lpsolver 0.1.0 → 0.2.0

data/ext/lpsolver-highs/build/include/highs/simplex/SimplexConst.h

@@ -0,0 +1,273 @@
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/*                                                                       */
+/*    This file is part of the HiGHS linear optimization suite           */
+/*                                                                       */
+/*    Available as open-source under the MIT License                     */
+/*                                                                       */
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/**@file lp_data/SimplexConst.h
+ * @brief Constants for HiGHS simplex solvers
+ */
+#ifndef SIMPLEX_SIMPLEXCONST_H_
+#define SIMPLEX_SIMPLEXCONST_H_
+
+#include "util/HighsInt.h"
+
+enum class SimplexAlgorithm { kNone = 0, kPrimal, kDual };
+
+enum SimplexStrategy {
+  kSimplexStrategyMin = 0,
+  kSimplexStrategyChoose = kSimplexStrategyMin,      // 0
+  kSimplexStrategyDual,                              // 1
+  kSimplexStrategyDualPlain = kSimplexStrategyDual,  // 1
+  kSimplexStrategyDualTasks,                         // 2
+  kSimplexStrategyDualMulti,                         // 3
+  kSimplexStrategyPrimal,                            // 4
+  kSimplexStrategyMax = kSimplexStrategyPrimal,
+  kSimplexStrategyNum
+};
+
+enum SimplexUnscaledSolutionStrategy {
+  kSimplexUnscaledSolutionStrategyMin = 0,
+  kSimplexUnscaledSolutionStrategyNone =
+      kSimplexUnscaledSolutionStrategyMin,  // 0
+  kSimplexUnscaledSolutionStrategyRefine,   // 1
+  kSimplexUnscaledSolutionStrategyDirect,   // 2
+  kSimplexUnscaledSolutionStrategyMax = kSimplexUnscaledSolutionStrategyDirect,
+  kSimplexUnscaledSolutionStrategyNum
+};
+
+enum SimplexSolvePhase {
+  kSolvePhaseMin = -3,
+  kSolvePhaseError = kSolvePhaseMin,   // -3
+  kSolvePhaseExit,                     // -2,
+  kSolvePhaseUnknown,                  // -1
+  kSolvePhaseOptimal,                  // 0
+  kSolvePhase1,                        // 1
+  kSolvePhase2,                        // 2
+  kSolvePhasePrimalInfeasibleCleanup,  // 3
+  kSolvePhaseOptimalCleanup,           // 4
+  kSolvePhaseTabooBasis,               // 5
+  kSolvePhaseMax = kSolvePhaseTabooBasis
+};
+
+enum SimplexCrashStrategy {
+  kSimplexCrashStrategyMin = 0,
+  kSimplexCrashStrategyOff = kSimplexCrashStrategyMin,
+  kSimplexCrashStrategyLtssfK,
+  kSimplexCrashStrategyLtssf = kSimplexCrashStrategyLtssfK,
+  kSimplexCrashStrategyBixby,
+  kSimplexCrashStrategyLtssfPri,
+  kSimplexCrashStrategyLtsfK,
+  kSimplexCrashStrategyLtsfPri,
+  kSimplexCrashStrategyLtsf,
+  kSimplexCrashStrategyBixbyNoNonzeroColCosts,
+  kSimplexCrashStrategyBasic,
+  kSimplexCrashStrategyTestSing,
+  kSimplexCrashStrategyMax = kSimplexCrashStrategyTestSing
+};
+
+enum SimplexEdgeWeightStrategy {
+  kSimplexEdgeWeightStrategyMin = -1,
+  kSimplexEdgeWeightStrategyChoose = kSimplexEdgeWeightStrategyMin,
+  kSimplexEdgeWeightStrategyDantzig,
+  kSimplexEdgeWeightStrategyDevex,
+  kSimplexEdgeWeightStrategySteepestEdge,
+  kSimplexEdgeWeightStrategyMax = kSimplexEdgeWeightStrategySteepestEdge
+};
+
+enum SimplexPriceStrategy {
+  kSimplexPriceStrategyMin = 0,
+  kSimplexPriceStrategyCol = kSimplexPriceStrategyMin,
+  kSimplexPriceStrategyRow,
+  kSimplexPriceStrategyRowSwitch,
