lpsolver 0.1.0 → 0.2.0

data/ext/lpsolver-highs/build/share/doc/HIGHS/README.md

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+# HiGHS - Linear optimization software
+
+<!-- ![Build Status](https://github.com/ERGO-Code/HiGHS/actions/workflows/build.yml/badge.svg) -->
+
+[![Build Status][fast_build_svg]][fast_build_link]
+[![Build Status][linux_build_svg]][linux_build_link]
+[![Build Status][macos_build_svg]][macos_build_link]
+[![Build Status][windows_build_svg]][windows_build_link]
+\
+[![Conan Center](https://img.shields.io/conan/v/highs)](https://conan.io/center/recipes/highs)
+\
+[![PyPi](https://img.shields.io/pypi/v/highspy.svg)](https://pypi.python.org/pypi/highspy)
+[![PyPi](https://img.shields.io/pypi/dm/highspy.svg)](https://pypi.python.org/pypi/highspy)
+\
+[![NuGet version](https://img.shields.io/nuget/v/Highs.Native.svg)](https://www.nuget.org/packages/Highs.Native)
+[![NuGet download](https://img.shields.io/nuget/dt/Highs.Native.svg)](https://www.nuget.org/packages/Highs.Native)
+
+[fast_build_svg]: https://github.com/ERGO-Code/HiGHS/actions/workflows/build-fast.yml/badge.svg
+[fast_build_link]: https://github.com/ERGO-Code/HiGHS/actions/workflows/build-fast.yml
+[linux_build_svg]: https://github.com/ERGO-Code/HiGHS/actions/workflows/build-linux.yml/badge.svg
+[linux_build_link]: https://github.com/ERGO-Code/HiGHS/actions/workflows/build-linux.yml
+[macos_build_svg]: https://github.com/ERGO-Code/HiGHS/actions/workflows/build-macos.yml/badge.svg
+[macos_build_link]: https://github.com/ERGO-Code/HiGHS/actions/workflows/build-macos.yml
+[windows_build_svg]: https://github.com/ERGO-Code/HiGHS/actions/workflows/build-windows.yml/badge.svg
+[windows_build_link]: https://github.com/ERGO-Code/HiGHS/actions/workflows/build-windows.yml
+
+- [About HiGHS](#about-highs)
+- [Documentation](#documentation)
+- [Installation](#installation)
+  - [Build from source using CMake](#build-from-source-using-cmake)
+  - [Build with Meson*](#build-with-meson)
+  - [Build with Nix*](#build-with-nix)
+  - [Precompiled binaries](#precompiled-binaries)
+- [Running HiGHS](#running-highs)
+- [Interfaces](#interfaces)
+  - [Python](#python)
+  - [C](#c)
+  - [CSharp](#csharp)
+  - [Fortran](#fortran)
+- [Reference](#reference)
+
+<a id="about-highs"></a>
+
+## About HiGHS
+
+HiGHS is a high performance serial and parallel solver for large scale sparse
+linear optimization problems of the form
+
+$$ \min \quad \dfrac{1}{2}x^TQx + c^Tx \qquad \textrm{s.t.}~ \quad L \leq Ax \leq U; \quad l \leq x \leq u $$
+
+where $Q$ must be positive semi-definite and, if $Q$ is zero, there may be a requirement that some of the variables take integer values. Thus HiGHS can solve linear programming (LP) problems, convex quadratic programming (QP) problems, and mixed integer programming (MIP) problems. It is mainly written in C++, but also has some C. It has been developed and tested on various Linux, MacOS and Windows installations. No third-party dependencies are required.
+
+HiGHS has primal and dual revised simplex solvers, originally written by Qi Huangfu and further developed by Julian Hall. It also has an interior point solver for LP written by Lukas Schork, an active set solver for QP written by Michael Feldmeier, and a MIP solver written by Leona Gottwald. Other features have been added by Julian Hall and Ivet Galabova, who manages the software engineering of HiGHS and interfaces to C, C#, FORTRAN, Julia and Python.
+
+Find out more about HiGHS at https://www.highs.dev.
+
+Although HiGHS is freely available under the MIT license, we would be pleased to learn about users' experience and give advice via email sent to highsopt@gmail.com.
+
+<a id="documentation"></a>
+
+## Documentation
+
+Documentation is available at https://ergo-code.github.io/HiGHS/.
+
+<a id="installation"></a>
+
+## Installation
+
+<a id="build-from-source-using-cmake"></a>
+
+### Build from source using CMake
+
+HiGHS uses CMake as build system, and requires at least version 3.15. To generate build files in a new subdirectory called 'build', run:
+
+```shell
+    cmake -S . -B build
+    cmake --build build
+```
+This installs the executable `bin/highs` and the library `lib/highs`.
