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 +1,1345 @@
1
+ #include <algorithm>
2
+ #include <cstdio>
3
+
4
+ #include "HCheckConfig.h"
5
+ #include "Highs.h"
6
+ #include "catch.hpp"
7
+ #include "io/FilereaderLp.h"
8
+
9
+ const bool dev_run = false;
10
+ const double inf = kHighsInf;
11
+ const double double_equal_tolerance = 1e-5;
12
+
13
+ const std::vector<std::string> solvers{kQpAsmString
14
+ #ifdef HIPO
15
+ ,
16
+ kHipoString
17
+ #endif
18
+ };
19
+
20
+ HighsModelStatus unboundedStatus(const std::string& solver) {
21
+ return solver == kQpAsmString ? HighsModelStatus::kUnbounded
22
+ : HighsModelStatus::kUnboundedOrInfeasible;
23
+ }
24
+
25
+ bool okValueDifference(const double& v_test, const double& v_true) {
26
+ double difference = fabs(v_test - v_true) / std::max(1.0, fabs(v_true));
27
+ return difference < double_equal_tolerance;
28
+ }
29
+
30
+ void testPrimalDualObjective(Highs& h,
31
+ const double required_objective_function_value) {
32
+ const HighsInfo& info = h.getInfo();
33
+ double objective_function_value = info.objective_function_value;
34
+ const HighsSolution& solution = h.getSolution();
35
+ double alt_objective_function_value =
36
+ h.getModel().objectiveValue(solution.col_value);
37
+ double dual_objective_function_value;
38
+ REQUIRE(h.getDualObjectiveValue(dual_objective_function_value) ==
39
+ HighsStatus::kOk);
40
+ double alt_objective_function_value_error =
41
+ fabs(objective_function_value - alt_objective_function_value);
42
+ if (dev_run)
43
+ printf(
44
+ "(Primal, Alt, Dual) objective = (%17.10g, %17.10g, %17.10g) alt error "
45
+ "= %17.10g; P-D error = %17.10g\n",
46
+ objective_function_value, alt_objective_function_value,
47
+ dual_objective_function_value, alt_objective_function_value_error,
48
+ info.primal_dual_objective_error);
49
+ REQUIRE(okValueDifference(objective_function_value,
50
+ required_objective_function_value));
51
+ REQUIRE(okValueDifference(dual_objective_function_value,
52
+ required_objective_function_value));
53
+ REQUIRE(okValueDifference(alt_objective_function_value,
54
+ required_objective_function_value));
55
+ double optimality_tolerance;
56
+ h.getOptionValue("optimality_tolerance", optimality_tolerance);
57
+ REQUIRE(fabs(info.primal_dual_objective_error) < optimality_tolerance);
58
+ }
59
+
60
+ TEST_CASE("qp-unbounded", "[qpsolver]") {
61
+ std::string filename;
62
+ filename = std::string(HIGHS_DIR) + "/check/instances/qpunbounded.lp";
63
+
64
+ Highs highs;
65
+ highs.setOptionValue("output_flag", dev_run);
66
+ REQUIRE(highs.readModel(filename) == HighsStatus::kOk);
67
+
68
+ for (auto& solver : solvers) {
69
+ highs.setOptionValue("solver", solver);
70
+ REQUIRE(highs.run() == HighsStatus::kOk);
71
+ REQUIRE(highs.getModelStatus() == unboundedStatus(solver));
72
+ }
73
+
74
+ highs.resetGlobalScheduler(true);
75
+ }
76
+
77
+ TEST_CASE("qp-infeasible", "[qpsolver]") {
78
+ std::string filename;
79
+ filename = std::string(HIGHS_DIR) + "/check/instances/qpinfeasible.lp";
80
+
81
+ Highs highs;
82
+ highs.setOptionValue("output_flag", dev_run);
83
+ REQUIRE(highs.readModel(filename) == HighsStatus::kOk);
84
+
85
+ for (auto& solver : solvers) {
86
+ highs.setOptionValue("solver", solver);
87
+ REQUIRE(highs.run() == HighsStatus::kOk);
88
+ REQUIRE(highs.getModelStatus() == HighsModelStatus::kInfeasible);
89
+ }
90
+
91
+ highs.resetGlobalScheduler(true);
92
