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
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  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
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  1160. data/lib/lpsolver/native.so +0 -0
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  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 +1,304 @@
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
+ /**@file util/HFactorRefactor.cpp
9
+ * @brief Types of solution classes
10
+ */
11
+ #include <cassert>
12
+ #include <cmath>
13
+ #include <iostream>
14
+
15
+ #include "util/HFactor.h"
16
+ #include "util/HVectorBase.h"
17
+
18
+ // std::max and std::min used in HFactor.h for local in-line
19
+ // functions, so HFactor.h has #include <algorithm>
20
+ using std::fabs;
21
+
22
+ void RefactorInfo::clear() {
23
+ this->use = false;
24
+ this->build_synthetic_tick = 0.0;
25
+ this->pivot_var.clear();
26
+ this->pivot_row.clear();
27
+ this->pivot_type.clear();
28
+ }
29
+
30
+ HighsInt HFactor::rebuild(HighsTimerClock* factor_timer_clock_pointer) {
31
+ const bool report_lu = false;
32
+ // Check that the refactorization information should be used
33
+ assert(refactor_info_.use);
34
+ /**
35
+ * 0. Clear L and U factor
36
+ */
37
+ luClear();
38
+
39
+ nwork = 0;
40
+ basis_matrix_num_el = 0;
41
+ HighsInt stage = num_row;
42
+ HighsInt rank_deficiency = 0;
43
+ vector<bool> has_pivot;
44
+ has_pivot.assign(num_row, false);
45
+ const bool report_unit = false;
46
+ const bool report_singletons = false;
47
+ const bool report_markowitz = false;
48
+ const bool report_anything =
49
+ report_unit || report_singletons || report_markowitz;
50
+ if (report_anything) printf("\nRefactor\n");
51
+ // Take build_synthetic_tick from the refactor info so that this
52
+ // refactorization doesn't look unrealistically cheap.
53
+ this->build_synthetic_tick = this->refactor_info_.build_synthetic_tick;
54
+ // Check that the refactorization info has been set up
55
+ assert((int)this->refactor_info_.pivot_row.size() >= num_row);
56
+ assert((int)this->refactor_info_.pivot_var.size() >= num_row);
57
+ assert((int)this->refactor_info_.pivot_type.size() >= num_row);
58
+ for (HighsInt iK = 0; iK < num_row; iK++) {
59
+ HighsInt iRow = this->refactor_info_.pivot_row[iK];
60
+ HighsInt iVar = this->refactor_info_.pivot_var[iK];
61
+ int8_t pivot_type = this->refactor_info_.pivot_type[iK];
62
+ assert(!has_pivot[iRow]);
63
+
64
+ if (pivot_type == kPivotLogical || pivot_type == kPivotUnit) {
65
+ if (pivot_type == kPivotLogical) {
66
+ //
67
+ // 1.1 Logical column
68
+ if (report_unit) printf("Stage %d: Logical\n", (int)iK);
69
+ assert(iVar >= num_col);
70
+ basis_matrix_num_el++;
71
+ } else if (pivot_type == kPivotUnit) {
72
+ //
73
+ // 1.2 (Structural) unit column
74
+ if (report_unit) printf("Stage %d: Unit\n", (int)iK);
75
+ assert(iVar < num_col);
76
+ HighsInt start = a_start[iVar];
77
+ HighsInt count = a_start[iVar + 1] - start;
78
+ assert(a_index[start] == iRow);
79
+ assert(count == 1 && a_value[start] == 1);
