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 +1,2310 @@
1
+ import tempfile
2
+ import unittest
3
+ import highspy
4
+ from highspy.highs import highs_linear_expression, qsum
5
+ import numpy as np
6
+ from sys import platform
7
+ import signal
8
+
9
+
10
+ class TestHighsPy(unittest.TestCase):
11
+ def assertEqualExpr(self, expr, idxs, vals, constant=None, bounds=None):
12
+ self.assertEqual(list(map(int, expr.idxs)), list(map(int, idxs)), "variable index")
13
+ self.assertEqual(expr.vals, vals, "variable values")
14
+ self.assertEqual(expr.constant, constant, "constant")
15
+ self.assertEqual(expr.bounds, (bounds[0], bounds[1]) if bounds is not None else None, "bounds")
16
+
17
+ def get_basic_model(self):
18
+ """
19
+ min y
20
+ s.t.
21
+ -x + y >= 2
22
+ x + y >= 0
23
+ """
24
+ inf = highspy.kHighsInf
25
+ h = highspy.Highs()
26
+ h.setOptionValue("output_flag", False)
27
+ h.addVars(2, np.array([-inf, -inf]), np.array([inf, inf]))
28
+ h.changeColsCost(2, np.array([0, 1]), np.array([0, 1], dtype=np.double))
29
+ num_cons = 2
30
+ lower = np.array([2, 0], dtype=np.double)
31
+ upper = np.array([inf, inf], dtype=np.double)
32
+ num_new_nz = 4
33
+ starts = np.array([0, 2])
34
+ indices = np.array([0, 1, 0, 1])
35
+ values = np.array([-1, 1, 1, 1], dtype=np.double)
36
+ h.addRows(num_cons, lower, upper, num_new_nz, starts, indices, values)
37
+ return h
38
+
39
+ def get_example_model(self):
40
+ """
41
+ minimize f = x0 + x1
42
+ subject to x1 <= 7
43
+ 5 <= x0 + 2x1 <= 15
44
+ 6 <= 3x0 + 2x1
45
+ 0 <= x0 <= 4; 1 <= x1
46
+ """
47
+ inf = highspy.kHighsInf
48
+ h = highspy.Highs()
49
+ # Define a HighsLp instance
50
+ lp = highspy.HighsLp()
51
+ lp.num_col_ = 2
52
+ lp.num_row_ = 3
53
+ lp.col_cost_ = np.array([1, 1], dtype=np.double)
54
+ lp.col_lower_ = np.array([0, 1], dtype=np.double)
55
+ lp.col_upper_ = np.array([4, inf], dtype=np.double)
56
+ lp.row_lower_ = np.array([-inf, 5, 6], dtype=np.double)
57
+ lp.row_upper_ = np.array([7, 15, inf], dtype=np.double)
58
+ lp.a_matrix_.start_ = np.array([0, 2, 5])
59
+ lp.a_matrix_.index_ = np.array([1, 2, 0, 1, 2])
60
+ lp.a_matrix_.value_ = np.array([1, 3, 1, 2, 2], dtype=np.double)
61
+ h.passModel(lp)
62
+ return h
63
+
64
+ def test_example_model_builder(self):
65
+ """
66
+ minimize f = x0 + x1
67
+ subject to x1 <= 7
68
+ 5 <= x0 + 2x1 <= 15
69
+ 6 <= 3x0 + 2x1
70
+ 0 <= x0 <= 4; 1 <= x1
71
+ """
72
+ h = highspy.Highs()
73
+
74
+ x0 = h.addVariable(lb=0, ub=4, obj=1)
75
+ x1 = h.addVariable(lb=1, ub=7, obj=1)
76
+
77
+ h.addConstr(5 <= x0 + 2 * x1 <= 15)
78
+ h.addConstr(6 <= 3 * x0 + 2 * x1)
79
+
80
+ lp = h.getLp()
81
+
82
+ self.assertEqual(lp.num_col_, 2)
83
+ self.assertEqual(lp.num_row_, 2)
84
+ self.assertAlmostEqual(lp.col_cost_[0], 1)
85
+ self.assertAlmostEqual(lp.col_lower_[0], 0)
86
+ self.assertAlmostEqual(lp.col_upper_[0], 4)
87
+ self.assertAlmostEqual(lp.row_lower_[0], 5)
88
+ self.assertAlmostEqual(lp.row_upper_[0], 15)
89
+ self.assertAlmostEqual(lp.row_lower_[1], 6)
90
+ self.assertAlmostEqual(lp.row_upper_[1], highspy.kHighsInf)
91
+
92
+ def get_infeasible_model(self):
93
+ inf = highspy.kHighsInf
94
+ lp = highspy.HighsLp()
95
+ lp.num_col_ = 2
96
+ lp.num_row_ = 2
97
+ lp.col_cost_ = np.array([10, 15], dtype=np.double)
98
+ lp.col_lower_ = np.array([0, 0], dtype=np.double)
99
+ lp.col_upper_ = np.array([inf, inf], dtype=np.double)
100
+ lp.row_lower_ = np.array([3, 1], dtype=np.double)
101
+ lp.row_upper_ = np.array([3, 1], dtype=np.double)
102
+ lp.a_matrix_.start_ = np.array([0, 2, 4])
103
+ lp.a_matrix_.index_ = np.array([0, 1, 0, 1])
104
+ lp.a_matrix_.value_ = np.array([2, 1, 1, 3], dtype=np.double)
105
+ lp.offset_ = 0
106
+ h = highspy.Highs()
107
+ h.setOptionValue("output_flag", False)
108
+ status = h.passModel(lp)
109
+ self.assertEqual(status, highspy.HighsStatus.kOk)
110
+ h.setOptionValue("presolve", "off")
111
+ return h
112
+
113
+ def test_version(self):
114
+ h = self.get_basic_model()
115
+ self.assertEqual(h.version(), "1.14.0")
116
+ self.assertEqual(h.versionMajor(), 1)
117
+ self.assertEqual(h.versionMinor(), 14)
118
+ self.assertEqual(h.versionPatch(), 0)
119
+
120
+ def test_basics(self):
121
+ h = self.get_basic_model()
122
+ h.passColName(0, "Col0")
123
+ h.passColName(1, "Col1")
124
+ h.passRowName(0, "Row0")
125
+ h.passRowName(1, "Row1")
126
+ # h.setOptionValue('output_flag', True)
127
+ h.writeModel("")
128
+ h.setOptionValue("output_flag", False)
129
+ self.assertEqual(h.setOptionValue("presolve", "off"), highspy.HighsStatus.kOk)
130
+ # h.setOptionValue('output_flag', True)
131
+ h.run()
132
+
133
+ # Info can be obtained from the class instance, specific call
134
+ # and, in the case of objective_function_value,
135
+ # h.getObjectiveValue()
136
+ info = h.getInfo()
137
+ objective_function_value0 = info.objective_function_value
138
+ self.assertAlmostEqual(objective_function_value0, 1)
139
+ [status, objective_function_value1] = h.getInfoValue("objective_function_value")
140
+ self.assertAlmostEqual(objective_function_value0, objective_function_value1)
141
+ self.assertAlmostEqual(h.getObjectiveValue(), objective_function_value0)
142
+
143
+ simplex_iteration_count0 = info.simplex_iteration_count
144
+ self.assertAlmostEqual(simplex_iteration_count0, 2)
145
+ [status, simplex_iteration_count1] = h.getInfoValue("simplex_iteration_count")
146
+ self.assertAlmostEqual(simplex_iteration_count0, simplex_iteration_count1)
147
+
148
+ sol = h.getSolution()
149
+ self.assertAlmostEqual(sol.col_value[0], -1)
150
+ self.assertAlmostEqual(sol.col_value[1], 1)
151
+
152
+ # h.setOptionValue('output_flag', False)
153
+ """
154
+ min y
155
+ s.t.
156
+ -x + y >= 3
157
+ x + y >= 0
158
+ """
159
+ inf = highspy.kHighsInf
160
+ h.changeRowBounds(0, 3, inf)
161
+ h.run()
162
+ sol = h.getSolution()
163
+ self.assertAlmostEqual(sol.col_value[0], -1.5)
164
+ self.assertAlmostEqual(sol.col_value[1], 1.5)
165
+
166
+ # now make y integer
167
+ h.changeColsIntegrality(1, np.array([1]), np.array([highspy.HighsVarType.kInteger]))
168
+ h.run()
169
+ sol = h.getSolution()
170
+ self.assertAlmostEqual(sol.col_value[0], -1.5)
171
+ self.assertAlmostEqual(sol.col_value[1], 2)
172
+
173
+ """
174
+ now delete the first constraint and add a new one
175
+
176
+ min y
177
+ s.t.
178
+ x + y >= 0
179
+ -x + y >= 0
180
+ """
181
+ h.deleteRows(1, np.array([0]))
182
+ h.addRows(1, np.array([0], dtype=np.double), np.array([inf]), 2, np.array([0]), np.array([0, 1]), np.array([-1, 1], dtype=np.double))
183
+ h.run()
184
+ sol = h.getSolution()
185
+ self.assertAlmostEqual(sol.col_value[0], 0)
186
+ self.assertAlmostEqual(sol.col_value[1], 0)
187
+
188
+ # change the upper bound of x to -5
189
+ h.changeColsBounds(1, np.array([0]), np.array([-inf], dtype=np.double), np.array([-5], dtype=np.double))
190
+ h.run()
191
+ sol = h.getSolution()
192
+ self.assertAlmostEqual(sol.col_value[0], -5)
193
+ self.assertAlmostEqual(sol.col_value[1], 5)
194
+
195
+ # now maximize
196
+ h.changeColCost(1, -1)
197
+ h.changeRowBounds(0, -inf, 0)
198
+ h.changeRowBounds(1, -inf, 0)
199
+ h.run()
200
+ sol = h.getSolution()
201
+ self.assertAlmostEqual(sol.col_value[0], -5)
202
+ self.assertAlmostEqual(sol.col_value[1], -5)
203
+
204
+ h.changeColCost(1, 1)
205
+ [status, sense] = h.getObjectiveSense()
206
+ self.assertEqual(sense, highspy.ObjSense.kMinimize)
207
+ h.changeObjectiveSense(highspy.ObjSense.kMaximize)
208
+ [status, sense] = h.getObjectiveSense()
209
+ self.assertEqual(sense, highspy.ObjSense.kMaximize)
210
+ h.run()
211
+ sol = h.getSolution()
212
+ self.assertAlmostEqual(sol.col_value[0], -5)
213
+ self.assertAlmostEqual(sol.col_value[1], -5)
214
+
215
+ self.assertAlmostEqual(h.getObjectiveValue(), -5)
216
+
217
+ h.changeObjectiveOffset(1)
218
+ [status, offset] = h.getObjectiveOffset()
219
+ self.assertAlmostEqual(offset, 1)
220
+ h.run()
221
+ self.assertAlmostEqual(h.getObjectiveValue(), -4)
222
+
223
+ info = h.getInfo()
224
+ mip_node_count0 = info.mip_node_count
225
+ self.assertAlmostEqual(mip_node_count0, 0)
226
+ [status, mip_node_count1] = h.getInfoValue("mip_node_count")
227
+ self.assertEqual(status, highspy.HighsStatus.kOk)
228
+ self.assertAlmostEqual(mip_node_count0, mip_node_count1)
229
+
230
+ def test_example(self):
231
+ h = self.get_example_model()
232
+ lp = h.getLp()
233
+ #
234
+ # Extract column 0
235
+ iCol = 0
236
+ [status, cost, lower, upper, get_num_nz] = h.getCol(iCol)
237
+ self.assertEqual(cost, lp.col_cost_[iCol])
238
+ self.assertEqual(lower, lp.col_lower_[iCol])
239
+ self.assertEqual(upper, lp.col_upper_[iCol])
240
+ index = np.empty(get_num_nz)
241
+ value = np.empty(get_num_nz, dtype=np.double)
242
+ [status, index, value] = h.getColEntries(iCol)
243
+ for iEl in range(get_num_nz):
244
+ self.assertEqual(index[iEl], lp.a_matrix_.index_[iEl])
245
+ self.assertEqual(value[iEl], lp.a_matrix_.value_[iEl])
246
+ #
247
+ # Extract columns 0 and 1
248
+ indices = np.array([0, 1])
249
+ [status, get_num_col, cost, lower, upper, get_num_nz] = h.getCols(2, indices)
250
+ for get_col in range(get_num_col):
251
+ iCol = indices[get_col]
252
+ self.assertEqual(cost[get_col], lp.col_cost_[iCol])
253
+ self.assertEqual(lower[get_col], lp.col_lower_[iCol])
254
+ self.assertEqual(upper[get_col], lp.col_upper_[iCol])
255
+ start = np.empty(get_num_col)
256
+ index = np.empty(get_num_nz)
257
+ value = np.empty(get_num_nz, dtype=np.double)
258
+ [status, start, index, value] = h.getColsEntries(2, indices)
259
+ for iCol in range(lp.num_col_):
260
+ self.assertEqual(start[iCol], lp.a_matrix_.start_[iCol])
261
+ for iEl in range(get_num_nz):
262
+ self.assertEqual(index[iEl], lp.a_matrix_.index_[iEl])
263
+ self.assertEqual(value[iEl], lp.a_matrix_.value_[iEl])
264
+ #
265
+ # Extract row 1
266
+ iRow = 1
267
+ [status, lower, upper, get_num_nz] = h.getRow(iRow)
268
+ self.assertEqual(lower, lp.row_lower_[iRow])
269
+ self.assertEqual(upper, lp.row_upper_[iRow])
270
+ index = np.empty(get_num_nz)
271
+ value = np.empty(get_num_nz, dtype=np.double)
272
+ [status, index, value] = h.getRowEntries(iRow)
273
+ #
274
+ # Extract rows 0 and 2
275
+ indices = np.array([0, 2])
276
+ [status, get_num_row, lower, upper, get_num_nz] = h.getRows(2, indices)
277
+ for get_row in range(get_num_row):
278
+ iRow = indices[get_row]
279
+ self.assertEqual(lower[get_row], lp.row_lower_[iRow])
280
+ self.assertEqual(upper[get_row], lp.row_upper_[iRow])
281
+ start = np.empty(get_num_row)
282
+ index = np.empty(get_num_nz)
283
+ value = np.empty(get_num_nz, dtype=np.double)
284
+ [status, start, index, value] = h.getRowsEntries(2, indices)
285
+
286
+ def test_options(self):
287
+ h = highspy.Highs()
288
+
289
+ # test vanilla get option value method
290
+
291
+ [status, output_flag] = h.getOptionValue("output_flag")
292
+ [status, solver] = h.getOptionValue("solver")
293
+ [status, primal_feasibility_tolerance] = h.getOptionValue("primal_feasibility_tolerance")
294
+ [status, simplex_update_limit] = h.getOptionValue("simplex_update_limit")
295
+ self.assertEqual(output_flag, True)
296
+ self.assertEqual(solver, "choose")
297
+ self.assertEqual(primal_feasibility_tolerance, 1e-7)
298
+ self.assertEqual(simplex_update_limit, 5000)
299
+ # Illegal name
300
+ option_value = h.getOptionValue("simplex_limit")