+ }
93
+
94
+ TEST_CASE("qpsolver", "[qpsolver]") {
95
+ const std::string test_name = Catch::getResultCapture().getCurrentTestName();
96
+ double required_objective_function_value;
97
+ double required_x0;
98
+ double required_x1;
99
+ double required_x2;
100
+ std::string filename;
101
+
102
+ const double required_col_dual0 = 0;
103
+ const double required_col_dual1 = 0;
104
+ const double required_row_dual0 = 0.8;
105
+ const double required_row_dual1 = 0;
106
+
107
+ // At the optimal solution g-Qx = [0.8, -1.6] with only constraint 0
108
+ // active. It has normal [1, -2], so dual of 0.8 is correct
109
+
110
+ Highs highs;
111
+ highs.setOptionValue("output_flag", dev_run);
112
+
113
+ for (auto& solver : solvers) {
114
+ highs.setOptionValue("solver", solver);
115
+ const HighsInfo& info = highs.getInfo();
116
+ const HighsSolution& solution = highs.getSolution();
117
+ const double& objective_function_value = info.objective_function_value;
118
+
119
+ filename = std::string(HIGHS_DIR) + "/check/instances/qptestnw.lp";
120
+ required_objective_function_value = -6.45;
121
+ required_x0 = 1.4;
122
+ required_x1 = 1.7;
123
+
124
+ HighsStatus return_status = highs.readModel(filename);
125
+ REQUIRE(return_status == HighsStatus::kOk);
126
+
127
+ // Zero the QP regularization so "true" solution is obtained
128
+ REQUIRE(highs.setOptionValue("qp_regularization_value", 0) ==
129
+ HighsStatus::kOk);
130
+
131
+ return_status = highs.run();
132
+ REQUIRE(return_status == HighsStatus::kOk);
133
+
134
+ testPrimalDualObjective(highs, required_objective_function_value);
135
+
136
+ REQUIRE(fabs(solution.col_value[0] - required_x0) < double_equal_tolerance);
137
+ REQUIRE(fabs(solution.col_value[1] - required_x1) < double_equal_tolerance);
138
+
139
+ REQUIRE(fabs(solution.col_dual[0] - required_col_dual0) <
140
+ double_equal_tolerance);
141
+ REQUIRE(fabs(solution.col_dual[1] - required_col_dual1) <
142
+ double_equal_tolerance);
143
+ REQUIRE(fabs(solution.row_dual[0] - required_row_dual0) <
144
+ double_equal_tolerance);
145
+ REQUIRE(fabs(solution.row_dual[1] - required_row_dual1) <
146
+ double_equal_tolerance);
147
+ REQUIRE(fabs(solution.row_dual[1] - required_row_dual1) <
148
+ double_equal_tolerance);
149
+
150
+ if (dev_run) highs.writeSolution("", 1);
151
+
152
+ // Check with qjh.mps
153
+ filename = std::string(HIGHS_DIR) + "/check/instances/qjh.mps";
154
+ required_objective_function_value = -5.25;
155
+ required_x0 = 0.5;
156
+ required_x1 = 5.0;
157
+ required_x2 = 1.5;
158
+
159
+ return_status = highs.readModel(filename);
160
+ REQUIRE(return_status == HighsStatus::kOk);
161
+
162
+ // Zero the QP regularization so "true" solution is obtained
163
+ REQUIRE(highs.setOptionValue("qp_regularization_value", 0) ==
164
+ HighsStatus::kOk);
165
+
166
+ return_status = highs.run();
167
+ REQUIRE(return_status == HighsStatus::kOk);
168
+
169
+ if (dev_run) printf("Objective = %g\n", objective_function_value);
170
+
171
+ testPrimalDualObjective(highs, required_objective_function_value);
172
+
173
+ REQUIRE(fabs(solution.col_value[0] - required_x0) < double_equal_tolerance);
174
+ REQUIRE(fabs(solution.col_value[1] - required_x1) < double_equal_tolerance);
175
+ REQUIRE(fabs(solution.col_value[2] - required_x2) < double_equal_tolerance);
176
+ REQUIRE(return_status == HighsStatus::kOk);
177
+
178
+ // Test writeModel by writing out qjh.mps...
