lpsolver 0.1.0 → 0.2.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (1165) hide show
  1. checksums.yaml +4 -4
  2. data/Gemfile +1 -0
  3. data/README.md +104 -26
  4. data/ext/lpsolver/Makefile +269 -0
  5. data/ext/lpsolver/ext.c +353 -0
  6. data/ext/lpsolver/ext.o +0 -0
  7. data/ext/lpsolver/extconf.rb +79 -0
  8. data/ext/lpsolver/native.so +0 -0
  9. data/ext/lpsolver-highs/AUTHORS +7 -0
  10. data/ext/lpsolver-highs/BUILD.bazel +243 -0
  11. data/ext/lpsolver-highs/CITATION.cff +29 -0
  12. data/ext/lpsolver-highs/CMakeCache.txt +406 -0
  13. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
  14. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
  15. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
  16. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
  17. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
  18. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
  19. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
  20. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
  21. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
  22. data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
  23. data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
  24. data/ext/lpsolver-highs/CMakeLists.txt +983 -0
  25. data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
  26. data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
  27. data/ext/lpsolver-highs/FEATURES.md +61 -0
  28. data/ext/lpsolver-highs/LICENSE.txt +21 -0
  29. data/ext/lpsolver-highs/MODULE.bazel +38 -0
  30. data/ext/lpsolver-highs/README.md +281 -0
  31. data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
  32. data/ext/lpsolver-highs/Version.txt +4 -0
  33. data/ext/lpsolver-highs/WORKSPACE +33 -0
  34. data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
  35. data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
  36. data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
  37. data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
  38. data/ext/lpsolver-highs/build/bin/highs +0 -0
  39. data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
  40. data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
  41. data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
  42. data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
  43. data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
  44. data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
  45. data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
  46. data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
  47. data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
  48. data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
  49. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
  50. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
  51. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
  52. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
  53. data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
  54. data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
  55. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
  56. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
  57. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
  58. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
  59. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
  60. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
  61. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
  62. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
  63. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
  64. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
  65. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
  66. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
  67. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
  68. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
  69. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
  70. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
  71. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
  72. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
  73. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
  74. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
  75. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
  76. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
  77. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
  78. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
  79. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
  80. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
  81. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
  82. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
  83. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
  84. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
  85. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
  86. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
  87. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
  88. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
  89. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
  90. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
  91. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
  92. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
  93. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
  94. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
  95. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
  96. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
  97. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
  98. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
  99. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
  100. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
  101. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
  102. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
  103. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
  104. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
  105. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
  106. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
  107. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
  108. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
  109. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
  110. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
  111. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
  112. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
  113. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
  114. data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
  115. data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
  116. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
  117. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
  118. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
  119. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
  120. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
  121. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
  122. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
  123. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
  124. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
  125. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
  126. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
  127. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
  128. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
  129. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
  130. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
  131. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
  132. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
  133. data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
  134. data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
  135. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
  136. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
  137. data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
  138. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
  139. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
  140. data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
  141. data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
  142. data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
  143. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
  144. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
  145. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
  146. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
  147. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
  148. data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
  149. data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
  150. data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
  151. data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
  152. data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
  153. data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
  154. data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
  155. data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
  156. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
  157. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
  158. data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
  159. data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
  160. data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
  161. data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
  162. data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
  163. data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
  164. data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
  165. data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
  166. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
  167. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
  168. data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
  169. data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
  170. data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
  171. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
  172. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
  173. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
  174. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
