
47
+ // target.index[i] = hvec.index[i];
48
+ // target.value[i] = hvec.array[i];
49
+ // }
50
+ target.num_nz = hvec.count;
51
+ return target;
52
+ }
53
+
54
+ QpVector hvec2vec(const HVector& hvec) {
55
+ QpVector vec(hvec.size);
56
+
57
+ return hvec2vec(hvec, vec);
58
+ }
59
+
60
+ Runtime& runtime;
61
+ HFactor basisfactor;
62
+ HighsInt updatessinceinvert = 0;
63
+
64
+ MatrixBase Atran;
65
+
66
+ // indices of active constraints in basis
67
+ std::vector<HighsInt> active_constraint_index;
68
+
69
+ // ids of constraints that are in the basis but not active
70
+ // I need to extract those columns to get Z
71
+ std::vector<HighsInt> non_active_constraint_index;
72
+
73
+ // ids of constraints that are in the basis
74
+ std::vector<HighsInt> baseindex;
75
+
76
+ std::map<int, BasisStatus> basisstatus;
77
+
78
+ // index i: -1 if constraint not in basis, [0, num_var] if
79
+ // constraint in basis (active or not)
80
+ std::vector<HighsInt> constraintindexinbasisfactor;
81
+
82
+ void build();
83
+
84
+ // buffer to avoid recreating vectors
85
+ QpVector buffer_column_aq;
86
+ QpVector buffer_row_ep;
87
+
88
+ // buffers to prevent multiple btran/ftran
89
+ HighsInt buffered_q = -1;
90
+ HighsInt buffered_p = -1;
91
+ HVector row_ep;
92
+ HVector col_aq;
93
+
94
+ bool reinversion_hint = false;
95
+
96
+ public:
97
+ Basis(Runtime& rt, std::vector<HighsInt> active,
98
+ std::vector<BasisStatus> atlower, std::vector<HighsInt> inactive);
99
+
100
+ bool getreinversionhint() { return reinversion_hint; }
101
+
102
+ void rebuild();
103
+
104
+ HighsInt getnupdatessinceinvert() { return updatessinceinvert; }
105
+
106
+ HighsInt getnumactive() const { return active_constraint_index.size(); };
107
+
108
+ HighsInt getnuminactive() const {
109
+ return non_active_constraint_index.size();
110
+ };
111
+
112
+ const std::vector<HighsInt>& getactive() const {
113
+ return active_constraint_index;
114
+ };
115
+
116
+ const std::vector<HighsInt>& getinactive() const {
117
+ return non_active_constraint_index;
118
+ };
119
+
120
+ const std::vector<HighsInt>& getindexinfactor() const {
121
+ return constraintindexinbasisfactor;
122
+ };
123
+
124
+ BasisStatus getstatus(HighsInt conid) { return basisstatus[conid]; };
125
+
126
+ void report();
127
+
128
+ // move that constraint into V section basis (will correspond to
129
+ // Nullspace from now on)
130
+ void deactivate(HighsInt conid);
131
+
132
+ QpSolverStatus activate(const Settings& settings, HighsInt conid,
133
+ BasisStatus atlower, HighsInt nonactivetoremove,
134
+ Pricing* pricing);
135
+
136
+ void updatebasis(const Settings& settings, HighsInt newactivecon,
137
+ HighsInt droppedcon, Pricing* pricing);
138
+
139
+ QpVector btran(const QpVector& rhs, bool buffer = false, HighsInt p = -1);
140
+
141
+ QpVector ftran(const QpVector& rhs, bool buffer = false, HighsInt q = -1);
142
+
143
+ QpVector& btran(const QpVector& rhs, QpVector& target, bool buffer = false,
144
+ HighsInt p = -1);
145
+
146
+ QpVector& ftran(const QpVector& rhs, QpVector& target, bool buffer = false,
147
+ HighsInt q = -1);
148
+
149
+ QpVector recomputex(const Instance& inst);
150
+
151
+ void write(std::string filename);
152
+
153
+ QpVector& Ztprod(const QpVector& rhs, QpVector& target, bool buffer = false,
154
+ HighsInt q = -1);
155
+
156
+ QpVector& Zprod(const QpVector& rhs, QpVector& target);
157
+ };
158
+
159
+ #endif
@@ -0,0 +1,20 @@
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
+ #ifndef __SRC_LIB_CRASHSOLUTION_HPP__
9
+ #define __SRC_LIB_CRASHSOLUTION_HPP__
10
+
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+ #include <cstdlib>
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+
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+ #include "runtime.hpp"
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+
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+ inline bool isfreevar(Instance& instance, HighsInt idx) {
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+ return instance.var_lo[idx] == -std::numeric_limits<double>::infinity() &&
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+ instance.var_up[idx] == std::numeric_limits<double>::infinity();
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+ }
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+
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+ #endif
@@ -0,0 +1,80 @@
1
+ /* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
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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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+ #ifndef __SRC_LIB_PRICING_DANTZIGPRICING_HPP__
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+ #define __SRC_LIB_PRICING_DANTZIGPRICING_HPP__
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+