+
+To test whether the compilation was successful, change into the build directory and run
+
+```shell
+    ctest
+```
+More details on building with CMake can be found in `HiGHS/cmake/README.md`.
+
+<a id="build-with-meson"></a>
+
+#### Build with Meson
+
+As an alternative, HiGHS can be installed using the `meson` build interface:
+``` sh
+meson setup bbdir -Dwith_tests=True
+meson test -C bbdir
+```
+_The meson build files are provided by the community and are not officially supported by the HiGHS development team._ **If you use this method and encounter issues, please consider contributing fixes or updates by checking the [HiGHS Contribution Guide](https://github.com/ERGO-Code/HiGHS/blob/master/CONTRIBUTING.md).**
+
+<a id="build-with-nix"></a>
+
+#### Build with Nix
+
+There is a nix flake that provides the `highs` binary:
+
+```shell
+nix run .
+```
+
+You can even run [without installing
+anything](https://determinate.systems/posts/nix-run/), supposing you have
+installed [nix](https://nixos.org/download.html):
+
+```shell
+nix run github:ERGO-Code/HiGHS
+```
+
+The nix flake also provides the python package:
+
+```shell
+nix build .#highspy
+tree result/
+```
+
+And a devShell for testing it:
+
+```shell
+nix develop .#highspy
+python
+>>> import highspy
+>>> highspy.Highs()
+```
+
+_The nix build files are provided by the community and are not officially supported by the HiGHS development team._
+
+<a id="precompiled-binaries"></a>
+
+### Precompiled binaries
+
+Precompiled static binaries are available at https://github.com/ERGO-Code/HiGHS/releases.
+
+Additionally, there is one package containing shared libraries for Windows x64.
+
+The `*-mit` binary packages contain HiGHS and are MIT-licenced.
+The `*-apache` binary packages contain HiGHS with HiPO and are Apache-licenced, due to the licensing of the dependencies of HiPO. For more information, see [THIRD_PARTY_NOTICES.md](https://github.com/ERGO-Code/HiGHS/blob/master/THIRD_PARTY_NOTICES.md).
+
+If you have any questions or requests for more platforms and binaries, please get in touch with us at hello@highs.dev.
+
+<a id="running-highs"></a>
+
+## Running HiGHS
+
+HiGHS can read MPS files and (CPLEX) LP files, and the following command
+solves the model in `ml.mps`
+
+```shell
+    highs ml.mps
+```
+#### Command line options
+
+When HiGHS is run from the command line, some fundamental option values may be
+specified directly. Many more may be specified via a file. Formally, the usage
+is:
+
+```shell
+$ bin/highs --help
+usage:
+      ./bin/highs [options] [file]
+
+options:
+      --model_file file          File of model to solve.
+      --options_file file        File containing HiGHS options.
+      --read_solution_file file  File of solution to read.
+      --read_basis_file text     File of initial basis to read.
+      --write_model_file text    File for writing out model.
+      --solution_file text       File for writing out solution.
+      --write_basis_file text    File for writing out final basis.
+      --presolve text            Set presolve option to:
+                                   "choose" * default
+                                   "on"
+                                   "off"
+      --solver text              Set solver option to:
+                                   "choose" * default
+                                   "simplex"
+                                   "ipm"
+      --parallel text            Set parallel option to:
+                                   "choose" * default
+                                   "on"
+                                   "off"
+      --run_crossover text       Set run_crossover option to:
+                                   "choose"
+                                   "on" * default
+                                   "off"
+      --time_limit float         Run time limit (seconds - double).
+      --random_seed int          Seed to initialize random number
+                                 generation.
+      --ranging text             Compute cost, bound, RHS and basic
+                                 solution ranging:
+                                   "on"
+                                   "off" * default
+  -v, --version                  Print version.
+  -h, --help                     Print help.
+
+```
+For a full list of options, see the [options page](https://ergo-code.github.io/HiGHS/stable/options/definitions/) of the documentation website.
+
+<a id="interfaces"></a>
+
+## Interfaces
+
+There are HiGHS interfaces for C, C#, FORTRAN, and Python in `HiGHS/highs/interfaces`, with example driver files in `HiGHS/examples/`. More on language and modelling interfaces can be found at https://ergo-code.github.io/HiGHS/stable/interfaces/other/.
+
+We are happy to give a reasonable level of support via email sent to highsopt@gmail.com.