  175. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
  176. data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
  177. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
  178. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
  179. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  180. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  181. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  182. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  183. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  184. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  185. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  186. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  187. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  188. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
  189. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
  190. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
  191. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  192. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
  193. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
  194. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  195. data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
  196. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
  197. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
  198. data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
  199. data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
  200. data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
  201. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
  202. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
  203. data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
  204. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
  205. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
  206. data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
  207. data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
  208. data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
  209. data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
  210. data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
  211. data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
  212. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
  213. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
  214. data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
  215. data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
  216. data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
  217. data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
  218. data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
  219. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
  220. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
  221. data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
  222. data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
  223. data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
  224. data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
  225. data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
  226. data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
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  953. data/ext/lpsolver-highs/highs/parallel/HighsRaceTimer.h +38 -0
  954. data/ext/lpsolver-highs/highs/parallel/HighsSchedulerConstants.h +19 -0
  955. data/ext/lpsolver-highs/highs/parallel/HighsSpinMutex.h +48 -0
  956. data/ext/lpsolver-highs/highs/parallel/HighsSplitDeque.h +606 -0
  957. data/ext/lpsolver-highs/highs/parallel/HighsTask.h +170 -0
  958. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.cpp +43 -0
  959. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.h +217 -0
  960. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.cpp +848 -0
  961. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.h +108 -0
  962. data/ext/lpsolver-highs/highs/pdlp/HiPdlpTimer.h +155 -0
  963. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.cpp +141 -0
  964. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.h +26 -0
  965. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Diff +12 -0
  966. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Meld +7 -0
  967. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Merge +2 -0
  968. data/ext/lpsolver-highs/highs/pdlp/cupdlp/README.md +95 -0
  969. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/CMakeLists.txt +58 -0
  970. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cu +338 -0
  971. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cuh +319 -0
  972. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cu +386 -0
  973. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cuh +149 -0
  974. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cublas.c +154 -0
  975. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cuda_linalg.c +79 -0
  976. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp.h +16 -0
  977. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.c +214 -0
  978. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  979. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  980. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.c +802 -0
  981. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  982. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.c +148 -0
  983. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  984. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.c +124 -0
  985. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  986. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.c +425 -0
  987. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  988. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.c +1498 -0
  989. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  990. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.c +478 -0
  991. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  992. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  993. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.h +212 -0
  994. data/ext/lpsolver-highs/highs/pdlp/cupdlp/glbopts.h +342 -0
  995. data/ext/lpsolver-highs/highs/pdlp/hipdlp/defs.hpp +222 -0
  996. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.cc +231 -0
  997. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.hpp +61 -0
  998. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.cc +225 -0
  999. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.hpp +80 -0
  1000. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cc +2798 -0
  1001. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cu +497 -0
  1002. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  1003. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg_kernels.hpp +77 -0
  1004. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdlp_gpu_debug.hpp +62 -0
  1005. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.cc +132 -0
  1006. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.hpp +96 -0
  1007. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.cc +307 -0
  1008. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.hpp +74 -0
  1009. data/ext/lpsolver-highs/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  1010. data/ext/lpsolver-highs/highs/presolve/HPresolve.cpp +8511 -0
  1011. data/ext/lpsolver-highs/highs/presolve/HPresolve.h +505 -0
  1012. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.cpp +239 -0
  1013. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.h +52 -0
  1014. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.cpp +1368 -0
  1015. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.h +943 -0
  1016. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.cpp +1921 -0
  1017. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.h +284 -0
  1018. data/ext/lpsolver-highs/highs/presolve/ICrash.cpp +474 -0
  1019. data/ext/lpsolver-highs/highs/presolve/ICrash.h +124 -0
  1020. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.cpp +267 -0
  1021. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.h +62 -0
  1022. data/ext/lpsolver-highs/highs/presolve/ICrashX.cpp +173 -0
  1023. data/ext/lpsolver-highs/highs/presolve/ICrashX.h +23 -0
  1024. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.cpp +45 -0
  1025. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.h +90 -0
  1026. data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
  1027. data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
  1028. data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
  1029. data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
  1030. data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
  1031. data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
  1032. data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
  1033. data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
  1034. data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
  1035. data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
  1036. data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
  1037. data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
  1038. data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
  1039. data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
  1040. data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
  1041. data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
  1042. data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
  1043. data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
  1044. data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
  1045. data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
  1046. data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
  1047. data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
  1048. data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
  1049. data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
  1050. data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
  1051. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
  1052. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
  1053. data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
  1054. data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
  1055. data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
  1056. data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