301
+ self.assertEqual(option_value[0], highspy.HighsStatus.kError)
302
+
303
+ # test bool option
304
+ [status, type] = h.getOptionType("output_flag")
305
+ self.assertEqual(type, highspy.HighsOptionType.kBool)
306
+
307
+ h.setOptionValue("output_flag", True)
308
+ [status, value] = h.getOptionValue("output_flag")
309
+ self.assertTrue(value)
310
+ h.setOptionValue("output_flag", False)
311
+ [status, value] = h.getOptionValue("output_flag")
312
+ self.assertFalse(value)
313
+
314
+ # test string option
315
+ [status, type] = h.getOptionType("presolve")
316
+ self.assertEqual(type, highspy.HighsOptionType.kString)
317
+ h.setOptionValue("presolve", "off")
318
+ [status, value] = h.getOptionValue("presolve")
319
+ self.assertEqual(value, "off")
320
+ h.setOptionValue("presolve", "on")
321
+ [status, value] = h.getOptionValue("presolve")
322
+ self.assertEqual(value, "on")
323
+
324
+ # test int option
325
+ [status, type] = h.getOptionType("threads")
326
+ self.assertEqual(type, highspy.HighsOptionType.kInt)
327
+ h.setOptionValue("threads", 1)
328
+ [status, value] = h.getOptionValue("threads")
329
+ self.assertEqual(value, 1)
330
+ h.setOptionValue("threads", 2)
331
+ [status, value] = h.getOptionValue("threads")
332
+ self.assertEqual(value, 2)
333
+
334
+ # test double option
335
+ [status, type] = h.getOptionType("time_limit")
336
+ self.assertEqual(type, highspy.HighsOptionType.kDouble)
337
+ h.setOptionValue("time_limit", 1.7)
338
+ [status, value] = h.getOptionValue("time_limit")
339
+ self.assertAlmostEqual(value, 1.7)
340
+ h.setOptionValue("time_limit", 2.7)
341
+ [status, value] = h.getOptionValue("time_limit")
342
+ self.assertAlmostEqual(value, 2.7)
343
+
344
+ def test_clear(self):
345
+ h = self.get_basic_model()
346
+ self.assertEqual(h.getNumCol(), 2)
347
+ self.assertEqual(h.getNumRow(), 2)
348
+ self.assertEqual(h.getNumNz(), 4)
349
+
350
+ [status, orig_feas_tol] = h.getOptionValue("primal_feasibility_tolerance")
351
+ new_feas_tol = orig_feas_tol + 1
352
+ h.setOptionValue("primal_feasibility_tolerance", new_feas_tol)
353
+ [status, value] = h.getOptionValue("primal_feasibility_tolerance")
354
+ self.assertAlmostEqual(value, new_feas_tol)
355
+ h.clear()
356
+ self.assertEqual(h.getNumCol(), 0)
357
+ self.assertEqual(h.getNumRow(), 0)
358
+ self.assertEqual(h.getNumNz(), 0)
359
+ [status, value] = h.getOptionValue("primal_feasibility_tolerance")
360
+ self.assertAlmostEqual(value, orig_feas_tol)
361
+
362
+ h = self.get_basic_model()
363
+ h.setOptionValue("primal_feasibility_tolerance", new_feas_tol)
364
+ [status, value] = h.getOptionValue("primal_feasibility_tolerance")
365
+ self.assertAlmostEqual(value, new_feas_tol)
366
+ h.clearModel()
367
+ self.assertEqual(h.getNumCol(), 0)
368
+ self.assertEqual(h.getNumRow(), 0)
369
+ self.assertEqual(h.getNumNz(), 0)
370
+ [status, value] = h.getOptionValue("primal_feasibility_tolerance")
371
+ self.assertAlmostEqual(value, new_feas_tol)
372
+
373
+ h = self.get_basic_model()
374
+ h.run()
375
+ sol = h.getSolution()
376
+ self.assertAlmostEqual(sol.col_value[0], -1)
377
+ self.assertAlmostEqual(sol.col_value[1], 1)
378
+ h.clearSolver()
379
+ self.assertEqual(h.getNumCol(), 2)
380
+ self.assertEqual(h.getNumRow(), 2)
381
+ self.assertEqual(h.getNumNz(), 4)
382
+ sol = h.getSolution()
383
+ self.assertFalse(sol.value_valid)
384
+ self.assertFalse(sol.dual_valid)
385
+
386
+ h = self.get_basic_model()
387
+ [status, orig_feas_tol] = h.getOptionValue("primal_feasibility_tolerance")
388
+ new_feas_tol = orig_feas_tol + 1
389
+ h.setOptionValue("primal_feasibility_tolerance", new_feas_tol)
390
+ [status, value] = h.getOptionValue("primal_feasibility_tolerance")
391
+ self.assertAlmostEqual(value, new_feas_tol)
392
+ h.resetOptions()
393
+ [status, value] = h.getOptionValue("primal_feasibility_tolerance")
394
+ self.assertAlmostEqual(value, orig_feas_tol)
395
+
396
+ def test_ranging(self):
397
+ inf = highspy.kHighsInf
398
+ h = self.get_basic_model()
399
+ # Cost ranging
400
+ # c0 2 -1 1 0
401
+ # c1 0 0 inf inf
402
+ #
403
+ ## Bound ranging
404
+ ## Columns
405
+ # c0 1 -inf inf 1
406
+ # c1 1 1 inf 1
407
+ ## Rows
408
+ # r0 -inf -inf inf inf
409
+ # r1 -inf -inf inf inf
410
+ h.run()
411
+ [status, ranging] = h.getRanging()
412
+ self.assertEqual(ranging.col_cost_dn.objective_[0], 2)
413
+ self.assertEqual(ranging.col_cost_dn.value_[0], -1)
414
+ self.assertEqual(ranging.col_cost_up.value_[0], 1)
415
+ self.assertEqual(ranging.col_cost_up.objective_[0], 0)
416
+ self.assertEqual(ranging.col_cost_dn.objective_[1], 0)
417
+ self.assertEqual(ranging.col_cost_dn.value_[1], 0)
418
+ self.assertEqual(ranging.col_cost_up.value_[1], inf)
419
+ self.assertEqual(ranging.col_cost_up.objective_[1], inf)
420
+ #
421
+ self.assertEqual(ranging.col_bound_dn.objective_[0], 1)
422
+ self.assertEqual(ranging.col_bound_dn.value_[0], -inf)
423
+ self.assertEqual(ranging.col_bound_up.value_[0], inf)
424
+ self.assertEqual(ranging.col_bound_up.objective_[0], 1)
425
+ self.assertEqual(ranging.col_bound_dn.objective_[1], 1)
426
+ self.assertEqual(ranging.col_bound_dn.value_[1], 1)
427
+ self.assertEqual(ranging.col_bound_up.value_[1], inf)
428
+ self.assertEqual(ranging.col_bound_up.objective_[1], 1)
429
+ #
430
+ self.assertEqual(ranging.row_bound_dn.objective_[0], -inf)
431
+ self.assertEqual(ranging.row_bound_dn.value_[0], -inf)
432
+ self.assertEqual(ranging.row_bound_up.value_[0], inf)
433
+ self.assertEqual(ranging.row_bound_up.objective_[0], inf)
434
+ self.assertEqual(ranging.row_bound_dn.objective_[1], -inf)
435
+ self.assertEqual(ranging.row_bound_dn.value_[1], -inf)
436
+ self.assertEqual(ranging.row_bound_up.value_[1], inf)
437
+ self.assertEqual(ranging.row_bound_up.objective_[1], inf)
438
+
439
+ # this catches error in our highs_bindings (pybind11) when passed arrays are not contiguous
440
+ def test_numpy_slice(self):
441
+ h = highspy.Highs()
442
+
443
+ N = 10
444
+ zero, ones = np.zeros(N), np.ones(N)
445
+ h.addCols(N, zero, zero, ones, 0, [], [], [])
446
+
447
+ x = np.arange(N, dtype=np.int32) # [0, 1, 2, 3, 4, 5, 6, 7, 8, 9]
448
+ tmp = x[1::2] # [1, 3, 5, 7, 9]
449
+
450
+ h.addRow(1, 1, len(tmp), tmp, ones)
451
+
452
+ # needs to be rowwise for test to work correctly
453
+ self.assertEqual(h.getLp().a_matrix_.format_, highspy.MatrixFormat.kRowwise)
454
+ self.assertEqual(h.getLp().a_matrix_.index_, list(tmp))
455
+
456
+ def test_constraint_removal(self):
457
+ h = highspy.Highs()
458
+ x = h.addVariable(lb=-highspy.kHighsInf)
459
+ y = h.addVariable(lb=-highspy.kHighsInf)
460
+ c1 = h.addConstr(-x + y >= 2)
461
+ c2 = h.addConstr(x + y >= 0)
462
+ self.assertEqual(h.numConstrs, 2)
463
+ h.removeConstr(c1)
464
+ self.assertEqual(h.numConstrs, 1)
465
+
466
+ def test_infeasible_model(self):
467
+ h = highspy.Highs()
468
+ h.setOptionValue("output_flag", False)
469
+ h.setOptionValue("presolve", "off")
470
+
471
+ x = h.addVariable()
472
+ y = h.addVariable()
473
+
474
+ c1 = h.addConstr(x + y == 3)
475
+ c2 = h.addConstr(x + y == 1)
476
+
477
+ status = h.minimize(10 * x + 15 * y)
478
+ self.assertEqual(status, highspy.HighsStatus.kOk)
479
+
480
+ status = h.getModelStatus()
481
+ self.assertEqual(status, highspy.HighsModelStatus.kInfeasible)
482
+
483
+ # change the model to be feasible
484
+ h.chgCoeff(c1, y, 3)
485
+
486
+ status = h.run()
487
+ self.assertEqual(status, highspy.HighsStatus.kOk)
488
+
489
+ status = h.getModelStatus()
490
+ self.assertEqual(status, highspy.HighsModelStatus.kOptimal)
491
+
492
+ def test_simple_basics_builder(self):
493
+ h = highspy.Highs()
494
+ h.silent()
495
+
496
+ x, y = h.addVariables(2, lb=-highspy.kHighsInf)
497
+ c = h.addConstrs(-x + y >= 2, x + y >= 0)
498
+ h.minimize(y)
499
+ self.assertAlmostEqual(list(h.val([x, y])), [-1, 1])
500
+ self.assertAlmostEqual(list(h.variableValue([x, y])), [-1, 1])
501
+ self.assertAlmostEqual(list(h.variableValues([x, y])), [-1, 1])
502
+ self.assertAlmostEqual(list(h.allVariableValues()), [-1, 1])
503
+
504
+ # -x + y >= 3
505
+ h.changeRowBounds(0, 3, highspy.kHighsInf)
506
+ h.run()
507
+ self.assertAlmostEqual(list(h.val([x, y])), [-1.5, 1.5])
508
+
509
+ # make y integer
510
+ h.setInteger(y)
511
+ h.run()
512
+ self.assertAlmostEqual(list(h.val([x, y])), [-1, 2])
513
+
514
+ # delete the first constraint and add a new one
515
+ h.removeConstr(c[0], c)
516
+ self.assertEqual(list(map(int, c)), [-1, 0])
517
+
518
+ h.addConstr(-x + y >= 0)
519
+ h.run()
520
+ self.assertAlmostEqual(list(h.val([x, y])), [0, 0])
521
+
522
+ def test_basics_builder(self):
523
+ h = highspy.Highs()
524
+ h.setOptionValue("output_flag", False)
525
+
526
+ x = h.addVariable(lb=-highspy.kHighsInf)
527
+ y = h.addVariable(lb=-highspy.kHighsInf)
528
+
529
+ c1 = h.addConstr(-x + y >= 2)
530
+ c2 = h.addConstr(x + y >= 0)
531
+
532
+ h.minimize(y)
533
+
534
+ self.assertAlmostEqual(h.val(x), -1)
535
+ self.assertAlmostEqual(h.val(y), 1)
536
+
537
+ """
538
+ min y
539
+ s.t.
540
+ -x + y >= 3
541
+ x + y >= 0
542
+ """
543
+ h.changeRowBounds(0, 3, highspy.kHighsInf)
544
+ h.run()
545
+
546
+ self.assertAlmostEqual(h.val(x), -1.5)
547
+ self.assertAlmostEqual(h.val(y), 1.5)
548
+
549
+ sol = h.getSolution()
550
+ self.assertAlmostEqual(h.variableDual(x), sol.col_dual[0])
551
+
552
+ self.assertAlmostEqual(h.variableDuals(x), sol.col_dual[0])
553
+ self.assertAlmostEqual(list(h.variableDuals([x, y])), [sol.col_dual[0], sol.col_dual[1]])
554
+ self.assertAlmostEqual(h.variableDuals({"x": x, "y": y}), {"x": sol.col_dual[0], "y": sol.col_dual[1]})
555
+ self.assertAlmostEqual(list(h.variableDuals(np.asarray([x, y]))), [sol.col_dual[0], sol.col_dual[1]])
556
+
557
+ self.assertAlmostEqual(h.allVariableDuals(), sol.col_dual)
558
+
559
+ c1, c2 = h.getConstrs()
560
+ self.assertAlmostEqual(h.constrValue(c1), sol.row_value[0])
561
+
562
+ self.assertAlmostEqual(h.constrValues(c1), sol.row_value[0])
563
+ self.assertAlmostEqual(list(h.constrValues([c1, c2])), sol.row_value)
564
+ self.assertAlmostEqual(list(h.constrValues([c2, c1])), sol.row_value[::-1]) # order matters
565
+ self.assertAlmostEqual(h.constrValues({"c1": c1, "c2": c2}), {"c1": sol.row_value[0], "c2": sol.row_value[1]})
566
+ self.assertAlmostEqual(list(h.constrValues(np.asarray([c1, c2]))), sol.row_value)
567
+
568
+ self.assertAlmostEqual(h.allConstrValues(), sol.row_value)
569
+
570
+ self.assertAlmostEqual(h.constrDual(c1), sol.row_dual[0])
571
+
572
+ self.assertAlmostEqual(h.constrDuals(c1), sol.row_dual[0])
573
+ self.assertAlmostEqual(list(h.constrDuals([c1, c2])), sol.row_dual)
574
+ self.assertAlmostEqual(list(h.constrDuals([c2, c1])), sol.row_dual[::-1]) # order matters
575
+ self.assertAlmostEqual(h.constrDuals({"c1": c1, "c2": c2}), {"c1": sol.row_dual[0], "c2": sol.row_dual[1]})
576
+ self.assertAlmostEqual(list(h.constrDuals(np.asarray([c1, c2]))), sol.row_dual)
577
+
578
+ self.assertAlmostEqual(h.allConstrDuals(), sol.row_dual)
579
+
580
+ # now make y integer
581
+ h.changeColsIntegrality(1, np.array([1]), np.array([highspy.HighsVarType.kInteger]))
582
+ h.run()
583
+ sol = h.getSolution()
584
+ self.assertAlmostEqual(sol.col_value[0], -1)
585
+ self.assertAlmostEqual(sol.col_value[1], 2)
586
+
587
+ """
588
+ now delete the first constraint and add a new one
589
+
590
+ min y
591
+ s.t.