179
+ filename = test_name + ".mps";
180
+ highs.writeModel(filename);
181
+
182
+ // ... and reading it in again
183
+ return_status = highs.readModel(filename);
184
+ REQUIRE(return_status == HighsStatus::kOk);
185
+
186
+ return_status = highs.run();
187
+ REQUIRE(return_status == HighsStatus::kOk);
188
+
189
+ if (dev_run) printf("Objective = %g\n", objective_function_value);
190
+
191
+ testPrimalDualObjective(highs, required_objective_function_value);
192
+
193
+ REQUIRE(fabs(solution.col_value[0] - required_x0) < double_equal_tolerance);
194
+ REQUIRE(fabs(solution.col_value[1] - required_x1) < double_equal_tolerance);
195
+ REQUIRE(fabs(solution.col_value[2] - required_x2) < double_equal_tolerance);
196
+ std::remove(filename.c_str());
197
+
198
+ // Test that attempting to solve MIQP yields error
199
+ highs.setOptionValue("solve_relaxation", false);
200
+ HighsInt num_col = highs.getNumCol();
201
+ std::vector<HighsVarType> integrality;
202
+ integrality.assign(num_col, HighsVarType::kInteger);
203
+ REQUIRE(highs.changeColsIntegrality(0, num_col - 1, integrality.data()) ==
204
+ HighsStatus::kOk);
205
+ return_status = highs.run();
206
+ REQUIRE(return_status == HighsStatus::kError);
207
+
208
+ // Test that attempting to solve MIQP relaxation is OK
209
+ highs.setOptionValue("solve_relaxation", true);
210
+ return_status = highs.run();
211
+ REQUIRE(return_status == HighsStatus::kOk);
212
+ }
213
+
214
+ highs.resetGlobalScheduler(true);
215
+ }
216
+
217
+ TEST_CASE("test-qod", "[qpsolver]") {
218
+ HighsStatus return_status;
219
+ HighsModelStatus model_status;
220
+ double required_objective_function_value;
221
+ double required_x0;
222
+ double required_x1;
223
+
224
+ Highs highs;
225
+
226
+ for (auto& solver : solvers) {
227
+ HighsModel local_model;
228
+ HighsLp& lp = local_model.lp_;
229
+ HighsHessian& hessian = local_model.hessian_;
230
+
231
+ // Oscar's edge case
232
+ //
233
+ // min 1/4 + x^2 + x = 1/4 + x(x + 1)
234
+ //
235
+ // x* = -1/2; f* = 0
236
+
237
+ lp.model_name_ = "qod";
238
+ lp.num_col_ = 1;
239
+ lp.num_row_ = 0;
240
+ lp.col_cost_ = {1.0};
241
+ lp.col_lower_ = {-inf};
242
+ lp.col_upper_ = {inf};
243
+ lp.sense_ = ObjSense::kMinimize;
244
+ lp.offset_ = 0.25;
245
+ hessian.dim_ = lp.num_col_;
246
+ hessian.start_ = {0, 1};
247
+ hessian.index_ = {0};
248
+ hessian.value_ = {2.0};
249
+
250
+ highs.setOptionValue("output_flag", dev_run);
251
+ const HighsInfo& info = highs.getInfo();
252
+ const HighsSolution& solution = highs.getSolution();
253
+ const double& objective_function_value = info.objective_function_value;
254
+
255
+ return_status = highs.passModel(local_model);
256
+ REQUIRE(return_status == HighsStatus::kOk);
257
+ if (dev_run) highs.writeModel("");
258
+ // Zero the QP regularization so "true" solution is obtained
259
+ REQUIRE(highs.setOptionValue("qp_regularization_value", 0) ==
260
