lpsolver 0.1.0 → 0.2.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/Gemfile +1 -0
- data/README.md +70 -26
- data/ext/lpsolver/Makefile +273 -0
- data/ext/lpsolver/ext.c +353 -0
- data/ext/lpsolver/ext.o +0 -0
- data/ext/lpsolver/extconf.rb +79 -0
- data/ext/lpsolver/native.so +0 -0
- data/ext/lpsolver-highs/AUTHORS +7 -0
- data/ext/lpsolver-highs/BUILD.bazel +243 -0
- data/ext/lpsolver-highs/CITATION.cff +29 -0
- data/ext/lpsolver-highs/CMakeCache.txt +406 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
- data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
- data/ext/lpsolver-highs/CMakeLists.txt +983 -0
- data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
- data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
- data/ext/lpsolver-highs/FEATURES.md +61 -0
- data/ext/lpsolver-highs/LICENSE.txt +21 -0
- data/ext/lpsolver-highs/MODULE.bazel +38 -0
- data/ext/lpsolver-highs/README.md +281 -0
- data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
- data/ext/lpsolver-highs/Version.txt +4 -0
- data/ext/lpsolver-highs/WORKSPACE +33 -0
- data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
- data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
- data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
- data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
- data/ext/lpsolver-highs/build/bin/highs +0 -0
- data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
- data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
- data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
- data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
- data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
- data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
- data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
- data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexReport.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HighsSimplexAnalysis.h +500 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/SimplexConst.h +273 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/SimplexStruct.h +263 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/SimplexTimer.h +414 -0
- data/ext/lpsolver-highs/build/include/highs/test_kkt/DevKkt.h +143 -0
- data/ext/lpsolver-highs/build/include/highs/test_kkt/KktCh2.h +79 -0
- data/ext/lpsolver-highs/build/include/highs/util/FactorTimer.h +199 -0
- data/ext/lpsolver-highs/build/include/highs/util/HFactor.h +587 -0
- data/ext/lpsolver-highs/build/include/highs/util/HFactorConst.h +81 -0
- data/ext/lpsolver-highs/build/include/highs/util/HFactorDebug.h +55 -0
- data/ext/lpsolver-highs/build/include/highs/util/HSet.h +89 -0
- data/ext/lpsolver-highs/build/include/highs/util/HVector.h +22 -0
- data/ext/lpsolver-highs/build/include/highs/util/HVectorBase.h +102 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsCDouble.h +323 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsComponent.h +53 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsDataStack.h +83 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsDisjointSets.h +107 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsHash.h +1274 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsHashTree.h +1461 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsInt.h +36 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsIntegers.h +212 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsLinearSumBounds.h +203 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsMatrixPic.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsMatrixSlice.h +561 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsMatrixUtils.h +57 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsMemoryAllocation.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsRandom.h +242 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsRbTree.h +452 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsSort.h +131 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsSparseMatrix.h +151 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsSparseVectorSum.h +95 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsSplay.h +135 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsTimer.h +385 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsUtils.h +272 -0
- data/ext/lpsolver-highs/build/include/highs/util/stringutil.h +46 -0
- data/ext/lpsolver-highs/build/include/highs/zstr/strict_fstream.hpp +237 -0
- data/ext/lpsolver-highs/build/include/highs/zstr/zstr.hpp +473 -0
- data/ext/lpsolver-highs/build/include/highs_export.h +43 -0
- data/ext/lpsolver-highs/build/lib/cmake/highs/highs-config-version.cmake +65 -0
- data/ext/lpsolver-highs/build/lib/cmake/highs/highs-config.cmake +36 -0
- data/ext/lpsolver-highs/build/lib/cmake/highs/highs-targets-release.cmake +19 -0
- data/ext/lpsolver-highs/build/lib/cmake/highs/highs-targets.cmake +111 -0
- data/ext/lpsolver-highs/build/lib/libhighs.a +0 -0
- data/ext/lpsolver-highs/build/lib/pkgconfig/highs.pc +12 -0
- data/ext/lpsolver-highs/build/share/doc/HIGHS/AUTHORS +7 -0
- data/ext/lpsolver-highs/build/share/doc/HIGHS/CITATION.cff +29 -0
- data/ext/lpsolver-highs/build/share/doc/HIGHS/CODE_OF_CONDUCT.md +128 -0
- data/ext/lpsolver-highs/build/share/doc/HIGHS/CONTRIBUTING.md +31 -0
- data/ext/lpsolver-highs/build/share/doc/HIGHS/FEATURES.md +61 -0
- data/ext/lpsolver-highs/build/share/doc/HIGHS/LICENSE.txt +21 -0
- data/ext/lpsolver-highs/build/share/doc/HIGHS/README.md +281 -0
- data/ext/lpsolver-highs/build_webdemo.sh +46 -0
- data/ext/lpsolver-highs/check/Avgas.cpp +245 -0
- data/ext/lpsolver-highs/check/Avgas.h +44 -0
- data/ext/lpsolver-highs/check/CMakeLists.txt +573 -0
- data/ext/lpsolver-highs/check/HCheckConfig.h.bazel.in +6 -0
- data/ext/lpsolver-highs/check/HCheckConfig.h.in +12 -0
- data/ext/lpsolver-highs/check/HCheckConfig.h.meson.in +6 -0
- data/ext/lpsolver-highs/check/SpecialLps.h +405 -0
- data/ext/lpsolver-highs/check/TestAlienBasis.cpp +720 -0
- data/ext/lpsolver-highs/check/TestBasis.cpp +359 -0
- data/ext/lpsolver-highs/check/TestBasisSolves.cpp +669 -0
- data/ext/lpsolver-highs/check/TestCAPI.c +2513 -0
- data/ext/lpsolver-highs/check/TestCallbacks.cpp +608 -0
- data/ext/lpsolver-highs/check/TestCheckSolution.cpp +740 -0
- data/ext/lpsolver-highs/check/TestCrossover.cpp +111 -0
- data/ext/lpsolver-highs/check/TestDualize.cpp +172 -0
- data/ext/lpsolver-highs/check/TestEkk.cpp +100 -0
- data/ext/lpsolver-highs/check/TestFactor.cpp +389 -0
- data/ext/lpsolver-highs/check/TestFilereader.cpp +568 -0
- data/ext/lpsolver-highs/check/TestFortranAPI.f90 +65 -0
- data/ext/lpsolver-highs/check/TestHSet.cpp +80 -0
- data/ext/lpsolver-highs/check/TestHighsCDouble.cpp +109 -0
- data/ext/lpsolver-highs/check/TestHighsGFkSolve.cpp +102 -0
- data/ext/lpsolver-highs/check/TestHighsHash.cpp +126 -0
- data/ext/lpsolver-highs/check/TestHighsHessian.cpp +329 -0
- data/ext/lpsolver-highs/check/TestHighsIntegers.cpp +42 -0
- data/ext/lpsolver-highs/check/TestHighsModel.cpp +134 -0
- data/ext/lpsolver-highs/check/TestHighsParallel.cpp +277 -0
- data/ext/lpsolver-highs/check/TestHighsRbTree.cpp +109 -0
- data/ext/lpsolver-highs/check/TestHighsSparseMatrix.cpp +126 -0
- data/ext/lpsolver-highs/check/TestHighsVersion.cpp +61 -0
- data/ext/lpsolver-highs/check/TestHipo.cpp +122 -0
- data/ext/lpsolver-highs/check/TestICrash.cpp +46 -0
- data/ext/lpsolver-highs/check/TestIO.cpp +163 -0
- data/ext/lpsolver-highs/check/TestIis.cpp +1063 -0
- data/ext/lpsolver-highs/check/TestInfo.cpp +116 -0
- data/ext/lpsolver-highs/check/TestIpm.cpp +226 -0
- data/ext/lpsolver-highs/check/TestIpx.cpp +96 -0
- data/ext/lpsolver-highs/check/TestLPFileFormat.cpp +22 -0
- data/ext/lpsolver-highs/check/TestLogging.cpp +69 -0
- data/ext/lpsolver-highs/check/TestLpModification.cpp +2497 -0
- data/ext/lpsolver-highs/check/TestLpOrientation.cpp +121 -0
- data/ext/lpsolver-highs/check/TestLpSolvers.cpp +555 -0
- data/ext/lpsolver-highs/check/TestLpValidation.cpp +689 -0
- data/ext/lpsolver-highs/check/TestMain.cpp +6 -0
- data/ext/lpsolver-highs/check/TestMipSolver.cpp +1406 -0
- data/ext/lpsolver-highs/check/TestModelProperties.cpp +143 -0
- data/ext/lpsolver-highs/check/TestMultiObjective.cpp +198 -0
- data/ext/lpsolver-highs/check/TestNames.cpp +187 -0
- data/ext/lpsolver-highs/check/TestOptions.cpp +544 -0
- data/ext/lpsolver-highs/check/TestPdlp.cpp +327 -0
- data/ext/lpsolver-highs/check/TestPdlpHi.cpp +40 -0
- data/ext/lpsolver-highs/check/TestPresolve.cpp +912 -0
- data/ext/lpsolver-highs/check/TestQpSolver.cpp +1345 -0
- data/ext/lpsolver-highs/check/TestRanging.cpp +558 -0
- data/ext/lpsolver-highs/check/TestRays.cpp +1010 -0
- data/ext/lpsolver-highs/check/TestSemiVariables.cpp +329 -0
- data/ext/lpsolver-highs/check/TestSetup.cpp +12 -0
- data/ext/lpsolver-highs/check/TestSort.cpp +247 -0
- data/ext/lpsolver-highs/check/TestSpecialLps.cpp +775 -0
- data/ext/lpsolver-highs/check/TestThrow.cpp +83 -0
- data/ext/lpsolver-highs/check/TestTspSolver.cpp +19 -0
- data/ext/lpsolver-highs/check/TestUserScale.cpp +444 -0
- data/ext/lpsolver-highs/check/cublas_example.cpp +76 -0
- data/ext/lpsolver-highs/check/cublas_gpu_start.cpp +88 -0
- data/ext/lpsolver-highs/check/hipo_test_option_files/hipo_options_0 +1 -0
- data/ext/lpsolver-highs/check/instances/1448.lp +1 -0
- data/ext/lpsolver-highs/check/instances/1449a.lp +1 -0
- data/ext/lpsolver-highs/check/instances/1449b.lp +1 -0
- data/ext/lpsolver-highs/check/instances/1451.lp +8 -0
- data/ext/lpsolver-highs/check/instances/2122.lp +1822 -0
- data/ext/lpsolver-highs/check/instances/2171.mps +717 -0