  1057. data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
  1058. data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
  1059. data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
  1060. data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
  1061. data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
  1062. data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
  1063. data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
  1064. data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
  1065. data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
  1066. data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
  1067. data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
  1068. data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
  1069. data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
  1070. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
  1071. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
  1072. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
  1073. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
  1074. data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
  1075. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
  1076. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
  1077. data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
  1078. data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
  1079. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
  1080. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
  1081. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
  1082. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
  1083. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
  1084. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
  1085. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
  1086. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
  1087. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
  1088. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
  1089. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
  1090. data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
  1091. data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
  1092. data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
  1093. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
  1094. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
  1095. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
  1096. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
  1097. data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
  1098. data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
  1099. data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
  1100. data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
  1101. data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
  1102. data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
  1103. data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
  1104. data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
  1105. data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
  1106. data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
  1107. data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
  1108. data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
  1109. data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
  1110. data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
  1111. data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
  1112. data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
  1113. data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
  1114. data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
  1115. data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
  1116. data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
  1117. data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
  1118. data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
  1119. data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
  1120. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
  1121. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
  1122. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
  1123. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
  1124. data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
  1125. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
  1126. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
  1127. data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
  1128. data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
  1129. data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
  1130. data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
  1131. data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
  1132. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
  1133. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
  1134. data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
  1135. data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
  1136. data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
  1137. data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
  1138. data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
  1139. data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
  1140. data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
  1141. data/ext/lpsolver-highs/highs.pc.in +12 -0
  1142. data/ext/lpsolver-highs/meson.build +198 -0
  1143. data/ext/lpsolver-highs/meson_options.txt +31 -0
  1144. data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
  1145. data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
  1146. data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
  1147. data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
  1148. data/ext/lpsolver-highs/nuget/README.md +38 -0
  1149. data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
  1150. data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
  1151. data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
  1152. data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
  1153. data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
  1154. data/ext/lpsolver-highs/pyproject.toml +221 -0
  1155. data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
  1156. data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
  1157. data/ext/lpsolver-highs/version.rc.in +50 -0
  1158. data/lib/lpsolver/highs +0 -0
  1159. data/lib/lpsolver/model.rb +35 -7
  1160. data/lib/lpsolver/native.so +0 -0
  1161. data/lib/lpsolver/native_model.rb +261 -0
  1162. data/lib/lpsolver/solution.rb +93 -8
  1163. data/lib/lpsolver/version.rb +1 -1
  1164. data/lpsolver.gemspec +4 -1
  1165. metadata +1176 -4
@@ -0,0 +1,1406 @@
1
+ #include "HCheckConfig.h"
2
+ #include "Highs.h"
3
+ #include "SpecialLps.h"
4
+ #include "catch.hpp"
5
+
6
+ const bool dev_run = false;
7
+ const double double_equal_tolerance = 1e-5;
8
+
9
+ bool objectiveOk(const double optimal_objective,
10
+ const double require_optimal_objective,
11
+ const bool dev_run = false);
12
+
13
+ void solve(Highs& highs, std::string presolve,
14
+ const HighsModelStatus require_model_status,
15
+ const double require_optimal_objective = 0,
16
+ const double require_iteration_count = -1);
17
+ void distillationMIP(Highs& highs);
18
+ void rowlessMIP(Highs& highs);
19
+ void rowlessMIP1(Highs& highs);
20
+ void rowlessMIP2(Highs& highs);
21
+
22
+ TEST_CASE("MIP-distillation", "[highs_test_mip_solver]") {
23
+ Highs highs;
24
+ if (!dev_run) highs.setOptionValue("output_flag", false);
25
+ distillationMIP(highs);
26
+
27
+ highs.resetGlobalScheduler(true);
28
+ }
29
+
30
+ // Fails but the cases work separately in
31
+ // MIP-rowless-1 and
32
+ // MIP-rowless-2 below
33
+ // TEST_CASE("MIP-rowless", "[highs_test_mip_solver]") {
34
+ // Highs highs;
35
+ // if (!dev_run) highs.setOptionValue("output_flag", false);
36
+ // rowlessMIP(highs);
37
+ // }
38
+
39
+ TEST_CASE("MIP-rowless-1", "[highs_test_mip_solver]") {
40
+ Highs highs;
41
+ if (!dev_run) highs.setOptionValue("output_flag", false);
42
+ rowlessMIP1(highs);
43
+
44
+ highs.resetGlobalScheduler(true);
45
+ }
46
+
47
+ TEST_CASE("MIP-rowless-2", "[highs_test_mip_solver]") {
48
+ Highs highs;
49
+ if (!dev_run) highs.setOptionValue("output_flag", false);
50
+ rowlessMIP2(highs);
51
+
52
+ highs.resetGlobalScheduler(true);
53
+ }
54
+
55
+ TEST_CASE("MIP-solution-limit", "[highs_test_mip_solver]") {
56
+ std::string filename;
57
+ filename = std::string(HIGHS_DIR) + "/check/instances/rgn.mps";
58
+
59
+ Highs highs;
60
+ if (!dev_run) highs.setOptionValue("output_flag", false);
61
+ highs.readModel(filename);
62
+
63
+ highs.setOptionValue("presolve", kHighsOffString);
64
+ if (dev_run) highs.setOptionValue("log_dev_level", 1);
65
+
66
+ // Test for kSolutionLimit with mip_max_nodes
67
+ highs.setOptionValue("mip_max_nodes", 0);
68
+ highs.run();
69
+ REQUIRE(highs.getModelStatus() == HighsModelStatus::kSolutionLimit);
70
+ highs.setOptionValue("mip_max_nodes", kHighsIInf);
71
+ highs.clearSolver();
72
+
73
+ // Test for kSolutionLimit with mip_max_leaves
74
+ highs.setOptionValue("mip_max_leaves", 0);
75
+ highs.run();
76
+ REQUIRE(highs.getModelStatus() == HighsModelStatus::kSolutionLimit);
77
+ highs.setOptionValue("mip_max_leaves", kHighsIInf);
78
+ highs.clearSolver();
79
+
80
+ // Test for kSolutionLimit with mip_max_improving_sols
81
+ highs.setOptionValue("mip_max_improving_sols", 1);
82
+ highs.run();
83
+ REQUIRE(highs.getModelStatus() == HighsModelStatus::kSolutionLimit);
84
+ highs.setOptionValue("mip_max_improving_sols", kHighsIInf);
85
+ highs.clearSolver();
86
+
87
+ highs.resetGlobalScheduler(true);
88
+ }
89
+
90
+ TEST_CASE("MIP-integrality", "[highs_test_mip_solver]") {
91
+ std::string filename;
92
+ filename = std::string(HIGHS_DIR) + "/check/instances/avgas.mps";
93
+
94
+ Highs highs;
95
+ if (!dev_run) highs.setOptionValue("output_flag", false);
96
+ highs.readModel(filename);
97
+ highs.run();
98
+ highs.readModel(filename);
99
+ const HighsLp& lp = highs.getLp();
100
+ const HighsInfo& info = highs.getInfo();
101
+ vector<HighsVarType> integrality;
102
+ integrality.resize(lp.num_col_);
103
+ HighsInt from_col0 = 0;
104
+ HighsInt to_col0 = 2;
105
+ HighsInt from_col1 = 5;
106
+ HighsInt to_col1 = 7;