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+ #include "basis.hpp"
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+ #include "pricing.hpp"
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+ #include "reducedcosts.hpp"
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+ #include "runtime.hpp"
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+
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+ // 51561, 78965838.346823, 559, 213.280772, 0.000812, 801
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+
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+ class DantzigPricing : public Pricing {
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+ private:
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+ Runtime& runtime;
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+ Basis& basis;
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+ ReducedCosts& redcosts;
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+
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+ HighsInt chooseconstrainttodrop(const QpVector& lambda) {
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+ auto active_constraint_index = basis.getactive();
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+ auto constraintindexinbasisfactor = basis.getindexinfactor();
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+
28
+ HighsInt minidx = -1;
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+ double maxabslambda = 0.0;
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+ for (size_t i = 0; i < active_constraint_index.size(); i++) {
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+ HighsInt indexinbasis =
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+ constraintindexinbasisfactor[active_constraint_index[i]];
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+ if (indexinbasis == -1) {
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+ printf("error\n");
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+ }
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+ assert(indexinbasis != -1);
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+
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+ if (basis.getstatus(active_constraint_index[i]) ==
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+ BasisStatus::kActiveAtLower &&
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+ -lambda.value[indexinbasis] > maxabslambda) {
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+ minidx = active_constraint_index[i];
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+ maxabslambda = -lambda.value[indexinbasis];
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+ } else if (basis.getstatus(active_constraint_index[i]) ==
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+ BasisStatus::kActiveAtUpper &&
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+ lambda.value[indexinbasis] > maxabslambda) {
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+ minidx = active_constraint_index[i];
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+ maxabslambda = lambda.value[indexinbasis];
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+ } else {
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+ // TODO
50
+ }
51
+ }
52
+
53
+ if (maxabslambda <= runtime.settings.lambda_zero_threshold) {
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+ // printf("maxabslambda %lf\n", log(maxabslambda));
55
+ return -1;
56
+ }
57
+ return minidx;
58
+ }
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+
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+ public:
61
+ DantzigPricing(Runtime& rt, Basis& bas, ReducedCosts& rc)
62
+ // clang-format off
63
+ : runtime(rt), basis(bas), redcosts(rc) {};
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+ // clang-format on
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+ HighsInt price(const QpVector& x, const QpVector& gradient) {
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+ HighsInt minidx = chooseconstrainttodrop(redcosts.getReducedCosts());
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+ return minidx;
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+ }
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+
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+ void recompute() {
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+ // do nothing
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+ }
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+
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+ void update_weights(const QpVector& aq, const QpVector& ep, HighsInt p,
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+ HighsInt q) {
76
+ // does nothing
77
+ }
78
+ };
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+
80
+ #endif