- data/ext/lpsolver-highs/check/instances/25fv47.mps +6919 -0
- data/ext/lpsolver-highs/check/instances/2821-duplicate.mps +31 -0
- data/ext/lpsolver-highs/check/instances/2821-qmatrix.mps +31 -0
- data/ext/lpsolver-highs/check/instances/2821-quadobj.mps +29 -0
- data/ext/lpsolver-highs/check/instances/2821-summation.mps +30 -0
- data/ext/lpsolver-highs/check/instances/2821.mps +29 -0
- data/ext/lpsolver-highs/check/instances/2894.mps +89 -0
- data/ext/lpsolver-highs/check/instances/80bau3b.mps +23732 -0
- data/ext/lpsolver-highs/check/instances/WithInf.set +3 -0
- data/ext/lpsolver-highs/check/instances/adlittle.mps +335 -0
- data/ext/lpsolver-highs/check/instances/afiro.mps +83 -0
- data/ext/lpsolver-highs/check/instances/avgas.mps +51 -0
- data/ext/lpsolver-highs/check/instances/bell5.mps +384 -0
- data/ext/lpsolver-highs/check/instances/bgetam.mps +2112 -0
- data/ext/lpsolver-highs/check/instances/blending.mps +13 -0
- data/ext/lpsolver-highs/check/instances/box1.mps +1085 -0
- data/ext/lpsolver-highs/check/instances/chip.mps +13 -0
- data/ext/lpsolver-highs/check/instances/comment.mps +23 -0
- data/ext/lpsolver-highs/check/instances/cplex1.mps +9674 -0
- data/ext/lpsolver-highs/check/instances/dD2e.mps +10 -0
- data/ext/lpsolver-highs/check/instances/dcmulti.mps +2310 -0
- data/ext/lpsolver-highs/check/instances/e226.mps +1733 -0
- data/ext/lpsolver-highs/check/instances/egout-ac.mps +473 -0
- data/ext/lpsolver-highs/check/instances/egout.mps +403 -0
- data/ext/lpsolver-highs/check/instances/etamacro.mps +2084 -0
- data/ext/lpsolver-highs/check/instances/ex72a.mps +849 -0
- data/ext/lpsolver-highs/check/instances/fixed-binary.lp +11 -0
- data/ext/lpsolver-highs/check/instances/flugpl.mps +111 -0
- data/ext/lpsolver-highs/check/instances/flugpl_illegal_integer.sol +24 -0
- data/ext/lpsolver-highs/check/instances/flugpl_integer.sol +25 -0
- data/ext/lpsolver-highs/check/instances/forest6.mps +261 -0
- data/ext/lpsolver-highs/check/instances/galenet.mps +34 -0
- data/ext/lpsolver-highs/check/instances/gams10am.mps +478 -0
- data/ext/lpsolver-highs/check/instances/garbage.ems +3 -0
- data/ext/lpsolver-highs/check/instances/garbage.lp +3 -0
- data/ext/lpsolver-highs/check/instances/garbage.mps +3 -0
- data/ext/lpsolver-highs/check/instances/gas11.mps +2924 -0
- data/ext/lpsolver-highs/check/instances/gesa2.mps +5459 -0
- data/ext/lpsolver-highs/check/instances/greenbea.mps +19215 -0
- data/ext/lpsolver-highs/check/instances/gt2.mps +534 -0
- data/ext/lpsolver-highs/check/instances/infeasible-mip0.mps +140 -0
- data/ext/lpsolver-highs/check/instances/infeasible-mip1.mps +371 -0
- data/ext/lpsolver-highs/check/instances/israel.mps +1490 -0
- data/ext/lpsolver-highs/check/instances/issue-2095.mps +836 -0
- data/ext/lpsolver-highs/check/instances/issue-2173.mps +3331 -0
- data/ext/lpsolver-highs/check/instances/issue-2204.mps +143 -0
- data/ext/lpsolver-highs/check/instances/issue-2290.mps +158 -0
- data/ext/lpsolver-highs/check/instances/issue-2388.lp +76 -0
- data/ext/lpsolver-highs/check/instances/issue-2402.mps +435 -0
- data/ext/lpsolver-highs/check/instances/issue-2446.mps +9154 -0
- data/ext/lpsolver-highs/check/instances/issue-2585.lp +16 -0
- data/ext/lpsolver-highs/check/instances/issue-2874-3.mps +97 -0
- data/ext/lpsolver-highs/check/instances/klein1.mps +422 -0
- data/ext/lpsolver-highs/check/instances/lseu.mps +371 -0
- data/ext/lpsolver-highs/check/instances/model.xyz +1 -0
- data/ext/lpsolver-highs/check/instances/nan0.mps +13 -0
- data/ext/lpsolver-highs/check/instances/nan1.mps +13 -0
- data/ext/lpsolver-highs/check/instances/nan2.mps +13 -0
- data/ext/lpsolver-highs/check/instances/no-newline-eof.lp +5 -0
- data/ext/lpsolver-highs/check/instances/p01.mps +909 -0
- data/ext/lpsolver-highs/check/instances/p0548.mps +1992 -0
- data/ext/lpsolver-highs/check/instances/primal1.mps +3909 -0
- data/ext/lpsolver-highs/check/instances/qap04.mps +606 -0
- data/ext/lpsolver-highs/check/instances/qcqp.lp +8 -0
- data/ext/lpsolver-highs/check/instances/qjh.lp +9 -0
- data/ext/lpsolver-highs/check/instances/qjh.mps +18 -0
- data/ext/lpsolver-highs/check/instances/qjh_qmatrix.mps +19 -0
- data/ext/lpsolver-highs/check/instances/qjh_quadobj.mps +18 -0
- data/ext/lpsolver-highs/check/instances/qjh_quadobj_qmatrix.mps +25 -0
- data/ext/lpsolver-highs/check/instances/qjh_uncon.lp +10 -0
- data/ext/lpsolver-highs/check/instances/qjh_uncon.mps +17 -0
- data/ext/lpsolver-highs/check/instances/qpinfeasible.lp +8 -0
- data/ext/lpsolver-highs/check/instances/qptestnw.lp +7 -0
- data/ext/lpsolver-highs/check/instances/qpunbounded.lp +5 -0
- data/ext/lpsolver-highs/check/instances/refinery.mps +1882 -0
- data/ext/lpsolver-highs/check/instances/rgn.mps +559 -0
- data/ext/lpsolver-highs/check/instances/scrs8.mps +2717 -0
- data/ext/lpsolver-highs/check/instances/sctest.mps +66 -0
- data/ext/lpsolver-highs/check/instances/semi-continuous.lp +13 -0
- data/ext/lpsolver-highs/check/instances/semi-continuous.mps +24 -0
- data/ext/lpsolver-highs/check/instances/semi-integer.lp +15 -0
- data/ext/lpsolver-highs/check/instances/semi-integer.mps +22 -0
- data/ext/lpsolver-highs/check/instances/shell.mps +4039 -0
- data/ext/lpsolver-highs/check/instances/silly-names.mps +14 -0
- data/ext/lpsolver-highs/check/instances/small_mip.mps +87 -0
- data/ext/lpsolver-highs/check/instances/smalllp.mps +21 -0
- data/ext/lpsolver-highs/check/instances/sp150x300d.mps +1983 -0
- data/ext/lpsolver-highs/check/instances/stair.mps +2499 -0
- data/ext/lpsolver-highs/check/instances/standata.mps +2317 -0
- data/ext/lpsolver-highs/check/instances/standgub.mps +2428 -0
- data/ext/lpsolver-highs/check/instances/standmps.mps +2695 -0
- data/ext/lpsolver-highs/check/instances/test.mps +53 -0
- data/ext/lpsolver-highs/check/instances/vol1.mps +1895 -0
- data/ext/lpsolver-highs/check/instances/warnings.mps +68 -0
- data/ext/lpsolver-highs/check/instances/woodinfe.mps +216 -0
- data/ext/lpsolver-highs/check/matrix_multiplication.hpp +49 -0
- data/ext/lpsolver-highs/check/meson.build +92 -0
- data/ext/lpsolver-highs/check/pythontest.py +11 -0
- data/ext/lpsolver-highs/check/sample_options_file +8 -0
- data/ext/lpsolver-highs/cmake/CheckAtomic.cmake +74 -0
- data/ext/lpsolver-highs/cmake/FindCUDAConf.cmake +44 -0
- data/ext/lpsolver-highs/cmake/FindHipoDeps.cmake +351 -0
- data/ext/lpsolver-highs/cmake/README.md +243 -0
- data/ext/lpsolver-highs/cmake/cpp-highs.cmake +243 -0
- data/ext/lpsolver-highs/cmake/dotnet.cmake +94 -0
- data/ext/lpsolver-highs/cmake/highs-config.cmake.in +22 -0
- data/ext/lpsolver-highs/cmake/python-highs.cmake +74 -0
- data/ext/lpsolver-highs/cmake/set-version.cmake +26 -0
- data/ext/lpsolver-highs/cmake/sources-python.cmake +461 -0
- data/ext/lpsolver-highs/cmake/sources.cmake +618 -0
- data/ext/lpsolver-highs/docs/HiGHS_CopyrightHeader.pl +78 -0
- data/ext/lpsolver-highs/docs/HiGHS_CopyrightHeaderUpdateAll +32 -0
- data/ext/lpsolver-highs/docs/Project.toml +7 -0
- data/ext/lpsolver-highs/docs/README.md +27 -0
- data/ext/lpsolver-highs/docs/c_api_gen/HConfig.h +1 -0
- data/ext/lpsolver-highs/docs/c_api_gen/build.jl +48 -0
- data/ext/lpsolver-highs/docs/make.jl +115 -0
- data/ext/lpsolver-highs/docs/src/assets/logo.png +0 -0
- data/ext/lpsolver-highs/docs/src/callbacks.md +171 -0
- data/ext/lpsolver-highs/docs/src/executable.md +88 -0
- data/ext/lpsolver-highs/docs/src/guide/advanced.md +66 -0
- data/ext/lpsolver-highs/docs/src/guide/basic.md +116 -0
- data/ext/lpsolver-highs/docs/src/guide/further.md +193 -0
- data/ext/lpsolver-highs/docs/src/guide/gpu.md +58 -0
- data/ext/lpsolver-highs/docs/src/guide/index.md +18 -0
- data/ext/lpsolver-highs/docs/src/guide/kkt.md +219 -0
- data/ext/lpsolver-highs/docs/src/guide/numerics.md +55 -0
- data/ext/lpsolver-highs/docs/src/index.md +86 -0
- data/ext/lpsolver-highs/docs/src/installation.md +130 -0
- data/ext/lpsolver-highs/docs/src/interfaces/c_api.md +6 -0
- data/ext/lpsolver-highs/docs/src/interfaces/cpp/examples.md +1 -0
- data/ext/lpsolver-highs/docs/src/interfaces/cpp/index.md +29 -0
- data/ext/lpsolver-highs/docs/src/interfaces/cpp/library.md +107 -0
- data/ext/lpsolver-highs/docs/src/interfaces/csharp.md +55 -0
- data/ext/lpsolver-highs/docs/src/interfaces/fortran.md +11 -0
- data/ext/lpsolver-highs/docs/src/interfaces/julia/index.md +130 -0
- data/ext/lpsolver-highs/docs/src/interfaces/other.md +41 -0
- data/ext/lpsolver-highs/docs/src/interfaces/python/example-py.md +275 -0
- data/ext/lpsolver-highs/docs/src/interfaces/python/index.md +91 -0
- data/ext/lpsolver-highs/docs/src/interfaces/python/model-py.md +90 -0
- data/ext/lpsolver-highs/docs/src/options/definitions.md +529 -0
- data/ext/lpsolver-highs/docs/src/options/intro.md +46 -0
- data/ext/lpsolver-highs/docs/src/parallel.md +88 -0
- data/ext/lpsolver-highs/docs/src/solvers.md +168 -0
- data/ext/lpsolver-highs/docs/src/structures/classes/HighsHessian.md +9 -0
- data/ext/lpsolver-highs/docs/src/structures/classes/HighsIis.md +16 -0
- data/ext/lpsolver-highs/docs/src/structures/classes/HighsLp.md +19 -0
- data/ext/lpsolver-highs/docs/src/structures/classes/HighsModel.md +6 -0
- data/ext/lpsolver-highs/docs/src/structures/classes/HighsSparseMatrix.md +10 -0
- data/ext/lpsolver-highs/docs/src/structures/classes/index.md +11 -0
- data/ext/lpsolver-highs/docs/src/structures/enums.md +114 -0
- data/ext/lpsolver-highs/docs/src/structures/index.md +12 -0
- data/ext/lpsolver-highs/docs/src/structures/structs/HighsBasis.md +8 -0
- data/ext/lpsolver-highs/docs/src/structures/structs/HighsInfo.md +148 -0