107
+ HighsInt num_set_entries = 6;
108
+ vector<HighsInt> set;
109
+ set.push_back(0);
110
+ set.push_back(7);
111
+ set.push_back(1);
112
+ set.push_back(5);
113
+ set.push_back(2);
114
+ set.push_back(6);
115
+ vector<HighsInt> mask;
116
+ mask.assign(lp.num_col_, 0);
117
+ for (HighsInt ix = 0; ix < num_set_entries; ix++) {
118
+ HighsInt iCol = set[ix];
119
+ mask[iCol] = 1;
120
+ integrality[ix] = HighsVarType::kInteger;
121
+ }
122
+ REQUIRE(highs.changeColsIntegrality(from_col0, to_col0, integrality.data()) ==
123
+ HighsStatus::kOk);
124
+ REQUIRE(highs.changeColsIntegrality(from_col1, to_col1, integrality.data()) ==
125
+ HighsStatus::kOk);
126
+ if (dev_run) {
127
+ highs.setOptionValue("log_dev_level", 3);
128
+ } else {
129
+ highs.setOptionValue("output_flag", false);
130
+ }
131
+ if (dev_run) highs.writeModel("");
132
+ highs.run();
133
+ if (dev_run) highs.writeSolution("", kSolutionStylePretty);
134
+ double optimal_objective = info.objective_function_value;
135
+ if (dev_run) printf("Objective = %g\n", optimal_objective);
136
+
137
+ // mip_node_count is always int64_t, so the following should be an
138
+ // error depending on whether HIGHSINT64 is set
139
+ HighsInt mip_node_count_int;
140
+ HighsStatus required_return_status = HighsStatus::kError;
141
+ #ifdef HIGHSINT64
142
+ required_return_status = HighsStatus::kOk;
143
+ #endif
144
+ REQUIRE(highs.getInfoValue("mip_node_count", mip_node_count_int) ==
145
+ required_return_status);
146
+ int64_t mip_node_count;
147
+ REQUIRE(highs.getInfoValue("mip_gap", mip_node_count) == HighsStatus::kError);
148
+ REQUIRE(highs.getInfoValue("mip_node_count", mip_node_count) ==
149
+ HighsStatus::kOk);
150
+ REQUIRE(mip_node_count == 1);
151
+
152
+ highs.clearModel();
153
+ if (!dev_run) highs.setOptionValue("output_flag", false);
154
+ highs.readModel(filename);
155
+ REQUIRE(highs.changeColsIntegrality(num_set_entries, set.data(),
156
+ integrality.data()) == HighsStatus::kOk);
157
+ if (dev_run) highs.writeModel("");
158
+ highs.run();
159
+ if (dev_run) highs.writeSolution("", kSolutionStylePretty);
160
+ REQUIRE(info.objective_function_value == optimal_objective);
161
+
162
+ integrality.assign(lp.num_col_, HighsVarType::kContinuous);
163
+ for (HighsInt ix = 0; ix < num_set_entries; ix++) {
164
+ HighsInt iCol = set[ix];
165
+ integrality[iCol] = HighsVarType::kInteger;
166
+ }
167
+
168
+ highs.clearModel();
169
+ if (!dev_run) highs.setOptionValue("output_flag", false);
170
+ highs.readModel(filename);
171
+ REQUIRE(highs.changeColsIntegrality(mask.data(), integrality.data()) ==
172
+ HighsStatus::kOk);
173
+ if (dev_run) highs.writeModel("");
174
+ highs.run();
175
+ if (dev_run) highs.writeSolution("", kSolutionStylePretty);
176
+ if (dev_run) highs.writeSolution("", kSolutionStyleRaw);
177
+ REQUIRE(info.objective_function_value == optimal_objective);
178
+
179
+ REQUIRE(info.mip_node_count == 1);
180
+ REQUIRE(fabs(info.mip_dual_bound + 6) < double_equal_tolerance);
181
+ REQUIRE(std::fabs(info.mip_gap) < 1e-12);
182
+
183
+ highs.resetGlobalScheduler(true);
184
+ }
185
+
186
+ TEST_CASE("MIP-clear-integrality", "[highs_test_mip_solver]") {
187
+ SpecialLps special_lps;
188
+ HighsLp lp;
189
+ HighsModelStatus require_model_status;
190
+ double optimal_objective;
191
+ special_lps.distillationMip(lp, require_model_status, optimal_objective);
192
+ Highs highs;
193
+ highs.setOptionValue("output_flag", dev_run);
194
+ highs.passModel(lp);
195
+ REQUIRE(highs.getLp().integrality_.size() > 0);
196
+ highs.clearIntegrality();
197
+ REQUIRE(highs.getLp().integrality_.size() == 0);
198
+ }
199
+
200
+ TEST_CASE("MIP-nmck", "[highs_test_mip_solver]") {
201
+ Highs highs;
202
+ if (!dev_run) highs.setOptionValue("output_flag", false);
203
+ HighsLp lp;
204
+ lp.num_col_ = 3;
205
+ lp.num_row_ = 2;
206
+ lp.col_cost_ = {-3, -2, -1};
207
+ lp.col_lower_ = {0, 0, 0};
208
+ lp.col_upper_ = {inf, inf, 1};
209
+ lp.row_lower_ = {-inf, 12};
210
+ lp.row_upper_ = {7, 12};
211
+ lp.a_matrix_.start_ = {0, 2, 4, 6};
212
+ lp.a_matrix_.index_ = {0, 1, 0, 1, 0, 1};
213
+ lp.a_matrix_.value_ = {1, 4, 1, 2, 1, 1};
214
+ lp.integrality_ = {HighsVarType::kContinuous, HighsVarType::kContinuous,
215
+ HighsVarType::kInteger};
216
+ REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
217
+ highs.setOptionValue("highs_debug_level", kHighsDebugLevelCheap);
218
+ if (dev_run) highs.setOptionValue("log_dev_level", 2);
219
+ HighsStatus return_status = highs.run();
220
+ REQUIRE(return_status == HighsStatus::kOk);
221
+ if (dev_run) highs.writeInfo("");
222
+ const HighsInfo& info = highs.getInfo();
223
+ REQUIRE(info.num_primal_infeasibilities == 0);
224
+ REQUIRE(info.max_primal_infeasibility == 0);
225
+ REQUIRE(info.sum_primal_infeasibilities == 0);
226
+
227
+ highs.resetGlobalScheduler(true);
228
+ }
229
+
230
+ TEST_CASE("MIP-maximize", "[highs_test_mip_solver]") {
231
+ SpecialLps special_lps;
232
+ HighsLp lp;
233
+ HighsModelStatus require_model_status;
234
+ double optimal_objective;
235
+ special_lps.distillationMip(lp, require_model_status, optimal_objective);
236
+ // Add an offset to make sure this is handled correctly
237
+ double offset = -20;
238
+ lp.offset_ = offset;
239
+ optimal_objective += offset;
240
+ Highs highs;
241
+ if (!dev_run) highs.setOptionValue("output_flag", false);
242
+ const HighsInfo& info = highs.getInfo();
243
+ const HighsOptions& options = highs.getOptions();
244
+ REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
245
+ REQUIRE(highs.run() == HighsStatus::kOk);
246
+ REQUIRE(std::abs(info.objective_function_value - optimal_objective) <
247
+ double_equal_tolerance);
248
+ REQUIRE(std::abs(info.objective_function_value - info.mip_dual_bound) <=
249
+ options.mip_abs_gap);
250
+ REQUIRE(std::abs(info.mip_gap) <= options.mip_rel_gap);
251
+
252
+ // Turn the problem into a maximization
253
+ for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) lp.col_cost_[iCol] *= -1;
254
+ lp.offset_ *= -1;
255
+ optimal_objective *= -1;
256
+ lp.sense_ = ObjSense::kMaximize;
257
+ REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
258
+ REQUIRE(highs.run() == HighsStatus::kOk);
259
+ REQUIRE(std::abs(info.objective_function_value - optimal_objective) <
260
+ double_equal_tolerance);
261
+ REQUIRE(std::abs(info.objective_function_value - info.mip_dual_bound) <=
262
+ options.mip_abs_gap);
263
+ REQUIRE(std::abs(info.mip_gap) <= options.mip_rel_gap);
264
+
265
+ highs.setOptionValue("solve_relaxation", true);
266
+ optimal_objective = -11.2;
267
+ REQUIRE(highs.run() == HighsStatus::kOk);
268
+ REQUIRE(std::abs(info.objective_function_value - optimal_objective) <
269
+ double_equal_tolerance);
270
+ highs.setOptionValue("solve_relaxation", false);
271
+
272
+ // Now test with a larger problem
273
+ const bool use_avgas = true;
274
+ const std::string model = use_avgas ? "avgas" : "dcmulti";
275
+ const std::string filename =
276
+ std::string(HIGHS_DIR) + "/check/instances/" + model + ".mps";
277
+ highs.readModel(filename);
278
+ optimal_objective = use_avgas ? -6.0 : 188182;
279
+ offset = 0; // 5;
280
+ optimal_objective += offset;
281
+ lp = highs.getLp();
282
+ lp.offset_ = offset;
283
+ // Turn the model into a maximization MIP
284
+ for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) {
285
+ lp.col_cost_[iCol] *= -1;
286
+ if (use_avgas) lp.integrality_.push_back(HighsVarType::kInteger);
287
+ }
288
+ lp.offset_ *= -1;
289
+ optimal_objective *= -1;
290
+ lp.sense_ = ObjSense::kMaximize;
291
+ REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
292
+ highs.setOptionValue("presolve", kHighsOffString);
293
+ highs.setOptionValue("mip_rel_gap", 0.0);
294
+
295
+ REQUIRE(highs.run() == HighsStatus::kOk);
296
+ if (dev_run) {
297
+ printf("optimal_objective = %11.4g\n", optimal_objective);
298
+ printf("info.objective_function_value = %11.4g\n",
299
+ info.objective_function_value);
300
+ printf("info.mip_dual_bound = %11.4g\n", info.mip_dual_bound);
301
+ printf("info.mip_gap = %11.4g\n", info.mip_gap);
302
+ }
303
+ REQUIRE(std::abs(info.objective_function_value - optimal_objective) <
304
+ double_equal_tolerance);
305
+ REQUIRE(std::abs(info.objective_function_value - info.mip_dual_bound) <=
306
+ options.mip_abs_gap);
307
+ REQUIRE(std::abs(info.mip_gap) <= options.mip_rel_gap);
308
+
309
+ highs.resetGlobalScheduler(true);
310
+ }
311
+
312
+ TEST_CASE("MIP-unbounded", "[highs_test_mip_solver]") {
313
+ Highs highs;
314
+ if (!dev_run) highs.setOptionValue("output_flag", false);
315
+ HighsLp lp;
316
+ HighsStatus return_status;
317
+ HighsModelStatus model_status;
318
+ // One-variable unbounded MIP from SciPy HiGHS MIP wrapper #28
319
+ lp.num_col_ = 1;
320
+ lp.num_row_ = 0;
321
+ lp.col_cost_ = {-1};
322
+ lp.col_lower_ = {0};
323
+ lp.col_upper_ = {inf};
324
+ lp.integrality_ = {HighsVarType::kInteger};
325
+
326
+ bool use_presolve = false;
327
+ HighsModelStatus require_model_status;
328
+ for (HighsInt k = 0; k < 2; k++) {
329
+ if (use_presolve) {
330
+ // With use_presolve = true, MIP solver returns
331
+ // HighsModelStatus::kUnboundedOrInfeasible from presolve
332
+ highs.setOptionValue("presolve", kHighsOnString);
333
+ require_model_status = HighsModelStatus::kUnboundedOrInfeasible;
334
+ } else {
335
+ // With use_presolve = false, MIP solver returns
336
+ // HighsModelStatus::kUnbounded, because the all-zeros trivial
337
+ // heuristic finds a feasible point
338
+ //
339
+ // Feasibility jump appears to find one before the all-zeros
340
+ // trivial heuristic
341
+ highs.setOptionValue("presolve", kHighsOffString);
342
+ require_model_status = HighsModelStatus::kUnbounded;
343
+ }
344
+ return_status = highs.passModel(lp);
345
+ REQUIRE(return_status == HighsStatus::kOk);
346
+
347
+ return_status = highs.run();
348
+ REQUIRE(return_status == HighsStatus::kOk);
349
+
350
+ model_status = highs.getModelStatus();
351
+ REQUIRE(model_status == require_model_status);
352
+
353
+ // Second time through loop is with presolve
354
+ use_presolve = true;
355
+ }
356
+ // Two-variable problem that is also primal unbounded as an LP, but
357
+ // primal infeasible as a MIP.
358
+ //
359
+ // min -x subject to x+2y>=1, x>=0; 1/4 <= y <= 3/4; y\in{0,1}
360
+ //
361
+ // First the LP - unbounded
362
+ lp.clear();
363
+ lp.num_col_ = 2;
364
+ lp.num_row_ = 1;
365