80
+ basis_matrix_num_el++;
81
+ }
82
+ // 1.3 Record unit column
83
+ l_start.push_back(l_index.size());
84
+ u_pivot_index.push_back(iRow);
85
+ u_pivot_value.push_back(1);
86
+ u_start.push_back(u_index.size());
87
+ } else if (pivot_type == kPivotRowSingleton ||
88
+ pivot_type == kPivotColSingleton) {
89
+ //
90
+ // Row or column singleton
91
+ assert(iVar < num_col);
92
+ const HighsInt start = a_start[iVar];
93
+ const HighsInt end = a_start[iVar + 1];
94
+ // Find where the pivot is
95
+ HighsInt pivot_k = -1;
96
+ for (HighsInt k = start; k < end; k++) {
97
+ if (a_index[k] == iRow) {
98
+ pivot_k = k;
99
+ break;
100
+ }
101
+ }
102
+ assert(pivot_k >= 0);
103
+ // Check that the pivot isn't too small. Shouldn't happen since
104
+ // this is refactorization
105
+ double abs_pivot = std::fabs(a_value[pivot_k]);
106
+ assert(abs_pivot >= pivot_tolerance);
107
+ if (abs_pivot < pivot_tolerance) {
108
+ rank_deficiency = nwork + 1;
109
+ return rank_deficiency;
110
+ }
111
+ if (pivot_type == kPivotRowSingleton) {
112
+ //
113
+ // 2.2 Deal with row singleton
114
+ const double pivot_multiplier = 1 / a_value[pivot_k];
115
+ if (report_singletons)
116
+ printf("Stage %d: Row singleton (%4d, %g)\n", (int)iK, (int)pivot_k,
117
+ pivot_multiplier);
118
+ for (HighsInt section = 0; section < 2; section++) {
119
+ HighsInt p0 = section == 0 ? start : pivot_k + 1;
120
+ HighsInt p1 = section == 0 ? pivot_k : end;
121
+ for (HighsInt k = p0; k < p1; k++) {
122
+ HighsInt local_iRow = a_index[k];
123
+ if (!has_pivot[local_iRow]) {
124
+ if (report_singletons)
125
+ printf("Row singleton: L En (%4d, %11.4g)\n", (int)local_iRow,
126
+ a_value[k] * pivot_multiplier);
127
+ l_index.push_back(local_iRow);
128
+ l_value.push_back(a_value[k] * pivot_multiplier);
129
+ } else {
130
+ if (report_singletons)
131
+ printf("Row singleton: U En (%4d, %11.4g)\n", (int)local_iRow,
132
+ a_value[k]);
133
+ u_index.push_back(local_iRow);
134
+ u_value.push_back(a_value[k]);
135
+ }
136
+ }
137
+ }
138
+ l_start.push_back(l_index.size());
139
+ if (report_singletons)
140
+ printf("Row singleton: U Pv (%4d, %11.4g)\n", (int)iRow,
141
+ a_value[pivot_k]);
142
+ u_pivot_index.push_back(iRow);
143
+ u_pivot_value.push_back(a_value[pivot_k]);
144
+ u_start.push_back(u_index.size());
145
+ } else {
146
+ //
147
+ // 2.3 Deal with column singleton
148
+ if (report_singletons) printf("Stage %d: Col singleton\n", (int)iK);
149
+ for (HighsInt k = start; k < pivot_k; k++) {
150
+ if (report_singletons)
151
+ printf("Col singleton: U En (%4d, %11.4g)\n", (int)a_index[k],
152
+ a_value[k]);
153
+ u_index.push_back(a_index[k]);
154
+ u_value.push_back(a_value[k]);
155
+ }
156
+ for (HighsInt k = pivot_k + 1; k < end; k++) {
157
+ if (report_singletons)
158
+ printf("Col singleton: U En (%4d, %11.4g)\n", (int)a_index[k],
159
+ a_value[k]);
160
+ u_index.push_back(a_index[k]);
161
+ u_value.push_back(a_value[k]);
162
+ }
163
+ l_start.push_back(l_index.size());
164
+ if (report_singletons)
165
+ printf("Col singleton: U Pv (%4d, %11.4g)\n", (int)iRow,
166