592
+ x + y >= 0
593
+ -x + y >= 0
594
+ """
595
+ h.removeConstr(c1)
596
+
597
+ c1 = h.addConstr(-x + y >= 0)
598
+
599
+ h.run()
600
+
601
+ self.assertAlmostEqual(h.val(x), 0)
602
+ self.assertAlmostEqual(h.val(y), 0)
603
+
604
+ # change the upper bound of x to -5
605
+ h.changeColsBounds(1, np.array([0]), np.array([-highspy.kHighsInf], dtype=np.double), np.array([-5], dtype=np.double))
606
+ h.run()
607
+ self.assertAlmostEqual(h.val(x), -5)
608
+ self.assertAlmostEqual(h.val(y), 5)
609
+
610
+ # now maximize
611
+ h.changeRowBounds(1, -highspy.kHighsInf, 0)
612
+ h.changeRowBounds(0, -highspy.kHighsInf, 0)
613
+ h.minimize(-y)
614
+
615
+ self.assertAlmostEqual(h.val(x), -5)
616
+ self.assertAlmostEqual(h.val(y), -5)
617
+
618
+ self.assertEqual(h.getObjectiveSense()[1], highspy.ObjSense.kMinimize)
619
+ h.maximize(y)
620
+ self.assertEqual(h.getObjectiveSense()[1], highspy.ObjSense.kMaximize)
621
+
622
+ self.assertAlmostEqual(h.val(x), -5)
623
+ self.assertAlmostEqual(h.val(y), -5)
624
+
625
+ self.assertAlmostEqual(h.getObjectiveValue(), -5)
626
+
627
+ h.maximize(y + 1)
628
+ self.assertAlmostEqual(h.getObjectiveOffset()[1], 1)
629
+ self.assertAlmostEqual(h.getObjectiveValue(), -4)
630
+
631
+ def test_addVariable(self):
632
+ h = highspy.Highs()
633
+ h.addVariable()
634
+ self.assertEqual(h.numVariables, 1)
635
+
636
+ # exception
637
+ self.assertRaises(Exception, lambda: h.addVariable(lb=h.inf))
638
+ self.assertRaises(Exception, lambda: h.addVariables(2, lb=h.inf))
639
+
640
+ def test_addConstr(self):
641
+ h = highspy.Highs()
642
+ x = h.addVariable()
643
+ y = h.addVariable()
644
+
645
+ c1 = h.addConstr(2 * x + 3 * y <= 10, name="c1")
646
+ self.assertEqual(h.numVariables, 2)
647
+ self.assertEqual(h.numConstrs, 1)
648
+ self.assertEqual(h.getNumNz(), 2)
649
+ self.assertEqual(c1.name, "c1")
650
+ c1.name = "c2"
651
+ self.assertEqual(c1.name, "c2")
652
+
653
+ lp = h.getLp()
654
+ self.assertAlmostEqual(lp.row_lower_[0], -highspy.kHighsInf)
655
+ self.assertAlmostEqual(lp.row_upper_[0], 10)
656
+
657
+ self.assertEqual(lp.a_matrix_.index_[0], 0)
658
+ self.assertEqual(lp.a_matrix_.index_[1], 1)
659
+
660
+ self.assertAlmostEqual(lp.a_matrix_.value_[0], 2)
661
+ self.assertAlmostEqual(lp.a_matrix_.value_[1], 3)
662
+
663
+ def test_removeConstr(self):
664
+ h = highspy.Highs()
665
+ x = h.addVariable()
666
+ y = h.addVariable()
667
+ c = h.addConstr(2 * x + 3 * y <= 10)
668
+ self.assertEqual(h.numConstrs, 1)
669
+
670
+ h.removeConstr(c)
671
+ self.assertEqual(h.numVariables, 2)
672
+ self.assertEqual(h.numConstrs, 0)
673
+ self.assertRaises(Exception, lambda: c.name("c"))
674
+
675
+ def test_val(self):
676
+ h = highspy.Highs()
677
+ h.setOptionValue("output_flag", False)
678
+
679
+ x = [h.addVariable(), h.addVariable()]
680
+ h.addConstr(2 * x[0] + 3 * x[1] <= 10)
681
+ h.maximize(x[0])
682
+
683
+ self.assertAlmostEqual(h.val(x[0]), 5)
684
+
685
+ vals = h.vals(x)
686
+ self.assertAlmostEqual(vals[0], 5)
687
+ self.assertAlmostEqual(vals[1], 0)
688
+
689
+ # test linear expr
690
+ self.assertAlmostEqual(h.val(2 * x[0] + 3 * x[1]), 10)
691
+ self.assertAlmostEqual(h.val(1 * x[0] + 3 * x[1]), 5)
692
+
693
+ self.assertAlmostEqual(h.val(1 * x[0] + 3 * x[1] <= 4), False)
694
+ self.assertAlmostEqual(h.val(1 * x[0] + 3 * x[1] == 5), True)
695
+ self.assertAlmostEqual(h.val(1 * x[0] + 3 * x[1] >= 6), False)
696
+
697
+ def test_var_name(self):
698
+ h = highspy.Highs()
699
+
700
+ # name set, but not in the model
701
+ x = h.addVariable(name="x")
702
+ self.assertEqual(x.name, "x")
703
+
704
+ # change name before adding to the model
705
+ x.name = "y"
706
+ self.assertEqual(x.name, "y")
707
+
708
+ # add to the model
709
+ self.assertEqual(h.numVariables, 1)
710
+ self.assertEqual(h.getLp().col_names_[0], "y")
711
+
712
+ # change name after adding to the model
713
+ x.name = "z"
714
+ self.assertEqual(h.getLp().col_names_[0], "z")
715
+
716
+ # change name via the model
717
+ h.passColName(0, "a")
718
+ self.assertEqual(h.getLp().col_names_[0], "a")
719
+ self.assertEqual(x.name, "a")
720
+ self.assertEqual(h.variableName(x), "a")
721
+ self.assertRaises(Exception, lambda: h.variableName(1))
722
+ self.assertEqual(h.variableNames([x]), ["a"])
723
+ self.assertEqual(h.variableNames({"key": x}), {"key": "a"})
724
+ self.assertEqual(h.allVariableNames(), ["a"])
725
+
726
+ y = h.addVariable()
727
+ h.deleteVariable(y)
728
+ self.assertRaises(Exception, lambda: y.name)
729
+
730
+ def test_binary(self):
731
+ h = highspy.Highs()
732
+ h.setOptionValue("output_flag", False)
733
+
734
+ x = [h.addBinary(), h.addBinary()]
735
+ h.addConstr(2 * x[0] + 3 * x[1] <= 10)
736
+ h.maximize(x[0])
737
+
738
+ lp = h.getLp()
739
+ self.assertAlmostEqual(lp.col_lower_[0], 0)
740
+ self.assertAlmostEqual(lp.col_upper_[0], 1)
741
+ self.assertEqual(lp.integrality_[0], highspy.HighsVarType.kInteger)
742
+
743
+ self.assertAlmostEqual(h.val(x[0]), 1)
744
+
745
+ vals = h.vals(x)
746
+ self.assertAlmostEqual(vals[0], 1)
747
+ self.assertAlmostEqual(vals[1], 0)
748
+
749
+ def test_integer(self):
750
+ h = highspy.Highs()
751
+ h.setOptionValue("output_flag", False)
752
+
753
+ x = [h.addIntegral(), h.addVariable()]
754
+ h.addConstr(2 * x[0] + 3 * x[1] <= 10.6)
755
+ h.maximize(x[0] + x[1])
756
+
757
+ lp = h.getLp()
758
+ self.assertEqual(lp.integrality_[0], highspy.HighsVarType.kInteger)
759
+ self.assertEqual(lp.integrality_[1], highspy.HighsVarType.kContinuous)
760
+
761
+ self.assertAlmostEqual(h.val(x[0]), 5)
762
+
763
+ vals = h.vals(x)
764
+ self.assertAlmostEqual(vals[0], 5)
765
+ self.assertAlmostEqual(vals[1], 0.2)
766
+
767
+ y = h.addIntegrals(2)
768
+ self.assertEqual(h.getLp().integrality_[2], highspy.HighsVarType.kInteger)
769
+ self.assertEqual(h.getLp().integrality_[3], highspy.HighsVarType.kInteger)
770
+
771
+ h.setContinuous(y[0])
772
+ self.assertEqual(h.getLp().integrality_[2], highspy.HighsVarType.kContinuous)
773
+ self.assertEqual(h.getLp().integrality_[3], highspy.HighsVarType.kInteger)
774
+
775
+ h.setInteger(y)
776
+ self.assertEqual(h.getLp().integrality_[2], highspy.HighsVarType.kInteger)
777
+ self.assertEqual(h.getLp().integrality_[3], highspy.HighsVarType.kInteger)
778
+
779
+ h.setContinuous(y)
780
+ self.assertEqual(h.getLp().integrality_[2], highspy.HighsVarType.kContinuous)
781
+ self.assertEqual(h.getLp().integrality_[3], highspy.HighsVarType.kContinuous)
782
+
783
+ def test_objective(self):
784
+ h = highspy.Highs()
785
+ h.setOptionValue("output_flag", False)
786
+
787
+ x = [h.addVariable(), h.addVariable()]
788
+ h.addConstr(2 * x[0] + 3 * x[1] <= 10)
789
+
790
+ self.assertRaises(Exception, h.maximize, x[0] + x[1] <= 3)
791
+ self.assertRaises(Exception, h.minimize, x[0] + x[1] <= 3)
792
+
793
+ def test_constraint_builder(self):
794
+ h = highspy.Highs()
795
+ (x, y) = [h.addVariable(), h.addVariable()]
796
+
797
+ # -inf <= 2x + 3y <= inf
798
+ c1 = 2 * x + 3 * y
799
+ self.assertEqualExpr(c1, [x, y], [2, 3])
800
+
801
+ # -inf <= 2x + 3y <= 2x
802
+ c1 = 2 * x + 3 * y <= 2 * x
803
+ self.assertEqualExpr(c1, [x, y, x], [2, 3, -2], None, [-highspy.kHighsInf, 0])
804
+
805
+ # -inf <= 2x + 3y <= 2x
806
+ c1 = 2 * x >= 2 * x + 3 * y
807
+ self.assertEqualExpr(c1, [x, y, x], [2, 3, -2], None, [-highspy.kHighsInf, 0])
808
+
809
+ # failure add constraint without inequality
810
+ self.assertRaises(Exception, lambda: h.addConstr(x + 3 * y))
811
+ self.assertRaises(Exception, lambda: h.addConstrs(x == 1, x + 3 * y))
812
+ self.assertRaises(Exception, lambda: h.addConstrs({"a": x == 1, "b": x + 3 * y}))
813
+
814
+ # ensure model is rolled back on error
815
+ self.assertEqual(h.numConstrs, 0)
816
+ self.assertRaises(Exception, lambda: h.addConstrs([x == 1] * 100 + [x + 3 * y]))
817
+ self.assertEqual(h.numConstrs, 0)
818
+
819
+ # failure - bounds already set
820
+ self.assertRaises(Exception, lambda: 1 <= (4 <= 2 * x + 3 * y))
821
+ self.assertRaises(Exception, lambda: 2 >= (4 >= 2 * x + 3 * y))
822
+ self.assertRaises(Exception, lambda: (2 * x + 3 * y <= 2) <= 4)
823
+ self.assertRaises(Exception, lambda: (1 <= 2 * x + 3 * y) <= 5)
824
+ self.assertRaises(Exception, lambda: 1 <= (2 * x + 3 * y <= 5))
825
+ self.assertRaises(Exception, lambda: 1 <= (5 >= 2 * x + 3 * y))
826
+ self.assertRaises(Exception, lambda: (5 >= 2 * x + 3 * y) >= 1)
827
+ self.assertRaises(Exception, lambda: 5 >= (2 * x + 3 * y >= 1))
828
+
829
+ c1 = 2 * x + 3 * y <= (2 <= 4) # 2x + 3y <= float(True)
830
+ self.assertEqualExpr(c1, [x, y], [2, 3], None, [-highspy.kHighsInf, 1])
831
+
832
+ # failure, non-linear terms
833
+ self.assertRaises(Exception, lambda: 2 * x * 3 * y)
834
+
835
+ # failure, order matters when having variables on both sides of inequality
836
+ self.assertRaises(Exception, lambda: (4 * x <= 2 * x + 3 * y) <= 5)
837
+ self.assertRaises(Exception, lambda: 4 * x <= (2 * x + 3 * y <= 5))
838
+ self.assertRaises(Exception, lambda: (4 * x <= 2 * x + 3 * y) <= 5 * x)
839
+
840
+ c1 = 5 * x <= 2 * x + 3 * y <= 5 * x
841
+ self.assertEqualExpr(c1, [x, y, x], [2, 3, -5], None, [0, 0])
842
+
843
+ # test various combinations with different inequalities
844
+ self.assertRaises(Exception, lambda: (2 * x + 3 * y == 3 * y) == 3)
845
+ self.assertRaises(Exception, lambda: 2 * x + 3 * y == (3 * y == 3))
846
+ self.assertRaises(Exception, lambda: 2 * x + 3 * y == (3 * y <= 3))
847
+ self.assertRaises(Exception, lambda: 2 * x + 3 * y == (3 * y >= 3))
848
+
849
+ c1 = 2 * x + 3 * y == x
850
+ self.assertEqualExpr(c1, [x, y, x], [2, 3, -1], None, [0, 0])
851
+
852
+ c1 = 2 * x + 3 * y == 5
853
+ self.assertEqualExpr(c1, [x, y], [2, 3], None, [5, 5])
854
+
855
+ c1 = 5 == 2 * x + 3 * y
856
+ self.assertEqualExpr(c1, [x, y], [2, 3], None, [5, 5])
857
+
858
+ # 2*x + 3*y == 4.5
859
+ c1 = 2 * x + 3 * y + 0.5 == 5
860
+ self.assertEqualExpr(c1, [x, y], [2, 3], None, [4.5, 4.5])
861
+ h.addConstr(c1)
862
+ self.assertAlmostEqual((h.getLp().row_lower_[0], h.getLp().row_upper_[0]), (4.5, 4.5))
863
+
864
+ def test_add_multiple_variables(self):
865
+ # test basic functionality
866
+ h = highspy.Highs()
867
+ x = h.addVariables(2)
868
+ self.assertEqual(h.numVariables, 2)
869
+
870
+ # test multiple dimensions
871
+ h = highspy.Highs()
872
+ x = h.addVariables(2, 3, 4, out_array=False)
873
+ self.assertEqual(h.numVariables, 2 * 3 * 4)
874
+ self.assertEqual(isinstance(x, dict), True)
875
+
876
+ # test multiple dimensions array
877
+ h = highspy.Highs()
878
+ x = h.addVariables(2, 3, 4)
879
+ self.assertEqual(h.numVariables, 2 * 3 * 4)
880
+ self.assertEqual(x.shape, (2, 3, 4))
881
+
882
+ # test binary variables with objective and names
883
+ h = highspy.Highs()
884
+ x = h.addBinaries(20, obj=range(20), name_prefix="t_")
885
+ self.assertEqual(h.numVariables, 20)
886
+ self.assertEqual(h.getLp().col_names_[0], "t_0")
887
+ self.assertEqual(h.getLp().col_names_[19], "t_19")
888
+ self.assertEqual(h.getLp().col_cost_[0], 0)
889
+ self.assertEqual(h.getLp().col_cost_[19], 19)
890
+
891
+ # test prefix item with indices, not variable offset
892
+ h = highspy.Highs()
893
+ x = h.addVariables("a", "b", "c", name_prefix="t_") # ('a','b','c')
894
+ self.assertEqual(h.numVariables, 1)
895
+ self.assertEqual(x["a", "b", "c"].name, "t_('a','b','c')")
896
+
897
+ # Testing different ways of adding variables
898
+ # Some are unlikely to be used, but this is expected behaviour
899
+ N = 0
900
+ h = highspy.Highs()
901
+ x1 = h.addVariables(("a", "b", "c"), obj={"b": 20, "c": 10, "a": 50})
902
+ N += 3
903
+ self.assertEqual(h.numVariables, N)
904
+ lp = h.getLp()
905
+ self.assertEqual(lp.col_cost_[0], 50)
906
+ self.assertEqual(lp.col_cost_[1], 20)
907
+ self.assertEqual(lp.col_cost_[2], 10)
908
+
909
+ x2 = h.addVariables(["a", "b", "c", "d"]) # 'a', 'b', 'c', 'd'
910
+ N += 4
911
+ self.assertEqual(h.numVariables, N)
912
+
913
+ x3 = h.addVariables("abc") # 'a', 'b', 'c'
914
+ N += 3
915
+ self.assertEqual(h.numVariables, N)
916
+
917
+ x4 = h.addVariables(("ab", "b", "c", "d")) # 'ab', 'b', 'c', 'd'
918
+ N += 4
919
+ self.assertEqual(h.numVariables, N)
920
+
921
+ x5 = h.addVariables("ab", "b", "c", "d") # ('a', 'b', 'c', 'd'), ('b', 'b', 'c', 'd')
922
+ N += 2
923
+ self.assertEqual(h.numVariables, N)
924
+ self.assertTrue(("a", "b", "c", "d") in x5.keys())
925
+ self.assertTrue(("b", "b", "c", "d") in x5.keys())
926
+
927
+ x6 = h.addVariables(5, "a", 2, "b", "c") # range(5), 'a', range(2), 'b', 'c'
928
+ N += 5 * 2
929
+ self.assertEqual(h.numVariables, N)
930
+
931
+ x7 = h.addVariables([5, "a", 2, "b", "c"]) # 5, 'a', 2, 'b', 'c'
932
+ N += 5
933
+ self.assertEqual(h.numVariables, N)
934
+
935
+ x8 = h.addVariables([(20, 1), (1, 2), (2, 6)], ub=[3, 2, 1], name_prefix="t") # (20, 1), (1,2), (2,6)
936
+ N += 3
937
+ self.assertEqual(h.numVariables, N)
938
+
939
+ x9 = h.addBinaries((20, 1), (1, 2), (2, 6)) # product((20, 1), (1,2), (2,6))) = (20, 1, 2), ..., (1, 2, 6)
940
+ N += 8
941
+ self.assertEqual(h.numVariables, N)
942
+
943
+ def test_add_single_constraints(self):
944
+ h = highspy.Highs()
945
+ (x, y) = h.addVariables(2)
946
+ added_constraints = h.addConstrs([2 * x + 3 * y <= 5])
947
+ self.assertEqual(len(added_constraints), 1)
948
+ self.assertEqual(h.numConstrs, 1)
949
+
950
+ def test_add_multiple_constraints(self):
951
+ # test manual constraints
952
+ h = highspy.Highs()
953
+ (x, y, z) = h.addVariables(3)
954
+ added_constraints = h.addConstrs([x + y <= 5, 2 * x + 3 * y >= 10, x - z == 2])
955
+ self.assertEqual(len(added_constraints), 3)
956
+ self.assertEqual(h.numConstrs, 3)
957
+
958
+ # test list comprehension constraints
959
+ h = highspy.Highs()
960
+ x = h.addVariables(5)
961
+ h.addConstr(sum(x) == 1)
962
+ self.assertEqual(h.numConstrs, 1)
963
+
964
+ h.addConstrs(x[i] + x[j] <= 1 for i in range(5) for j in range(5))
965
+ self.assertEqual(h.numConstrs, 26)
966
+
967
+ # test names and sequence types (list, tuple, nothing)
968
+ h = highspy.Highs()
969
+ (x1, x2, x3) = h.addVariables(3)
970
+
971
+ h.addConstrs((x2 - x1 >= 2), name_prefix="a")
972
+ self.assertEqual(h.numConstrs, 1)
973
+ h.addConstrs((x2 - x1 >= 2))
974
+ self.assertEqual(h.numConstrs, 2)
975
+
976
+ h.addConstrs(x2 - x1 >= 2, name_prefix="b")
977
+ self.assertEqual(h.numConstrs, 3)
978
+ h.addConstrs(x2 - x1 >= 2)
979
+ self.assertEqual(h.numConstrs, 4)
980
+
981
+ h.addConstrs([x2 - x1 >= 2], name_prefix="c")
982
+ self.assertEqual(h.numConstrs, 5)
983
+ h.addConstrs([x2 - x1 >= 2])
984
+ self.assertEqual(h.numConstrs, 6)
985
+
986
+ # r/w basis tests below works on unix but not windows?