+ HighsStatus::kOk);
261
+
262
+ highs.setOptionValue("solver", solver);
263
+ return_status = highs.run();
264
+ REQUIRE(return_status == HighsStatus::kOk);
265
+
266
+ if (dev_run) {
267
+ printf("\nOne variable unconstrained QP: objective = %g; solution:\n",
268
+ objective_function_value);
269
+ highs.writeSolution("", kSolutionStylePretty);
270
+ }
271
+
272
+ required_objective_function_value = 0;
273
+ required_x0 = -0.5;
274
+
275
+ testPrimalDualObjective(highs, required_objective_function_value);
276
+
277
+ REQUIRE(fabs(solution.col_value[0] - required_x0) < double_equal_tolerance);
278
+
279
+ // Add a variable x1 with objective x1^2 - x1
280
+ //
281
+ // Add the variable
282
+ highs.addCol(-1, -inf, inf, 0, NULL, NULL);
283
+ if (dev_run) highs.writeModel("");
284
+
285
+ // Can solve the model before the Hessian has been replaced
286
+ if (dev_run)
287
+ printf(
288
+ "\nTwo variable unconstrained QP with semi-definite Hessian - is "
289
+ "unbounded\n");
290
+ // Reinstate the QP regularization since the Hessian is only semi-definite
291
+ REQUIRE(highs.setOptionValue("qp_regularization_value",
292
+ kHessianRegularizationValue) ==
293
+ HighsStatus::kOk);
294
+ return_status = highs.run();
295
+ REQUIRE(return_status == HighsStatus::kOk);
296
+
297
+ model_status = highs.getModelStatus();
298
+ REQUIRE(model_status == unboundedStatus(solver));
299
+
300
+ // Pass the new Hessian
301
+ hessian.dim_ = 2;
302
+ hessian.start_ = {0, 1, 2};
303
+ hessian.index_ = {0, 1};
304
+ hessian.value_ = {2.0, 2.0};
305
+ return_status = highs.passHessian(hessian);
306
+ REQUIRE(return_status == HighsStatus::kOk);
307
+
308
+ // Zero the QP regularization so "true" solution is obtained
309
+ REQUIRE(highs.setOptionValue("qp_regularization_value", 0) ==
310
+ HighsStatus::kOk);
311
+ return_status = highs.run();
312
+ REQUIRE(return_status == HighsStatus::kOk);
313
+
314
+ if (dev_run) {
315
+ printf("Two variable unconstrained QP: objective = %g; solution:\n",
316
+ objective_function_value);
317
+ highs.writeSolution("", kSolutionStylePretty);
318
+ }
319
+
320
+ required_objective_function_value = -0.25;
321
+ required_x1 = 0.5;
322
+
323
+ testPrimalDualObjective(highs, required_objective_function_value);
324
+
325
+ REQUIRE(fabs(solution.col_value[0] - required_x0) < double_equal_tolerance);
326
+ REQUIRE(fabs(solution.col_value[1] - required_x1) < double_equal_tolerance);
327
+
328
+ // Illustrate methods for getting and changing the offset by getting
329
+ // the current offset, shifting it by the current objective and
330
+ // checking that the objective value is changed accordingly
331
+
332
+ double offset;
333
+ return_status = highs.getObjectiveOffset(offset);
334
+ REQUIRE(return_status == HighsStatus::kOk);
335
+ double dl_offset = -objective_function_value;
336
+ offset += dl_offset;
337
+ return_status = highs.changeObjectiveOffset(offset);