+  kSimplexPriceStrategyRowSwitchColSwitch,
+  kSimplexPriceStrategyMax = kSimplexPriceStrategyRowSwitchColSwitch
+};
+
+enum SimplexPivotalRowRefinementStrategy {
+  kSimplexInfeasibilityProofRefinementMin = 0,
+  kSimplexInfeasibilityProofRefinementNo =
+      kSimplexInfeasibilityProofRefinementMin,
+  kSimplexInfeasibilityProofRefinementUnscaledLp,    // 1
+  kSimplexInfeasibilityProofRefinementAlsoScaledLp,  // 2
+  kSimplexInfeasibilityProofRefinementMax =
+      kSimplexInfeasibilityProofRefinementAlsoScaledLp
+};
+
+enum SimplexPrimalCorrectionStrategy {
+  kSimplexPrimalCorrectionStrategyNone = 0,
+  kSimplexPrimalCorrectionStrategyInRebuild,
+  kSimplexPrimalCorrectionStrategyAlways,
+  //  kSimplexPrimalCorrectionStrategyRefined
+};
+
+// Not an enum class since rebuild_reason is used in so many places
+enum RebuildReason {
+  kRebuildReasonCleanup = -1,
+  kRebuildReasonNo = 0,
+  kRebuildReasonUpdateLimitReached,               // 1
+  kRebuildReasonSyntheticClockSaysInvert,         // 2
+  kRebuildReasonPossiblyOptimal,                  // 3
+  kRebuildReasonPossiblyPhase1Feasible,           // 4
+  kRebuildReasonPossiblyPrimalUnbounded,          // 5
+  kRebuildReasonPossiblyDualUnbounded,            // 6
+  kRebuildReasonPossiblySingularBasis,            // 7
+  kRebuildReasonPrimalInfeasibleInPrimalSimplex,  // 8
+  kRebuildReasonChooseColumnFail,                 // 9
+  kRebuildReasonForceRefactor,                    // 10
+  kRebuildReasonExcessivePrimalValue,             // 11
+  kRebuildReasonCount
+};
+
+enum SimplexNlaOperation {
+  kSimplexNlaNull = -1,
+  kSimplexNlaBtranFull = 0,
+  kSimplexNlaPriceFull,
+  kSimplexNlaBtranBasicFeasibilityChange,
+  kSimplexNlaPriceBasicFeasibilityChange,
+  kSimplexNlaBtranEp,
+  kSimplexNlaPriceAp,
+  kSimplexNlaFtran,
+  kSimplexNlaFtranBfrt,
+  kSimplexNlaFtranDse,
+  kSimplexNlaBtranPse,
+  kNumSimplexNlaOperation
+};
+
+enum class EdgeWeightMode { kDantzig = 0, kDevex, kSteepestEdge, kCount };
+
+const HighsInt kDualTasksMinConcurrency = 3;
+const HighsInt kDualMultiMinConcurrency = 1;  // 2;
+
+// Simplex nonbasicFlag status for columns and rows. Don't use enum
+// class since they are used as HighsInt to replace conditional
+// statements by multiplication
+const int8_t kNonbasicFlagTrue = 1;   // Nonbasic
+const int8_t kNonbasicFlagFalse = 0;  // Basic
+const int8_t kIllegalFlagValue =
+    -99;  // Used to see whether valid flag value has been set
+
+// Simplex nonbasicMove status for columns and rows. Don't use enum
+// class since they are used in conditional statements
+const int8_t kNonbasicMoveUp = 1;   // Free to move (only) up
+const int8_t kNonbasicMoveDn = -1;  // Free to move (only) down
+const int8_t kNonbasicMoveZe = 0;   // Fixed or free to move up and down
+const int8_t kIllegalMoveValue =
+    -99;  // Used to see whether valid move value has been set
+
+// Threshold for accepting updated DSE weight
+const double kAcceptDseWeightThreshold = 0.25;
+
+const double kMinDualSteepestEdgeWeight = 1e-4;
+
+const HighsInt kNoRowSought = -2;
+const HighsInt kNoRowChosen = -1;
+
+const HighsInt kNoRayIndex = -1;
+const HighsInt kNoRaySign = 0;
+
+// Switch to use code to check that, unless the basis supplied by the
+// MIP solver was alien, the simplex solver starts from dual
+// feasibility.