- data/ext/lpsolver-highs/docs/src/structures/structs/HighsLinearObjective.md +11 -0
- data/ext/lpsolver-highs/docs/src/structures/structs/HighsSolution.md +10 -0
- data/ext/lpsolver-highs/docs/src/structures/structs/index.md +10 -0
- data/ext/lpsolver-highs/docs/src/terminology.md +163 -0
- data/ext/lpsolver-highs/examples/CMakeLists.txt +26 -0
- data/ext/lpsolver-highs/examples/Docs.py +104 -0
- data/ext/lpsolver-highs/examples/branch-and-price.py +465 -0
- data/ext/lpsolver-highs/examples/call_highs_from_c.c +685 -0
- data/ext/lpsolver-highs/examples/call_highs_from_c_minimal.c +659 -0
- data/ext/lpsolver-highs/examples/call_highs_from_cpp.cpp +178 -0
- data/ext/lpsolver-highs/examples/call_highs_from_csharp.cs +83 -0
- data/ext/lpsolver-highs/examples/call_highs_from_fortran.f90 +579 -0
- data/ext/lpsolver-highs/examples/call_highs_from_python.py +448 -0
- data/ext/lpsolver-highs/examples/call_highs_from_python_highspy.py +71 -0
- data/ext/lpsolver-highs/examples/call_highs_from_python_mps.py +59 -0
- data/ext/lpsolver-highs/examples/callback_gap.py +71 -0
- data/ext/lpsolver-highs/examples/chip.py +43 -0
- data/ext/lpsolver-highs/examples/chip0.py +29 -0
- data/ext/lpsolver-highs/examples/distillation.py +77 -0
- data/ext/lpsolver-highs/examples/knapsack.py +43 -0
- data/ext/lpsolver-highs/examples/minimal.py +11 -0
- data/ext/lpsolver-highs/examples/multi_objective.py +139 -0
- data/ext/lpsolver-highs/examples/multiple_objective.py +120 -0
- data/ext/lpsolver-highs/examples/network_flow.py +37 -0
- data/ext/lpsolver-highs/examples/nqueens.py +29 -0
- data/ext/lpsolver-highs/examples/plot_highs_log.py +134 -0
- data/ext/lpsolver-highs/extern/CLI11.hpp +11546 -0
- data/ext/lpsolver-highs/extern/LICENCE_1_0.txt +23 -0
- data/ext/lpsolver-highs/extern/amd/License.txt +35 -0
- data/ext/lpsolver-highs/extern/amd/SuiteSparse_config.c +54 -0
- data/ext/lpsolver-highs/extern/amd/SuiteSparse_config.h +56 -0
- data/ext/lpsolver-highs/extern/amd/amd.h +357 -0
- data/ext/lpsolver-highs/extern/amd/amd_1.c +172 -0
- data/ext/lpsolver-highs/extern/amd/amd_2.c +1761 -0
- data/ext/lpsolver-highs/extern/amd/amd_aat.c +179 -0
- data/ext/lpsolver-highs/extern/amd/amd_control.c +65 -0
- data/ext/lpsolver-highs/extern/amd/amd_defaults.c +37 -0
- data/ext/lpsolver-highs/extern/amd/amd_info.c +120 -0
- data/ext/lpsolver-highs/extern/amd/amd_internal.h +137 -0
- data/ext/lpsolver-highs/extern/amd/amd_order.c +195 -0
- data/ext/lpsolver-highs/extern/amd/amd_post_tree.c +105 -0
- data/ext/lpsolver-highs/extern/amd/amd_postorder.c +140 -0
- data/ext/lpsolver-highs/extern/amd/amd_preprocess.c +107 -0
- data/ext/lpsolver-highs/extern/amd/amd_valid.c +93 -0
- data/ext/lpsolver-highs/extern/amd/changes.txt +8 -0
- data/ext/lpsolver-highs/extern/catch.hpp +18861 -0
- data/ext/lpsolver-highs/extern/metis/Changes.txt +31 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/GKlib.h +62 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/error.c +21 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_arch.h +64 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_defs.h +19 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_macros.h +50 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_mkblas.h +51 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_mkmemory.h +80 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_mkpqueue.h +329 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_mkrandom.h +89 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_mksort.h +271 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_ms_inttypes.h +41 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_ms_stat.h +22 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_ms_stdint.h +41 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_proto.h +50 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_struct.h +66 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_types.h +15 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/mcore.c +176 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/memory.c +23 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/random.c +37 -0
- data/ext/lpsolver-highs/extern/metis/LICENSE.txt +18 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/auxapi.c +27 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/balance.c +491 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/bucketsort.c +44 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/coarsen.c +895 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/compress.c +231 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/contig.c +83 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/defs.h +39 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/fm.c +527 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/gklib.c +55 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/gklib_defs.h +33 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/graph.c +268 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/initpart.c +385 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/macros.h +59 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/mcutil.c +162 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/metislib.h +35 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/mmd.c +598 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/ometis.c +661 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/options.c +260 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/proto.h +172 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/refine.c +99 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/separator.c +57 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/sfm.c +581 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/srefine.c +152 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/stdheaders.h +29 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/struct.h +117 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/util.c +59 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/wspace.c +91 -0
- data/ext/lpsolver-highs/extern/metis/metis.h +271 -0
- data/ext/lpsolver-highs/extern/pdqsort/license.txt +16 -0
- data/ext/lpsolver-highs/extern/pdqsort/pdqsort.h +532 -0
- data/ext/lpsolver-highs/extern/rcm/LICENSE +19 -0
- data/ext/lpsolver-highs/extern/rcm/rcm.cpp +873 -0
- data/ext/lpsolver-highs/extern/rcm/rcm.h +22 -0
- data/ext/lpsolver-highs/extern/zstr/LICENSE +21 -0
- data/ext/lpsolver-highs/extern/zstr/strict_fstream.hpp +237 -0
- data/ext/lpsolver-highs/extern/zstr/zstr.hpp +473 -0
- data/ext/lpsolver-highs/flake.lock +61 -0
- data/ext/lpsolver-highs/flake.nix +73 -0
- data/ext/lpsolver-highs/highs/CMakeLists.txt +499 -0
- data/ext/lpsolver-highs/highs/HConfig.h.bazel.in +25 -0
- data/ext/lpsolver-highs/highs/HConfig.h.in +22 -0
- data/ext/lpsolver-highs/highs/HConfig.h.meson.in +17 -0
- data/ext/lpsolver-highs/highs/Highs.h +1812 -0
- data/ext/lpsolver-highs/highs/HighsRun.md +143 -0
- data/ext/lpsolver-highs/highs/highs_bindings.cpp +1826 -0
- data/ext/lpsolver-highs/highs/highspy/__init__.py +93 -0
- data/ext/lpsolver-highs/highs/highspy/__init__.pyi +91 -0
- data/ext/lpsolver-highs/highs/highspy/_core/__init__.pyi +1058 -0
- data/ext/lpsolver-highs/highs/highspy/_core/cb.pyi +118 -0
- data/ext/lpsolver-highs/highs/highspy/_core/simplex_constants.pyi +472 -0
- data/ext/lpsolver-highs/highs/highspy/highs.py +2430 -0
- data/ext/lpsolver-highs/highs/interfaces/highs_c_api.cpp +1812 -0
- data/ext/lpsolver-highs/highs/interfaces/highs_c_api.h +2651 -0
- data/ext/lpsolver-highs/highs/interfaces/highs_csharp_api.cs +1142 -0
- data/ext/lpsolver-highs/highs/interfaces/highs_fortran_api.f90 +873 -0
- data/ext/lpsolver-highs/highs/io/Filereader.cpp +87 -0
- data/ext/lpsolver-highs/highs/io/Filereader.h +45 -0
- data/ext/lpsolver-highs/highs/io/FilereaderLp.cpp +539 -0
- data/ext/lpsolver-highs/highs/io/FilereaderLp.h +49 -0
- data/ext/lpsolver-highs/highs/io/FilereaderMps.cpp +86 -0
- data/ext/lpsolver-highs/highs/io/FilereaderMps.h +27 -0
- data/ext/lpsolver-highs/highs/io/HMPSIO.cpp +1001 -0
- data/ext/lpsolver-highs/highs/io/HMPSIO.h +78 -0
- data/ext/lpsolver-highs/highs/io/HMpsFF.cpp +2113 -0
- data/ext/lpsolver-highs/highs/io/HMpsFF.h +245 -0
- data/ext/lpsolver-highs/highs/io/HighsIO.cpp +371 -0
- data/ext/lpsolver-highs/highs/io/HighsIO.h +118 -0
- data/ext/lpsolver-highs/highs/io/LoadOptions.cpp +60 -0
- data/ext/lpsolver-highs/highs/io/LoadOptions.h +24 -0
- data/ext/lpsolver-highs/highs/io/filereaderlp/LICENSE +19 -0
- data/ext/lpsolver-highs/highs/io/filereaderlp/builder.hpp +25 -0
- data/ext/lpsolver-highs/highs/io/filereaderlp/def.hpp +19 -0
- data/ext/lpsolver-highs/highs/io/filereaderlp/model.hpp +68 -0
- data/ext/lpsolver-highs/highs/io/filereaderlp/reader.cpp +1375 -0
- data/ext/lpsolver-highs/highs/io/filereaderlp/reader.hpp +10 -0
- data/ext/lpsolver-highs/highs/ipm/IpxSolution.h +32 -0
- data/ext/lpsolver-highs/highs/ipm/IpxWrapper.cpp +1526 -0