+ a_value[pivot_k]);
167
+ u_pivot_index.push_back(iRow);
168
+ u_pivot_value.push_back(a_value[pivot_k]);
169
+ u_start.push_back(u_index.size());
170
+ }
171
+ } else {
172
+ assert(pivot_type == kPivotMarkowitz);
173
+ stage = iK;
174
+ break;
175
+ }
176
+ basic_index[iRow] = iVar;
177
+ has_pivot[iRow] = true;
178
+ }
179
+ if (report_lu) {
180
+ printf("\nAfter units and singletons\n");
181
+ reportLu(kReportLuBoth, false);
182
+ }
183
+ if (stage < num_row) {
184
+ // Handle the remaining Markowitz pivots
185
+ //
186
+ // First of all complete the L factor with identity columns so
187
+ // that FtranL counts the RHS entries in rows that don't yet have
188
+ // pivots by running to completion. In the hyper-sparse code,
189
+ // these will HOPEFULLY be skipped
190
+ //
191
+ // There are already l_start entries for the first stage rows, but
192
+ // l_pivot_index is not assigned, as u_pivot_index gets copied into it
193
+ l_start.resize(num_row + 1);
194
+ for (HighsInt iK = stage; iK < num_row; iK++) l_start[iK + 1] = l_start[iK];
195
+ l_pivot_index.resize(num_row);
196
+ for (HighsInt iK = 0; iK < num_row; iK++)
197
+ l_pivot_index[iK] = this->refactor_info_.pivot_row[iK];
198
+ // To do hyper-sparse FtranL operations, have to set up l_pivot_lookup.
199
+ l_pivot_lookup.resize(num_row);
200
+ for (HighsInt iRow = 0; iRow < num_row; iRow++) {
201
+ if (iRow < stage) {
202
+ if (l_pivot_lookup[l_pivot_index[iRow]] != iRow) {
203
+ // printf("Strange: Thought that l_pivot_lookup[l_pivot_index[iRow]]
204
+ // == iRow\n");
205
+ }
206
+ }
207
+ l_pivot_lookup[l_pivot_index[iRow]] = iRow;
208
+ }
209
+ // Need to know whether to consider matrix entries for FtranL
210
+ // operation. Initially these correspond to all the rows without
211
+ // pivots
212
+ vector<bool> not_in_bump = has_pivot;
213
+ // Monitor density of FtranL result to possibly switch from exploiting
214
+ // hyper-sparsity
215
+ double expected_density = 0.0;
216
+ // Initialise a HVector in which the L and U entries of the
217
+ // pivotal column will be formed
218
+ HVector column;
219
+ column.setup(num_row);
220
+ for (HighsInt iK = stage; iK < num_row; iK++) {
221
+ HighsInt iRow = this->refactor_info_.pivot_row[iK];
222
+ HighsInt iVar = this->refactor_info_.pivot_var[iK];
223
+ int8_t pivot_type = this->refactor_info_.pivot_type[iK];
224
+ assert(!has_pivot[iRow]);
225
+ assert(pivot_type == kPivotMarkowitz);
226
+ // Set up the column for the FtranL. It contains the matrix
227
+ // entries in rows without pivots, and the remaining entries
228
+ // start forming the U column
229
+ column.clear();
230
+ HighsInt start = a_start[iVar];
231
+ HighsInt end = a_start[iVar + 1];
232
+ for (HighsInt iEl = start; iEl < end; iEl++) {
233
+ HighsInt local_iRow = a_index[iEl];
234
+ if (not_in_bump[local_iRow]) {
235
+ u_index.push_back(local_iRow);
236
+ u_value.push_back(a_value[iEl]);
237
+ } else {
238
+ column.index[column.count++] = local_iRow;
239
+ column.array[local_iRow] = a_value[iEl];
240
+ }
241
+ }
242
+ // Perform FtranL, but don't time it!