987
+ def test_write_basis_before_running(self):
988
+ if platform == "linux" or platform == "darwin":
989
+ h = self.get_basic_model()
990
+ with tempfile.NamedTemporaryFile() as f:
991
+ h.writeBasis(f.name)
992
+ contents = f.read()
993
+ self.assertEqual(contents, b"HiGHS_basis_file v2\nNone\n")
994
+
995
+ def test_write_basis_after_running(self):
996
+ if platform == "linux" or platform == "darwin":
997
+ h = self.get_basic_model()
998
+ h.run()
999
+ with tempfile.NamedTemporaryFile() as f:
1000
+ h.writeBasis(f.name)
1001
+ contents = f.read()
1002
+ self.assertEqual(contents, b"HiGHS_basis_file v2\nValid\n# Columns 2\nc0 1\nc1 1\n# Rows 2\nr0 0\nr1 0\n")
1003
+
1004
+ def test_read_basis(self):
1005
+ if platform == "linux" or platform == "darwin":
1006
+ # Read basis from one run model into an unrun model
1007
+ expected_status_before = highspy.HighsBasisStatus.kNonbasic
1008
+ expected_status_after = highspy.HighsBasisStatus.kBasic
1009
+
1010
+ h1 = self.get_basic_model()
1011
+ self.assertEqual(h1.getBasis().col_status[0], expected_status_before)
1012
+ h1.run()
1013
+ self.assertEqual(h1.getBasis().col_status[0], expected_status_after)
1014
+
1015
+ h2 = self.get_basic_model()
1016
+ self.assertEqual(h2.getBasis().col_status[0], expected_status_before)
1017
+
1018
+ with tempfile.NamedTemporaryFile() as f:
1019
+ h1.writeBasis(f.name)
1020
+ h2.readBasis(f.name)
1021
+ self.assertEqual(h2.getBasis().col_status[0], expected_status_after)
1022
+
1023
+ def test_solve(self):
1024
+ """Test the solve method to ensure it runs the solver."""
1025
+ h = highspy.Highs()
1026
+ h.silent()
1027
+ x = h.addBinary(obj=1)
1028
+ h.setMaximize()
1029
+ h.solve()
1030
+ self.assertEqual(h.getSolution().col_value[0], 1)
1031
+ self.assertEqual(h.getObjectiveSense()[1], highspy.highs.ObjSense.kMaximize)
1032
+
1033
+ h.setMinimize()
1034
+ h.optimize()
1035
+ self.assertEqual(h.getSolution().col_value[0], 0)
1036
+ self.assertEqual(h.getObjectiveSense()[1], highspy.highs.ObjSense.kMinimize)
1037
+
1038
+ def test_minimize(self):
1039
+ """Test the minimize method with and without an objective."""
1040
+ h = highspy.Highs()
1041
+ h.silent()
1042
+ x, y, z = h.addBinaries(3, obj=-1)
1043
+ h.minimize()
1044
+ self.assertEqual(list(h.val([x, y, z])), [1, 1, 1])
1045
+
1046
+ h.minimize(-x)
1047
+ self.assertEqual(h.val(x), 1)
1048
+
1049
+ h.minimize(x)
1050
+ self.assertEqual(h.val(x), 0)
1051
+
1052
+ h.minimize(x - y)
1053
+ self.assertEqual(h.val(x), 0)
1054
+ self.assertEqual(h.val(y), 1)
1055
+
1056
+ self.assertRaises(Exception, h.minimize, x - y <= 5)
1057
+ self.assertRaises(Exception, h.minimize, 0 <= x - y <= 5)
1058
+ self.assertRaises(Exception, h.minimize, 4 <= x - y)
1059
+ self.assertRaises(Exception, h.minimize, 4)
1060
+
1061
+ def test_maximize(self):
1062
+ """Test the maximize method with and without an objective."""
1063
+ h = highspy.Highs()
1064
+ h.silent()
1065
+ x, y, z = h.addBinaries(3, obj=1)
1066
+ h.maximize()
1067
+ self.assertEqual(list(h.val([x, y, z])), [1, 1, 1])
1068
+
1069
+ h.maximize(x)
1070
+ self.assertEqual(h.val(x), 1)
1071
+
1072
+ h.maximize(-x)
1073
+ self.assertEqual(h.val(x), 0)
1074
+
1075
+ h.maximize(y - x)
1076
+ self.assertEqual(h.val(x), 0)
1077
+ self.assertEqual(h.val(y), 1)
1078
+
1079
+ self.assertRaises(Exception, h.maximize, x - y <= 5)
1080
+ self.assertRaises(Exception, h.maximize, 0 <= x - y <= 5)
1081
+ self.assertRaises(Exception, h.maximize, 4 <= x - y)
1082
+ self.assertRaises(Exception, h.maximize, 4)
1083
+
1084
+ def test_get_expr(self):
1085
+ h = self.get_basic_model()
1086
+
1087
+ expr = h.getExpr(0) # -x + y >= 2
1088
+ self.assertEqualExpr(expr, [0, 1], [-1, 1], None, [2, highspy.kHighsInf])
1089
+
1090
+ expr = h.getExpr(1) # x + y >= 0
1091
+ self.assertEqualExpr(expr, [0, 1], [1, 1], None, [0, highspy.kHighsInf])
1092
+
1093
+ c = h.getConstrs()
1094
+ self.assertEqualExpr(c[0].expr(), [0, 1], [-1, 1], None, [2, highspy.kHighsInf])
1095
+ self.assertEqualExpr(c[1].expr(), [0, 1], [1, 1], None, [0, highspy.kHighsInf])
1096
+
1097
+ self.assertRaises(Exception, lambda: h.getExpr(2))
1098
+
1099
+ def test_add_variables(self):
1100
+ """Test adding multiple variables to the model."""
1101
+ h = highspy.Highs()
1102
+
1103
+ var = h.addVariables()
1104
+ self.assertEqual(var, None)
1105
+
1106
+ keys = ["a", "b", "c"]
1107
+ v = h.addVariables(keys)
1108
+ self.assertTrue(isinstance(v, dict))
1109
+ self.assertEqual(int(v["a"]), 0)
1110
+
1111
+ h.addConstr(v["a"] + v["b"] + v["c"] == 1)
1112
+ h.maximize(v["a"])
1113
+ self.assertEqual(h.val(v), {"a": 1.0, "b": 0, "c": 0})
1114
+ self.assertEqual(list(map(int, h.getVariables())), [0, 1, 2])
1115
+
1116
+ # provided len(parameters) != len(indices)
1117
+ self.assertRaises(Exception, lambda: h.addVariables(5, type=[highspy.HighsVarType.kContinuous, highspy.HighsVarType.kInteger]))
1118
+ self.assertRaises(Exception, lambda: h.addVariables(5, name=["a", "b"]))
1119
+
1120
+ # some parameters not valid
1121
+ self.assertRaises(Exception, lambda: h.addVariables(5, type=[highspy.HighsVarType.kContinuous, None]))
1122
+ self.assertRaises(Exception, lambda: h.addVariables(5, name=["a", None]))
1123
+ self.assertRaises(Exception, lambda: h.addVariables(5, out_array=["a"]))
1124
+ self.assertRaises(Exception, lambda: h.addVariables(5, name_prefix=["a"]))
1125
+
1126
+ # correct usage
1127
+ y = h.addVariables(5, type=[highspy.HighsVarType.kContinuous] * 5)
1128
+ self.assertEqual(list(map(int, y)), [3, 4, 5, 6, 7])
1129
+
1130
+ y2 = h.addVariables(
1131
+ ["a", "b", "c"], type={"a": highspy.HighsVarType.kContinuous, "b": highspy.HighsVarType.kInteger, "c": highspy.HighsVarType.kContinuous}
1132
+ )
1133
+ self.assertEqual({k: int(v) for k, v in y2.items()}, {"a": 8, "b": 9, "c": 10})
1134
+
1135
+ y3 = h.addVariables(2, name=["a", "b"])
1136
+ self.assertEqual(list(map(int, y3)), [11, 12])
1137
+
1138
+ def test_delete_variable(self):
1139
+ h = highspy.Highs()
1140
+
1141
+ keys = ["a", "b", "c"]
1142
+ D = h.addVariables(keys)
1143
+ X = h.addVariables(5)
1144
+
1145
+ self.assertEqual({k: int(v) for k, v in D.items()}, {"a": 0, "b": 1, "c": 2})
1146
+ self.assertEqual(list(map(int, X)), [3, 4, 5, 6, 7])
1147
+
1148
+ # delete variable and update collections
1149
+ h.deleteVariable(D["b"], D, X)
1150
+
1151
+ self.assertEqual(h.numVariables, 7)
1152
+ self.assertEqual({k: int(v) for k, v in D.items()}, {"a": 0, "b": -1, "c": 1})
1153
+ self.assertEqual(list(map(int, X)), [2, 3, 4, 5, 6])
1154
+
1155
+ # delete variable and update collections
1156
+ h.deleteVariable(X[3], D, X)
1157
+
1158
+ self.assertEqual(h.numVariables, 6)
1159
+ self.assertEqual({k: int(v) for k, v in D.items()}, {"a": 0, "b": -1, "c": 1})
1160
+ self.assertEqual(list(map(int, X)), [2, 3, 4, -1, 5])
1161
+
1162
+ # delete variable and update collections
1163
+ h.deleteVariable(X[2], D, *X)
1164
+
1165
+ self.assertEqual(h.numVariables, 5)
1166
+ self.assertEqual({k: int(v) for k, v in D.items()}, {"a": 0, "b": -1, "c": 1})
1167
+ self.assertEqual(list(map(int, X)), [2, 3, -1, -1, 4])
1168
+
1169
+ def test_remove_constraint(self):
1170
+ h = highspy.Highs()
1171
+
1172
+ keys = ["a", "b", "c"]
1173
+ D = h.addVariables(keys)
1174
+ X = h.addVariables(5)
1175
+
1176
+ c1 = h.addConstr(D["a"] + D["b"] + D["c"] == 1)
1177
+ cX = h.addConstrs((x >= 1 for x in X))
1178
+ c2 = h.addConstr(qsum(X) == 1)
1179
+ c3 = h.addConstr(qsum(D.values()) == 1)
1180
+ hash_test = {c1: "c1", c2: "c2", c3: "c3"}
1181
+
1182
+ self.assertEqual(h.numConstrs, 8)
1183
+ self.assertEqual([int(c1)] + list(map(int, cX)) + [int(c2), int(c3)], [0, 1, 2, 3, 4, 5, 6, 7])
1184
+
1185
+ # delete constr and update collections
1186
+ h.removeConstr(cX[2], c1, cX, c2, c3)
1187
+
1188
+ self.assertEqual(h.numConstrs, 7)
1189
+ self.assertEqual([int(c1)] + list(map(int, cX)) + [int(c2), int(c3)], [0, 1, 2, -1, 3, 4, 5, 6])
1190
+
1191
+ # delete variable and update collections
1192
+ h.removeConstr(c1, c1, cX)
1193
+
1194
+ self.assertEqual(h.numConstrs, 6)
1195
+ self.assertEqual([int(c1)] + list(map(int, cX)) + [int(c2), int(c3)], [-1, 0, 1, -1, 2, 3, 5, 6])
1196
+
1197
+ # add dictionary of constraints with highs_var keys
1198
+ cM = h.addConstrs({x: x >= 1 for x in X})
1199
+ self.assertEqual(h.numConstrs, 11)
1200
+ self.assertEqual([int(c1)] + list(map(int, cX)) + [int(c2), int(c3)], [-1, 0, 1, -1, 2, 3, 5, 6])
1201
+ self.assertEqual({int(k): int(c) for k, c in cM.items()}, {3: 6, 4: 7, 5: 8, 6: 9, 7: 10})
1202
+
1203
+ # add dictionary of constraints with string keys
1204
+ cD = h.addConstrs({k: x >= 1 for k, x in D.items()})
1205
+ self.assertEqual(h.numConstrs, 14)
1206
+ self.assertEqual([int(c1)] + list(map(int, cX)) + [int(c2), int(c3)], [-1, 0, 1, -1, 2, 3, 5, 6])
1207
+ self.assertEqual({int(k): int(c) for k, c in cM.items()}, {3: 6, 4: 7, 5: 8, 6: 9, 7: 10})
1208
+ self.assertEqual({k: int(c) for k, c in cD.items()}, {"a": 11, "b": 12, "c": 13})
1209
+
1210
+ # delete constraint from dictionary
1211
+ h.removeConstr(cM[X[2]], c1, cX, c2, c3, cM, cD)
1212
+ self.assertEqual(h.numConstrs, 13)
1213
+ self.assertEqual([int(c1)] + list(map(int, cX)) + [int(c2), int(c3)], [-1, 0, 1, -1, 2, 3, 5, 6]) # unchanged
1214
+ self.assertEqual({int(k): int(c) for k, c in cM.items()}, {3: 6, 4: 7, 5: -1, 6: 8, 7: 9})
1215
+ self.assertEqual({k: int(c) for k, c in cD.items()}, {"a": 10, "b": 11, "c": 12})
1216
+
1217
+ # delete constraint from dictionary
1218
+ h.removeConstr(cD["b"], c1, cX, c2, c3, cM, cD)
1219
+ self.assertEqual(h.numConstrs, 12)
1220
+ self.assertEqual([int(c1)] + list(map(int, cX)) + [int(c2), int(c3)], [-1, 0, 1, -1, 2, 3, 5, 6]) # unchanged
1221
+ self.assertEqual({int(k): int(c) for k, c in cM.items()}, {3: 6, 4: 7, 5: -1, 6: 8, 7: 9}) # unchanged
1222
+ self.assertEqual({k: int(c) for k, c in cD.items()}, {"a": 10, "b": -1, "c": 11})
1223
+
1224
+ # delete non-existent constraint
1225
+ self.assertRaises(Exception, lambda: h.removeConstr(cD["b"], c1, cX, c2, c3, cM, cD))
1226
+
1227
+ def test_qsum(self):
1228
+ """Test summation."""