+const bool kDebugMipNodeDualFeasible = false;
+
+enum class LpAction {
+  kScale = 0,
+  kNewCosts,
+  kNewBounds,
+  kNewBasis,
+  kNewCols,
+  kNewRows,
+  kDelCols,
+  kDelNonbasicCols,
+  kDelRows,
+  kDelRowsBasisOk,
+  kScaledCol,
+  kScaledRow,
+  kBacktracking
+};
+
+enum class BadBasisChangeReason {
+  kAll = 0,
+  kSingular,
+  kCycling,
+  kFailedInfeasibilityProof
+};
+
+const HighsInt kAllowedNumBadDevexWeight = 3;
+const double kBadDevexWeightFactor = 3;
+
+//
+// Relation between HiGHS basis and Simplex basis
+//
+// Data structures
+// ===============
+//
+// HiGHS basis consists of vectors
+//
+// * col_status[numCol]
+// * row_status[numRow]
+//
+// Simplex basis consists of vectors
+//
+// * nonbasicMove[numTot]
+// * basicIndex[numRow]
+// * nonbasicFlag[numTot]
+//
+// where nonbasicFlag is duplicate information but is used to identify
+// whether a particular variable is basic or nonbasic.
+//
+// Basic variables
+// ===============
+//
+// Highs: *_status value of BASIC
+//
+// <=>
+//
+// Simplex: nonbasicFlag value of kNonbasicFlagFalse
+//
+// Nonbasic variables
+// ==================
+//
+// Relations complicated by the fact that
+//
+// * HiGHS   rows have bounds [ l,  u]
+// * Simplex rows have bounds [-u, -l]
+//
+// Nonbasic columns
+// ================
+//
+// Highs: col_status value of LOWER - at lower bound
+// <=>
+// Simplex: nonbasicMove value of kNonbasicMoveUp - [l, Inf] column free to
+// move up and negative dual
+//
+// Highs: col_status value of ZERO - at zero
+// =>
+// Simplex: nonbasicMove value of kNonbasicMoveZe - free variable treated
+// specially in simplex
+//
+// Highs: col_status value of UPPER - at upper bound
+// =>
+// Simplex: Either
+// * nonbasicMove value of kNonbasicMoveDn - [-Inf, u] column free to move down
+// and positive dual
+// * nonbasicMove value of kNonbasicMoveZe - [   l, u] column ?? and free dual
+//
+// Simplex: nonbasicMove value of kNonbasicMoveDn - [-Inf, u] column free to
+// move down and positive dual
+// =>
+// Highs: col_status value of UPPER - at upper bound
+//
+// Simplex: nonbasicMove value of kNonbasicMoveZe - [l, u] column ?? and free
+// dual
+// =>
+// Highs: Either
+// * col_status value of UPPER - at upper bound
+// * col_status value of ZERO - at zero
+//
+// Nonbasic rows
+// =============
+//
+#endif /* SIMPLEX_SIMPLEXCONST_H_ */

data/ext/lpsolver-highs/build/include/highs/simplex/SimplexStruct.h

@@ -0,0 +1,263 @@
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/*                                                                       */
+/*    This file is part of the HiGHS linear optimization suite           */
+/*                                                                       */
+/*    Available as open-source under the MIT License                     */
+/*                                                                       */
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/**@file lp_data/SimplexStruct.h
+ * @brief Structs for HiGHS simplex solvers
+ */
+#ifndef SIMPLEX_SIMPLEXSTRUCT_H_
+#define SIMPLEX_SIMPLEXSTRUCT_H_
+
+#include <cstdint>
+#include <vector>
+
+// #include "lp_data/HighsLp.h"
+#include "lp_data/HConst.h"
+#include "simplex/SimplexConst.h"
+
+struct SimplexBasis {
+  // The basis for the simplex method consists of basicIndex,
+  // nonbasicFlag and nonbasicMove. If HighsSimplexStatus has_basis
+  // is true then it is assumed that basicIndex_ and nonbasicFlag_ are
+  // self-consistent and correspond to the dimensions of an associated
+  // HighsLp, but the basis matrix B is not necessarily nonsingular.