243
+ ftranL(column, expected_density);
244
+ // Update the running average density
245
+ double local_density = (1.0 * column.count) / num_row;
246
+ expected_density = kRunningAverageMultiplier * local_density +
247
+ (1 - kRunningAverageMultiplier) * expected_density;
248
+ // Strip out small values
249
+ column.tight();
250
+ // Now form the column of L
251
+ //
252
+ // Find the pivot
253
+ HighsInt pivot_k = -1;
254
+ start = 0;
255
+ end = column.count;
256
+ for (HighsInt k = start; k < end; k++) {
257
+ if (column.index[k] == iRow) {
258
+ pivot_k = k;
259
+ break;
260
+ }
261
+ }
262
+ assert(pivot_k >= 0);
263
+ // Check that the pivot isn't too small. Shouldn't happen since
264
+ // this is refactorization
265
+ double abs_pivot = std::fabs(column.array[iRow]);
266
+ assert(abs_pivot >= pivot_tolerance);
267
+ if (abs_pivot < pivot_tolerance) {
268
+ rank_deficiency = num_row - iK;
269
+ return rank_deficiency;
270
+ }
271
+ const double pivot_multiplier = 1 / column.array[iRow];
272
+ for (HighsInt section = 0; section < 2; section++) {
273
+ HighsInt p0 = section == 0 ? start : pivot_k + 1;
274
+ HighsInt p1 = section == 0 ? pivot_k : end;
275
+ for (HighsInt k = p0; k < p1; k++) {
276
+ HighsInt local_iRow = column.index[k];
277
+ if (!has_pivot[local_iRow]) {
278
+ l_index.push_back(local_iRow);
279
+ l_value.push_back(column.array[local_iRow] * pivot_multiplier);
280
+ } else {
281
+ u_index.push_back(local_iRow);
282
+ u_value.push_back(column.array[local_iRow]);
283
+ }
284
+ }
285
+ }
286
+ l_start[iK + 1] = l_index.size();
287
+ u_pivot_index.push_back(iRow);
288
+ u_pivot_value.push_back(column.array[iRow]);
289
+ u_start.push_back(u_index.size());
290
+ basic_index[iRow] = iVar;
291
+ has_pivot[iRow] = true;
292
+ if (report_lu) {
293
+ printf("\nAfter Markowitz %d\n", (int)(iK - stage));
294
+ reportLu(kReportLuBoth, false);
295
+ }
296
+ }
297
+ }
298
+ if (report_lu) {
299
+ printf("\nRefactored INVERT\n");
300
+ reportLu(kReportLuBoth, false);
301
+ }
302
+ buildFinish();
303
+ return 0;
304
+ }
@@ -0,0 +1,122 @@
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
+ /**@file util/HFactorUtils.cpp
9
+ * @brief Types of solution classes
10
+ */
11
+ #include "util/HFactor.h"
12
+
13
+ void HFactor::invalidAMatrixAction() {
14
+ this->a_matrix_valid = false;
15
+ refactor_info_.clear();
16
+ }
17
+
18
+ void HFactor::reportLu(const HighsInt l_u_or_both, const bool full) const {
19
+ if (l_u_or_both < kReportLuJustL || l_u_or_both > kReportLuBoth) return;
20
+ if (l_u_or_both & 1) {
21
+ printf("L");
22
+ if (full) printf(" - full");
23
+ printf(":\n");
24
+
25
+ if (full) reportIntVector("l_pivot_lookup", l_pivot_lookup);
26
+ if (full) reportIntVector("l_pivot_index", l_pivot_index);
27
+ reportIntVector("l_start", l_start);
28
+ reportIntVector("l_index", l_index);
29
+ reportDoubleVector("l_value", l_value);
30
+ if (full) {
31
+ reportIntVector("lr_start", lr_start);
32
+ reportIntVector("lr_index", lr_index);
33
+ reportDoubleVector("lr_value", lr_value);