+ lp.col_cost_ = {-1, 0};
366
+ lp.col_lower_ = {0, 0.25};
367
+ lp.col_upper_ = {inf, 0.75};
368
+ lp.row_lower_ = {1};
369
+ lp.row_upper_ = {inf};
370
+ lp.a_matrix_.start_ = {0, 2};
371
+ lp.a_matrix_.index_ = {0, 1};
372
+ lp.a_matrix_.value_ = {1, 2};
373
+ lp.a_matrix_.format_ = MatrixFormat::kRowwise;
374
+
375
+ use_presolve = false;
376
+ for (HighsInt k = 0; k < 2; k++) {
377
+ if (use_presolve) {
378
+ // With use_presolve = true, LP solver returns
379
+ // HighsModelStatus::kUnbounded because it solves the LP after
380
+ // presolve has returned
381
+ highs.setOptionValue("presolve", kHighsOnString);
382
+ require_model_status = HighsModelStatus::kUnbounded;
383
+ } else {
384
+ // With use_presolve = false, LP solver returns
385
+ // HighsModelStatus::kUnbounded
386
+ highs.setOptionValue("presolve", kHighsOffString);
387
+ require_model_status = HighsModelStatus::kUnbounded;
388
+ }
389
+
390
+ return_status = highs.passModel(lp);
391
+ REQUIRE(return_status == HighsStatus::kOk);
392
+
393
+ return_status = highs.run();
394
+ REQUIRE(return_status == HighsStatus::kOk);
395
+
396
+ model_status = highs.getModelStatus();
397
+ REQUIRE(model_status == require_model_status);
398
+
399
+ // Second time through loop is with presolve
400
+ use_presolve = true;
401
+ }
402
+
403
+ // Now as a MIP - infeasible
404
+ lp.integrality_ = {HighsVarType::kContinuous, HighsVarType::kInteger};
405
+ // With(out) presolve, Highs::infeasibleBoundsOk() performs inward
406
+ // integer rounding of [0.25, 0.75] to [1, 0] so identifes
407
+ // infeasiblility. Hence MIP solver returns
408
+ // HighsModelStatus::kInfeasible
409
+
410
+ return_status = highs.passModel(lp);
411
+ REQUIRE(return_status == HighsStatus::kOk);
412
+
413
+ return_status = highs.run();
414
+ REQUIRE(return_status == HighsStatus::kOk);
415
+
416
+ model_status = highs.getModelStatus();
417
+ REQUIRE(model_status == HighsModelStatus::kInfeasible);
418
+
419
+ highs.resetGlobalScheduler(true);
420
+ }
421
+
422
+ TEST_CASE("MIP-od", "[highs_test_mip_solver]") {
423
+ Highs highs;
424
+ if (!dev_run) highs.setOptionValue("output_flag", false);
425
+ HighsLp lp;
426
+ lp.num_col_ = 1;
427
+ lp.num_row_ = 0;
428
+ lp.col_cost_ = {-2};
429
+ lp.col_lower_ = {-inf};
430
+ lp.col_upper_ = {1.5};
431
+ lp.integrality_ = {HighsVarType::kInteger};
432
+ double required_objective_value = -2;
433
+ double required_x0_value = 1;
434
+
435
+ const HighsInfo& info = highs.getInfo();
436
+ const HighsSolution& solution = highs.getSolution();
437
+
438
+ HighsStatus return_status = highs.passModel(lp);
439
+ REQUIRE(return_status == HighsStatus::kOk);
440
+
441
+ if (dev_run) {
442
+ printf("One variable unconstrained MIP: model\n");
443
+ highs.writeModel("");
444
+ }
445
+
446
+ return_status = highs.run();
447
+ REQUIRE(return_status == HighsStatus::kOk);
448
+
449
+ const HighsInt style = kSolutionStylePretty;
450
+ if (dev_run) {
451
+ printf("One variable unconstrained MIP: solution\n");
452
+ highs.writeSolution("", style);
453
+ }
454
+
455
+ HighsModelStatus model_status = highs.getModelStatus();
456
+
457
+ REQUIRE(model_status == HighsModelStatus::kOptimal);
458
+ REQUIRE(fabs(info.objective_function_value - required_objective_value) <
459
+ double_equal_tolerance);
460
+ REQUIRE(fabs(solution.col_value[0] - required_x0_value) <
461
+ double_equal_tolerance);
462
+
463
+ highs.changeColBounds(0, -2, 2);
464
+
465
+ if (dev_run) {
466
+ printf("After changing bounds: model\n");
467
+ highs.writeModel("");
468
+ }
469
+
470
+ return_status = highs.run();
471
+ REQUIRE(return_status == HighsStatus::kOk);
472
+
473
+ model_status = highs.getModelStatus();
474
+
475
+ if (dev_run) {
476
+ printf("After changing bounds: solution\n");
477
+ highs.writeSolution("", style);
478
+ }
479
+
480
+ required_objective_value = -4;
481
+ required_x0_value = 2;
482
+ REQUIRE(model_status == HighsModelStatus::kOptimal);
483
+ REQUIRE(fabs(info.objective_function_value - required_objective_value) <
484
+ double_equal_tolerance);
485
+ REQUIRE(fabs(solution.col_value[0] - required_x0_value) <
486
+ double_equal_tolerance);
487
+
488
+ highs.resetGlobalScheduler(true);
489
+ }
490
+
491
+ TEST_CASE("MIP-infeasible-start", "[highs_test_mip_solver]") {
492
+ HighsSolution sol;
493
+ Highs highs;
494
+ highs.setOptionValue("output_flag", dev_run);
495
+ const HighsModelStatus& model_status = highs.getModelStatus();
496
+ HighsLp lp;
497
+ lp.num_col_ = 2;
498
+ lp.num_row_ = 2;
499
+ lp.col_cost_ = {0, 0};
500
+ lp.col_lower_ = {0, 0};
501
+ lp.col_upper_ = {1.5, 1.5};
502
+ lp.integrality_ = {HighsVarType::kInteger, HighsVarType::kInteger};
503
+ const double rhs = 4.0;
504
+ const double delta = 0.99;
505
+ lp.row_lower_ = {rhs - delta, rhs + delta};
506
+ lp.row_upper_ = {rhs - delta, rhs + delta};
507
+ lp.a_matrix_.start_ = {0, 2, 4};
508
+ lp.a_matrix_.index_ = {0, 1, 0, 1};
509
+ lp.a_matrix_.value_ = {1, 2, 2, 1};
510
+
511
+ highs.passModel(lp);
512
+
513
+ sol.col_value = {1, 1};
514
+ highs.setSolution(sol);
515
+ // REQUIRE(highs.setOptionValue("presolve", kHighsOffString) ==
516
+ // HighsStatus::kOk);
517
+ highs.run();
518
+ REQUIRE(model_status == HighsModelStatus::kInfeasible);
519
+
520
+ // Stefan's example
521
+ std::string filename;
522
+ filename = std::string(HIGHS_DIR) + "/check/instances/infeasible-mip1.mps";
523
+
524
+ highs.readModel(filename);
525
+ sol.col_value = {75, 0, 275, 300, 300, 0, 0, 0, 50, 0, 0,
526
+ 1, 0, 1, 1, 1, 0, 0, 0, 1, 0, 0};
527
+ highs.setSolution(sol);
528
+ REQUIRE(highs.setOptionValue("presolve", kHighsOffString) ==
529
+ HighsStatus::kOk);
530
+ highs.run();
531
+ REQUIRE(model_status == HighsModelStatus::kInfeasible);
532
+
533
+ highs.resetGlobalScheduler(true);
534
+ }
535
+
536
+ TEST_CASE("get-integrality", "[highs_test_mip_solver]") {}
537
+
538
+ TEST_CASE("MIP-bounds", "[highs_test_mip_solver]") {
539
+ const std::string test_name = Catch::getResultCapture().getCurrentTestName();
540
+ const std::string test_mps = test_name + ".mps";
541
+ // Introduced due to #1325 observing that LI and UI are needed
542
+ HighsLp lp;
543
+ lp.num_col_ = 6;
544
+ lp.num_row_ = 3;
545
+ lp.col_cost_ = {1, 1, 1, 2, 2, 2};
546
+ lp.col_lower_ = {0, 0, 0, 0, 0, 0};
547
+ lp.col_upper_ = {kHighsInf, kHighsInf, kHighsInf,
548
+ kHighsInf, kHighsInf, kHighsInf};
549
+ lp.integrality_ = {HighsVarType::kInteger, HighsVarType::kInteger,
550
+ HighsVarType::kInteger, HighsVarType::kContinuous,
551
+ HighsVarType::kContinuous, HighsVarType::kContinuous};
552
+ const double rhs = 10.99;
553
+ lp.row_lower_ = {rhs, rhs, rhs};
554
+ lp.row_upper_ = {kHighsInf, kHighsInf, kHighsInf};
555
+ lp.a_matrix_.format_ = MatrixFormat::kColwise;
556
+ lp.a_matrix_.num_col_ = lp.num_col_;
557
+ lp.a_matrix_.num_row_ = lp.num_row_;
558
+ lp.a_matrix_.start_ = {0, 1, 2, 3, 4, 5, 6};
559
+ lp.a_matrix_.index_ = {0, 1, 2, 0, 1, 2};
560
+ lp.a_matrix_.value_ = {1, 1, 1, 1, 1, 1};
561
+ Highs highs;
562
+ highs.setOptionValue("output_flag", dev_run);
563
+ highs.passModel(lp);
564
+ highs.run();
565
+ const double obj0 = highs.getObjectiveValue();
566
+ if (dev_run) printf("Optimum at first run: %g\n", obj0);
567
+ // now write out to MPS and load again
568
+ highs.writeModel(test_mps);
569
+ highs.readModel(test_mps);
570
+ highs.run();
571
+ const double obj1 = highs.getObjectiveValue();
572
+ if (dev_run)
573
+ printf("Optimum at second run (after writing and loading again): %g\n",
574
+ obj1);
575
+ REQUIRE(obj0 == obj1);
576
+ std::remove(test_mps.c_str());
577
+
578
+ highs.resetGlobalScheduler(true);
579
+ }
580
+
581
+ TEST_CASE("MIP-get-saved-solutions", "[highs_test_mip_solver]") {
582
+ const std::string test_name = Catch::getResultCapture().getCurrentTestName();
583
+ const std::string solution_file = test_name + ".sol";
584
+ const std::string model = "flugpl";
585
+ const std::string model_file =
586
+ std::string(HIGHS_DIR) + "/check/instances/" + model + ".mps";
587
+ Highs highs;
588
+ highs.setOptionValue("output_flag", dev_run);
589
+ highs.setOptionValue("presolve", kHighsOffString);
590
+ highs.setOptionValue("mip_improving_solution_save", true);
591
+ highs.setOptionValue("mip_improving_solution_report_sparse", true);
592
+ highs.setOptionValue("mip_improving_solution_file", solution_file);
593
+ highs.readModel(model_file);
594
+ highs.run();
595
+ const std::vector<HighsObjectiveSolution> saved_objective_and_solution =
596
+ highs.getSavedMipSolutions();
597
+ const HighsInt num_saved_solution = saved_objective_and_solution.size();
598
+ REQUIRE(num_saved_solution > 0);
599
+ const HighsInt last_saved_solution = num_saved_solution - 1;
600
+ REQUIRE(saved_objective_and_solution[last_saved_solution].objective ==
601
+ highs.getInfo().objective_function_value);
602
+ for (HighsInt iCol = 0; iCol < highs.getLp().num_col_; iCol++)
603
+ REQUIRE(saved_objective_and_solution[last_saved_solution].col_value[iCol] ==
604
+ highs.getSolution().col_value[iCol]);
605
+ std::remove(solution_file.c_str());
606
+
607
+ highs.resetGlobalScheduler(true);
608
+ }
609
+
610
+ TEST_CASE("MIP-objective-target", "[highs_test_mip_solver]") {
611
+ const double egout_optimal_objective = 568.1007;
612
+ const double egout_objective_target = 610;
613
+ std::string filename = std::string(HIGHS_DIR) + "/check/instances/egout.mps";
614
+ Highs highs;
615
+ highs.setOptionValue("output_flag", dev_run);
616
+ highs.setOptionValue("presolve", kHighsOffString);
617
+ highs.setOptionValue("objective_target", egout_objective_target);
618
+ highs.readModel(filename);
619
+ highs.run();
620
+ REQUIRE(highs.getModelStatus() == HighsModelStatus::kObjectiveTarget);
621
+ REQUIRE(highs.getInfo().objective_function_value > egout_optimal_objective);
622
+
623
+ highs.resetGlobalScheduler(true);
624
+ }
625
+
626
+ TEST_CASE("MIP-max-offset-test", "[highs_test_mip_solver]") {
627
+ std::string filename = std::string(HIGHS_DIR) + "/check/instances/egout.mps";
628
+ const double offset = 100;
629
+ Highs highs;
630
+ highs.setOptionValue("output_flag", dev_run);
631
+ highs.readModel(filename);
632
+ highs.run();
633
+ const double og_optimal_objective = highs.getInfo().objective_function_value;
634
+ HighsLp lp = highs.getLp();
635
+ lp.offset_ = offset;
636
+ highs.passModel(lp);
637
+ highs.run();
638
+ const double offset_optimal_objective =
639