- data/ext/lpsolver-highs/highs/ipm/IpxWrapper.h +106 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu.h +161 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_factorize.c +132 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_factorize.h +247 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_get_factors.c +148 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_initialize.c +24 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_initialize.h +119 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_object.c +325 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_object.h +30 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_dense.c +46 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_for_update.c +79 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_sparse.c +63 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_update.c +44 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_update.h +125 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_build_factors.c +441 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_condest.c +124 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_def.h +39 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_dfs.c +141 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_factorize_bump.c +56 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_file.c +184 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_file.h +21 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_garbage_perm.c +53 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_initialize.c +56 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_internal.c +352 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_internal.h +220 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_list.h +173 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_markowitz.c +188 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_matrix_norm.c +51 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_pivot.c +1247 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_residual_test.c +155 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_setup_bump.c +198 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_singletons.c +511 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_solve_dense.c +129 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_solve_for_update.c +360 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_solve_sparse.c +284 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_solve_symbolic.c +48 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_solve_triangular.c +140 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_update.c +908 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/Auxiliary.cpp +301 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/Auxiliary.h +104 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/IntConfig.h +27 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/KrylovMethods.cpp +193 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/KrylovMethods.h +30 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/Log.cpp +60 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/Log.h +62 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/OrderingPrint.h +10 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/VectorOperations.cpp +117 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/VectorOperations.h +59 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/mycblas.h +85 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Analyse.cpp +1367 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Analyse.h +122 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/CallAndTimeBlas.cpp +114 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/CallAndTimeBlas.h +46 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/CliqueStack.cpp +82 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/CliqueStack.h +83 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DataCollector.cpp +326 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DataCollector.h +86 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DenseFact.h +48 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DenseFactHybrid.cpp +279 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DenseFactKernel.cpp +284 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DgemmParallel.cpp +38 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DgemmParallel.h +32 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/FactorHiGHS.cpp +57 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/FactorHiGHS.h +112 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/FactorHiGHSSettings.h +63 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Factorise.cpp +405 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Factorise.h +85 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/FormatHandler.cpp +46 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/FormatHandler.h +95 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/HybridHybridFormatHandler.cpp +238 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/HybridHybridFormatHandler.h +31 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/HybridSolveHandler.cpp +272 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/HybridSolveHandler.h +26 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/KrylovMethodsIpm.cpp +83 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/KrylovMethodsIpm.h +45 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Numeric.cpp +54 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Numeric.h +46 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/ReturnValues.h +19 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/SolveHandler.cpp +10 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/SolveHandler.h +48 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Swaps.cpp +70 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Swaps.h +19 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Symbolic.cpp +101 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Symbolic.h +220 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Timing.h +114 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Control.cpp +38 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Control.h +41 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/FactorHiGHSSolver.cpp +887 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/FactorHiGHSSolver.h +92 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Info.h +58 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/IpmData.cpp +8 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/IpmData.h +37 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Iterate.cpp +640 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Iterate.h +172 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/LinearSolver.h +81 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/LogHighs.cpp +71 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/LogHighs.h +33 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Model.cpp +403 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Model.h +136 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Options.h +35 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Parameters.h +63 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/PreProcess.cpp +646 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/PreProcess.h +94 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Refine.cpp +214 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Solver.cpp +1346 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Solver.h +338 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Status.h +88 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/basiclu_kernel.cc +71 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/basiclu_kernel.h +20 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/basiclu_wrapper.cc +299 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/basiclu_wrapper.h +47 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/basis.cc +966 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/basis.h +350 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/conjugate_residuals.cc +217 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/conjugate_residuals.h +74 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/control.cc +151 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/control.h +167 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/crossover.cc +479 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/crossover.h +157 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/diagonal_precond.cc +70 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/diagonal_precond.h +45 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/forrest_tomlin.cc +360 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/forrest_tomlin.h +102 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/guess_basis.cc +233 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/guess_basis.h +21 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/indexed_vector.cc +30 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/indexed_vector.h +113 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/info.cc +124 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/info.h +27 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/ipm.cc +897 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/ipm.h +94 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/ipx_c.cc +83 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/ipx_c.h +47 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/ipx_config.h +9 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/ipx_info.h +111 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/ipx_internal.h +89 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/ipx_parameters.h +76 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/ipx_status.h +57 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/iterate.cc +683 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/iterate.h +331 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver.cc +23 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver.h +70 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver_basis.cc +387 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver_basis.h +66 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver_diag.cc +120 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver_diag.h +48 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/linear_operator.cc +10 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/linear_operator.h +26 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/lp_solver.cc +686 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/lp_solver.h +204 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/lu_factorization.cc +131 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/lu_factorization.h +79 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/lu_update.cc +62 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/lu_update.h +129 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/maxvolume.cc +337 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/maxvolume.h +54 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/model.cc +1528 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/model.h +413 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/multistream.h +52 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/normal_matrix.cc +126 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/normal_matrix.h +44 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/power_method.h +44 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/sparse_matrix.cc +382 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/sparse_matrix.h +195 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/sparse_utils.cc +92 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/sparse_utils.h +58 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/splitted_normal_matrix.cc +117 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/starting_basis.cc +182 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/starting_basis.h +39 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/symbolic_invert.cc +183 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/symbolic_invert.h +29 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/timer.cc +16 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/timer.h +25 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/utils.cc +95 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/utils.h +37 -0
- data/ext/lpsolver-highs/highs/lp_data/HConst.h +430 -0
- data/ext/lpsolver-highs/highs/lp_data/HStruct.h +213 -0
- data/ext/lpsolver-highs/highs/lp_data/Highs.cpp +4949 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsAnalysis.h +23 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsCallback.cpp +323 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsCallback.h +104 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsCallbackStruct.h +70 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsDebug.cpp +54 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsDebug.h +34 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsDeprecated.cpp +181 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsIis.cpp +1290 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsIis.h +139 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsInfo.cpp +426 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsInfo.h +421 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsInfoDebug.cpp +175 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsInfoDebug.h +27 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsInterface.cpp +4344 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsLp.cpp +564 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsLp.h +97 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsLpSolverObject.h +47 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsLpUtils.cpp +3794 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsLpUtils.h +330 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsModelUtils.cpp +1650 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsModelUtils.h +129 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsOptions.cpp +1176 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsOptions.h +1715 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsRanging.cpp +733 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsRanging.h +43 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsSolution.cpp +2194 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsSolution.h +179 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsSolutionDebug.cpp +490 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsSolutionDebug.h +87 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsSolve.cpp +747 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsSolve.h +29 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsStatus.cpp +48 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsStatus.h +29 -0
- data/ext/lpsolver-highs/highs/lp_data/Iis.md +113 -0
- data/ext/lpsolver-highs/highs/meson.build +433 -0
- data/ext/lpsolver-highs/highs/mip/HighsCliqueTable.cpp +2236 -0
- data/ext/lpsolver-highs/highs/mip/HighsCliqueTable.h +329 -0
- data/ext/lpsolver-highs/highs/mip/HighsConflictPool.cpp +201 -0
- data/ext/lpsolver-highs/highs/mip/HighsConflictPool.h +109 -0
- data/ext/lpsolver-highs/highs/mip/HighsCutGeneration.cpp +1491 -0
- data/ext/lpsolver-highs/highs/mip/HighsCutGeneration.h +108 -0
- data/ext/lpsolver-highs/highs/mip/HighsCutPool.cpp +526 -0
- data/ext/lpsolver-highs/highs/mip/HighsCutPool.h +168 -0
- data/ext/lpsolver-highs/highs/mip/HighsDebugSol.cpp +313 -0
- data/ext/lpsolver-highs/highs/mip/HighsDebugSol.h +133 -0
- data/ext/lpsolver-highs/highs/mip/HighsDomain.cpp +3861 -0
- data/ext/lpsolver-highs/highs/mip/HighsDomain.h +657 -0
- data/ext/lpsolver-highs/highs/mip/HighsDomainChange.h +48 -0
- data/ext/lpsolver-highs/highs/mip/HighsDynamicRowMatrix.cpp +199 -0
- data/ext/lpsolver-highs/highs/mip/HighsDynamicRowMatrix.h +104 -0
- data/ext/lpsolver-highs/highs/mip/HighsFeasibilityJump.cpp +139 -0
- data/ext/lpsolver-highs/highs/mip/HighsGFkSolve.cpp +106 -0
- data/ext/lpsolver-highs/highs/mip/HighsGFkSolve.h +439 -0
- data/ext/lpsolver-highs/highs/mip/HighsImplications.cpp +915 -0
- data/ext/lpsolver-highs/highs/mip/HighsImplications.h +194 -0
- data/ext/lpsolver-highs/highs/mip/HighsLpAggregator.cpp +56 -0
- data/ext/lpsolver-highs/highs/mip/HighsLpAggregator.h +50 -0
- data/ext/lpsolver-highs/highs/mip/HighsLpRelaxation.cpp +1609 -0
- data/ext/lpsolver-highs/highs/mip/HighsLpRelaxation.h +361 -0
- data/ext/lpsolver-highs/highs/mip/HighsMipAnalysis.cpp +313 -0
- data/ext/lpsolver-highs/highs/mip/HighsMipAnalysis.h +71 -0
- data/ext/lpsolver-highs/highs/mip/HighsMipSolver.cpp +1002 -0
- data/ext/lpsolver-highs/highs/mip/HighsMipSolver.h +159 -0
- data/ext/lpsolver-highs/highs/mip/HighsMipSolverData.cpp +2936 -0
- data/ext/lpsolver-highs/highs/mip/HighsMipSolverData.h +313 -0
- data/ext/lpsolver-highs/highs/mip/HighsModkSeparator.cpp +267 -0
- data/ext/lpsolver-highs/highs/mip/HighsModkSeparator.h +60 -0
- data/ext/lpsolver-highs/highs/mip/HighsNodeQueue.cpp +443 -0
- data/ext/lpsolver-highs/highs/mip/HighsNodeQueue.h +312 -0
- data/ext/lpsolver-highs/highs/mip/HighsObjectiveFunction.cpp +124 -0
- data/ext/lpsolver-highs/highs/mip/HighsObjectiveFunction.h +71 -0
- data/ext/lpsolver-highs/highs/mip/HighsPathSeparator.cpp +549 -0
- data/ext/lpsolver-highs/highs/mip/HighsPathSeparator.h +39 -0
- data/ext/lpsolver-highs/highs/mip/HighsPrimalHeuristics.cpp +1673 -0
- data/ext/lpsolver-highs/highs/mip/HighsPrimalHeuristics.h +75 -0
- data/ext/lpsolver-highs/highs/mip/HighsPseudocost.cpp +129 -0
- data/ext/lpsolver-highs/highs/mip/HighsPseudocost.h +366 -0
- data/ext/lpsolver-highs/highs/mip/HighsRedcostFixing.cpp +316 -0
- data/ext/lpsolver-highs/highs/mip/HighsRedcostFixing.h +42 -0
- data/ext/lpsolver-highs/highs/mip/HighsSearch.cpp +1881 -0
- data/ext/lpsolver-highs/highs/mip/HighsSearch.h +241 -0
- data/ext/lpsolver-highs/highs/mip/HighsSeparation.cpp +186 -0
- data/ext/lpsolver-highs/highs/mip/HighsSeparation.h +41 -0
- data/ext/lpsolver-highs/highs/mip/HighsSeparator.cpp +39 -0
- data/ext/lpsolver-highs/highs/mip/HighsSeparator.h +60 -0
- data/ext/lpsolver-highs/highs/mip/HighsTableauSeparator.cpp +244 -0
- data/ext/lpsolver-highs/highs/mip/HighsTableauSeparator.h +34 -0
- data/ext/lpsolver-highs/highs/mip/HighsTransformedLp.cpp +563 -0
- data/ext/lpsolver-highs/highs/mip/HighsTransformedLp.h +63 -0
- data/ext/lpsolver-highs/highs/mip/MipTimer.h +544 -0
- data/ext/lpsolver-highs/highs/mip/feasibilityjump.hh +800 -0
- data/ext/lpsolver-highs/highs/model/HighsHessian.cpp +263 -0
- data/ext/lpsolver-highs/highs/model/HighsHessian.h +54 -0
- data/ext/lpsolver-highs/highs/model/HighsHessianUtils.cpp +584 -0
- data/ext/lpsolver-highs/highs/model/HighsHessianUtils.h +47 -0
- data/ext/lpsolver-highs/highs/model/HighsModel.cpp +46 -0
- data/ext/lpsolver-highs/highs/model/HighsModel.h +42 -0
- data/ext/lpsolver-highs/highs/parallel/HighsBinarySemaphore.h +108 -0
- data/ext/lpsolver-highs/highs/parallel/HighsCacheAlign.h +82 -0
- data/ext/lpsolver-highs/highs/parallel/HighsCombinable.h +116 -0
- data/ext/lpsolver-highs/highs/parallel/HighsMutex.h +124 -0
- data/ext/lpsolver-highs/highs/parallel/HighsParallel.h +128 -0
- data/ext/lpsolver-highs/highs/parallel/HighsRaceTimer.h +38 -0
- data/ext/lpsolver-highs/highs/parallel/HighsSchedulerConstants.h +19 -0
- data/ext/lpsolver-highs/highs/parallel/HighsSpinMutex.h +48 -0