+
+<a id="python"></a>
+
+### Python
+
+The python package `highspy` is a thin wrapper around HiGHS and is available on [PyPi](https://pypi.org/project/highspy/). It can be easily installed via `pip` by running
+
+```shell
+$ pip install highspy
+```
+
+Alternatively, `highspy` can be built from source.  Download the HiGHS source code and run
+
+```shell
+pip install .
+```
+from the root directory.
+
+The HiGHS C++ library no longer needs to be separately installed. The python package `highspy` depends on the `numpy` package and `numpy` will be installed as well, if it is not already present.
+
+The installation can be tested using the small example `HiGHS/examples/call_highs_from_python_highspy.py`.
+
+The [Google Colab Example Notebook](https://colab.research.google.com/drive/1JmHF53OYfU-0Sp9bzLw-D2TQyRABSjHb?usp=sharing) also demonstrates how to call `highspy`.
+
+<a id="c"></a>
+
+### C
+The C API is in `HiGHS/highs/interfaces/highs_c_api.h`. It is included in the default build. For more details, check out the documentation website https://ergo-code.github.io/HiGHS/.
+
+<a id="csharp"></a>
+
+### CSharp
+
+The nuget package Highs.Native is on https://www.nuget.org, at https://www.nuget.org/packages/Highs.Native/.
+
+It can be added to your C# project with `dotnet`
+
+```shell
+dotnet add package Highs.Native --version 1.14.0
+```
+
+The nuget package contains runtime libraries for
+
+* `win-x64`
+* `win-x32`
+* `linux-x64`
+* `linux-arm64`
+* `macos-x64`
+* `macos-arm64`
+
+Details for building locally can be found in `nuget/README.md`.
+
+<a id="fortran"></a>
+
+### Fortran
+
+The Fortran API is in `HiGHS/highs/interfaces/highs_fortran_api.f90`. It is *not* included in the default build. For more details, check out the documentation website https://ergo-code.github.io/HiGHS/.
+
+
+<a id="reference"></a>
+
+## Reference
+
+If you use HiGHS in an academic context, please acknowledge this and cite the following article.
+
+Parallelizing the dual revised simplex method
+Q. Huangfu and J. A. J. Hall
+Mathematical Programming Computation, 10 (1), 119-142, 2018.
+DOI: [10.1007/s12532-017-0130-5](https://link.springer.com/article/10.1007/s12532-017-0130-5)

data/ext/lpsolver-highs/build_webdemo.sh

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+# Webdemo
+# -------
+
+# HiGHS can directly be compiled into a single HTML file and used
+# in a browser. This requires `emscripten` to be installed from their website
+# (unfortunately, e.g. `sudo apt install emscripten` in Ubuntu Linux is broken):
+
+#     https://emscripten.org/docs/getting_started/downloads.html
+
+# Then, run
+
+#     sh build_webdemo.sh
+
+# This will create the file `build_webdemo/bin/highs.html`. For fast edit
+# iterations run
+
+#     find highs app | entr -rs 'make -C build_webdemo highs; echo'
+
+# This will rebuild `highs.html` every time a source file is modified (e.g.
+# from Visual Studio Code).
+
+script_path=$(realpath $(dirname $0))
+build_dir="build_webdemo"
+
+# interesting for Node.js: -sNODERAWFS=1, allows direct os filesystem access
+LDFLAGS=$(echo $(cat << EOF
+-sINVOKE_RUN=0
+-sMODULARIZE=1
+-sEXPORTED_RUNTIME_METHODS=['FS','callMain']
+-sEXPORT_NAME='HiGHS'
+-sSINGLE_FILE
+-sALLOW_MEMORY_GROWTH=1
+--shell-file ${script_path}/app/highs_webdemo_shell.html
+EOF
+))
+
+# compare https://stackoverflow.com/a/6481016
+physical_cores=$(grep ^cpu\\scores /proc/cpuinfo | uniq | awk '{print $4}')
+
+cd ${script_path} &&
+rm -rf ${build_dir} &&
+mkdir ${build_dir} &&
+cd ${build_dir} &&
+LDFLAGS=$LDFLAGS emcmake cmake .. \
+-DCMAKE_BUILD_TYPE=Release -DEMSCRIPTEN_HTML=on &&
+emmake make -j ${physical_cores}

data/ext/lpsolver-highs/check/Avgas.cpp

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+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/*                                                                       */
+/*    This file is part of the HiGHS linear optimization suite           */
+/*                                                                       */
+/*    Written and engineered 2008-2019 at the University of Edinburgh    */
+/*                                                                       */
+/*    Available as open-source under the MIT License                     */