34
+ }
35
+ }
36
+ if (l_u_or_both & 2) {
37
+ printf("U");
38
+ if (full) printf(" - full");
39
+ printf(":\n");
40
+ if (full) reportIntVector("u_pivot_lookup", u_pivot_lookup);
41
+ reportIntVector("u_pivot_index", u_pivot_index);
42
+ reportDoubleVector("u_pivot_value", u_pivot_value);
43
+ reportIntVector("u_start", u_start);
44
+ if (full) reportIntVector("u_last_p", u_last_p);
45
+ reportIntVector("u_index", u_index);
46
+ reportDoubleVector("u_value", u_value);
47
+ if (full) {
48
+ reportIntVector("ur_start", ur_start);
49
+ reportIntVector("ur_lastp", ur_lastp);
50
+ reportIntVector("ur_space", ur_space);
51
+ for (size_t iRow = 0; iRow < ur_start.size(); iRow++) {
52
+ const HighsInt start = ur_start[iRow];
53
+ const HighsInt end = ur_lastp[iRow];
54
+ if (start >= end) continue;
55
+ printf("UR Row %2d: ", (int)iRow);
56
+ for (HighsInt iEl = start; iEl < end; iEl++)
57
+ printf("%11d ", (int)ur_index[iEl]);
58
+ printf("\n ");
59
+ for (HighsInt iEl = start; iEl < end; iEl++)
60
+ printf("%11.4g ", ur_value[iEl]);
61
+ printf("\n");
62
+ }
63
+ // reportIntVector("ur_index", ur_index);
64
+ // reportDoubleVector("ur_value", ur_value);
65
+ }
66
+ }
67
+ if (l_u_or_both == 3 && full) {
68
+ reportDoubleVector("pf_pivot_value", pf_pivot_value);
69
+ reportIntVector("pf_pivot_index", pf_pivot_index);
70
+ reportIntVector("pf_start", pf_start);
71
+ reportIntVector("pf_index", pf_index);
72
+ reportDoubleVector("pf_value", pf_value);
73
+ }
74
+ }
75
+
76
+ void HFactor::reportIntVector(const std::string name,
77
+ const vector<HighsInt> entry) const {
78
+ const HighsInt num_en = entry.size();
79
+ printf("%-12s: siz %4d; cap %4d: ", name.c_str(), (int)num_en,
80
+ (int)entry.capacity());
81
+ for (HighsInt iEn = 0; iEn < num_en; iEn++) {
82
+ if (iEn > 0 && iEn % 10 == 0)
83
+ printf("\n ");
84
+ printf("%11d ", (int)entry[iEn]);
85
+ }
86
+ printf("\n");
87
+ }
88
+ void HFactor::reportDoubleVector(const std::string name,
89
+ const vector<double> entry) const {
90
+ const HighsInt num_en = entry.size();
91
+ printf("%-12s: siz %4d; cap %4d: ", name.c_str(), (int)num_en,
92
+ (int)entry.capacity());
93
+ for (HighsInt iEn = 0; iEn < num_en; iEn++) {
94
+ if (iEn > 0 && iEn % 10 == 0)
95
+ printf("\n ");
96
+ printf("%11.4g ", entry[iEn]);
97
+ }
98
+ printf("\n");
99
+ }
100
+
101
+ void HFactor::reportAsm() const {
102
+ for (HighsInt count = 1; count <= num_row; count++) {
103
+ if (col_link_first[count] < 0) continue;
104
+ for (HighsInt j = col_link_first[count]; j != -1; j = col_link_next[j]) {
105
+ double min_pivot = mc_min_pivot[j];
106
+ HighsInt start = mc_start[j];
107
+ HighsInt end = start + mc_count_a[j];
108
+ printf("Col %4d: count = %2d; min_pivot = %10.4g; [%4d, %4d)\n", (int)j,
109
+ (int)count, min_pivot, (int)start, (int)end);
110
+ for (HighsInt k = start; k < end; k++) {
111
+ HighsInt i = mc_index[k];
112
+ double value = mc_value[k];
113
+ // if (abs_value < 1e-8) continue;
114
+ HighsInt row_count = mr_count[i];