- data/ext/lpsolver-highs/highs/parallel/HighsSplitDeque.h +606 -0
- data/ext/lpsolver-highs/highs/parallel/HighsTask.h +170 -0
- data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.cpp +43 -0
- data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.h +217 -0
- data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.cpp +848 -0
- data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.h +108 -0
- data/ext/lpsolver-highs/highs/pdlp/HiPdlpTimer.h +155 -0
- data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.cpp +141 -0
- data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.h +26 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/Diff +12 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/Meld +7 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/Merge +2 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/README.md +95 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/CMakeLists.txt +58 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cu +338 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cuh +319 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cu +386 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cuh +149 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cublas.c +154 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cuda_linalg.c +79 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp.h +16 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.c +214 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.c +802 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.c +148 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.c +124 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.c +425 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.c +1498 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.c +478 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.h +212 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/glbopts.h +342 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/defs.hpp +222 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.cc +231 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.hpp +61 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.cc +225 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.hpp +80 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cc +2798 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cu +497 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.hpp +358 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg_kernels.hpp +77 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdlp_gpu_debug.hpp +62 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.cc +132 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.hpp +96 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.cc +307 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.hpp +74 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/solver_results.hpp +65 -0
- data/ext/lpsolver-highs/highs/presolve/HPresolve.cpp +8511 -0
- data/ext/lpsolver-highs/highs/presolve/HPresolve.h +505 -0
- data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.cpp +239 -0
- data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.h +52 -0
- data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.cpp +1368 -0
- data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.h +943 -0
- data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.cpp +1921 -0
- data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.h +284 -0
- data/ext/lpsolver-highs/highs/presolve/ICrash.cpp +474 -0
- data/ext/lpsolver-highs/highs/presolve/ICrash.h +124 -0
- data/ext/lpsolver-highs/highs/presolve/ICrashUtil.cpp +267 -0
- data/ext/lpsolver-highs/highs/presolve/ICrashUtil.h +62 -0
- data/ext/lpsolver-highs/highs/presolve/ICrashX.cpp +173 -0
- data/ext/lpsolver-highs/highs/presolve/ICrashX.h +23 -0
- data/ext/lpsolver-highs/highs/presolve/PresolveComponent.cpp +45 -0
- data/ext/lpsolver-highs/highs/presolve/PresolveComponent.h +90 -0
- data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
- data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
- data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
- data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
- data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
- data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
- data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
- data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
- data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
- data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
- data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
- data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
- data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
- data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
- data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
- data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
- data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
- data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
- data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
- data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
- data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
- data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
- data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
- data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
- data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
- data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
- data/ext/lpsolver-highs/highs.pc.in +12 -0
- data/ext/lpsolver-highs/meson.build +198 -0
- data/ext/lpsolver-highs/meson_options.txt +31 -0
- data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
- data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
- data/ext/lpsolver-highs/nuget/README.md +38 -0
- data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
- data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
- data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
- data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
- data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
- data/ext/lpsolver-highs/pyproject.toml +221 -0
- data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
- data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
- data/ext/lpsolver-highs/version.rc.in +50 -0
- data/lib/lpsolver/highs +0 -0
- data/lib/lpsolver/model.rb +28 -4
- data/lib/lpsolver/native.so +0 -0
- data/lib/lpsolver/native_model.rb +261 -0
- data/lib/lpsolver/solution.rb +72 -7
- data/lib/lpsolver/version.rb +1 -1
- data/lpsolver.gemspec +4 -1
- metadata +1176 -4
|
@@ -0,0 +1,50 @@
|
|
|
1
|
+
|
|
2
|
+
|
|
3
|
+
#ifndef DEBUG
|
|
4
|
+
#define VER_DEBUG 0
|
|
5
|
+
#else
|
|
6
|
+
#define VER_DEBUG VS_FF_DEBUG
|
|
7
|
+
#endif
|
|
8
|
+
|
|
9
|
+
#define VS_FF_DEBUG 0x1L
|
|
10
|
+
#define VS_VERSION_INFO 0x1L
|
|
11
|
+
#define VS_FFI_FILEFLAGSMASK 0x17L
|
|
12
|
+
#define VOS__WINDOWS32 0x4L
|
|
13
|
+
#define VFT_DLL 0x2L
|
|
14
|
+
|
|
15
|
+
VS_VERSION_INFO VERSIONINFO
|
|
16
|
+
FILEVERSION @PROJECT_RC_VERSION@
|
|
17
|
+
PRODUCTVERSION @PROJECT_VERSION@
|
|
18
|
+
FILEFLAGSMASK VS_FFI_FILEFLAGSMASK
|
|
19
|
+
FILEFLAGS VER_DEBUG
|
|
20
|
+
FILEOS VOS__WINDOWS32
|
|
21
|
+
FILETYPE VFT_DLL
|
|
22
|
+
BEGIN
|
|
23
|
+
BLOCK "StringFileInfo"
|
|
24
|
+
BEGIN
|
|
25
|
+
BLOCK "040904b0"
|
|
26
|
+
BEGIN
|
|
27
|
+
VALUE "CompanyName", "HIGHS\0"
|
|
28
|
+
VALUE "FileDescription", "Commit @GITHASH@ compiled with @CMAKE_CXX_COMPILER_ID@ @CMAKE_CXX_COMPILER_VERSION@\0"
|
|
29
|
+
VALUE "FileVersion", "@PROJECT_VERSION@\0"
|
|
30
|
+
VALUE "InternalName", "highs\0"
|
|
31
|
+
VALUE "LegalCopyright", "Copyright (c) 2024 HiGHS. All rights reserved.\0"
|
|
32
|
+
VALUE "Licence", "MIT\0"
|
|
33
|
+
VALUE "Info", "https://highs.dev/\0"
|
|
34
|
+
VALUE "ProductName", "Highs\0"
|
|
35
|
+
VALUE "ProductVersion", "@PROJECT_VERSION@\0"
|
|
36
|
+
END
|
|
37
|
+
END
|
|
38
|
+
|
|
39
|
+
BLOCK "VarFileInfo"
|
|
40
|
+
BEGIN
|
|
41
|
+
/* The following line should only be modified for localized versions. */
|
|
42
|
+
/* It consists of any number of WORD,WORD pairs, with each pair */
|
|
43
|
+
/* describing a language,codepage combination supported by the file. */
|
|
44
|
+
/* */
|
|
45
|
+
/* For example, a file might have values "0x409,1252" indicating that it */
|
|
46
|
+
/* supports English language (0x409) in the Windows ANSI codepage (1252). */
|
|
47
|
+
|
|
48
|
+
VALUE "Translation", 0x409, 1252
|
|
49
|
+
END
|
|
50
|
+
END
|
data/lib/lpsolver/highs
ADDED
|
Binary file
|
data/lib/lpsolver/model.rb
CHANGED
|
@@ -72,12 +72,25 @@ module LpSolver
|
|
|
72
72
|
class Model
|
|
73
73
|
# The path to the HiGHS binary.
|
|
74
74
|
#
|
|
75
|
-
#
|
|
76
|
-
#
|
|
77
|
-
#
|
|
75
|
+
# Resolution order:
|
|
76
|
+
# 1. HIGHS_PATH environment variable
|
|
77
|
+
# 2. Bundled binary at lib/lpsolver/highs (from rake compile)
|
|
78
|
+
# 3. 'highs' on system PATH
|
|
78
79
|
#
|
|
79
80
|
# @return [String] The path to the HiGHS executable.
|
|
80
|
-
HIGHS_PATH =
|
|
81
|
+
HIGHS_PATH = begin
|
|
82
|
+
env_path = ENV.fetch('HIGHS_PATH', nil)
|
|
83
|
+
if env_path
|
|
84
|
+
env_path
|
|
85
|
+
else
|
|
86
|
+
bundled = File.expand_path('../../lib/lpsolver/highs', __dir__)
|
|
87
|
+
if File.exist?(bundled)
|
|
88
|
+
bundled
|
|
89
|
+
else
|
|
90
|
+
'highs'
|
|
91
|
+
end
|
|
92
|
+
end
|
|
93
|
+
end
|
|
81
94
|
|
|
82
95
|
# Creates a new empty LP/QP/MIP model.
|
|
83
96
|
#
|
|
@@ -420,6 +433,17 @@ module LpSolver
|
|
|
420
433
|
File.write(filename, to_lp)