1229
+ h = highspy.Highs()
1230
+ X = h.addVariables(10)
1231
+
1232
+ # qsum
1233
+ expr = qsum(X)
1234
+ self.assertEqualExpr(expr, X, [1] * 10)
1235
+
1236
+ expr = qsum((2 * x for x in X))
1237
+ self.assertEqualExpr(expr, X, [2] * 10)
1238
+
1239
+ expr = qsum((qsum(X) for k in range(11))).simplify()
1240
+ self.assertEqualExpr(expr, X, [11] * 10)
1241
+
1242
+ # sum
1243
+ expr = sum(X)
1244
+ self.assertEqualExpr(expr, X, [1] * 10, 0)
1245
+
1246
+ expr = sum((2 * x for x in X))
1247
+ self.assertEqualExpr(expr, X, [2] * 10, 0)
1248
+
1249
+ # init sum with empty expression
1250
+ expr = sum((2 * x for x in X), highs_linear_expression())
1251
+ self.assertEqualExpr(expr, X, [2] * 10)
1252
+
1253
+ # manual sum
1254
+ expr = h.expr()
1255
+ for x in X:
1256
+ expr += x
1257
+ self.assertEqualExpr(expr, X, [1] * 10)
1258
+
1259
+ def test_user_interrupts(self):
1260
+ N = 8
1261
+ h = highspy.Highs()
1262
+ h.silent()
1263
+
1264
+ x = h.addBinaries(N, N)
1265
+ y = np.fliplr(x)
1266
+
1267
+ h.addConstrs(x.sum(axis = 0) == 1) # each col has exactly one queen
1268
+ h.addConstrs(x.sum(axis = 1) == 1) # each row has exactly one queen
1269
+
1270
+ h.addConstrs(x.diagonal(k).sum() <= 1 for k in range(-N + 1, N)) # each diagonal has at most one queen
1271
+ h.addConstrs(y.diagonal(k).sum() <= 1 for k in range(-N + 1, N)) # each 'reverse' diagonal has at most one queen
1272
+
1273
+ h.HandleUserInterrupt = True
1274
+ t = h.startSolve()
1275
+ self.assertRaises(Exception, lambda: h.startSolve())
1276
+ h.cancelSolve()
1277
+ h.wait()
1278
+
1279
+ h = self.get_basic_model()
1280
+ h.HandleKeyboardInterrupt = True
1281
+ self.assertEqual(h.HandleKeyboardInterrupt, True)
1282
+ self.assertEqual(h.HandleUserInterrupt, True)
1283
+
1284
+ h.solve()
1285
+ h.minimize()
1286
+ h.maximize()
1287
+ h.minimize()
1288
+
1289
+ h.joinSolve(h.startSolve())
1290
+ h.joinSolve(h.startSolve(), 0)
1291
+
1292
+ # replace wait function with Ctrl+C signal
1293
+ highspy.highs.Highs.wait = lambda self, t: signal.raise_signal(signal.SIGINT)
1294
+ h.HandleKeyboardInterrupt = False
1295
+
1296
+ self.assertEqual(h.HandleKeyboardInterrupt, False)
1297
+ self.assertEqual(h.HandleUserInterrupt, False)
1298
+
1299
+ h.joinSolve(h.startSolve(), 0)
1300
+ h.startSolve()
1301
+ h.joinSolve(None, 0)
1302
+
1303
+ with self.assertRaises(SystemExit):
1304
+ h.startSolve()
1305
+ h.joinSolve(None, 5)
1306
+ unittest.main(exit=False)
1307
+
1308
+ def test_callbacks(self):
1309
+ N = 8
1310
+ h = highspy.Highs()
1311
+ h.silent(False)
1312
+
1313
+ x = h.addBinaries(N, N)
1314
+ y = np.fliplr(x)
1315
+
1316
+ h.addConstrs(h.qsum(x[i, :]) == 1 for i in range(N)) # each row has exactly one queen
1317
+ h.addConstrs(h.qsum(x[:, j]) == 1 for j in range(N)) # each col has exactly one queen
1318
+
1319
+ h.addConstrs(h.qsum(x.diagonal(k)) <= 1 for k in range(-N + 1, N)) # each diagonal has at most one queen
1320
+ h.addConstrs(h.qsum(y.diagonal(k)) <= 1 for k in range(-N + 1, N)) # each 'reverse' diagonal has at most one queen
1321
+
1322
+ do_nothing = lambda e: None
1323
+
1324
+ check_callback = []
1325
+ chk_callback = lambda e: check_callback.append(e)
1326
+
1327
+ check_solution = []
1328
+ chk_solution = lambda e: check_solution.append(e.val(x))
1329
+
1330
+ # check callback is added and called
1331
+ h.cbLogging += chk_callback
1332
+ h.cbMipSolution += chk_solution
1333
+ self.assertEqual(len(h.cbLogging.callbacks), 1)
1334
+ self.assertEqual(len(h.cbMipSolution.callbacks), 1)
1335
+ h.solve()
1336
+ self.assertNotEqual(len(check_callback), 0)
1337
+ self.assertNotEqual(len(check_solution), 0)
1338
+ check_callback.clear()
1339
+ check_solution.clear()
1340
+
1341
+ # check callback is removed and not called
1342
+ h.cbLogging -= chk_callback
1343
+ h.cbMipSolution -= chk_solution
1344
+ self.assertEqual(len(h.cbLogging.callbacks), 0)
1345
+ self.assertEqual(len(h.cbMipSolution.callbacks), 0)
1346
+ h.solve()
1347
+ self.assertEqual(len(check_callback), 0)
1348
+ self.assertEqual(len(check_solution), 0)
1349
+
1350
+ h.disableCallbacks()
1351
+ self.assertRaises(Exception, lambda: h.cbLogging.subscribe(do_nothing))
1352
+ h.enableCallbacks()
1353
+
1354
+ h.cbLogging += chk_callback
1355
+ h.cbSimplexInterrupt += do_nothing
1356
+ h.cbIpmInterrupt += do_nothing
1357
+ h.cbMipSolution += do_nothing
1358
+ h.cbMipImprovingSolution += do_nothing
1359
+ h.cbMipLogging += do_nothing
1360
+ h.cbMipInterrupt += do_nothing
1361
+ h.cbMipGetCutPool += do_nothing
1362
+ h.cbMipDefineLazyConstraints += do_nothing
1363
+
1364
+ self.assertEqual(len(h.cbLogging.callbacks), 1)
1365
+
1366
+ # check callback is disabled and not called
1367
+ h.disableCallbacks()
1368
+ self.assertEqual(len(h.cbLogging.callbacks), 1)
1369
+ h.solve()
1370
+ self.assertEqual(len(check_callback), 0)
1371
+ check_callback.clear()
1372
+
1373
+ # check callback is enabled and called
1374
+ h.enableCallbacks()
1375
+ self.assertEqual(len(h.cbLogging.callbacks), 1)
1376
+ h.solve()
1377
+ self.assertNotEqual(len(check_callback), 0)
1378
+ check_callback.clear()
1379
+
1380
+ h.cbLogging -= chk_callback
1381
+ h.cbSimplexInterrupt -= do_nothing
1382
+ h.cbIpmInterrupt -= do_nothing
1383
+ h.cbMipSolution -= do_nothing
1384
+ h.cbMipImprovingSolution -= do_nothing
1385
+ h.cbMipLogging -= do_nothing
1386
+ h.cbMipInterrupt -= do_nothing
1387
+ h.cbMipGetCutPool -= do_nothing
1388
+ h.cbMipDefineLazyConstraints -= do_nothing
1389
+
1390
+ self.assertEqual(len(h.cbLogging.callbacks), 0)
1391
+ h.cbLogging.subscribe(do_nothing)
1392
+ self.assertEqual(len(h.cbLogging.callbacks), 1)
1393
+ h.cbLogging.unsubscribe(do_nothing)
1394
+ self.assertEqual(len(h.cbLogging.callbacks), 0)
1395
+ h.cbLogging.unsubscribe(do_nothing) # does not throw error if not exists
1396
+ self.assertEqual(len(h.cbLogging.callbacks), 0)
1397
+
1398
+ h.cbLogging.subscribe(do_nothing, "test")
1399
+ self.assertEqual(len(h.cbLogging.callbacks), 1)
1400
+ h.cbLogging.unsubscribe_by_data("test")
1401
+ self.assertEqual(len(h.cbLogging.callbacks), 0)
1402
+
1403
+ h.cbLogging += do_nothing
1404
+ h.cbLogging += do_nothing
1405
+ h.cbLogging += do_nothing
1406
+ self.assertEqual(len(h.cbLogging.callbacks), 3)
1407
+ h.cbLogging.clear()
1408
+ self.assertEqual(len(h.cbLogging.callbacks), 0)
1409
+
1410
+ self.assertRaises(Exception, lambda: h.__setattr__("cbLogging", None))
1411
+ self.assertRaises(Exception, lambda: h.__setattr__("cbSimplexInterrupt", None))
1412
+ self.assertRaises(Exception, lambda: h.__setattr__("cbIpmInterrupt", None))
1413
+ self.assertRaises(Exception, lambda: h.__setattr__("cbMipSolution", None))
1414
+ self.assertRaises(Exception, lambda: h.__setattr__("cbMipImprovingSolution", None))
1415
+ self.assertRaises(Exception, lambda: h.__setattr__("cbMipLogging", None))
1416
+ self.assertRaises(Exception, lambda: h.__setattr__("cbMipInterrupt", None))
1417
+ self.assertRaises(Exception, lambda: h.__setattr__("cbMipGetCutPool", None))
1418
+ self.assertRaises(Exception, lambda: h.__setattr__("cbMipDefineLazyConstraints", None))
1419
+
1420
+
1421
+ def test_usercallbacks(self):
1422
+ N = 8
1423
+ h = highspy.Highs()
1424
+ h.silent()
1425
+
1426
+ x = h.addBinaries(N, N)
1427
+ y = np.fliplr(x)
1428
+
1429
+ h.addConstrs(h.qsum(x[i, :]) == 1 for i in range(N)) # each row has exactly one queen
1430
+ h.addConstrs(h.qsum(x[:, j]) == 1 for j in range(N)) # each col has exactly one queen
1431
+
1432
+ h.addConstrs(h.qsum(x.diagonal(k)) <= 1 for k in range(-N + 1, N)) # each diagonal has at most one queen
1433
+ h.addConstrs(h.qsum(y.diagonal(k)) <= 1 for k in range(-N + 1, N)) # each 'reverse' diagonal has at most one queen
1434
+
1435
+ # minimize index where queen is placed
1436
+ h.minimize((x.astype(int) * x).sum())
1437
+ sol = h.val(x)
1438
+ self.assertEqual(sol.shape, (N, N))
1439
+
1440
+ # verify callback called
1441
+ check_called = [False]
1442
+
1443
+ def check_called_func(e):
1444
+ check_called[0] = True
1445
+
1446
+ h.cbMipUserSolution += check_called_func
1447
+
1448
+ # verify initialization
1449
+ h.cbMipUserSolution += lambda e: self.assertEqual(e.data_in.user_has_solution, False)
1450
+
1451
+ def partial_solution(e):
1452
+ # different sizes
1453
+ self.assertEqual(e.data_in.setSolution(range(N*N), sol[::2]), highspy.HighsStatus.kError)
1454
+
1455
+ # get every 2nd element from 2d numpy sol array
1456
+ self.assertEqual(e.data_in.setSolution(x[:, ::2], sol[:, ::2]), highspy.HighsStatus.kOk)
1457
+ self.assertEqual(list(e.data_in.user_solution[0:4]), [sol[0,0],highspy.kHighsUndefined,sol[0,2],highspy.kHighsUndefined])
1458
+ self.assertEqual(e.data_in.repairSolution(), highspy.HighsStatus.kOk)
1459
+ self.assertEqual(list(e.data_in.user_solution[0:8]), list(sol[0,0:8]))
1460
+
1461
+ def try_change_ptr(e):
1462
+ e.data_in.user_solution = [0] * (N*N)
1463
+
1464
+ self.assertRaises(Exception, lambda: try_change_ptr(e))
1465
+
1466
+ # modify directly
1467
+ e.data_in.user_solution[:] = highspy.kHighsUndefined
1468
+ self.assertEqual(e.data_in.user_solution[8], highspy.kHighsUndefined)
1469
+ e.data_in.user_has_solution = False
1470
+
1471
+ # set subset partial without index
1472
+ # note: we're setting a sub-optimal feasible solution here
1473
+ self.assertEqual(e.data_in.setSolution([0., 0., 0., 0., 0., 0., highspy.kHighsUndefined, 0.]), highspy.HighsStatus.kOk)
1474
+ self.assertEqual(e.data_in.repairSolution(), highspy.HighsStatus.kOk)
1475
+ self.assertEqual(list(e.data_in.user_solution[0:8]), [0., 0., 0., 0., 0., 0., 1., 0.])