115
+ double merit_local = 1.0 * (count - 1) * (row_count - 1);
116
+ printf(" Row %4d; Count = %2d; Merit = %11.4g; Value = %11.4g: %s\n",
117
+ (int)i, (int)row_count, merit_local, value,
118
+ std::abs(value) >= min_pivot ? "OK" : "");
119
+ }
120
+ }
121
+ }
122
+ }
@@ -0,0 +1,197 @@
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
+ /**@file util/HSet.cpp
9
+ * @brief
10
+ */
11
+ #include "util/HSet.h"
12
+
13
+ #include <cassert>
14
+
15
+ bool HSet::setup(const HighsInt size, const HighsInt max_entry,
16
+ const bool output_flag, FILE* log_file, const bool debug,
17
+ const bool allow_assert) {
18
+ setup_ = false;
19
+ if (size <= 0) return false;
20
+ if (max_entry < min_entry) return false;
21
+ max_entry_ = max_entry;
22
+ debug_ = debug;
23
+ allow_assert_ = allow_assert;
24
+ output_flag_ = output_flag;
25
+ log_file_ = log_file;
26
+ entry_.resize(size);
27
+ pointer_.assign(max_entry_ + 1, no_pointer);
28
+ count_ = 0;
29
+ setup_ = true;
30
+ return true;
31
+ }
32
+
33
+ void HSet::clear() {
34
+ if (!setup_) setup(1, 0);
35
+ pointer_.assign(max_entry_ + 1, no_pointer);
36
+ count_ = 0;
37
+ if (debug_) debug();
38
+ }
39
+
40
+ bool HSet::add(const HighsInt entry) {
41
+ if (entry < min_entry) return false;
42
+ if (!setup_) setup(1, entry);
43
+ if (entry > max_entry_) {
44
+ // Entry exceeds what's allowable so far so can't be in the list
45
+ pointer_.resize(entry + 1);
46
+ for (HighsInt ix = max_entry_ + 1; ix < entry; ix++)
47
+ pointer_[ix] = no_pointer;
48
+ max_entry_ = entry;
49
+ } else if (pointer_[entry] > no_pointer) {
50
+ // Duplicate
51
+ if (debug_) debug();
52
+ return false;
53
+ }
54
+ // New entry
55
+ HighsInt size = entry_.size();
56
+ if (count_ == size) {
57
+ size++;
58
+ entry_.resize(size);
59
+ }
60
+ pointer_[entry] = count_;
61
+ entry_[count_++] = entry;
62
+ if (debug_) debug();
63
+ return true;
64
+ }
65
+
66
+ bool HSet::remove(const HighsInt entry) {
67
+ if (!setup_) {
68
+ setup(1, 0);
69
+ if (debug_) debug();
70
+ return false;
71
+ }
72
+ if (entry < min_entry) return false;
73
+ if (entry > max_entry_) return false;
74
+ HighsInt pointer = pointer_[entry];
75
+ if (pointer == no_pointer) return false;
76
+ pointer_[entry] = no_pointer;
77
+ if (pointer < count_ - 1) {
78
+ HighsInt last_entry = entry_[count_ - 1];
79
+ entry_[pointer] = last_entry;
80
+ pointer_[last_entry] = pointer;
81
+ }
82
+ count_--;
83
+ if (debug_) debug();
84
+ return true;
85
+ }
86
+
87
+ bool HSet::in(const HighsInt entry) const {
88
+ if (entry < min_entry) return false;
89
+ if (entry > max_entry_) return false;
90
+ return pointer_[entry] != no_pointer;
91
+ }
92
+
93
+ bool HSet::debug() const {
94
+ if (!setup_) {
95
+ if (output_flag_) fprintf(log_file_, "HSet: ERROR setup_ not called\n");
96
+ if (allow_assert_) assert(setup_);
97
+ return false;
98
+ }
99
+ bool max_entry_ok = max_entry_ >= min_entry;
100
+ if (!max_entry_ok) {
101
+ if (output_flag_) {
102
+ fprintf(log_file_,
103
+ "HSet: ERROR max_entry_ = %" HIGHSINT_FORMAT