+ highs.getInfo().objective_function_value;
640
+ REQUIRE(objectiveOk(offset + og_optimal_objective, offset_optimal_objective,
641
+ dev_run));
642
+
643
+ for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) lp.col_cost_[iCol] *= -1;
644
+ lp.offset_ *= -1;
645
+ lp.sense_ = ObjSense::kMaximize;
646
+ highs.passModel(lp);
647
+ highs.run();
648
+ const double max_offset_optimal_objective =
649
+ highs.getInfo().objective_function_value;
650
+ REQUIRE(objectiveOk(max_offset_optimal_objective, -offset_optimal_objective,
651
+ dev_run));
652
+
653
+ highs.resetGlobalScheduler(true);
654
+ }
655
+
656
+ TEST_CASE("MIP-get-saved-solutions-presolve", "[highs_test_mip_solver]") {
657
+ const std::string test_name = Catch::getResultCapture().getCurrentTestName();
658
+ const std::string solution_file = test_name + ".sol";
659
+ Highs highs;
660
+ highs.setOptionValue("output_flag", dev_run);
661
+ highs.setOptionValue("mip_improving_solution_save", true);
662
+ highs.setOptionValue("mip_improving_solution_report_sparse", true);
663
+ highs.setOptionValue("mip_improving_solution_file", solution_file);
664
+ // #1724: Add row to the example so that solution is non-zero
665
+ HighsLp lp;
666
+ lp.num_col_ = 2;
667
+ lp.num_row_ = 1;
668
+ lp.col_cost_ = {1, 1};
669
+ lp.col_lower_ = {0, 0};
670
+ lp.col_upper_ = {1, 1};
671
+ lp.integrality_ = {HighsVarType::kInteger, HighsVarType::kInteger};
672
+ lp.row_lower_ = {1};
673
+ lp.row_upper_ = {kHighsInf};
674
+ lp.a_matrix_.num_col_ = 2;
675
+ lp.a_matrix_.num_row_ = 1;
676
+ lp.a_matrix_.start_ = {0, 1, 1};
677
+ lp.a_matrix_.index_ = {0};
678
+ lp.a_matrix_.value_ = {1};
679
+ highs.passModel(lp);
680
+ highs.run();
681
+ const std::vector<HighsObjectiveSolution> saved_objective_and_solution =
682
+ highs.getSavedMipSolutions();
683
+ const HighsInt num_saved_solution = saved_objective_and_solution.size();
684
+ REQUIRE(num_saved_solution == 1);
685
+ const HighsInt last_saved_solution = num_saved_solution - 1;
686
+ REQUIRE(saved_objective_and_solution[last_saved_solution].objective ==
687
+ highs.getInfo().objective_function_value);
688
+ for (HighsInt iCol = 0; iCol < highs.getLp().num_col_; iCol++)
689
+ REQUIRE(saved_objective_and_solution[last_saved_solution].col_value[iCol] ==
690
+ highs.getSolution().col_value[iCol]);
691
+ std::remove(solution_file.c_str());
692
+
693
+ highs.resetGlobalScheduler(true);
694
+ }
695
+
696
+ TEST_CASE("IP-infeasible-unbounded", "[highs_test_mip_solver]") {
697
+ Highs highs;
698
+ highs.setOptionValue("output_flag", dev_run);
699
+ double delta = 0.2;
700
+ HighsLp lp;
701
+ lp.num_col_ = 2;
702
+ lp.num_row_ = 0;
703
+ lp.col_cost_ = {-1, 0};
704
+ lp.integrality_ = {HighsVarType::kInteger, HighsVarType::kInteger};
705
+ highs.setOptionValue("presolve", kHighsOffString);
706
+ for (HighsInt k = 0; k < 2; k++) {
707
+ for (HighsInt l = 0; l < 2; l++) {
708
+ if (l == 0) {
709
+ // Infeasible
710
+ lp.col_lower_ = {0, delta};
711
+ lp.col_upper_ = {kHighsInf, 1 - delta};
712
+ } else {
713
+ // Unbounded
714
+ lp.col_lower_ = {0, -delta};
715
+ lp.col_upper_ = {kHighsInf, 1 + delta};
716
+ }
717
+ // Solve
718
+ highs.passModel(lp);
719
+ highs.run();
720
+ HighsModelStatus required_model_status;
721
+ if (k == 0) {
722
+ // Presolve off
723
+ if (l == 0) {
724
+ // MIP solver proves infeasiblilty
725
+ required_model_status = HighsModelStatus::kInfeasible;
726
+ } else {
727
+ // Relaxation is unbounded, but origin is feasible
728
+ required_model_status = HighsModelStatus::kUnbounded;
729
+ }
730
+ } else {
731
+ // Presolve on
732
+ if (l == 0) {
733
+ // Inward integer rounding proves infeasiblilty
734
+ required_model_status = HighsModelStatus::kInfeasible;
735
+ } else {
736
+ // Presolve identifies primal infeasible or unbounded
737
+ required_model_status = HighsModelStatus::kUnboundedOrInfeasible;
738
+ }
739
+ }
740
+ if (dev_run)
741
+ printf(
742
+ "For k = %d and l = %d, original bounds on col 1 are [%g, %g]: "
743
+ "model status is \"%s\" and required status is \"%s\"\n",
744
+ int(k), int(l), lp.col_lower_[1], lp.col_upper_[1],
745
+ highs.modelStatusToString(highs.getModelStatus()).c_str(),
746
+ highs.modelStatusToString(required_model_status).c_str());
747
+ REQUIRE(highs.getModelStatus() == required_model_status);
748
+ }
749
+ highs.setOptionValue("presolve", kHighsOnString);
750
+ }
751
+
752
+ highs.resetGlobalScheduler(true);
753
+ }
754
+
755
+ TEST_CASE("IP-with-fract-bounds-no-presolve", "[highs_test_mip_solver]") {
756
+ Highs highs;
757
+ highs.setOptionValue("output_flag", dev_run);
758
+ // No presolve
759
+ highs.setOptionValue("presolve", kHighsOffString);
760
+
761
+ // IP without constraints and fractional bounds on variables
762
+ HighsLp lp;
763
+ lp.num_col_ = 3;
764
+ lp.num_row_ = 0;
765
+ lp.col_cost_ = {1, -2, 3};
766
+ lp.col_lower_ = {2.5, 2.5, 2.5};
767
+ lp.col_upper_ = {6.5, 5.5, 7.5};
768
+ lp.integrality_ = {HighsVarType::kInteger, HighsVarType::kInteger,
769
+ HighsVarType::kInteger};
770
+
771
+ // Solve
772
+ highs.passModel(lp);
773
+ highs.run();
774
+
775
+ // Check status and optimal objective value
776
+ REQUIRE(highs.getModelStatus() == HighsModelStatus::kOptimal);
777
+ REQUIRE(objectiveOk(highs.getInfo().objective_function_value, 2.0, dev_run));
778
+
779
+ // Fix an integer variable to a fractional value
780
+ lp.col_upper_[0] = 2.5;
781
+
782
+ // Solve again
783
+ highs.passModel(lp);
784
+ highs.run();
785
+
786
+ // Infeasible
787
+ REQUIRE(highs.getModelStatus() == HighsModelStatus::kInfeasible);
788
+
789
+ highs.resetGlobalScheduler(true);
790
+ }
791
+
792
+ /*
793
+ TEST_CASE("MIP-2084", "[highs_test_mip_solver]") {
794
+ // To be used to debug #2084
795
+ Highs h;
796
+ // No presolve
797
+ h.setOptionValue("output_flag", dev_run);
798
+
799
+ // Minimize
800
+ // 3x + y
801
+ // Subject to
802
+ // 47x + 19y = 10000000002226
803
+ // 23x + 57y = 10000000013254
804
+ // General
805
+ // x y
806
+ // End
807
+
808
+ HighsLp lp;
809
+ lp.num_col_ = 2;
810
+ lp.num_row_ = 2;
811
+ lp.col_cost_ = {3, 1};
812
+ lp.col_lower_ = {0, 0};
813
+ lp.col_upper_ = {kHighsInf, kHighsInf};
814
+ lp.integrality_ = {HighsVarType::kInteger, HighsVarType::kInteger};
815
+ lp.row_lower_ = {10000000002226, 10000000013254};
816
+ lp.row_upper_ = {10000000002226, 10000000013254};
817
+ lp.a_matrix_.start_ = {0, 2, 4};
818
+ lp.a_matrix_.index_ = {0, 1, 0, 1};
819
+ lp.a_matrix_.value_ = {47, 23, 19, 57};
820
+
821
+ // Solve
822
+ h.passModel(lp);
823
+ h.setOptionValue("presolve", "off");
824
+ h.run();
825
+ HighsModelStatus require_model_status = h.getModelStatus();
826
+ if (dev_run)
827
+ printf("Solution is [%24.18g, %24.18g] with status %s\n",
828
+ h.getSolution().col_value[0], h.getSolution().col_value[1],
829
+ h.modelStatusToString(require_model_status).c_str());
830
+
831
+ h.clearSolver();
832
+
833
+ h.setOptionValue("presolve", "on");
834
+ h.run();
835
+ HighsModelStatus model_status = h.getModelStatus();
836
+ if (dev_run)
837
+ printf("Solution is [%24.18g, %24.18g] with status %s\n",
838
+ h.getSolution().col_value[0], h.getSolution().col_value[1],
839
+ h.modelStatusToString(model_status).c_str());
840
+ REQUIRE(model_status == require_model_status);
841
+ }
842
+ */
843
+
844
+ bool objectiveOk(const double optimal_objective,
845
+ const double require_optimal_objective, const bool dev_run) {
846
+ double error = std::fabs(optimal_objective - require_optimal_objective) /
847
+ std::max(1.0, std::fabs(require_optimal_objective));
848
+ bool error_ok = error < 1e-10;
849
+ if (!error_ok && dev_run)
850
+ printf("Objective is %g but require %g (error %g)\n", optimal_objective,
851
+ require_optimal_objective, error);
852
+ return error_ok;
853
+ }
854
+
855
+ void solve(Highs& highs, std::string presolve,
856
+ const HighsModelStatus require_model_status,
857
+ const double require_optimal_objective,
858
+ const double require_iteration_count) {
859
+ if (!dev_run) highs.setOptionValue("output_flag", false);
860
+ const HighsInfo& info = highs.getInfo();
861
+ REQUIRE(highs.setOptionValue("presolve", presolve) == HighsStatus::kOk);
862
+
863
+ REQUIRE(highs.setBasis() == HighsStatus::kOk);
864
+
865
+ REQUIRE(highs.run() == HighsStatus::kOk);
866
+
867
+ REQUIRE(highs.getModelStatus() == require_model_status);
868
+
869
+ if (require_model_status == HighsModelStatus::kOptimal) {
870
+ REQUIRE(objectiveOk(info.objective_function_value,
871
+ require_optimal_objective, dev_run));
872
+ }
873
+ REQUIRE(highs.resetOptions() == HighsStatus::kOk);
874
+
875
+ highs.resetGlobalScheduler(true);
876
+ }
877
+
878
+ void distillationMIP(Highs& highs) {
879
+ SpecialLps special_lps;
880
+ HighsLp lp;
881
+ HighsModelStatus require_model_status;
882
+ double optimal_objective;
883
+ special_lps.distillationMip(lp, require_model_status, optimal_objective);
884
+ REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
885
+ // Presolve doesn't reduce the LP
886
+ solve(highs, kHighsOnString, require_model_status, optimal_objective);
887
+ }
888
+
889
+ void rowlessMIP(Highs& highs) {
890
+ HighsLp lp;
891
+ HighsModelStatus require_model_status;
892
+ double optimal_objective;
893
+ lp.num_col_ = 2;
894
+ lp.num_row_ = 0;
895
+ lp.col_cost_ = {1, -1};
896
+ lp.col_lower_ = {0, 0};
897
+ lp.col_upper_ = {1, 1};
898
+ lp.a_matrix_.start_ = {0, 0, 0};
899
+ lp.a_matrix_.format_ = MatrixFormat::kColwise;
900
+ lp.sense_ = ObjSense::kMinimize;
901
+ lp.offset_ = 0;
902
+ lp.integrality_ = {HighsVarType::kInteger, HighsVarType::kInteger};
903
+ require_model_status = HighsModelStatus::kOptimal;
904
+ optimal_objective = -1.0;
905
+ REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
906
+ // Presolve reduces the LP to empty
907
+ solve(highs, kHighsOnString, require_model_status, optimal_objective);
908
+ solve(highs, kHighsOffString, require_model_status, optimal_objective);
909
+ }
910
+
911
+ void rowlessMIP1(Highs& highs) {
912
+ HighsLp lp;
913
+ HighsModelStatus require_model_status;
914
+ double optimal_objective;
915
+ lp.num_col_ = 2;
916
+ lp.num_row_ = 0;
917
+ lp.col_cost_ = {1, -1};
918
+ lp.col_lower_ = {0, 0};
919
+ lp.col_upper_ = {1, 1};
920
+ lp.a_matrix_.start_ = {0, 0, 0};
921
+ lp.a_matrix_.format_ = MatrixFormat::kColwise;
922
+ lp.sense_ = ObjSense::kMinimize;
923
+ lp.offset_ = 0;
924
+ lp.integrality_ = {HighsVarType::kInteger, HighsVarType::kInteger};