1476
+ self.assertEqual(e.data_in.user_has_solution, True)
1477
+
1478
+ # set partial solution with fractional value
1479
+ self.assertEqual(e.data_in.setSolution([0., 0.5]), highspy.HighsStatus.kOk)
1480
+ self.assertEqual(e.data_in.repairSolution(), highspy.HighsStatus.kError)
1481
+
1482
+ # verify partial solution
1483
+ h.cbMipUserSolution += partial_solution
1484
+
1485
+ # verify full solution
1486
+ h.cbMipUserSolution += lambda e: self.assertEqual(e.data_in.setSolution([0] * (N * N + 1)), highspy.HighsStatus.kError)
1487
+ h.cbMipUserSolution += lambda e: self.assertEqual(e.data_in.setSolution(sol), highspy.HighsStatus.kOk)
1488
+
1489
+ h.clearSolver()
1490
+ h.solve()
1491
+ self.assertEqual(check_called[0], True)
1492
+
1493
+
1494
+ class TestHighsLinearExpressionPy(unittest.TestCase):
1495
+ def setUp(self):
1496
+ self.h = highspy.Highs()
1497
+ self.h.silent()
1498
+
1499
+ self.x = self.h.addVariables(10)
1500
+
1501
+ def assertEqualExpr(self, expr, idxs, vals, constant=None, bounds=None):
1502
+ self.assertEqual(list(map(int, expr.idxs)), list(map(int, idxs)), "variable index")
1503
+ self.assertEqual(expr.vals, vals, "variable values")
1504
+ self.assertEqual(expr.constant, constant, "constant")
1505
+ self.assertEqual(expr.bounds, (bounds[0], bounds[1]) if bounds is not None else None, "bounds")
1506
+
1507
+ def test_init_empty(self):
1508
+ # Test initialization with no arguments
1509
+ expr = highspy.highs.highs_linear_expression()
1510
+ self.assertEqualExpr(expr, [], [])
1511
+
1512
+ expr = self.h.expr()
1513
+ self.assertEqualExpr(expr, [], [])
1514
+ self.assertRaises(Exception, lambda: self.h.expr([]))
1515
+ self.assertRaises(Exception, lambda: self.h.expr(self.h))
1516
+
1517
+ def test_init_var(self):
1518
+ # Test initialization with a highs_var
1519
+ expr = highspy.highs.highs_linear_expression(self.x[0])
1520
+ self.assertEqualExpr(expr, [self.x[0]], [1.0])
1521
+
1522
+ expr = 1.0 * self.x[0]
1523
+ self.assertEqualExpr(expr, [self.x[0]], [1.0])
1524
+
1525
+ expr = self.h.expr(self.x[0])
1526
+ self.assertEqualExpr(expr, [self.x[0]], [1.0])
1527
+
1528
+ def test_init_const(self):
1529
+ # Test initialization with a constant
1530
+ expr = highspy.highs.highs_linear_expression(5)
1531
+ self.assertEqualExpr(expr, [], [], 5)
1532
+
1533
+ expr = self.h.expr(5)
1534
+ self.assertEqualExpr(expr, [], [], 5)
1535
+
1536
+ def test_mutable(self):
1537
+ x, y, z = self.x[0:3]
1538
+
1539
+ expr = x + 2 * y
1540
+ expr2 = expr # reference to expr
1541
+ expr3 = expr.copy() # copy of expr
1542
+ self.assertEqualExpr(expr, [x, y], [1, 2])
1543
+ self.assertEqualExpr(expr2, [x, y], [1, 2])
1544
+ self.assertEqualExpr(expr3, [x, y], [1, 2])
1545
+
1546
+ expr += z
1547
+ self.assertEqualExpr(expr, [x, y, z], [1, 2, 1])
1548
+ self.assertEqualExpr(expr2, [x, y, z], [1, 2, 1])
1549
+ self.assertEqualExpr(expr3, [x, y], [1, 2])
1550
+
1551
+ expr *= 2
1552
+ self.assertEqualExpr(expr, [x, y, z], [2, 4, 2])
1553
+ self.assertEqualExpr(expr2, [x, y, z], [2, 4, 2])
1554
+ self.assertEqualExpr(expr3, [x, y], [1, 2])
1555
+
1556
+ # test simplify
1557
+ expr += x + y + z
1558
+ expr += x + y + z
1559
+ expr += x + y + z
1560
+ self.assertEqualExpr(expr, [x, y, z] + [x, y, z] * 3, [2, 4, 2] + [1, 1, 1] * 3)
1561
+
1562
+ expr4 = expr.simplify()
1563
+ self.assertEqualExpr(expr, [x, y, z] + [x, y, z] * 3, [2, 4, 2] + [1, 1, 1] * 3)
1564
+ self.assertEqualExpr(expr4, [x, y, z], [5, 7, 5])
1565
+
1566
+ # test edge cases
1567
+ e1 = x + z <= 3
1568
+ e2 = 2 * y
1569
+
1570
+ # addition
1571
+ self.assertRaises(Exception, lambda: e1 + (e2 + 3)) # cannot add if one has bounds and the other has constant
1572
+ self.assertRaises(Exception, lambda: e1 + 5) # cannot add constant to expr with bounds
1573
+ self.assertRaises(Exception, lambda: e1 + []) # unknown type
1574
+
1575
+ expr = e1 + (1 <= (e2 + 4) <= 2)
1576
+ self.assertEqualExpr(expr, [x, z, y], [1, 1, 2], None, [-self.h.inf, 1])
1577
+
1578
+ expr = e2.copy()
1579
+ expr += e1
1580
+ self.assertEqualExpr(expr, [y, x, z], [2, 1, 1], None, [-self.h.inf, 3])
1581
+
1582
+ # subtract
1583
+ self.assertRaises(Exception, lambda: e1 - (e2 + 3)) # cannot add if one has bounds and the other has constant
1584
+ self.assertRaises(Exception, lambda: e1 - 5) # cannot add constant to expr with bounds
1585
+ self.assertRaises(Exception, lambda: e1 - []) # unknown type
1586
+
1587
+ expr = e1 - (1 <= (e2 + 4) <= 2) # (-inf <= x + z <= 3) + (2 <= -2y <= 3)
1588
+ self.assertEqualExpr(expr, [x, z, y], [1, 1, -2], None, [-self.h.inf, 6])
1589
+
1590
+ expr = e2.copy()
1591
+ expr -= e1
1592
+ self.assertEqualExpr(expr, [y, x, z], [2, -1, -1], None, [-3, self.h.inf])
1593
+
1594
+ def test_immutable(self):
1595
+ x, y, z = self.x[0:3]
1596
+
1597
+ expr = (1 * x - 2 * y).simplify()
1598
+ self.assertEqualExpr(expr, [x, y], [1, -2])
1599
+
1600
+ expr2 = expr + z
1601
+ self.assertEqualExpr(expr, [x, y], [1, -2])
1602
+ self.assertEqualExpr(expr2, [x, y, z], [1, -2, 1])
1603
+
1604
+ expr2 = expr + 5
1605
+ self.assertEqualExpr(expr, [x, y], [1, -2])
1606
+ self.assertEqualExpr(expr2, [x, y], [1, -2], 5)
1607
+
1608
+ expr2 = expr <= 3
1609
+ self.assertEqualExpr(expr, [x, y], [1, -2])
1610
+ self.assertEqualExpr(expr2, [x, y], [1, -2], None, [-self.h.inf, 3])
1611
+
1612
+ expr2 = 0 <= expr <= 3
1613
+ self.assertEqualExpr(expr, [x, y], [1, -2])
1614
+ self.assertEqualExpr(expr2, [x, y], [1, -2], None, [0, 3])
1615
+
1616
+ expr2 = 0 <= expr <= 3
1617
+ expr2 += z
1618
+ self.assertEqualExpr(expr, [x, y], [1, -2])
1619
+ self.assertEqualExpr(expr2, [x, y, z], [1, -2, 1], None, [0, 3])
1620
+
1621
+ def test_negation(self):
1622
+ # Test negation of a highs_var
1623
+ expr = -self.x[0]
1624
+ self.assertEqualExpr(expr, [self.x[0]], [-1])
1625
+
1626
+ # Test negation of a highs_linear_expression
1627
+ x, y = self.x[0:2]
1628
+ expr = x - 2 * y
1629
+ self.assertEqualExpr(expr, [x, y], [1, -2])
1630
+ negr = -expr
1631
+ self.assertEqualExpr(negr, [x, y], [-1, 2])
1632
+
1633
+ # Test negation of a highs_linear_expression
1634
+ expr = -self.h.qsum(self.x)
1635
+ self.assertEqualExpr(expr, list(map(int, self.x)), [-1] * len(self.x))
1636
+
1637
+ def test_equality(self):
1638
+ x, y = self.x[0:2]
1639
+
1640
+ expr = x == y
1641
+ self.assertEqualExpr(expr, [x, y], [1, -1], None, [0, 0])
1642
+
1643
+ expr = x + y == [1, 2]
1644
+ self.assertEqualExpr(expr, [x, y], [1, 1], None, [1, 2])
1645
+ self.assertRaises(Exception, lambda: x == [x, y])
1646
+ self.assertRaises(Exception, lambda: x == self.h)
1647
+ self.assertRaises(Exception, lambda: x != self.h)
1648
+ self.assertRaises(Exception, lambda: x + y != y)
1649
+ self.assertRaises(Exception, lambda: x + 5 != self.h)
1650
+
1651
+ def test_le_inequality(self):
1652
+ x, y = self.x[0:2]
1653
+
1654
+ # Test inequality of two highs_linear_expressions
1655
+ expr = x <= y
1656
+ self.assertEqualExpr(expr, [x, y], [1, -1], None, [-self.h.inf, 0])
1657
+ self.assertRaises(Exception, lambda: x <= self.h)
1658
+
1659
+ def test_ge_inequality(self):
1660
+ x, y = self.x[0:2]
1661
+
1662
+ # Test inequality of two highs_linear_expressions
1663
+ expr = x >= y # y - x <= 0
1664
+ self.assertEqualExpr(expr, [y, x], [1, -1], None, [-self.h.inf, 0])
1665
+ self.assertRaises(Exception, lambda: x >= self.h)
1666
+ self.assertRaises(Exception, lambda: x + 4 >= self.h)
1667
+ self.assertRaises(Exception, lambda: x + 4 >= (y <= 2))
1668
+
1669
+ def test_chain_inequality(self):
1670
+ x, y, z = self.x[0:3]
1671
+
1672
+ # test basic chain inequality
1673
+ expr = 2 <= x + y <= 6
1674
+ self.assertEqualExpr(expr, [x, y], [1, 1], None, [2, 6])
1675
+
1676
+ expr = 2 <= (x + y) <= 6
1677
+ self.assertEqualExpr(expr, [x, y], [1, 1], None, [2, 6])
1678
+
1679
+ expr = 2 <= x <= 6
1680
+ self.assertEqualExpr(expr, [x], [1], None, [2, 6])
1681
+
1682
+ # advanced chain use cases
1683
+ expr = y <= 6 + x <= y # -6 <= x - y <= -6
1684
+ self.assertEqualExpr(expr, [x, y], [1, -1], None, [-6, -6])
1685
+
1686
+ expr = x <= 6 <= x # x == 6
1687
+ self.assertEqualExpr(expr, [x], [1], None, [6, 6])
1688
+
1689
+ expr = x + y <= 6 <= x + y # 6 <= x + y <= 6
1690
+ self.assertEqualExpr(expr, [x, y], [1, 1], None, [6, 6])
1691
+
1692
+ expr = x + y + 1 <= 6 <= x + y + 2 # 4 <= x + y <= 5
1693
+ self.assertEqualExpr(expr, [x, y], [1, 1], None, [4, 5])
1694
+
1695
+ # test chain ordering with a constant
1696
+ t1 = x + y
1697
+ t2 = x - y
1698
+ self.assertEqualExpr(t1, [x, y], [1, 1])
1699
+ self.assertEqualExpr(t2, [x, y], [1, -1])
1700
+
1701
+ expr = (t1 + t2).simplify() # 2x + 0y
1702
+ self.assertEqualExpr(expr, [x, y], [2, 0])
1703
+
1704
+ t3 = 2 <= expr <= 4 # 2 <= 2x + 0y <= 4
1705
+ self.assertEqualExpr(t3, [x, y], [2, 0], None, [2, 4])
1706
+
1707
+ vx, vl = [x, y, x, y], [1, 1, 1, -1]
1708
+
1709
+ t3 = 2 <= (t1 + t2) <= 4 # 2 <= 2x + 0y <= 4
1710
+ self.assertEqualExpr(t3, vx, vl, None, [2, 4])
1711
+
1712
+ t3 = 2 <= t1 + t2 <= 4 # 2 <= 2x + 0y <= 4
1713
+ self.assertEqualExpr(t3, vx, vl, None, [2, 4])
1714
+
1715
+ t3 = (t1 + t2) <= 4 # -inf <= 2x + 0y <= 4
1716
+ self.assertEqualExpr(t3, vx, vl, None, [-self.h.inf, 4])
1717
+
1718
+ t3 = t1 + t2 <= 4 # -inf <= 2x + 0y <= 4
1719
+ self.assertEqualExpr(t3, vx, vl, None, [-self.h.inf, 4])
1720
+
1721
+ t3 = 2 <= t1 + t2 # 2 <= 2x + 0y <= inf
1722
+ self.assertEqualExpr(t3, vx, vl, None, [2, self.h.inf])
1723
+
1724
+ t3 = t1 + t2 + 5 # 2x + 0y + 5
1725
+ self.assertEqualExpr(t3, vx, vl, 5)
1726
+
1727
+ t3 = 5 + t1 + t2 # 2x + 0y + 5
1728
+ self.assertEqualExpr(t3, vx, vl, 5)
1729
+
1730
+ t3 = 5 <= t1 + t2 + 5 # 0 <= 2x + 0y <= inf
1731
+ self.assertEqualExpr(t3, vx, vl, None, [0, self.h.inf])
1732
+
1733
+ t3 = 5 + t1 + t2 <= 4 # -inf <= 2x + 0y <= -1
1734
+ self.assertEqualExpr(t3, vx, vl, None, [-self.h.inf, -1])
1735
+
1736
+ t3 = 2 <= 5 + t1 + t2 # -3 <= 2x + 0y <= inf
1737
+ self.assertEqualExpr(t3, vx, vl, None, [-3, self.h.inf])
1738
+
1739
+ t3 = 2 <= 5 + t1 + t2 <= 6 # -3 <= 2x + 0y <= 1
1740
+ self.assertEqualExpr(t3, vx, vl, None, [-3, 1])
1741
+
1742
+ # test chain with variables on both sides
1743
+ t3 = 5 + x - x <= y <= 10 # 5 <= y <= 10
1744
+ self.assertEqualExpr(t3, [y], [1], None, [5, 10])
1745
+
1746
+ t3 = 5 + 2 * x - 2 * x <= y <= 10 # 5 <= y <= 10
1747
+ self.assertEqualExpr(t3, [y], [1], None, [5, 10])
1748
+
1749
+ t3 = 5 <= y <= 10 + 2 * x - 2 * x # 5 <= y <= 10
1750
+ self.assertEqualExpr(t3, [y], [1], None, [5, 10])
1751
+
1752
+ t3 = 5 - x + x <= y <= 10 + y - y # 5 <= y <= 10
1753
+ self.assertEqualExpr(t3, [y], [1], None, [5, 10])
1754
+
1755
+ t3 = 10 >= y >= 5 + x - x # 5 <= y <= 10
1756
+ self.assertEqualExpr(t3, [y], [1], None, [5, 10])
1757
+
1758
+ t3 = 10 >= y >= 5 + 2 * x - 2 * x # 5 <= y <= 10
1759
+ self.assertEqualExpr(t3, [y], [1], None, [5, 10])