104
+ " < %" HIGHSINT_FORMAT "\n",
105
+ max_entry_, min_entry);
106
+ print();
107
+ }
108
+ if (allow_assert_) assert(max_entry_ok);
109
+ return false;
110
+ }
111
+ HighsInt size = entry_.size();
112
+ bool size_count_ok = size >= count_;
113
+ if (!size_count_ok) {
114
+ if (output_flag_) {
115
+ fprintf(log_file_,
116
+ "HSet: ERROR entry_.size() = %" HIGHSINT_FORMAT
117
+ " is less than count_ = %" HIGHSINT_FORMAT "\n",
118
+ size, count_);
119
+ print();
120
+ }
121
+ if (allow_assert_) assert(size_count_ok);
122
+ return false;
123
+ }
124
+ // Check pointer_ is consistent with count_ and entry_
125
+ HighsInt count = 0;
126
+ for (HighsInt ix = 0; ix <= max_entry_; ix++) {
127
+ HighsInt pointer = pointer_[ix];
128
+ if (pointer == no_pointer) continue;
129
+ bool pointer_ok = pointer >= 0 && pointer < count_;
130
+ if (!pointer_ok) {
131
+ if (output_flag_) {
132
+ fprintf(log_file_,
133
+ "HSet: ERROR pointer_[%" HIGHSINT_FORMAT "] = %" HIGHSINT_FORMAT
134
+ " is not in [0, %" HIGHSINT_FORMAT "]\n",
135
+ ix, pointer, count_);
136
+ print();
137
+ }
138
+ if (allow_assert_) assert(pointer_ok);
139
+ return false;
140
+ }
141
+ count++;
142
+ HighsInt entry = entry_[pointer];
143
+ bool entry_ok = entry == ix;
144
+ if (!entry_ok) {
145
+ if (output_flag_) {
146
+ fprintf(log_file_,
147
+ "HSet: ERROR entry_[%" HIGHSINT_FORMAT "] is %" HIGHSINT_FORMAT
148
+ ", not %" HIGHSINT_FORMAT "\n",
149
+ pointer, entry, ix);
150
+ print();
151
+ }
152
+ if (allow_assert_) assert(entry_ok);
153
+ return false;
154
+ }
155
+ }
156
+ bool count_ok = count == count_;
157
+ if (!count_ok) {
158
+ if (output_flag_) {
159
+ fprintf(log_file_,
160
+ "HSet: ERROR pointer_ has %" HIGHSINT_FORMAT
161
+ " pointers, not %" HIGHSINT_FORMAT "\n",
162
+ count, count_);
163
+ print();
164
+ }
165
+ if (allow_assert_) assert(count_ok);
166
+ return false;
167
+ }
168
+ return true;
169
+ }
170
+
171
+ void HSet::print() const {
172
+ if (!setup_) return;
173
+ if (log_file_ == NULL) return;
174
+ HighsInt size = entry_.size();
175
+ fprintf(log_file_, "\nSet(%" HIGHSINT_FORMAT ", %" HIGHSINT_FORMAT "):\n",
176
+ size, max_entry_);
177
+ fprintf(log_file_, "Pointers: Pointers|");
178
+ for (HighsInt ix = 0; ix <= max_entry_; ix++) {
179
+ if (pointer_[ix] != no_pointer)
180
+ fprintf(log_file_, " %4" HIGHSINT_FORMAT "", pointer_[ix]);
181
+ }
182
+ fprintf(log_file_, "\n");
183
+ fprintf(log_file_, " Entries |");
184
+ for (HighsInt ix = 0; ix <= max_entry_; ix++) {
185
+ if (pointer_[ix] != no_pointer)
186
+ fprintf(log_file_, " %4" HIGHSINT_FORMAT "", ix);
187
+ }
188
+ fprintf(log_file_, "\n");
189
+ fprintf(log_file_, "Entries: Indices |");
190
+ for (HighsInt ix = 0; ix < count_; ix++)
191
+ fprintf(log_file_, " %4" HIGHSINT_FORMAT "", ix);
192
+ fprintf(log_file_, "\n");
193
+ fprintf(log_file_, " Entries |");
194
+ for (HighsInt ix = 0; ix < count_; ix++)
195
+ fprintf(log_file_, " %4" HIGHSINT_FORMAT "", entry_[ix]);
196
+ fprintf(log_file_, "\n");
197
+ }