338
+ required_objective_function_value += dl_offset;
339
+ REQUIRE(fabs(objective_function_value - required_objective_function_value) <
340
+ double_equal_tolerance);
341
+
342
+ // Add the constraint 0.5 <= x0 + x1
343
+ lp.a_matrix_.index_ = {0, 1};
344
+ lp.a_matrix_.value_ = {1, 1};
345
+ highs.addRow(0.5, inf, 2, lp.a_matrix_.index_.data(),
346
+ lp.a_matrix_.value_.data());
347
+ if (dev_run) highs.writeModel("");
348
+ return_status = highs.run();
349
+ REQUIRE(return_status == HighsStatus::kOk);
350
+
351
+ if (dev_run) {
352
+ printf("Two variable constrained QP: objective = %g; solution:\n",
353
+ objective_function_value);
354
+ highs.writeSolution("", kSolutionStylePretty);
355
+ }
356
+
357
+ required_objective_function_value = 0.125;
358
+ required_x0 = -0.25;
359
+ required_x1 = 0.75;
360
+
361
+ testPrimalDualObjective(highs, required_objective_function_value);
362
+
363
+ REQUIRE(fabs(solution.col_value[0] - required_x0) < double_equal_tolerance);
364
+ REQUIRE(fabs(solution.col_value[1] - required_x1) < double_equal_tolerance);
365
+ }
366
+
367
+ highs.resetGlobalScheduler(true);
368
+ }
369
+
370
+ TEST_CASE("test-qjh", "[qpsolver]") {
371
+ // Test passing/reading and solving the problem qjh
372
+ //
373
+ // minimize -x_2 - 3x_3 + (1/2)(2x_1^2 - 2x_1x_3 + 0.2x_2^2 + 2x_3^2)
374
+ //
375
+ // subject to x_1 + x_3 <= 2; x>=0
376
+ HighsStatus return_status;
377
+ HighsModelStatus model_status;
378
+ double required_objective_function_value;
379
+
380
+ Highs highs;
381
+
382
+ for (auto& solver : solvers) {
383
+ HighsModel local_model;
384
+ HighsLp& lp = local_model.lp_;
385
+ HighsHessian& hessian = local_model.hessian_;
386
+ // Start with an unconstrained QP
387
+ lp.model_name_ = "qjh";
388
+ lp.num_col_ = 3;
389
+ lp.num_row_ = 0;
390
+ lp.col_cost_ = {0.0, -1.0, -3.0};
391
+ lp.col_lower_ = {-inf, -inf, -inf};
392
+ lp.col_upper_ = {inf, inf, inf};
393
+ lp.sense_ = ObjSense::kMinimize;
394
+ lp.offset_ = 0;
395
+ hessian.dim_ = lp.num_col_;
396
+
397
+ // hessian.format_ = HessianFormat::kSquare;
398
+ // hessian.start_ = {0, 2, 3, 5};
399
+ // hessian.index_ = {0, 2, 1, 0, 2};
400
+ // hessian.value_ = {2.0, -1.0, 0.2, -1.0, 2.0};
401
+
402
+ hessian.format_ = HessianFormat::kTriangular;
403
+ hessian.start_ = {0, 2, 3, 4};
404
+ hessian.index_ = {0, 2, 1, 2};
405
+ hessian.value_ = {2.0, -1.0, 0.2, 2.0};
406
+
407
+ highs.setOptionValue("output_flag", dev_run);
408
+ highs.setOptionValue("solver", solver);
409
+ const HighsInfo& info = highs.getInfo();
410
+ const double& objective_function_value = info.objective_function_value;
411
+ return_status = highs.passModel(local_model);
412
+ REQUIRE(return_status == HighsStatus::kOk);
413
+ if (dev_run) highs.writeModel("");
414
+ // Zero the QP regularization so "true" solution is obtained
415
+ REQUIRE(highs.setOptionValue("qp_regularization_value", 0) ==
416