1760
+
1761
+ t3 = 10 + 2 * x - 2 * x >= y >= 5 # 5 <= y <= 10
1762
+ self.assertEqualExpr(t3, [y], [1], None, [5, 10])
1763
+
1764
+ t3 = 10 + y - y >= y >= 5 - x + x # 5 <= y <= 10
1765
+ self.assertEqualExpr(t3, [y], [1], None, [5, 10])
1766
+
1767
+ vx, vl, nl = list(self.x), [1] * len(self.x), [-1] * len(self.x)
1768
+ t3 = qsum(self.x) <= 10 # -inf <= sum(x) <= 10
1769
+ self.assertEqualExpr(t3, vx, vl, None, [-self.h.inf, 10])
1770
+
1771
+ t3 = qsum(self.x) <= y # -inf <= sum(x) - y <= 0
1772
+ self.assertEqualExpr(t3, vx + [y], vl + [-1], None, [-self.h.inf, 0])
1773
+
1774
+ t3 = y <= qsum(self.x) <= y # sum(x) == 0
1775
+ self.assertEqualExpr(t3, vx + [y], vl + [-1], None, [0, 0])
1776
+
1777
+ t3 = y >= qsum(self.x) >= y # sum(x) == 0
1778
+ self.assertEqualExpr(t3, vx + [y], vl + [-1], None, [0, 0])
1779
+
1780
+ t3 = qsum(self.x) == y # sum(x) - y == 0
1781
+ self.assertEqualExpr(t3, vx + [y], vl + [-1], None, [0, 0])
1782
+
1783
+ t3 = y == qsum(self.x) # sum(x) - y == 0
1784
+ self.assertEqualExpr(t3, vx + [y], vl + [-1], None, [0, 0])
1785
+
1786
+ t3 = y + 1 <= qsum(self.x) <= y + 6 # 1 <= sum(x) - y <= 6
1787
+ self.assertEqualExpr(t3, vx + [y], vl + [-1], None, [1, 6])
1788
+
1789
+ t3 = y + 6 >= qsum(self.x) >= y + 1 # 1 <= sum(x) - y <= 6
1790
+ self.assertEqualExpr(t3, vx + [y], vl + [-1], None, [1, 6])
1791
+
1792
+ t3 = qsum(self.x) >= y >= qsum(self.x) # sum(x) - y == 0
1793
+ self.assertEqualExpr(t3, vx + [y], vl + [-1], None, [0, 0])
1794
+
1795
+ t3 = qsum(self.x) <= y <= qsum(self.x) # sum(x) - y == 0
1796
+ self.assertEqualExpr(t3, vx + [y], vl + [-1], None, [0, 0])
1797
+
1798
+ t3 = qsum(self.x) + 5 >= y >= qsum(self.x) + 2 # -5 <= sum(x) - y <= -2
1799
+ self.assertEqualExpr(t3, vx + [y], vl + [-1], None, [-5, -2])
1800
+
1801
+ t3 = qsum(self.x) + 2 <= y <= qsum(self.x) + 5 # -5 <= sum(x) - y <= -2
1802
+ self.assertEqualExpr(t3, vx + [y], vl + [-1], None, [-5, -2])
1803
+
1804
+ t3 = (qsum(self.x) == 1 + qsum(self.x)).simplify() # [] == 1
1805
+ self.assertEqualExpr(t3, vx, [0] * len(vx), None, [1, 1])
1806
+
1807
+ self.assertRaises(Exception, lambda: x <= y <= 1)
1808
+ self.assertRaises(Exception, lambda: (qsum(self.x) + 5 >= y) >= qsum(self.x) + 2)
1809
+ self.assertRaises(Exception, lambda: qsum(self.x) + 2 <= (y <= qsum(self.x) + 5))
1810
+ self.assertRaises(Exception, lambda: qsum(self.x) + 2 <= y <= 5)
1811
+ self.assertRaises(Exception, lambda: 2 <= y <= 5 + qsum(self.x))
1812
+
1813
+ def test_order_priority(self):
1814
+ x, y, z = self.x[:3]
1815
+
1816
+ # prefer more variables
1817
+ self.assertEqualExpr(x <= y + z, [y, z, x], [1, 1, -1], None, [0, self.h.inf])
1818
+ self.assertEqualExpr(y + z >= x, [y, z, x], [1, 1, -1], None, [0, self.h.inf])
1819
+ self.assertEqualExpr(x >= y + z, [y, z, x], [1, 1, -1], None, [-self.h.inf, 0])
1820
+ self.assertEqualExpr(y + z <= x, [y, z, x], [1, 1, -1], None, [-self.h.inf, 0])
1821
+ self.assertEqualExpr(y + z == x, [y, z, x], [1, 1, -1], None, [0, 0])
1822
+ self.assertEqualExpr(x == y + z, [y, z, x], [1, 1, -1], None, [0, 0])
1823
+ self.assertEqualExpr(x + y == 2 * x + 2 * y + z, [x, y, z, x, y], [2, 2, 1, -1, -1], None, [0, 0])
1824
+
1825
+ # prefer constant
1826
+ self.assertEqualExpr(y <= x + 2, [y, x], [1, -1], None, [-self.h.inf, 2])
1827
+ self.assertEqualExpr(x + 2 >= y, [y, x], [1, -1], None, [-self.h.inf, 2])
1828
+ self.assertEqualExpr(x + 2 <= y, [y, x], [1, -1], None, [2, self.h.inf])
1829
+ self.assertEqualExpr(y >= x + 2, [y, x], [1, -1], None, [2, self.h.inf])
1830
+ self.assertEqualExpr(y + 2 == x, [x, y], [1, -1], None, [2, 2])
1831
+ self.assertEqualExpr(x == y + 2, [x, y], [1, -1], None, [2, 2])
1832
+
1833
+ # prefer 'left'
1834
+ self.assertEqualExpr(x + 2 <= y + 3, [x, y], [1, -1], None, [-self.h.inf, 1])
1835
+ self.assertEqualExpr(y + 3 >= x + 2, [x, y], [1, -1], None, [-self.h.inf, 1])
1836
+ self.assertEqualExpr(x + 2 >= y + 3, [y, x], [1, -1], None, [-self.h.inf, -1])
1837
+ self.assertEqualExpr(y + 3 <= x + 2, [y, x], [1, -1], None, [-self.h.inf, -1])
1838
+ self.assertEqualExpr(x + 2 == y + 3, [x, y], [1, -1], None, [1, 1])
1839
+ self.assertEqualExpr(y + 3 == x + 2, [y, x], [1, -1], None, [-1, -1])
1840
+
1841
+ self.assertEqualExpr(6 <= x + y <= 8, [x, y], [1, 1], None, [6, 8])
1842
+ self.assertEqualExpr(6 + x <= y <= 8 + x, [y, x], [1, -1], None, [6, 8])
1843
+ self.assertEqualExpr(6 + x <= y + 2 <= 8 + x, [y, x], [1, -1], None, [4, 6])
1844
+ self.assertEqualExpr(x <= 6 <= x, [x], [1], None, [6, 6])
1845
+ self.assertEqualExpr(x <= y + z <= x + 5, [y, z, x], [1, 1, -1], None, [0, 5])
1846
+
1847
+ def test_chain_inequality_hacks(self):
1848
+ x, y = self.x[0:2]
1849
+
1850
+ # Test hacks around chain inequality
1851
+ # These don't need to be supported, good to check if logic changes
1852
+ t = x + y
1853
+ self.assertEqualExpr(t, [x, y], [1, 1])
1854
+
1855
+ bool(t <= 10)
1856
+ expr = 5 <= t
1857
+ self.assertEqualExpr(expr, [x, y], [1, 1], None, [5, 10])
1858
+ expr = 5 <= t
1859
+ self.assertEqualExpr(expr, [x, y], [1, 1], None, [5, self.h.inf])
1860
+
1861
+ bool(t <= 10)
1862
+ expr = t <= 18
1863
+ self.assertEqualExpr(expr, [x, y], [1, 1], None, [-self.h.inf, 18])
1864
+
1865
+ bool(t <= 10)
1866
+ expr = t >= 5
1867
+ self.assertEqualExpr(expr, [x, y], [1, 1], None, [5, 10])
1868
+ expr = t >= 5
1869
+ self.assertEqualExpr(expr, [x, y], [1, 1], None, [5, self.h.inf])
1870
+
1871
+ expr = bool(t <= 10) and t >= 5
1872
+ self.assertEqualExpr(expr, [x, y], [1, 1], None, [5, 10])
1873
+
1874
+ # test hack if expression is modified
1875
+ bool(t <= 10)
1876
+ t += y
1877
+ expr = 5 <= t
1878
+ self.assertEqualExpr(expr, [x, y, y], [1, 1, 1], None, [5, self.h.inf])
1879
+
1880
+ # test hack if using 'equal' temporary expr
1881
+ bool(x + y <= 10)
1882
+ expr = 5 <= x + y
1883
+ self.assertEqualExpr(expr, [x, y], [1, 1], None, [5, 10])
1884
+ expr = 5 <= x + y
1885
+ self.assertEqualExpr(expr, [x, y], [1, 1], None, [5, self.h.inf])
1886
+
1887
+ # test hack if using 'not-equal' temporary expr
1888
+ bool(x + 3 * y <= 10)
1889
+ expr = 5 <= x + y
1890
+ self.assertEqualExpr(expr, [x, y], [1, 1], None, [5, self.h.inf])
1891
+
1892
+ def test_bounds_already_set(self):
1893
+ x, y = self.x[0:2]
1894
+ self.assertRaises(Exception, lambda: (1 <= 2 * x + 3 * y) <= 5)
1895
+ self.assertRaises(Exception, lambda: (x <= 4) <= 5)
1896
+ self.assertRaises(Exception, lambda: 2 <= (x <= 4) <= 5)
1897
+ self.assertRaises(Exception, lambda: 2 <= (4 <= x))
1898
+ self.assertRaises(Exception, lambda: 2 <= (x <= 4))
1899
+ self.assertRaises(Exception, lambda: 4 >= (x >= 2))
1900
+
1901
+ # Cannot a constant if bounds already exist
1902
+ self.assertRaises(Exception, lambda: (x + y <= 3) + 5)
1903
+ self.assertEqualExpr((x + y <= 3) + (self.h.expr() == 5), [x, y], [1, 1], None, [-self.h.inf, 8])
1904
+
1905
+ # Cannot a expr with constant if bounds already exist
1906
+ self.assertRaises(Exception, lambda: (x + y <= 3) + (x + 5))
1907
+ self.assertEqualExpr((x + y <= 3) + (x == -5), [x, y, x], [1, 1, 1], None, [-self.h.inf, -2])
1908
+
1909
+ def test_addition(self):
1910
+ x, y = self.x[0:2]
1911
+
1912
+ # Test addition of two variables
1913
+ expr = x + y
1914
+ self.assertEqualExpr(expr, [x, y], [1, 1])
1915
+
1916
+ # Test addition of two exprs (with bounds)
1917
+ e1 = 2 <= x - y <= 4
1918
+ e2 = 2 <= 2 * x - y <= 4
1919
+ self.assertEqualExpr(e1, [x, y], [1, -1], None, [2, 4])
1920
+ self.assertEqualExpr(e2, [x, y], [2, -1], None, [2, 4])
1921
+
1922
+ expr = e1 + e2
1923
+ self.assertEqualExpr(expr, [x, y, x, y], [1, -1, 2, -1], None, [4, 8])
1924
+
1925
+ expr = (e1 + e2).simplify()
1926
+ self.assertEqualExpr(expr, [x, y], [3, -2], None, [4, 8])
1927
+
1928
+ # Test multiplication/addition of two exprs (with bounds)
1929
+ expr = (2 * e1 + 3 * e2).simplify()
1930
+ self.assertEqualExpr(expr, [x, y], [8, -5], None, [10, 20])
1931
+
1932
+ def test_subtraction(self):
1933
+ x, y = self.x[0:2]
1934
+
1935
+ # Test subtraction of two highs_linear_expressions
1936
+ expr = x - y
1937
+ self.assertEqualExpr(expr, [x, y], [1, -1])
1938
+
1939
+ # Test subtraction of two exprs (with bounds)
1940
+ e1 = 2 <= x - y <= 4
1941
+ e2 = 2 <= 2 * x - y <= 4
1942
+ self.assertEqualExpr(e1, [x, y], [1, -1], None, [2, 4])
1943
+ self.assertEqualExpr(e2, [x, y], [2, -1], None, [2, 4])
1944
+
1945
+ expr = e1 + (-1.0 * e2)
1946
+ self.assertEqualExpr(expr, [x, y, x, y], [1, -1, -2, 1], None, [-2, 2])
1947
+
1948
+ expr = e1 + (-e2)
1949
+ self.assertEqualExpr(expr, [x, y, x, y], [1, -1, -2, 1], None, [-2, 2])
1950
+
1951
+ expr = e1 - e2
1952
+ self.assertEqualExpr(expr, [x, y, x, y], [1, -1, -2, 1], None, [-2, 2])
1953
+
1954
+ expr = (e1 - e2).simplify()
1955
+ self.assertEqualExpr(expr, [x, y], [-1, 0], None, [-2, 2])
1956
+
1957
+ # Test multiplication/subtraction of two exprs (with bounds)
1958
+ expr = (2 * e1 - e2).simplify()
1959
+ self.assertEqualExpr(expr, [x, y], [0, -1], None, [0, 6])
1960
+
1961
+ # test rsub
1962
+ expr = 5 - (x + y)
1963
+ self.assertEqualExpr(expr, [x, y], [-1, -1], 5)
1964
+
1965
+ def test_multiply(self):
1966
+ x, y = self.x[0:2]
1967
+
1968
+ # basic tests
1969
+ e1 = x * 3
1970
+ self.assertEqualExpr(e1, [x], [3])
1971
+ e1 = 3 * x
1972
+ self.assertEqualExpr(e1, [x], [3])
1973
+
1974
+ e1 = x - y
1975
+ self.assertEqualExpr(e1, [x, y], [1, -1])
1976
+
1977
+ e2 = 2 * e1
1978
+ self.assertEqualExpr(e2, [x, y], [2, -2])
1979
+
1980
+ e1 *= 3
1981
+ self.assertEqualExpr(e1, [x, y], [3, -3])
1982
+
1983
+ e2 = -1 * e1
1984
+ self.assertEqualExpr(e2, [x, y], [-3, 3])
1985
+
1986
+ e2 = 0 * e1
1987
+ self.assertEqualExpr(e2, [x, y], [0, 0])
1988
+
1989
+ e2 = highs_linear_expression(-1) * e1
1990
+ self.assertEqualExpr(e2, [x, y], [-3, 3])
1991
+
1992
+ self.assertRaises(Exception, lambda: e1 * x)
1993
+ self.assertRaises(Exception, lambda: e1 * highs_linear_expression(x))
1994
+ self.assertRaises(Exception, lambda: e1 * highs_linear_expression(x - x))
1995
+
1996
+ # Test with constant
1997
+ e1 = x - y + 4
1998
+ self.assertEqualExpr(e1, [x, y], [1, -1], 4)
1999
+
2000
+ e2 = e1 * 2.5
2001
+ self.assertEqualExpr(e2, [x, y], [2.5, -2.5], 10)
2002
+
2003
+ e1 *= 2.5
2004
+ self.assertEqualExpr(e1, [x, y], [2.5, -2.5], 10)
2005
+
2006
+ e2 = -1.0 * e1
2007
+ self.assertEqualExpr(e2, [x, y], [-2.5, 2.5], -10)
2008
+
2009
+ e1 *= -1.0
2010
+ self.assertEqualExpr(e1, [x, y], [-2.5, 2.5], -10)
2011
+
2012
+ e1 *= highs_linear_expression(-1.0)
2013
+ self.assertEqualExpr(e1, [x, y], [2.5, -2.5], 10)
2014
+
2015
+ # Test with bounds
2016
+ e1 = x - 2 * y == [1, 4]
2017
+ self.assertEqualExpr(e1, [x, y], [1, -2], None, [1, 4])
2018
+
2019
+ e2 = e1 * 2.5
2020
+ self.assertEqualExpr(e2, [x, y], [2.5, -5], None, [2.5, 10])
2021
+
2022
+ e1 *= 2.5
2023
+ self.assertEqualExpr(e1, [x, y], [2.5, -5], None, [2.5, 10])