925
+ require_model_status = HighsModelStatus::kOptimal;
926
+ optimal_objective = -1.0;
927
+ REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
928
+ // Presolve reduces the LP to empty
929
+ solve(highs, kHighsOnString, require_model_status, optimal_objective);
930
+ // solve(highs, kHighsOffString, require_model_status, optimal_objective);
931
+ }
932
+
933
+ void rowlessMIP2(Highs& highs) {
934
+ HighsLp lp;
935
+ HighsModelStatus require_model_status;
936
+ double optimal_objective;
937
+ lp.num_col_ = 2;
938
+ lp.num_row_ = 0;
939
+ lp.col_cost_ = {1, -1};
940
+ lp.col_lower_ = {0, 0};
941
+ lp.col_upper_ = {1, 1};
942
+ lp.a_matrix_.start_ = {0, 0, 0};
943
+ lp.a_matrix_.format_ = MatrixFormat::kColwise;
944
+ lp.sense_ = ObjSense::kMinimize;
945
+ lp.offset_ = 0;
946
+ lp.integrality_ = {HighsVarType::kInteger, HighsVarType::kInteger};
947
+ require_model_status = HighsModelStatus::kOptimal;
948
+ optimal_objective = -1.0;
949
+ REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
950
+ // Presolve reduces the LP to empty
951
+ // solve(highs, kHighsOnString, require_model_status, optimal_objective);
952
+ solve(highs, kHighsOffString, require_model_status, optimal_objective);
953
+ }
954
+
955
+ TEST_CASE("issue-2122", "[highs_test_mip_solver]") {
956
+ std::string filename = std::string(HIGHS_DIR) + "/check/instances/2122.lp";
957
+ Highs highs;
958
+ highs.setOptionValue("output_flag", dev_run);
959
+ highs.setOptionValue("mip_rel_gap", 0);
960
+ highs.setOptionValue("mip_abs_gap", 0);
961
+ highs.readModel(filename);
962
+ const HighsModelStatus require_model_status = HighsModelStatus::kOptimal;
963
+ const double optimal_objective = -187612.944194;
964
+ solve(highs, kHighsOnString, require_model_status, optimal_objective);
965
+ }
966
+
967
+ TEST_CASE("issue-2171", "[highs_test_mip_solver]") {
968
+ std::string filename = std::string(HIGHS_DIR) + "/check/instances/2171.mps";
969
+ Highs highs;
970
+ highs.setOptionValue("output_flag", dev_run);
971
+ highs.setOptionValue("mip_rel_gap", 0);
972
+ highs.setOptionValue("mip_abs_gap", 0);
973
+ highs.readModel(filename);
974
+ const HighsModelStatus require_model_status = HighsModelStatus::kOptimal;
975
+ const double optimal_objective = -22375.7585461;
976
+ solve(highs, kHighsOnString, require_model_status, optimal_objective);
977
+ }
978
+
979
+ TEST_CASE("issue-2204", "[highs_test_mip_solver]") {
980
+ std::string filename =
981
+ std::string(HIGHS_DIR) + "/check/instances/issue-2204.mps";
982
+ Highs highs;
983
+ highs.setOptionValue("output_flag", dev_run);
984
+ highs.setOptionValue("mip_rel_gap", 0);
985
+ highs.setOptionValue("mip_abs_gap", 0);
986
+ highs.readModel(filename);
987
+ const HighsModelStatus require_model_status = HighsModelStatus::kOptimal;
988
+ const double optimal_objective = 6.0;
989
+ solve(highs, kHighsOnString, require_model_status, optimal_objective);
990
+ }
991
+
992
+ TEST_CASE("ZI Round and Shifting Heuristics", "[highs_test_mip_solver]") {
993
+ std::string model_file = std::string(HIGHS_DIR) + "/check/instances/rgn.mps";
994
+
995
+ Highs highs;
996
+ highs.setOptionValue("output_flag", dev_run);
997
+ // Enable both heuristics
998
+ highs.setOptionValue("mip_heuristic_run_zi_round", true);
999
+ highs.setOptionValue("mip_heuristic_run_shifting", true);
1000
+ highs.readModel(model_file);
1001
+ const HighsModelStatus require_model_status = HighsModelStatus::kOptimal;
1002
+ const double optimal_objective = 82.19999924;
1003
+ solve(highs, kHighsOnString, require_model_status, optimal_objective);
1004
+ }
1005
+
1006
+ TEST_CASE("issue-2290", "[highs_test_mip_solver]") {
1007
+ std::string filename =
1008
+ std::string(HIGHS_DIR) + "/check/instances/issue-2290.mps";
1009
+ Highs highs;
1010
+ highs.setOptionValue("output_flag", dev_run);
1011
+ highs.setOptionValue("mip_rel_gap", 0);
1012
+ highs.setOptionValue("mip_abs_gap", 0);
1013
+ highs.readModel(filename);
1014
+ const HighsModelStatus require_model_status = HighsModelStatus::kOptimal;
1015
+ const double optimal_objective = -1.6666666666;
1016
+ solve(highs, kHighsOnString, require_model_status, optimal_objective);
1017
+ }
1018
+
1019
+ TEST_CASE("issue-2409", "[highs_test_mip_solver]") {
1020
+ HighsLp lp;
1021
+ lp.num_col_ = 2;
1022
+ lp.num_row_ = 2;
1023
+ lp.col_cost_ = {-1, 1};
1024
+ lp.col_lower_ = {-kHighsInf, -kHighsInf};
1025
+ lp.col_upper_ = {kHighsInf, kHighsInf};
1026
+ lp.row_lower_ = {0.1, 0.1};
1027
+ lp.row_upper_ = {kHighsInf, kHighsInf};
1028
+ lp.a_matrix_.start_ = {0, 2, 4};
1029
+ lp.a_matrix_.index_ = {0, 1, 0, 1};
1030
+ lp.a_matrix_.value_ = {-1, 1, 1, 1};
1031
+ lp.integrality_ = {HighsVarType::kContinuous, HighsVarType::kInteger};
1032
+ const HighsModelStatus require_model_status = HighsModelStatus::kOptimal;
1033
+ const double optimal_objective = 0.1;
1034
+ Highs highs;
1035
+ highs.setOptionValue("output_flag", dev_run);
1036
+ REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
1037
+ if (dev_run) printf("Testing that presolve reduces the problem to empty\n");
1038
+ REQUIRE(highs.presolve() == HighsStatus::kOk);
1039
+ REQUIRE(highs.getModelPresolveStatus() ==
1040
+ HighsPresolveStatus::kReducedToEmpty);
1041
+
1042
+ if (dev_run)
1043
+ printf(
1044
+ "\nTesting that with presolve the correct optimal objective is "
1045
+ "found\n");
1046
+ solve(highs, kHighsOnString, require_model_status, optimal_objective);
1047
+ highs.clearSolver();
1048
+ if (dev_run)
1049
+ printf(
1050
+ "\nTesting that without presolve the correct optimal objective is "
1051
+ "found\n");
1052
+ solve(highs, kHighsOffString, require_model_status, optimal_objective);
1053
+ }
1054
+
1055
+ TEST_CASE("issue-2432", "[highs_test_mip_solver]") {
1056
+ HighsLp lp;
1057
+ lp.num_col_ = 3;
1058
+ lp.num_row_ = 3;
1059
+ lp.col_cost_ = {-93, 25, 17};
1060
+ lp.col_lower_ = {-100, -100, -100};
1061
+ lp.col_upper_ = {120, 10, 0};
1062
+ lp.row_lower_ = {3994.5, -4878.3, -4930};
1063
+ lp.row_upper_ = {kHighsInf, kHighsInf, kHighsInf};
1064
+ lp.a_matrix_.start_ = {0, 3, 6, 9};
1065
+ lp.a_matrix_.index_ = {0, 1, 2, 0, 1, 2, 0, 1, 2};
1066
+ lp.a_matrix_.value_ = {-89, -0.1, -8.6, -40.7, 77.2, -6.5, -12, -23.7, 72.78};
1067
+ lp.integrality_ = {HighsVarType::kInteger, HighsVarType::kContinuous,
1068
+ HighsVarType::kInteger};
1069
+ const HighsModelStatus require_model_status = HighsModelStatus::kOptimal;
1070
+ const double optimal_objective = -3777.57124352;
1071
+ Highs highs;
1072
+ highs.setOptionValue("output_flag", dev_run);
1073
+ REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
1074
+ if (dev_run) printf("Testing that presolve reduces the problem\n");
1075
+ REQUIRE(highs.presolve() == HighsStatus::kOk);
1076
+ REQUIRE(highs.getModelPresolveStatus() == HighsPresolveStatus::kReduced);
1077
+
1078
+ if (dev_run)
1079
+ printf(
1080
+ "\nTesting that with presolve the correct optimal objective is "
1081
+ "found\n");
1082
+ solve(highs, kHighsOnString, require_model_status, optimal_objective);
1083
+ highs.clearSolver();
1084
+ if (dev_run)
1085
+ printf(
1086
+ "\nTesting that without presolve the correct optimal objective is "
1087
+ "found\n");
1088
+ solve(highs, kHighsOffString, require_model_status, optimal_objective);
1089
+ }
1090
+
1091
+ TEST_CASE("mip-lp-solver-string", "[highs_test_mip_solver]") {
1092
+ Highs h;
1093
+ h.setOptionValue("output_flag", dev_run);
1094
+ REQUIRE(h.setOptionValue(kMipLpSolverString, "fred") == HighsStatus::kError);
1095
+ REQUIRE(h.setOptionValue(kMipLpSolverString, kHighsChooseString) ==
1096
+ HighsStatus::kOk);
1097
+ REQUIRE(h.setOptionValue(kMipLpSolverString, kSimplexString) ==
1098
+ HighsStatus::kOk);
1099
+ REQUIRE(h.setOptionValue(kMipLpSolverString, kIpmString) == HighsStatus::kOk);
1100
+
1101
+ #ifdef HIPO
1102
+ REQUIRE(h.setOptionValue(kMipLpSolverString, kHipoString) ==
1103
+ HighsStatus::kOk);
1104
+ #else
1105
+ REQUIRE(h.setOptionValue(kMipLpSolverString, kHipoString) ==
1106
+ HighsStatus::kError);
1107
+ #endif
1108
+
1109
+ REQUIRE(h.setOptionValue(kMipLpSolverString, kIpxString) == HighsStatus::kOk);
1110
+ REQUIRE(h.setOptionValue(kMipLpSolverString, kPdlpString) ==
1111
+ HighsStatus::kError);
1112
+
1113
+ REQUIRE(h.setOptionValue(kMipIpmSolverString, "fred") == HighsStatus::kError);
1114
+ REQUIRE(h.setOptionValue(kMipIpmSolverString, kHighsChooseString) ==
1115
+ HighsStatus::kOk);
1116
+ REQUIRE(h.setOptionValue(kMipIpmSolverString, kSimplexString) ==
1117
+ HighsStatus::kError);
1118
+ REQUIRE(h.setOptionValue(kMipIpmSolverString, kIpmString) ==
1119
+ HighsStatus::kOk);
1120
+
1121
+ #ifdef HIPO
1122
+ REQUIRE(h.setOptionValue(kMipIpmSolverString, kHipoString) ==
1123
+ HighsStatus::kOk);
1124
+ #else
1125
+ REQUIRE(h.setOptionValue(kMipIpmSolverString, kHipoString) ==
1126
+ HighsStatus::kError);
1127
+ #endif
1128
+
1129
+ REQUIRE(h.setOptionValue(kMipIpmSolverString, kIpxString) ==
1130
+ HighsStatus::kOk);
1131
+ REQUIRE(h.setOptionValue(kMipIpmSolverString, kPdlpString) ==
1132
+ HighsStatus::kError);
1133
+ }
1134
+
1135
+ TEST_CASE("mip-lp-solver", "[highs_test_mip_solver]") {
1136
+ std::string model_file =
1137
+ std::string(HIGHS_DIR) + "/check/instances/flugpl.mps";
1138
+ Highs h;
1139
+ h.setOptionValue("output_flag", dev_run);
1140
+ const bool just_hipo_test = false;
1141
+ if (!just_hipo_test) {
1142
+ REQUIRE(h.readModel(model_file) == HighsStatus::kOk);
1143
+ REQUIRE(h.run() == HighsStatus::kOk);
1144
+ REQUIRE(h.getModelStatus() == HighsModelStatus::kOptimal);
1145
+
1146
+ REQUIRE(h.readModel(model_file) == HighsStatus::kOk);
1147
+ REQUIRE(h.setOptionValue(kMipLpSolverString, kIpxString) ==
1148
+ HighsStatus::kOk);
1149
+ REQUIRE(h.setOptionValue(kMipIpmSolverString, kIpxString) ==
1150
+ HighsStatus::kOk);
1151
+ REQUIRE(h.run() == HighsStatus::kOk);
1152
+ REQUIRE(h.getModelStatus() == HighsModelStatus::kOptimal);
1153
+ }
1154
+ #ifdef HIPO
1155
+ REQUIRE(h.readModel(model_file) == HighsStatus::kOk);
1156
+ REQUIRE(h.setOptionValue(kMipLpSolverString, kHipoString) ==
1157
+ HighsStatus::kOk);
1158
+ REQUIRE(h.setOptionValue(kMipIpmSolverString, kHipoString) ==
1159
+ HighsStatus::kOk);
1160
+ REQUIRE(h.run() == HighsStatus::kOk);
1161
+ REQUIRE(h.getModelStatus() == HighsModelStatus::kOptimal);
1162
+ #endif
1163
+ }
1164
+
1165
+ TEST_CASE("mip-sub-solver-time", "[highs_test_mip_solver]") {