|
|
421
434
|
end
|
|
422
435
|
|
|
436
|
+
# Returns all variables defined in this model.
|
|
437
|
+
#
|
|
438
|
+
# @return [Hash{Symbol => Variable}] Maps variable names (Symbols) to
|
|
439
|
+
# their Variable objects.
|
|
440
|
+
# @example
|
|
441
|
+
# model.variables
|
|
442
|
+
# # => { :x => @x(0), :y => @y(1) }
|
|
443
|
+
def variables
|
|
444
|
+
@variables
|
|
445
|
+
end
|
|
446
|
+
|
|
423
447
|
private
|
|
424
448
|
|
|
425
449
|
# Looks up a variable name by its internal index.
|
|
Binary file
|
|
@@ -0,0 +1,261 @@
|
|
|
1
|
+
# frozen_string_literal: true
|
|
2
|
+
|
|
3
|
+
module LpSolver
|
|
4
|
+
# A native (C extension) backed model solver for HiGHS.
|
|
5
|
+
#
|
|
6
|
+
# This class uses the native C extension to call HiGHS directly,
|
|
7
|
+
# bypassing the LP file serialization overhead of the CLI approach.
|
|
8
|
+
# It requires the native extension to be compiled and linked against
|
|
9
|
+
# the HiGHS library.
|
|
10
|
+
#
|
|
11
|
+
# @note This is a prototype. The native extension must be compiled
|
|
12
|
+
# separately using `rake compile` or `ruby ext/lpsolver/extconf.rb && make`.
|
|
13
|
+
#
|
|
14
|
+
# @example Basic usage
|
|
15
|
+
# require 'lpsolver/native_model'
|
|
16
|
+
#
|
|
17
|
+
# model = LpSolver::NativeModel.new
|
|
18
|
+
# x = model.add_variable(:x, lb: 0)
|
|
19
|
+
# y = model.add_variable(:y, lb: 0)
|
|
20
|
+
#
|
|
21
|
+
# model.add_constraint(:c1, (x + y) >= 4)
|
|
22
|
+
# solution = model.minimize!(x * 3 + y * 5)
|
|
23
|
+
#
|
|
24
|
+
# puts solution[:x] # => 4.0
|
|
25
|
+
#
|
|
26
|
+
# @example With MIP
|
|
27
|
+
# model = LpSolver::NativeModel.new
|
|
28
|
+
# x = model.add_variable(:x, lb: 0, integer: true)
|
|
29
|
+
# y = model.add_variable(:y, lb: 0, integer: true)
|
|
30
|
+
#
|
|
31
|
+
# model.add_constraint(:c1, (x + y) == 10)
|
|
32
|
+
# solution = model.minimize!(x * 2 + y * 3)
|
|
33
|
+
#
|
|
34
|
+
# puts solution[:x] # => 10.0
|
|
35
|
+
class NativeModel
|
|
36
|
+
# @return [String] A descriptive name for this model.
|
|
37
|
+
attr_reader :name
|
|
38
|
+
|
|
39
|
+
# @return [Hash{Symbol => Variable}] All variables in the model.
|
|
40
|
+
attr_reader :variables
|
|
41
|
+
|
|
42
|
+
# @return [Array<Hash>] Constraint data for each constraint.
|
|
43
|
+
attr_reader :constraints
|
|
44
|
+
|
|
45
|
+
# @return [Symbol] Optimization sense (:minimize or :maximize).
|
|
46
|
+
attr_reader :sense
|
|
47
|
+
|
|
48
|
+
# @return [Hash{Integer => Float}] Linear objective coefficients.
|
|
49
|
+
attr_reader :objective
|
|
50
|
+
|
|
51
|
+
# @return [Array<[Integer, Integer, Float]>] Quadratic terms (for QP).
|
|
52
|
+
attr_reader :quadratic_terms
|
|
53
|
+
|
|
54
|
+
# Creates a new empty model.
|
|
55
|
+
#
|
|
56
|
+
# @param name [String] An optional name for this model.
|
|
57
|
+
def initialize(name = nil)
|
|
58
|
+
@name = name || 'untitled'
|
|
59
|
+
@variables = {}
|
|
60
|
+
@constraints = []
|
|
61
|
+
@var_counter = 0
|
|
62
|
+
@sense = :minimize
|
|
63
|
+
@objective = {}
|
|
64
|
+
@quadratic_terms = []
|
|
65
|
+
@var_types = {}
|
|
66
|
+
@var_bounds = {}
|
|
67
|
+
end
|
|
68
|
+
|
|
69
|
+
# Adds a variable to the model.
|
|
70
|
+
#
|
|
71
|
+
# @param name [Symbol, String] The variable name.
|
|
72
|
+
# @param lb [Float] Lower bound (default: 0.0).
|
|
73
|
+
# @param ub [Float] Upper bound (default: Float::INFINITY).
|
|
74
|
+
# @param integer [Boolean] Whether the variable must be integer (default: false).
|
|
75
|
+
# @return [Variable] The variable object.
|
|
76
|
+
def add_variable(name, lb: 0.0, ub: Float::INFINITY, integer: false)
|
|
77
|
+
name = name.to_sym
|
|
78
|
+
idx = @var_counter
|
|
79
|
+
var = Variable.new(idx, name)
|
|
80
|
+
@variables[name] = var
|
|
81
|
+
@var_types[name] = integer ? 1 : 0
|
|
82
|
+
@var_bounds[name] = [lb, ub]
|
|
83
|
+
@var_counter += 1
|
|
84
|
+
var
|
|
85
|
+
end
|
|
86
|
+
|
|
87
|
+
# Adds a constraint to the model.
|
|
88
|
+
#
|
|
89
|
+
# @param name [Symbol, String] The constraint name.
|
|
90
|
+
# @param expr [ConstraintSpec] The constraint specification.
|
|
91
|
+
# @return [Symbol] The constraint name.
|
|
92
|
+
def add_constraint(name, expr)
|
|
93
|
+
name = name.to_sym
|
|
94
|
+
lb_val, ub_val = expr.bounds
|
|
95
|
+
data_expr = expr.expr
|
|
96
|
+
|
|
97
|
+
@constraints << {
|
|
98
|
+
name: name,
|
|
99
|
+
lb: lb_val,
|
|
100
|
+
ub: ub_val,
|
|
101
|
+
expr: data_expr
|
|
102
|
+
}
|
|
103
|
+
name
|
|
104
|
+
end
|
|
105
|
+
|
|
106
|
+
# Sets the optimization sense to minimization.
|
|
107
|
+
#
|
|
108
|
+
# @return [void]
|
|
109
|
+
def minimize
|
|
110
|
+
@sense = :minimize
|
|
111
|
+
end
|
|
112
|
+
|
|
113
|
+
# Sets the optimization sense to maximization.
|
|
114
|
+
#
|
|
115
|
+
# @return [void]
|
|
116
|
+
def maximize
|
|
117
|
+
@sense = :maximize
|
|
118
|
+
end
|
|
119
|
+
|
|
120
|
+
# Sets the objective function.
|
|
121
|
+
#
|
|
122
|
+
# @param objective [LinearExpression, QuadraticExpression] The objective.
|
|
123
|
+
# @return [void]
|
|
124
|
+
def set_objective(objective)
|
|
125
|
+
if objective.is_a?(QuadraticExpression)
|
|
126
|
+
@objective = objective.linear_terms.transform_values(&:to_f)
|
|
127
|
+
@quadratic_terms = objective.hessian_entries
|
|
128
|
+
elsif objective.is_a?(LinearExpression)
|
|
129
|
+
@objective = objective.terms.transform_values(&:to_f)
|
|
130
|
+
@quadratic_terms = []
|
|
131
|
+
end
|
|
132
|
+
end
|
|
133
|
+
|
|
134
|
+
# Solves the model using the native extension.
|
|
135
|
+
#
|
|
136
|
+
# @return [Solution] The solution object.
|
|
137
|
+
# @raise [SolverError] If the solver encounters an error.
|
|
138
|
+
# @raise [LoadError] If the native extension is not available.
|
|
139
|
+
def solve
|
|
140
|
+
unless defined?(LpSolver::Native)
|
|
141
|
+
raise LoadError, 'Native extension not available. Compile with: rake compile'
|
|
142
|
+
end
|
|
143
|
+
|
|
144
|
+
num_col = @var_counter
|
|
145
|
+
num_row = @constraints.size
|
|
146
|
+
|
|
147
|
+
# Build column arrays
|
|
148
|
+
col_cost = Array.new(num_col, 0.0)
|
|
149
|
+
col_lower = Array.new(num_col)
|
|
150
|
+
col_upper = Array.new(num_col)
|
|
151
|
+
col_integrality = Array.new(num_col, 0)
|
|
152
|
+
|
|
153
|
+
@var_bounds.each do |name, (lb, ub)|
|
|
154
|
+
idx = @variables[name].index
|
|
155
|
+
col_lower[idx] = lb
|
|
156
|
+
col_upper[idx] = ub
|
|
157
|
+
col_integrality[idx] = @var_types[name] || 0
|
|
158
|
+
end
|
|
159
|
+
|
|
160
|
+
@objective.each do |idx, coeff|
|
|
161
|
+
col_cost[idx] = coeff
|
|
162
|
+
end
|
|
163
|
+
|
|
164
|
+
# Build constraint arrays (sparse matrix in CSC format)
|
|
165
|
+
row_lower = Array.new(num_row)
|
|
166
|
+
row_upper = Array.new(num_row)
|
|
167
|
+
astart = Array.new(num_row + 1, 0)
|
|
168
|
+
aindex = []
|
|
169
|
+
avalues = []
|
|
170
|
+
nz_count = 0
|
|
171
|
+
|
|
172
|
+
@constraints.each_with_index do |constr, row_idx|
|
|
173
|
+
row_lower[row_idx] = constr[:lb]
|
|
174
|
+
row_upper[row_idx] = constr[:ub]
|
|
175
|
+
|
|
176
|
+
constr[:expr].each do |col_idx, coeff|
|
|
177
|
+
aindex << col_idx
|
|
178
|
+
avalues << coeff
|
|
179
|
+
astart[row_idx + 1] += 1
|
|
180
|
+
nz_count += 1
|
|
181
|
+
end
|
|
182
|
+
end
|
|
183
|
+
|
|
184
|
+
# Adjust astart to be cumulative
|
|
185
|
+
cumulative = 0
|
|
186
|
+
astart.each_with_index do |val, i|
|
|
187
|
+
old = astart[i]
|
|
188
|
+
astart[i] = cumulative
|
|
189
|
+
cumulative += val
|
|
190
|
+
end
|
|
191
|
+
|
|
192
|
+
# Determine sense
|
|
193
|
+
sense = @sense == :maximize ? :maximize : :minimize
|
|
194
|
+
|
|
195
|
+
# Build quadratic arrays (for QP)
|
|
196
|
+
q_start = [0]
|
|
197
|
+
q_index = []
|
|
198
|
+
q_values = []
|
|
199
|
+
|
|
200
|
+
@quadratic_terms.each do |i1, i2, coeff|
|
|
201
|
+
q_index << i2
|
|
202
|
+
q_values << coeff
|
|
203
|
+
q_start << q_index.size
|
|
204
|
+
end
|
|
205
|
+
|
|
206
|
+
# Call native solver
|
|
207
|
+
if @quadratic_terms.any?