2024
+
2025
+ e2 = -1.0 * e1
2026
+ self.assertEqualExpr(e2, [x, y], [-2.5, 5], None, [-10, -2.5])
2027
+
2028
+ e1 *= -1.0
2029
+ self.assertEqualExpr(e1, [x, y], [-2.5, 5], None, [-10, -2.5])
2030
+
2031
+ e1 *= highs_linear_expression(-1.0)
2032
+ self.assertEqualExpr(e1, [x, y], [2.5, -5], None, [2.5, 10])
2033
+
2034
+ e1 = highs_linear_expression(-1.0)
2035
+ e1 *= x + 4
2036
+ self.assertEqualExpr(e1, [x], [-1], -4)
2037
+
2038
+ e1 = highs_linear_expression(-1.0)
2039
+ e1 *= x - 4 <= 3
2040
+ self.assertEqualExpr(e1, [x], [-1], None, [-7, self.h.inf])
2041
+
2042
+ e1 = highs_linear_expression(1.0)
2043
+ e1 *= x - 4 <= 3
2044
+ self.assertEqualExpr(e1, [x], [1], None, [-self.h.inf, 7])
2045
+
2046
+ def test_simplify(self):
2047
+ x, y, z = self.x[0:3]
2048
+
2049
+ # basics
2050
+ expr = x + y + z
2051
+ self.assertEqualExpr(expr, [x, y, z], [1, 1, 1])
2052
+ expr = expr.simplify()
2053
+ self.assertEqualExpr(expr, [x, y, z], [1, 1, 1])
2054
+
2055
+ expr = z + x + y # simplify reorders variables
2056
+ self.assertEqualExpr(expr, [z, x, y], [1, 1, 1])
2057
+ expr = expr.simplify()
2058
+ self.assertEqualExpr(expr, [x, y, z], [1, 1, 1])
2059
+
2060
+ expr = x + x + x + x + x
2061
+ self.assertEqualExpr(expr, [x] * 5, [1] * 5)
2062
+ expr = expr.simplify()
2063
+ self.assertEqualExpr(expr, [x], [5])
2064
+
2065
+ expr = x - x + x - x + x
2066
+ self.assertEqualExpr(expr, [x] * 5, [1, -1, 1, -1, 1])
2067
+ expr = expr.simplify()
2068
+ self.assertEqualExpr(expr, [x], [1])
2069
+
2070
+ expr = -x
2071
+ expr += x
2072
+ expr *= -5
2073
+ self.assertEqualExpr(expr, [x, x], [5, -5])
2074
+ expr = expr.simplify()
2075
+ self.assertEqualExpr(expr, [x], [0])
2076
+
2077
+ # with constant
2078
+ expr = x + y + 1 + y
2079
+ self.assertEqualExpr(expr, [x, y, y], [1, 1, 1], 1)
2080
+ expr = expr.simplify()
2081
+ self.assertEqualExpr(expr, [x, y], [1, 2], 1)
2082
+
2083
+ # with bounds
2084
+ expr = 0 <= x + y + 1 + y <= 5
2085
+ self.assertEqualExpr(expr, [x, y, y], [1, 1, 1], None, [-1, 4])
2086
+ expr = expr.simplify()
2087
+ self.assertEqualExpr(expr, [x, y], [1, 2], None, [-1, 4])
2088
+
2089
+ def test_evaluate(self):
2090
+ h = self.h
2091
+ x, y = h.addVariables(2, lb=-h.inf)
2092
+
2093
+ h.addConstrs(-x + y >= 2, x + y >= 0)
2094
+ h.minimize(y)
2095
+
2096
+ self.assertAlmostEqual(h.val(x), -1)
2097
+ self.assertAlmostEqual(h.val(y), 1)
2098
+ self.assertAlmostEqual(h.val(x + y), 0)
2099
+ self.assertAlmostEqual(h.val(y - x), 2)
2100
+ self.assertEqual(h.val(y - x >= 2), True)
2101
+ self.assertEqual(h.val(y - x <= 1), False)
2102
+
2103
+ def test_repr_str(self):
2104
+ x, y = self.x[0:2]
2105
+ self.assertEqual(repr(x), "highs_var(0)")
2106
+ self.assertEqual(str(x), "highs_var(0)")
2107
+
2108
+ c = self.h.addConstr(x + y <= 5)
2109
+ self.assertEqual(repr(c), "highs_cons(0)")
2110
+ self.assertEqual(str(c), "highs_cons(0)")
2111
+
2112
+ expr = c.expr()
2113
+ self.assertEqual(repr(expr), "-inf <= 1.0_v0 1.0_v1 <= 5.0")
2114
+ self.assertEqual(str(expr), "-inf <= 1.0_v0 1.0_v1 <= 5.0")
2115
+
2116
+ expr = x + y
2117
+ self.assertEqual(repr(expr), "1.0_v0 1.0_v1")
2118
+ self.assertEqual(str(expr), "1.0_v0 1.0_v1")
2119
+
2120
+ expr = x + y + x + x + y
2121
+ self.assertEqual(repr(expr), "1.0_v0 1.0_v1 1.0_v0 1.0_v0 1.0_v1")
2122
+ self.assertEqual(str(expr), "3.0_v0 2.0_v1")
2123
+
2124
+ expr = y + x + 5
2125
+ self.assertEqual(repr(expr), "1.0_v1 1.0_v0 5.0")
2126
+ self.assertEqual(str(expr), "1.0_v0 1.0_v1 5.0")
2127
+
2128
+ expr = y + x == 5
2129
+ self.assertEqual(repr(expr), "1.0_v1 1.0_v0 == 5.0")
2130
+ self.assertEqual(str(expr), "1.0_v0 1.0_v1 == 5.0")
2131
+
2132
+ expr = y + x <= 5
2133
+ self.assertEqual(repr(expr), "-inf <= 1.0_v1 1.0_v0 <= 5.0")
2134
+ self.assertEqual(str(expr), "-inf <= 1.0_v0 1.0_v1 <= 5.0")
2135
+
2136
+ def test_lexicographic_optimization(self):
2137
+ # max f1 = X1
2138
+ # max f2 = 3 X1 + 4 X2
2139
+ # st X1 <= 2
2140
+ # X2 <= 4
2141
+ # 5 X1 + 4 X2 <= 20
2142
+ model = highspy.Highs()
2143
+ model.setOptionValue("blend_multi_objectives", False)
2144
+ num_vars = 2
2145
+ model.addVars(num_vars, np.array([0.0, 0.0]), np.array([2.0, 4.0]))
2146
+ obj1 = highspy.HighsLinearObjective()
2147
+ obj1.offset = 0
2148
+ obj1.coefficients = [1, 0]
2149
+ obj1.priority = 2
2150
+ obj1.rel_tolerance = 0.1
2151
+ obj1.abs_tolerance = 0.2
2152
+ obj2 = highspy.HighsLinearObjective()
2153
+ obj2.offset=0
2154
+ obj2.coefficients=[3, 4]
2155
+ obj2.priority=1
2156
+ model.addLinearObjective(obj1)
2157
+ model.addLinearObjective(obj2)
2158
+ model.addRow(0.0, 20.0, num_vars, np.arange(num_vars), np.array([5.0, 4.0]))
2159
+ model.run()
2160
+
2161
+ status = model.getModelStatus()
2162
+ self.assertEqual(status, highspy.HighsModelStatus.kOptimal)
2163
+
2164
+ def test_get_fixed_lp(self):
2165
+ # Min f = -3x_0 - 2x_1 - x_2
2166
+ # s.t. x_0 + x_1 + x_2 <= 7
2167
+ # 4x_0 + 2x_1 + x_2 = 12
2168
+ # x_0 >=0; x_1 >= 0; x_2 binary
2169
+ inf = highspy.kHighsInf
2170
+ model = highspy.Highs()
2171
+ num_vars = 3
2172
+ model.addVars(num_vars, np.array([0.0, 0.0, 0.0]), np.array([2.0, 4.0, inf]))
2173
+ num_cons = 2
2174
+ lower = np.array([-inf, 12], dtype=np.double)
2175
+ upper = np.array([7, 12], dtype=np.double)
2176
+ num_new_nz = 6
2177
+ starts = np.array([0, 2, 4])
2178
+ indices = np.array([0, 1, 0, 1, 0, 1])
2179
+ values = np.array([1, 4, 1, 2, 1, 1], dtype=np.double)
2180
+ model.addRows(num_cons, lower, upper, num_new_nz, starts, indices, values)
2181
+ model.changeColsIntegrality(1, np.array([2]), np.array([highspy.HighsVarType.kInteger]))
2182
+ model.setOptionValue("presolve", "off")
2183
+ model.run()
2184
+ mip_objective_function_value = model.getInfo().objective_function_value
2185
+ solution = model.getSolution()
2186
+ [status, fixed_lp] = model.getFixedLp()
2187
+ self.assertEqual(status, highspy.HighsStatus.kOk)
2188
+ model.passModel(fixed_lp)
2189
+ model.setSolution(solution)
2190
+ model.run()
2191
+ self.assertEqual(model.getInfo().objective_function_value, mip_objective_function_value)
2192
+ self.assertEqual(model.getInfo().simplex_iteration_count, 0)
2193
+
2194
+ def test_get_objectives(self):
2195
+ # Build a simple model with 3 vars and a primary (single) objective
2196
+ h = highspy.Highs()
2197
+ h.silent()
2198
+
2199
+ x, y, z, _ = h.addVariables(4, lb=0, ub=10)
2200
+ h.maximize(x + 2 * y + 3 * z + 5)
2201
+
2202
+ # Test getObjective (primary objective)
2203
+ obj_expr, sense = h.getObjective()
2204
+ self.assertEqual(list(map(int, obj_expr.idxs)), [0, 1, 2])
2205
+ self.assertEqual(obj_expr.vals, [1.0, 2.0, 3.0])
2206
+ self.assertEqual(obj_expr.constant, 5.0)
2207
+ self.assertEqual(sense, highspy.ObjSense.kMaximize)
2208
+
2209
+ # No multi-objectives yet
2210
+ self.assertEqual(h.getNumLinearObjectives(), 0)
2211
+
2212
+ # Add two linear objectives (multi-objective data structure)
2213
+ o1 = highspy.HighsLinearObjective()
2214
+ o1.offset = 10.0
2215
+ o1.coefficients = [1.0, 0.0, 0.0, 0.0]
2216
+ o1.priority = 5
2217
+ o1.abs_tolerance = 0.01
2218
+ o1.rel_tolerance = 0.02
2219
+
2220
+ o2 = highspy.HighsLinearObjective()
2221
+ o2.offset = -3.5
2222
+ o2.coefficients = [0.0, 1.0, 1.0, 0.0]
2223
+ o2.priority = 3
2224
+ o2.abs_tolerance = 0.0
2225
+ o2.rel_tolerance = 0.0
2226
+
2227
+ self.assertEqual(h.addLinearObjective(o1), highspy.HighsStatus.kOk)
2228
+ self.assertEqual(h.addLinearObjective(o2), highspy.HighsStatus.kOk)
2229
+
2230
+ # Verify count
2231
+ self.assertEqual(h.getNumLinearObjectives(), 2)
2232
+
2233
+ # Retrieve and verify first added linear objective
2234
+ lo0 = h.getLinearObjective(0)
2235
+ self.assertAlmostEqual(lo0.offset, o1.offset)
2236
+ self.assertEqual(list(lo0.coefficients), o1.coefficients)
2237
+ self.assertEqual(lo0.priority, o1.priority)
2238
+ self.assertAlmostEqual(lo0.abs_tolerance, o1.abs_tolerance)
2239
+ self.assertAlmostEqual(lo0.rel_tolerance, o1.rel_tolerance)
2240
+
2241
+ # Retrieve and verify second added linear objective
2242
+ lo1 = h.getLinearObjective(1)
2243
+ self.assertAlmostEqual(lo1.offset, o2.offset)
2244
+ self.assertEqual(list(lo1.coefficients), o2.coefficients)
2245
+ self.assertEqual(lo1.priority, o2.priority)
2246
+ self.assertAlmostEqual(lo1.abs_tolerance, o2.abs_tolerance)
2247
+ self.assertAlmostEqual(lo1.rel_tolerance, o2.rel_tolerance)
2248
+
2249
+ # Ensure original objective remains unchanged
2250
+ obj_expr2, sense2 = h.getObjective()
2251
+ self.assertEqual(list(map(int, obj_expr2.idxs)), [0, 1, 2])
2252
+ self.assertEqual(obj_expr2.vals, [1.0, 2.0, 3.0])
2253
+ self.assertEqual(obj_expr2.constant, 5.0)
2254
+ self.assertEqual(sense2, highspy.ObjSense.kMaximize)
2255
+
2256
+ def test_get_iis(self):
2257
+ h = highspy.Highs()
2258
+ # h.silent()
2259
+ # Build an infeasible LP problem
2260
+ # Problem: minimize x + y
2261
+ # Subject to: x + y <= 0.5 and x + y >= 2.0 (contradictory constraints)
2262
+ # Bounds: 0 <= x <= 1, 0 <= y <= 1
2263
+
2264
+ lp = highspy.HighsLp()
2265
+ lp.num_col_ = 2
2266
+ lp.num_row_ = 2
2267
+
2268
+ # Objective: minimize x + y
2269
+ lp.col_cost_ = [1.0, 1.0]
2270
+
2271
+ # Variable bounds: 0 <= x <= 1, 0 <= y <= 1
2272
+ lp.col_lower_ = [0.0, 0.0]
2273
+ lp.col_upper_ = [1.0, 1.0]
2274
+
2275
+ # Constraints:
2276
+ # Row 0: x + y <= 0.5
2277
+ # Row 1: -x - y <= -2.0 (equivalent to x + y >= 2.0)
2278
+ lp.row_lower_ = [-np.inf, -np.inf]
2279
+ lp.row_upper_ = [0.5, -2.0]
2280
+
2281
+ # Constraint matrix (CSC format)
2282
+ lp.a_matrix_.start_ = [0, 2, 4]
2283
+ lp.a_matrix_.index_ = [0, 1, 0, 1] # Row indices
2284
+ lp.a_matrix_.value_ = [1.0, 1.0, -1.0, -1.0] # Coefficients
2285
+
2286
+ # Pass model to HiGHS
2287
+ h.passModel(lp)
2288
+
2289
+ # Solve the problem
2290
+ h.run()
2291
+
2292
+ model_status = h.getModelStatus()
2293
+ self.assertEqual(model_status, highspy.HighsModelStatus.kInfeasible)
2294
+
2295
+ h.setOptionValue("iis_strategy", highspy.IisStrategy.kIisStrategyIrreducible)
2296
+ [status, iis] = h.getIis()
2297
+
2298
+ self.assertEqual(iis.valid_, True)
2299
+ self.assertEqual(iis.col_index_[0], 0)
2300
+ self.assertEqual(iis.col_index_[1], 1)
2301
+ self.assertEqual(iis.row_index_[0], 1)
2302
+
2303
+ self.assertEqual(iis.col_bound_[0], highspy.IisBoundStatus.kIisBoundStatusLower)
2304
+ self.assertEqual(iis.col_bound_[1], highspy.IisBoundStatus.kIisBoundStatusUpper)
2305
+ self.assertEqual(iis.row_bound_[0], highspy.IisBoundStatus.kIisBoundStatusUpper)
2306
+
2307
+ self.assertEqual(iis.col_status_[0], highspy.IisStatus.kIisStatusInConflict)
2308
+ self.assertEqual(iis.col_status_[1], highspy.IisStatus.kIisStatusInConflict)
2309
+ self.assertEqual(iis.row_status_[0], highspy.IisStatus.kIisStatusNotInConflict)
2310
+ self.assertEqual(iis.row_status_[1], highspy.IisStatus.kIisStatusInConflict)