+/*                                                                       */
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/**@file simplex/Avgas.cpp
+ * @brief Utilities for tests with AVGAS
+ */
+#include "Avgas.h"
+
+#include <cassert>
+#include <cstdio>  // For printf
+
+#include "lp_data/HConst.h"
+
+const bool dev_run = false;
+
+void Avgas::addRow(const HighsInt row, HighsInt& num_row, HighsInt& num_row_nz,
+                   std::vector<double>& rowLower, std::vector<double>& rowUpper,
+                   std::vector<HighsInt>& ARstart,
+                   std::vector<HighsInt>& ARindex,
+                   std::vector<double>& ARvalue) {
+  double lower;
+  double upper;
+  std::vector<HighsInt> index;
+  std::vector<double> value;
+  getRow(row, lower, upper, index, value);
+  rowLower.push_back(lower);
+  rowUpper.push_back(upper);
+  HighsInt num_nz = index.size();
+  ARstart.push_back(num_row_nz);
+  assert(HighsInt(ARstart.size()) == num_row + 1);
+  for (HighsInt iEl = 0; iEl < num_nz; iEl++) {
+    ARvalue.push_back(value[iEl]);
+    ARindex.push_back(index[iEl]);
+  }
+  num_row++;
+  num_row_nz += num_nz;
+}
+
+void Avgas::getRow(const HighsInt row, double& lower, double& upper,
+                   std::vector<HighsInt>& index, std::vector<double>& value) {
+  index.clear();
+  value.clear();
+  upper = kHighsInf;
+  if (row == 0) {
+    lower = -1;
+    index.push_back(0);
+    value.push_back(-1);
+    index.push_back(1);
+    value.push_back(-1);
+  } else if (row == 1) {
+    lower = -1;
+    index.push_back(2);
+    value.push_back(-1);
+    index.push_back(3);
+    value.push_back(-1);
+  } else if (row == 2) {
+    lower = -1;
+    index.push_back(4);
+    value.push_back(-1);
+    index.push_back(5);
+    value.push_back(-1);
+  } else if (row == 3) {
+    lower = -1;
+    index.push_back(6);
+    value.push_back(-1);
+    index.push_back(7);
+    value.push_back(-1);
+  } else if (row == 4) {
+    lower = -2;
+    index.push_back(0);
+    value.push_back(-1);
+    index.push_back(2);
+    value.push_back(-1);
+    index.push_back(4);
+    value.push_back(-1);
+    index.push_back(6);
+    value.push_back(-1);
+  } else if (row == 5) {
+    lower = -2;
+    index.push_back(1);
+    value.push_back(-1);
+    index.push_back(3);
+    value.push_back(-1);
+    index.push_back(5);
+    value.push_back(-1);
+    index.push_back(7);
+    value.push_back(-1);
+  } else if (row == 6) {
+    lower = 0;
+    index.push_back(0);
+    value.push_back(2);
+    index.push_back(2);
+    value.push_back(1);
+    index.push_back(6);
+    value.push_back(-1);
+  } else if (row == 7) {
+    lower = 0;
+    index.push_back(0);
+    value.push_back(5);
+    index.push_back(2);
+    value.push_back(3);
+    index.push_back(4);
+    value.push_back(-3);
+    index.push_back(6);
+    value.push_back(-1);
+  } else if (row == 8) {
+    lower = 0;
+    index.push_back(1);
+    value.push_back(1);
+    index.push_back(3);
+    value.push_back(-1);
+    index.push_back(5);
+    value.push_back(-3);
+    index.push_back(7);
+    value.push_back(-5);
+  } else if (row == 9) {
+    lower = 0;
+    index.push_back(1);
+    value.push_back(1);
+    index.push_back(5);
+    value.push_back(-3);
+    index.push_back(7);
+    value.push_back(-2);
+  } else {
+    if (dev_run) printf("Avgas: row %d out of range\n", static_cast<int>(row));
+  }
+}
+
+void Avgas::addCol(HighsInt col, HighsInt& num_col, HighsInt& num_col_nz,
+                   std::vector<double>& colCost, std::vector<double>& colLower,
+                   std::vector<double>& colUpper, std::vector<HighsInt>& Astart,
+                   std::vector<HighsInt>& Aindex, std::vector<double>& Avalue) {
+  double cost;
+  double lower;
+  double upper;
+  std::vector<HighsInt> index;
+  std::vector<double> value;
+  getCol(col, cost, lower, upper, index, value);
+  colCost.push_back(cost);
+  colLower.push_back(lower);
+  colUpper.push_back(upper);
+  HighsInt num_nz = index.size();
+  Astart.push_back(num_col_nz);
+  assert(HighsInt(Astart.size()) == num_col + 1);
+  for (HighsInt iEl = 0; iEl < num_nz; iEl++) {
+    Avalue.push_back(value[iEl]);