1166
+ const std::string model = "flugpl"; //"rgn"; //
1167
+ std::string model_file =
1168
+ std::string(HIGHS_DIR) + "/check/instances/" + model + ".mps";
1169
+ Highs h;
1170
+ h.setOptionValue("output_flag", dev_run);
1171
+ h.setOptionValue("highs_analysis_level", kHighsAnalysisLevelMipTime);
1172
+ REQUIRE(h.readModel(model_file) == HighsStatus::kOk);
1173
+
1174
+ REQUIRE(h.run() == HighsStatus::kOk);
1175
+ REQUIRE(h.getModelStatus() == HighsModelStatus::kOptimal);
1176
+ }
1177
+
1178
+ TEST_CASE("get-fixed-lp", "[highs_test_mip_solver]") {
1179
+ std::string model = "avgas";
1180
+ std::string model_file =
1181
+ std::string(HIGHS_DIR) + "/check/instances/" + model + ".mps";
1182
+ HighsLp fixed_lp;
1183
+ Highs h;
1184
+ h.setOptionValue("output_flag", dev_run);
1185
+ REQUIRE(h.readModel(model_file) == HighsStatus::kOk);
1186
+ REQUIRE(h.getFixedLp(fixed_lp) == HighsStatus::kError);
1187
+
1188
+ model = "flugpl";
1189
+ model_file = std::string(HIGHS_DIR) + "/check/instances/" + model + ".mps";
1190
+ REQUIRE(h.readModel(model_file) == HighsStatus::kOk);
1191
+ REQUIRE(h.getFixedLp(fixed_lp) == HighsStatus::kError);
1192
+
1193
+ REQUIRE(h.run() == HighsStatus::kOk);
1194
+ double mip_optimal_objective = h.getInfo().objective_function_value;
1195
+ HighsSolution solution = h.getSolution();
1196
+
1197
+ // Transform the incumbent MIP into the fixed LP
1198
+ HighsLp mip = h.getLp();
1199
+ std::vector<HighsInt> col_set;
1200
+ std::vector<double> fixed_value;
1201
+ for (HighsInt iCol = 0; iCol < mip.num_col_; iCol++) {
1202
+ if (mip.integrality_[iCol] == HighsVarType::kInteger) {
1203
+ col_set.push_back(iCol);
1204
+ fixed_value.push_back(solution.col_value[iCol]);
1205
+ }
1206
+ }
1207
+ h.clearIntegrality();
1208
+ HighsInt num_set_entries = col_set.size();
1209
+ h.changeColsBounds(num_set_entries, col_set.data(), fixed_value.data(),
1210
+ fixed_value.data());
1211
+ h.setOptionValue("presolve", kHighsOffString);
1212
+ REQUIRE(h.run() == HighsStatus::kOk);
1213
+
1214
+ REQUIRE(std::abs(h.getInfo().objective_function_value -
1215
+ mip_optimal_objective) < double_equal_tolerance);
1216
+ // In calling changeColsBounds, the incumbent solution was always
1217
+ // cleared, so there was no information from which to construct an
1218
+ // advanced basis. Hence simplex starts from a logical basis and
1219
+ // requires a positive number of iterations (#2556)
1220
+ //
1221
+ // Before code to retain solution if changing the bounds and
1222
+ // solution remains feasible
1223
+ //
1224
+ // REQUIRE(h.getInfo().simplex_iteration_count > 0);
1225
+ REQUIRE(h.getInfo().simplex_iteration_count == 0);
1226
+
1227
+ // Now, passing the MIP solution, there is information from which to
1228
+ // construct an advanced basis. In the case of flugpl, this is
1229
+ // optimal, so no simplex iterations are required
1230
+ h.clearSolver();
1231
+ h.setSolution(solution);
1232
+ REQUIRE(h.run() == HighsStatus::kOk);
1233
+
1234
+ REQUIRE(std::abs(h.getInfo().objective_function_value -
1235
+ mip_optimal_objective) < double_equal_tolerance);
1236
+ REQUIRE(h.getInfo().simplex_iteration_count == 0);
1237
+
1238
+ // Now re-load the MIP, re-solve, and get the fixed LP
1239
+ REQUIRE(h.passModel(mip) == HighsStatus::kOk);
1240
+ REQUIRE(h.run() == HighsStatus::kOk);
1241
+
1242
+ // REQUIRE(h.getInfo().objective_function_value == mip_optimal_objective);
1243
+ REQUIRE(objectiveOk(mip_optimal_objective,
1244
+ h.getInfo().objective_function_value, dev_run));
1245
+
1246
+ REQUIRE(h.getFixedLp(fixed_lp) == HighsStatus::kOk);
1247
+
1248
+ REQUIRE(h.passModel(fixed_lp) == HighsStatus::kOk);
1249
+ REQUIRE(h.run() == HighsStatus::kOk);
1250
+
1251
+ REQUIRE(std::abs(h.getInfo().objective_function_value -
1252
+ mip_optimal_objective) < double_equal_tolerance);
1253
+
1254
+ // Now run from saved solution (without presolve)
1255
+ h.clearSolver();
1256
+ h.setSolution(solution);
1257
+ REQUIRE(h.run() == HighsStatus::kOk);
1258
+
1259
+ REQUIRE(std::abs(h.getInfo().objective_function_value -
1260
+ mip_optimal_objective) < double_equal_tolerance);
1261
+ REQUIRE(h.getInfo().simplex_iteration_count == 0);
1262
+
1263
+ REQUIRE(h.readModel(model_file) == HighsStatus::kOk);
1264
+ // Perturb one of the integer variables for code coverage of
1265
+ // warning: makes fixed LP of flugpl infeasible
1266
+ std::vector<HighsVarType> integrality = h.getLp().integrality_;
1267
+ for (HighsInt iCol = 0; iCol < fixed_lp.num_col_; iCol++) {
1268
+ if (integrality[iCol] != HighsVarType::kContinuous) {
1269
+ solution.col_value[iCol] -= 0.01;
1270
+ break;
1271
+ }
1272
+ }
1273
+
1274
+ REQUIRE(h.run() == HighsStatus::kOk);
1275
+ h.setSolution(solution);
1276
+
1277
+ REQUIRE(h.getFixedLp(fixed_lp) == HighsStatus::kWarning);
1278
+
1279
+ REQUIRE(h.passModel(fixed_lp) == HighsStatus::kOk);
1280
+ REQUIRE(h.run() == HighsStatus::kOk);
1281
+
1282
+ REQUIRE(h.getModelStatus() == HighsModelStatus::kInfeasible);
1283
+
1284
+ h.resetGlobalScheduler(true);
1285
+ }
1286
+
1287
+ TEST_CASE("get-presolved-mip", "[highs_test_mip_solver]") {
1288
+ HighsLp lp;
1289
+ lp.num_col_ = 3;
1290
+ lp.num_row_ = 3;
1291
+ lp.col_cost_ = {1, 1, 1};
1292
+ lp.col_lower_ = {0, -kHighsInf, -kHighsInf};
1293
+ lp.col_upper_ = {kHighsInf, kHighsInf, kHighsInf};
1294
+ lp.integrality_ = {HighsVarType::kContinuous, HighsVarType::kInteger,
1295
+ HighsVarType::kInteger};
1296
+ lp.row_lower_ = {2, 6, 8};
1297
+ lp.row_upper_ = {2, kHighsInf, kHighsInf};
1298
+ lp.a_matrix_.format_ = MatrixFormat::kRowwise;
1299
+ lp.a_matrix_.start_ = {0, 3, 6, 9};
1300
+ lp.a_matrix_.index_ = {0, 1, 2, 0, 1, 2, 0, 1, 2};
1301
+ lp.a_matrix_.value_ = {1, 1, 1, 1, -1, 2, 1, 3, -1};
1302
+ Highs h;
1303
+ h.setOptionValue("output_flag", dev_run);
1304
+ // Code coverage of highsVarTypeToString for all cases
1305
+ HighsLogOptions log_options = h.getOptions().log_options;
1306
+ for (HighsInt iVarType = -1;
1307
+ iVarType < HighsInt(HighsVarType::kImplicitInteger) + 2; iVarType++)
1308
+ highsLogUser(log_options, HighsLogType::kInfo, "Variable type %2d is %s\n",
1309
+ int(iVarType), highsVarTypeToString(iVarType).c_str());
1310
+ h.passModel(lp);
1311
+ h.presolve();
1312
+ // Presolved MIP has an implied integer, so this tests passing such
1313
+ HighsLp presolved_lp = h.getPresolvedModel().lp_;
1314
+ h.run();
1315
+ const double lp_objective_value = h.getObjectiveValue();
1316
+ h.passModel(presolved_lp);
1317
+ h.run();
1318
+ const double presolved_lp_objective_value = h.getObjectiveValue();
1319
+ REQUIRE(presolved_lp_objective_value == lp_objective_value);
1320
+ h.resetGlobalScheduler(true);
1321
+ }
1322
+
1323
+ TEST_CASE("get-fixed-lp-semi", "[highs_test_mip_solver]") {
1324
+ HighsLp lp;
1325
+ lp.num_col_ = 4;
1326
+ lp.num_row_ = 2;
1327
+ lp.col_cost_ = {1, 3, 1, 2};
1328
+ lp.col_lower_ = {0, 0, 1, 1};
1329
+ lp.col_upper_ = {1, 1, 3, 5};
1330
+ lp.integrality_ = {HighsVarType::kContinuous, HighsVarType::kInteger,
1331
+ HighsVarType::kSemiContinuous, HighsVarType::kSemiInteger};
1332
+ lp.row_lower_ = {4, 10};
1333
+ lp.row_upper_ = {kHighsInf, kHighsInf};
1334
+ lp.a_matrix_.start_ = {0, 2, 4, 6, 8};
1335
+ lp.a_matrix_.index_ = {0, 1, 0, 1, 0, 1, 0, 1, 0, 1};
1336
+ lp.a_matrix_.value_ = {1, 1, 1, 2, 1, 3, 1, 4, 5, 1};
1337
+ Highs h;
1338
+ h.setOptionValue("output_flag", dev_run);
1339
+ h.setOptionValue("presolve", kHighsOffString);
1340
+ // Code coverage of highsVarTypeToString for four main types
1341
+ for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++)
1342
+ highsLogUser(h.getOptions().log_options, HighsLogType::kInfo,
1343
+ "Column %d is of type %s\n", int(iCol),
1344
+ highsVarTypeToString(lp.integrality_[iCol]).c_str());
1345
+ h.passModel(lp);
1346
+ h.run();
1347
+ double mip_optimal_objective = h.getInfo().objective_function_value;
1348
+ HighsSolution solution = h.getSolution();
1349
+ HighsLp fixed_lp;
1350
+ REQUIRE(h.getFixedLp(fixed_lp) == HighsStatus::kOk);
1351
+
1352
+ REQUIRE(h.passModel(fixed_lp) == HighsStatus::kOk);
1353
+ REQUIRE(h.run() == HighsStatus::kOk);
1354
+
1355
+ REQUIRE(h.getInfo().objective_function_value == mip_optimal_objective);
1356
+ h.resetGlobalScheduler(true);
1357
+ }
1358
+
1359
+ TEST_CASE("row-fixed-lp", "[highs_test_mip_solver]") {
1360
+ std::string model = "flugpl";
1361
+ std::string model_file =
1362
+ std::string(HIGHS_DIR) + "/check/instances/" + model + ".mps";
1363
+ Highs h;
1364
+ h.setOptionValue("output_flag", dev_run);
1365
+ REQUIRE(h.readModel(model_file) == HighsStatus::kOk);
1366
+ REQUIRE(h.run() == HighsStatus::kOk);
1367
+ double mip_optimal_objective = h.getInfo().objective_function_value;
1368
+ HighsSolution solution = h.getSolution();
1369
+
1370
+ HighsLp lp = h.getLp();
1371
+ h.clearIntegrality();
1372
+ h.changeRowsBounds(0, lp.num_row_ - 1, solution.row_value.data(),
1373
+ solution.row_value.data());
1374
+ h.setOptionValue("presolve", kHighsOffString);
1375
+ REQUIRE(h.run() == HighsStatus::kOk);
1376
+ REQUIRE(h.getInfo().objective_function_value <=
1377
+ mip_optimal_objective + double_equal_tolerance);
1378
+
1379
+ h.resetGlobalScheduler(true);
1380
+ }
1381
+
1382
+ TEST_CASE("issue-2585", "[highs_test_mip_solver]") {
1383
+ std::string filename =
1384
+ std::string(HIGHS_DIR) + "/check/instances/issue-2585.lp";
1385
+ Highs highs;
1386
+ highs.setOptionValue("output_flag", dev_run);
1387
+ highs.setOptionValue("mip_rel_gap", 0);
1388
+ highs.setOptionValue("mip_abs_gap", 0);
1389
+ highs.readModel(filename);
1390
+ const HighsModelStatus require_model_status = HighsModelStatus::kOptimal;
1391
+ const double optimal_objective = -175.91;
1392
+ solve(highs, kHighsOnString, require_model_status, optimal_objective);
1393
+ }
1394
+
1395
+ TEST_CASE("issue-2173", "[highs_test_mip_solver]") {
1396
+ std::string filename =
1397
+ std::string(HIGHS_DIR) + "/check/instances/issue-2173.mps";
1398
+ Highs highs;
1399
+ highs.setOptionValue("output_flag", dev_run);
1400
+ highs.setOptionValue("mip_rel_gap", 0);
1401
+ highs.setOptionValue("mip_abs_gap", 0);
1402
+ highs.readModel(filename);
1403
+ const HighsModelStatus require_model_status = HighsModelStatus::kOptimal;
1404
+ const double optimal_objective = -26770.8075489;
1405
+ solve(highs, kHighsOnString, require_model_status, optimal_objective);
1406
+ }