+ HighsStatus::kOk);
417
+ return_status = highs.run();
418
+ REQUIRE(return_status == HighsStatus::kOk);
419
+
420
+ required_objective_function_value = -5.50;
421
+ testPrimalDualObjective(highs, required_objective_function_value);
422
+
423
+ if (dev_run) printf("Objective = %g\n", objective_function_value);
424
+ if (dev_run) highs.writeSolution("", kSolutionStylePretty);
425
+
426
+ // Now with a constraint
427
+ lp.num_row_ = 1;
428
+ lp.col_lower_ = {0.0, 0.0, 0.0};
429
+ lp.row_lower_ = {-inf};
430
+ lp.row_upper_ = {2};
431
+ lp.a_matrix_.start_ = {0, 1, 1, 2};
432
+ lp.a_matrix_.index_ = {0, 0};
433
+ lp.a_matrix_.value_ = {1.0, 1.0};
434
+ lp.a_matrix_.format_ = MatrixFormat::kColwise;
435
+ return_status = highs.passModel(local_model);
436
+ REQUIRE(return_status == HighsStatus::kOk);
437
+ if (dev_run) highs.writeModel("");
438
+ return_status = highs.run();
439
+ REQUIRE(return_status == HighsStatus::kOk);
440
+
441
+ required_objective_function_value = -5.25;
442
+ testPrimalDualObjective(highs, required_objective_function_value);
443
+
444
+ if (dev_run) printf("Objective = %g\n", objective_function_value);
445
+ if (dev_run) highs.writeSolution("", kSolutionStylePretty);
446
+
447
+ // Make the problem infeasible
448
+ return_status = highs.changeColBounds(0, 3, inf);
449
+ REQUIRE(return_status == HighsStatus::kOk);
450
+ return_status = highs.changeColBounds(2, 3, inf);
451
+ REQUIRE(return_status == HighsStatus::kOk);
452
+ return_status = highs.run();
453
+ REQUIRE(return_status == HighsStatus::kOk);
454
+
455
+ if (dev_run) highs.writeSolution("", kSolutionStylePretty);
456
+ model_status = highs.getModelStatus();
457
+ if (dev_run)
458
+ printf("Infeasible QP status: %s\n",
459
+ highs.modelStatusToString(model_status).c_str());
460
+ REQUIRE(model_status == HighsModelStatus::kInfeasible);
461
+
462
+ return_status = highs.clearModel();
463
+
464
+ std::string filename;
465
+ for (HighsInt test_k = 0; test_k < 4; test_k++) {
466
+ if (test_k == 0) {
467
+ filename = std::string(HIGHS_DIR) + "/check/instances/qjh.mps";
468
+ } else if (test_k == 1) {
469
+ filename = std::string(HIGHS_DIR) + "/check/instances/qjh_quadobj.mps";
470
+ } else if (test_k == 2) {
471
+ filename = std::string(HIGHS_DIR) + "/check/instances/qjh_qmatrix.mps";
472
+ } else {
473
+ // This instance has both quadobj and qmatrix sections, and
474
+ // both correspond to identical Hessians. They are added so
475
+ // objective changes
476
+ filename =
477
+ std::string(HIGHS_DIR) + "/check/instances/qjh_quadobj_qmatrix.mps";
478
+ required_objective_function_value = -2.75;
479
+ }
480
+
481
+ return_status = highs.readModel(filename);
482
+ REQUIRE(return_status == HighsStatus::kOk);
483
+ return_status = highs.run();
484
+ REQUIRE(return_status == HighsStatus::kOk);
485
+
486
+ testPrimalDualObjective(highs, required_objective_function_value);
487
+
488