+  std::vector<HighsInt> basicIndex_;
+  std::vector<int8_t> nonbasicFlag_;
+  std::vector<int8_t> nonbasicMove_;
+  //  std::vector<double> debug_dual;
+  uint64_t hash;
+  HighsInt debug_id = -1;
+  HighsInt debug_update_count = -1;
+  std::string debug_origin_name = "";
+  void clear();
+  void setup(const HighsInt num_col, const HighsInt num_row);
+};
+
+struct HighsSimplexStatus {
+  // Status of LP solved by the simplex method and its data
+  bool initialised_for_new_lp = false;
+  bool is_dualized = false;
+  bool is_permuted = false;
+  bool initialised_for_solve = false;
+  bool has_basis = false;      // The simplex LP has a valid simplex basis
+  bool has_ar_matrix = false;  // HEkk has the row-wise matrix
+  bool has_nla = false;        // SimplexNla is set up
+  bool has_dual_steepest_edge_weights = false;  // The DSE weights are known
+  bool has_invert =
+      false;  // The representation of B^{-1} corresponds to the current basis
+  bool has_fresh_invert = false;  // The representation of B^{-1} corresponds to
+                                  // the current basis and is fresh
+  bool has_fresh_rebuild = false;  // The data are fresh from rebuild
+  bool has_dual_objective_value =
+      false;  // The dual objective function value is known
+  bool has_primal_objective_value =
+      false;  // The dual objective function value is known
+};
+
+struct HighsSimplexInfo {
+  // Simplex information regarding primal solution, dual solution and
+  // objective for this Highs Model Object. This is information which
+  // should be retained from one run to the next in order to provide
+  // hot starts.
+  //
+  // Part of working model which are assigned and populated as much as
+  // possible when a model is being defined
+
+  // workCost: Originally just costs from the model but, in solve(), may
+  // be perturbed or set to alternative values in Phase I??
+  //
+  // workDual: Values of the dual variables corresponding to
+  // workCost. Latter not known until solve() is called since B^{-1}
+  // is required to compute them.
+  //
+  // workShift: Values added to workCost in order that workDual
+  // remains feasible, thereby remaining dual feasible in phase 2
+  //
+  std::vector<double> workCost_;
+  std::vector<double> workDual_;
+  std::vector<double> workShift_;
+
+  // workLower/workUpper: Originally just lower (upper) bounds from
+  // the model but, in solve(), may be perturbed or set to
+  // alternative values in Phase I??
+  //
+  // workRange: Distance between lower and upper bounds
+  //
+  // workValue: Values of the nonbasic variables corresponding to
+  // workLower/workUpper and the basis. Always known.
+  //
+  std::vector<double> workLower_;
+  std::vector<double> workUpper_;
+  std::vector<double> workRange_;
+  std::vector<double> workValue_;
+  std::vector<double> workLowerShift_;
+  std::vector<double> workUpperShift_;
+  //
+  // baseLower/baseUpper/baseValue: Lower and upper bounds on the
+  // basic variables and their values. Latter not known until solve()
+  // is called since B^{-1} is required to compute them.
+  //
+  std::vector<double> baseLower_;
+  std::vector<double> baseUpper_;
+  std::vector<double> baseValue_;
+  //
+  // Vectors of random reals for column cost perturbation, a random
+  // permutation of all indices for CHUZR and a random permutation of
+  // column indices for permuting the columns
+  std::vector<double> numTotRandomValue_;
+  std::vector<HighsInt> numTotPermutation_;
+  std::vector<HighsInt> numColPermutation_;
+
+  std::vector<HighsInt> devex_index_;
+
+  // Records of the row chosen by dual simplex or column chosen by
+  // primal simplex, plus the pivot values - since last revinversion
+  std::vector<HighsInt> index_chosen_;
+  std::vector<double> pivot_;
+
+  // Data for backtracking in the event of a singular basis
+  HighsInt phase1_backtracking_test_done = false;
+  HighsInt phase2_backtracking_test_done = false;
+  bool backtracking_ = false;
+  bool valid_backtracking_basis_ = false;
+  SimplexBasis backtracking_basis_;
+  HighsInt backtracking_basis_costs_shifted_;
+  HighsInt backtracking_basis_costs_perturbed_;
+  HighsInt backtracking_basis_bounds_shifted_;
+  HighsInt backtracking_basis_bounds_perturbed_;
+  std::vector<double> backtracking_basis_workShift_;
+  std::vector<double> backtracking_basis_workLowerShift_;
+  std::vector<double> backtracking_basis_workUpperShift_;
+  std::vector<double> backtracking_basis_edge_weight_;
+
+  // Options from HighsOptions for the simplex solver
+  HighsInt simplex_strategy;
+  HighsInt dual_edge_weight_strategy;
+  HighsInt primal_edge_weight_strategy;
+  HighsInt price_strategy;
+
+  double dual_simplex_cost_perturbation_multiplier;
+  double primal_simplex_phase1_cost_perturbation_multiplier = 1;
+  double primal_simplex_bound_perturbation_multiplier;
+  double factor_pivot_threshold;
+  HighsInt update_limit;
+
+  // Simplex control parameters from HSA
+  HighsInt control_iteration_count0;
+  double col_aq_density;
+  double row_ep_density;
+  double row_ap_density;
+  double row_DSE_density;
+  double col_steepest_edge_density;
+  double col_basic_feasibility_change_density;
+  double row_basic_feasibility_change_density;
+  double col_BFRT_density;
+  double primal_col_density;
+  double dual_col_density;
+  // For control of switch from DSE to Devex in dual simplex
+  bool allow_dual_steepest_edge_to_devex_switch;
+  double dual_steepest_edge_weight_log_error_threshold;
+  double costly_DSE_frequency;
+  HighsInt num_costly_DSE_iteration;
+  double costly_DSE_measure;
+
+  double average_log_low_DSE_weight_error;
+  double average_log_high_DSE_weight_error;
+  // Needed globally??