|
|
208
|
+
result = LpSolver::Native.solve_qp(
|
|
209
|
+
num_col, num_row,
|
|
210
|
+
col_cost, col_lower, col_upper,
|
|
211
|
+
row_lower, row_upper,
|
|
212
|
+
astart, aindex, avalues,
|
|
213
|
+
q_start, q_index, q_values,
|
|
214
|
+
sense
|
|
215
|
+
)
|
|
216
|
+
else
|
|
217
|
+
result = LpSolver::Native.solve_lp(
|
|
218
|
+
num_col, num_row,
|
|
219
|
+
col_cost, col_lower, col_upper, col_integrality,
|
|
220
|
+
row_lower, row_upper,
|
|
221
|
+
astart, aindex, avalues,
|
|
222
|
+
sense
|
|
223
|
+
)
|
|
224
|
+
end
|
|
225
|
+
|
|
226
|
+
# Parse result
|
|
227
|
+
variables = {}
|
|
228
|
+
result[:col_value].each_with_index do |val, idx|
|
|
229
|
+
var_name = @variables.find { |_, v| v.index == idx }&.first
|
|
230
|
+
variables[var_name.to_s] = val if var_name
|
|
231
|
+
end
|
|
232
|
+
|
|
233
|
+
Solution.new(
|
|
234
|
+
variables: variables,
|
|
235
|
+
objective_value: result[:objective],
|
|
236
|
+
model_status: result[:status].to_s,
|
|
237
|
+
iterations: 0
|
|
238
|
+
)
|
|
239
|
+
end
|
|
240
|
+
|
|
241
|
+
# Sets the optimization sense, objective, and solves in one call.
|
|
242
|
+
#
|
|
243
|
+
# @param objective [LinearExpression, QuadraticExpression] The objective.
|
|
244
|
+
# @return [Solution] The solution object.
|
|
245
|
+
def minimize!(objective)
|
|
246
|
+
@sense = :minimize
|
|
247
|
+
set_objective(objective)
|
|
248
|
+
solve
|
|
249
|
+
end
|
|
250
|
+
|
|
251
|
+
# Sets the optimization sense, objective, and solves in one call.
|
|
252
|
+
#
|
|
253
|
+
# @param objective [LinearExpression, QuadraticExpression] The objective.
|
|
254
|
+
# @return [Solution] The solution object.
|
|
255
|
+
def maximize!(objective)
|
|
256
|
+
@sense = :maximize
|
|
257
|
+
set_objective(objective)
|
|
258
|
+
solve
|
|
259
|
+
end
|
|
260
|
+
end
|
|
261
|
+
end
|
data/lib/lpsolver/solution.rb
CHANGED
|
@@ -55,24 +55,89 @@ module LpSolver
|
|
|
55
55
|
|
|
56
56
|
# Retrieves the value of a variable by name.
|
|
57
57
|
#
|
|
58
|
-
# @param name [Symbol, String] The variable name
|
|
58
|
+
# @param name [Symbol, String, Variable] The variable name (Symbol, String,
|
|
59
|
+
# or Variable object).
|
|
59
60
|
# @return [Float] The optimal value of the variable.
|
|
60
61
|
# @raise [KeyError] If the variable name is not found in the solution.
|
|
61
62
|
# @example
|
|
62
|
-
# solution[:x]
|
|
63
|
+
# solution[:x] # => 4.0 (by symbol)
|
|
64
|
+
# solution['x'] # => 4.0 (by string)
|
|
65
|
+
# solution[x] # => 4.0 (by Variable object)
|
|
63
66
|
def [](name)
|
|
64
|
-
|
|
67
|
+
key = if name.is_a?(Variable)
|
|
68
|
+
name.name.to_s
|
|
69
|
+
else
|
|
70
|
+
name.to_s
|
|
71
|
+
end
|
|
72
|
+
variables[key]
|
|
65
73
|
end
|
|
66
74
|
|
|
67
75
|
# Retrieves values for multiple variables by name.
|
|
68
76
|
#
|
|
69
|
-
# @param *names [Symbol, String] The variable names to retrieve.
|
|
77
|
+
# @param *names [Symbol, String, Variable] The variable names to retrieve.
|
|
70
78
|
# @return [Array<Float>] An array of variable values in the same order.
|
|
71
79
|
# @example
|
|
72
|
-
# solution.values_at(:x, :y)
|
|
73
|
-
#
|
|
80
|
+
# solution.values_at(:x, :y) # => [4.0, 0.0]
|
|
81
|
+
# solution.values_at(x, y) # => [4.0, 0.0] (by Variable objects)
|
|
82
|
+
# solution.values_at(:x, y, 'z') # => [4.0, 0.0, 3.0] (mixed types)
|
|
74
83
|
def values_at(*names)
|
|
75
|
-
names.map { |name|
|
|
84
|
+
names.map { |name| self[name] }
|
|
85
|
+
end
|
|
86
|
+
|
|
87
|
+
# Returns all variables as a hash with Symbol keys.
|
|
88
|
+
#
|
|
89
|
+
# This is a convenience method that converts the internal String-keyed
|
|
90
|
+
# variables hash to a Symbol-keyed hash for easier Ruby-style access.
|
|
91
|
+
#
|
|
92
|
+
# @return [Hash{Symbol => Float}] Maps variable names (as symbols) to
|
|
93
|
+
# their optimal values.
|
|
94
|
+
# @example
|
|
95
|
+
# solution.all_variables
|
|
96
|
+
# # => { :x => 4.0, :y => 0.0 }
|
|
97
|
+
def all_variables
|
|
98
|
+
variables.transform_keys(&:to_sym)
|
|
99
|
+
end
|
|
100
|
+
|
|
101
|
+
# Returns the solution as a plain hash with Symbol keys.
|
|
102
|
+
#
|
|
103
|
+
# This is equivalent to #all_variables and is provided for Ruby
|
|
104
|
+
# convention compatibility.
|
|
105
|
+
#
|
|
106
|
+
# @return [Hash{Symbol => Float}] Maps variable names to values.
|
|
107
|
+
# @example
|
|
108
|
+
# solution.to_h # => { :x => 4.0, :y => 0.0 }
|
|
109
|
+
def to_h
|
|
110
|
+
all_variables
|
|
111
|
+
end
|
|
112
|
+
|
|
113
|
+
# Iterates over all variables and their optimal values.
|
|
114
|
+
#
|
|
115
|
+
# Yields each variable name (as a Symbol) and its value.
|
|
116
|
+
#
|
|
117
|
+
# @yieldparam name [Symbol] The variable name.
|
|
118
|
+
# @yieldparam value [Float] The optimal value of the variable.
|
|
119
|
+
# @return [self] self for chaining.
|
|
120
|
+
# @example
|
|
121
|
+
# solution.each_variable { |name, value| puts "#{name} = #{value}" }
|
|
122
|
+
def each_variable
|
|
123
|
+
all_variables.each { |name, value| yield name, value }
|
|
124
|
+
self
|
|
125
|
+
end
|
|
126
|
+
|
|
127
|
+
# Checks if a variable exists in the solution.
|
|
128
|
+
#
|
|
129
|
+
# @param name [Symbol, String, Variable] The variable name to check.
|
|
130
|
+
# @return [Boolean] True if the variable exists in the solution.
|
|
131
|
+
# @example
|
|
132
|
+
# solution.has_variable?(:x) # => true
|
|
133
|
+
# solution.has_variable?(:z) # => false
|
|
134
|
+
def has_variable?(name)
|
|
135
|
+
key = if name.is_a?(Variable)
|
|
136
|
+
name.name.to_s
|
|
137
|
+
else
|
|
138
|
+
name.to_s
|
|
139
|
+
end
|
|
140
|
+
variables.key?(key)
|
|
76
141
|
end
|
|
77
142
|
|
|
78
143
|
# Checks if the solution is feasible.
|
data/lib/lpsolver/version.rb
CHANGED
data/lpsolver.gemspec
CHANGED
|
@@ -22,8 +22,11 @@ Gem::Specification.new do |spec|
|
|
|
22
22
|
spec.metadata['documentation_uri'] = 'https://davidsiaw.github.io/lpsolver'
|
|
23
23
|
spec.metadata['rubygems_mfa_required'] = 'true'
|
|
24
24
|
|
|
25
|
-
spec.
|
|
25
|
+
spec.add_development_dependency 'rake-compiler', '~> 1.2'
|
|
26
|
+
|
|
27
|
+
spec.files = Dir['{exe,data,lib,ext}/**/*'] + %w[Gemfile lpsolver.gemspec README.md LICENSE.txt]
|
|
26
28
|
spec.bindir = 'exe'
|
|
27
29
|
spec.executables = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
|
|
28
30
|
spec.require_paths = ['lib']
|
|
31
|
+
spec.extensions = %w[ext/lpsolver/extconf.rb]
|
|
29
32
|
end
|