+ return_status = highs.clearModel();
489
+ }
490
+ }
491
+
492
+ highs.resetGlobalScheduler(true);
493
+ }
494
+
495
+ TEST_CASE("test-min-negative-definite", "[qpsolver]") {
496
+ HighsModel model;
497
+ model.lp_.model_name_ = "min-negative-definite";
498
+ model.lp_.num_col_ = 1;
499
+ model.lp_.num_row_ = 0;
500
+ model.lp_.col_cost_ = {0};
501
+ model.lp_.col_lower_ = {0};
502
+ model.lp_.col_upper_ = {inf};
503
+ model.hessian_.dim_ = model.lp_.num_col_;
504
+ model.hessian_.start_ = {0, 1};
505
+ model.hessian_.index_ = {0};
506
+ model.hessian_.value_ = {-0.5};
507
+ Highs highs;
508
+ highs.setOptionValue("output_flag", dev_run);
509
+
510
+ // Should load OK
511
+ REQUIRE(highs.passModel(model) == HighsStatus::kOk);
512
+
513
+ for (auto& solver : solvers) {
514
+ if (dev_run) printf("Testing solver %s\n", solver.c_str());
515
+ // Run should fail since objective is non-convex
516
+ if (dev_run)
517
+ printf("test-min-negative-definite for solver %s\n", solver.c_str());
518
+ REQUIRE(highs.run() == HighsStatus::kError);
519
+ }
520
+
521
+ highs.resetGlobalScheduler(true);
522
+ }
523
+
524
+ TEST_CASE("test-max-negative-definite", "[qpsolver]") {
525
+ HighsLp lp;
526
+ HighsHessian hessian;
527
+ // Construct a QP with negative definite Hessian
528
+ const double col_lower = 0;
529
+ const double col_upper = inf; // 10.0;
530
+
531
+ lp.model_name_ = "max-negative-definite";
532
+ lp.num_col_ = 3;
533
+ lp.num_row_ = 1;
534
+ lp.offset_ = -1.0;
535
+ lp.col_cost_ = {1.0, 1.0, 2.0};
536
+ lp.col_lower_ = {col_lower, col_lower, col_lower};
537
+ lp.col_upper_ = {col_upper, col_upper, col_upper};
538
+ lp.row_lower_ = {4};
539
+ lp.row_upper_ = {inf};
540
+ lp.a_matrix_.format_ = MatrixFormat::kRowwise;
541
+ lp.a_matrix_.start_ = {0, 3};
542
+ lp.a_matrix_.index_ = {0, 1, 2};
543
+ lp.a_matrix_.value_ = {1.0, 1.0, 1.0};
544
+ Highs highs;
545
+ highs.setOptionValue("output_flag", dev_run);
546
+
547
+ REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
548
+ hessian.dim_ = lp.num_col_;
549
+ hessian.start_ = {0, 2, 3, 4};
550
+ hessian.index_ = {0, 2, 1, 2};
551
+ hessian.value_ = {-2.0, -1, -1.0, -1};
552
+ if (dev_run) {
553
+ printf("\nNegative definite Hessian\n");
554
+ hessian.print();
555
+ }
556
+ // Should load OK
557
+ REQUIRE(highs.passHessian(hessian) == HighsStatus::kOk);
558
+ // Make the problem a maximization
559
+ REQUIRE(highs.changeObjectiveSense(ObjSense::kMaximize) == HighsStatus::kOk);
560
+ // Zero the QP regularization so "true" solution is obtained
561
+ REQUIRE(highs.setOptionValue("qp_regularization_value", 0) ==
562
+ HighsStatus::kOk);
563
+
564
+ for (auto& solver : solvers) {
565
+ highs.setOptionValue("solver", solver);
566
+ REQUIRE(highs.run() == HighsStatus::kOk);
567
+ if (dev_run) highs.writeSolution("", kSolutionStylePretty);
568
+
569
+ const double required_objective_function_value = 1.25;
570
+
571