+
+  // Internal options - can't be changed externally
+  bool run_quiet = false;
+  bool store_squared_primal_infeasibility = false;
+
+  //  bool analyse_lp_solution = true;
+  // Options for reporting timing
+  bool report_simplex_inner_clock = false;
+  bool report_simplex_outer_clock = false;
+  bool report_simplex_phases_clock = false;
+  bool report_HFactor_clock = false;
+  // Option for analysing the LP simplex iterations, INVERT time and rebuild
+  // time
+  bool analyse_lp = false;
+  bool analyse_iterations = false;
+  bool analyse_invert_form = false;
+  //  bool analyse_invert_condition = false;
+  //  bool analyse_invert_time = false;
+  //  bool analyse_rebuild_time = false;
+
+  // Simplex runtime information
+  bool allow_cost_shifting = true;
+  bool allow_cost_perturbation = true;
+  bool allow_bound_perturbation = true;
+  bool costs_shifted = false;
+  bool costs_perturbed = false;
+  bool bounds_shifted = false;
+  bool bounds_perturbed = false;
+
+  HighsInt num_primal_infeasibilities = -1;
+  double max_primal_infeasibility;
+  double sum_primal_infeasibilities;
+  HighsInt num_dual_infeasibilities = -1;
+  double max_dual_infeasibility;
+  double sum_dual_infeasibilities;
+
+  // Records of cumulative iteration counts - updated at the end of a phase
+  HighsInt dual_phase1_iteration_count = 0;
+  HighsInt dual_phase2_iteration_count = 0;
+  HighsInt primal_phase1_iteration_count = 0;
+  HighsInt primal_phase2_iteration_count = 0;
+  HighsInt primal_bound_swap = 0;
+
+  // Starting values for use in reportSimplexPhaseIterations
+  HighsInt iteration_count0 = 0;
+  HighsInt dual_phase1_iteration_count0 = 0;
+  HighsInt dual_phase2_iteration_count0 = 0;
+  HighsInt primal_phase1_iteration_count0 = 0;
+  HighsInt primal_phase2_iteration_count0 = 0;
+  HighsInt primal_bound_swap0 = 0;
+
+  HighsInt min_concurrency = 1;
+  HighsInt num_concurrency = 1;
+  HighsInt max_concurrency = kSimplexConcurrencyLimit;
+
+  // Info on PAMI iterations
+  HighsInt multi_iteration = 0;
+
+  // Number of UPDATE operations performed - should be zeroed when INVERT is
+  // performed
+  HighsInt update_count;
+  // Value of dual objective - only set when computed from scratch in dual
+  // rebuild()
+  double dual_objective_value;
+  // Value of primal objective - only set when computed from scratch in primal
+  // rebuild()
+  double primal_objective_value;
+
+  // Value of dual objective that is updated in dual simplex solver
+  double updated_dual_objective_value;
+  // Value of primal objective that is updated in primal simplex solver
+  double updated_primal_objective_value;
+  // Number of logical variables in the basis
+  HighsInt num_basic_logicals;
+};
+
+struct HighsSimplexBadBasisChangeRecord {
+  bool taboo;
+  HighsInt row_out;
+  HighsInt variable_out;
+  HighsInt variable_in;
+  BadBasisChangeReason reason;
+  double save_value = 0.0;
+};
+
+struct HighsRayRecord {
+  HighsInt index;
+  HighsInt sign;
+  std::vector<double> value;
+  HighsRayRecord getRayRecord() const;
+  void setRayRecord(const HighsRayRecord& from_record);
+  void clear();
+};
+#endif /* SIMPLEX_SIMPLEXSTRUCT_H_ */