+    Aindex.push_back(index[iEl]);
+  }
+  num_col++;
+  num_col_nz += num_nz;
+}
+
+void Avgas::getCol(const HighsInt col, double& cost, double& lower,
+                   double& upper, std::vector<HighsInt>& index,
+                   std::vector<double>& value) {
+  index.clear();
+  value.clear();
+  lower = 0;
+  upper = 1;
+  if (col == 0) {
+    cost = 0;
+    index.push_back(0);
+    value.push_back(-1);
+    index.push_back(4);
+    value.push_back(-1);
+    index.push_back(6);
+    value.push_back(2);
+    index.push_back(7);
+    value.push_back(5);
+  } else if (col == 1) {
+    cost = -2;
+    index.push_back(0);
+    value.push_back(-1);
+    index.push_back(5);
+    value.push_back(-1);
+    index.push_back(8);
+    value.push_back(1);
+    index.push_back(9);
+    value.push_back(1);
+  } else if (col == 2) {
+    cost = -1;
+    index.push_back(1);
+    value.push_back(-1);
+    index.push_back(4);
+    value.push_back(-1);
+    index.push_back(6);
+    value.push_back(1);
+    index.push_back(7);
+    value.push_back(3);
+  } else if (col == 3) {
+    cost = -3;
+    index.push_back(1);
+    value.push_back(-1);
+    index.push_back(5);
+    value.push_back(-1);
+    index.push_back(8);
+    value.push_back(-1);
+  } else if (col == 4) {
+    cost = -2;
+    index.push_back(2);
+    value.push_back(-1);
+    index.push_back(4);
+    value.push_back(-1);
+    index.push_back(7);
+    value.push_back(-3);
+  } else if (col == 5) {
+    cost = -4;
+    index.push_back(2);
+    value.push_back(-1);
+    index.push_back(5);
+    value.push_back(-1);
+    index.push_back(8);
+    value.push_back(-3);
+    index.push_back(9);
+    value.push_back(-3);
+  } else if (col == 6) {
+    cost = -3;
+    index.push_back(3);
+    value.push_back(-1);
+    index.push_back(4);
+    value.push_back(-1);
+    index.push_back(6);
+    value.push_back(-1);
+    index.push_back(7);
+    value.push_back(-1);
+  } else if (col == 7) {
+    cost = -5;
+    index.push_back(3);
+    value.push_back(-1);
+    index.push_back(5);
+    value.push_back(-1);
+    index.push_back(8);
+    value.push_back(-5);
+    index.push_back(9);
+    value.push_back(-2);
+  } else {
+    if (dev_run) printf("Avgas: col %d out of range\n", static_cast<int>(col));
+  }
+}

data/ext/lpsolver-highs/check/Avgas.h

@@ -0,0 +1,44 @@
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/*                                                                       */
+/*    This file is part of the HiGHS linear optimization suite           */
+/*                                                                       */
+/*    Written and engineered 2008-2019 at the University of Edinburgh    */
+/*                                                                       */
+/*    Available as open-source under the MIT License                     */
+/*                                                                       */
+/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
+/**@file simplex/Avgas.h
+ * @brief Utilities for tests with AVGAS
+ */
+#ifndef SIMPLEX_AVGAS_H_
+#define SIMPLEX_AVGAS_H_
+
+#include <vector>
+
+#include "util/HighsInt.h"
+
+const HighsInt avgas_num_col = 8;
+const HighsInt avgas_num_row = 10;
+
+/**
+ * @brief Utilities for tests with AVGAS
+ */
+class Avgas {
+ public:
+  void addRow(const HighsInt row, HighsInt& num_row, HighsInt& num_row_nz,
+              std::vector<double>& rowLower, std::vector<double>& rowUpper,
+              std::vector<HighsInt>& ARstart, std::vector<HighsInt>& ARindex,
+              std::vector<double>& ARvalue);
+
+  void getRow(const HighsInt row, double& lower, double& upper,
+              std::vector<HighsInt>& index, std::vector<double>& value);
+
+  void addCol(const HighsInt col, HighsInt& num_col, HighsInt& num_col_nz,
+              std::vector<double>& colCost, std::vector<double>& colLower,
+              std::vector<double>& colUpper, std::vector<HighsInt>& Astart,
+              std::vector<HighsInt>& Aindex, std::vector<double>& Avalue);
+
+  void getCol(const HighsInt col, double& cost, double& lower, double& upper,
+              std::vector<HighsInt>& index, std::vector<double>& value);
+};
+#endif /* SIMPLEX_AVGAS_H_ */