+ testPrimalDualObjective(highs, required_objective_function_value);
572
+
573
+ const HighsSolution& solution = highs.getSolution();
574
+ REQUIRE(fabs(solution.col_value[0] - 0.0) < double_equal_tolerance);
575
+ REQUIRE(fabs(solution.col_value[1] - 1.5) < double_equal_tolerance);
576
+ REQUIRE(fabs(solution.col_value[2] - 2.5) < double_equal_tolerance);
577
+ REQUIRE(fabs(solution.col_dual[0] + 1.0) < double_equal_tolerance);
578
+ REQUIRE(fabs(solution.row_dual[0] + 0.5) < double_equal_tolerance);
579
+ }
580
+ highs.resetGlobalScheduler(true);
581
+ }
582
+
583
+ TEST_CASE("test-semi-definite0", "[qpsolver]") {
584
+ HighsStatus return_status;
585
+
586
+ HighsModel local_model;
587
+ HighsLp& lp = local_model.lp_;
588
+ HighsHessian& hessian = local_model.hessian_;
589
+ // Construct a QP with positive semi-definite Hessian
590
+ const double col_lower = 0;
591
+ const double col_upper = inf; // 10.0;
592
+
593
+ lp.model_name_ = "semi-definite";
594
+ lp.num_col_ = 3;
595
+ lp.num_row_ = 1;
596
+ lp.col_cost_ = {1.0, 1.0, 2.0};
597
+ lp.col_lower_ = {col_lower, col_lower, col_lower};
598
+ lp.col_upper_ = {col_upper, col_upper, col_upper};
599
+ lp.row_lower_ = {2};
600
+ lp.row_upper_ = {inf};
601
+ lp.a_matrix_.format_ = MatrixFormat::kColwise;
602
+ lp.a_matrix_.start_ = {0, 1, 2, 3};
603
+ lp.a_matrix_.index_ = {0, 0, 0};
604
+ lp.a_matrix_.value_ = {1.0, 1.0, 1.0};
605
+ hessian.dim_ = lp.num_col_;
606
+ hessian.start_ = {0, 2, 2, 3};
607
+ hessian.index_ = {0, 2, 2};
608
+ hessian.value_ = {2.0, -1.0, 1.0};
609
+
610
+ Highs highs;
611
+ highs.setOptionValue("output_flag", dev_run);
612
+ return_status = highs.passModel(local_model);
613
+ REQUIRE(return_status == HighsStatus::kOk);
614
+
615
+ // highs.writeModel("semi-definite.mps");
616
+
617
+ // Zero the QP regularization so "true" solution is obtained
618
+ REQUIRE(highs.setOptionValue("qp_regularization_value", 0) ==
619
+ HighsStatus::kOk);
620
+
621
+ for (auto& solver : solvers) {
622
+ highs.setOptionValue("solver", solver);
623
+ return_status = highs.run();
624
+ REQUIRE(return_status == HighsStatus::kOk);
625
+ if (dev_run) highs.writeSolution("", kSolutionStylePretty);
626
+ }
627
+
628
+ highs.resetGlobalScheduler(true);
629
+ }
630
+
631
+ TEST_CASE("test-semi-definite1", "[qpsolver]") {
632
+ HighsLp lp;
633
+ HighsHessian hessian;
634
+
635
+ lp.model_name_ = "semi-definite";
636
+ lp.num_col_ = 2;
637
+ lp.num_row_ = 1;
638
+ lp.col_cost_ = {-2.0, 0.0};
639
+ lp.col_lower_ = {-inf, -inf};
640
+ lp.col_upper_ = {inf, inf};
641
+ lp.sense_ = ObjSense::kMinimize;
642
+ lp.offset_ = 0;
643
+ lp.row_lower_ = {1};
644
+ lp.row_upper_ = {1};
645
+ lp.a_matrix_.format_ = MatrixFormat::kRowwise;
646
+ lp.a_matrix_.start_ = {0, 2};
647
+ lp.a_matrix_.index_ = {0, 1};
648
+ lp.a_matrix_.value_ = {1.0, 1.0};
649
+
650
+ Highs highs;
651
+ highs.setOptionValue("output_flag", dev_run);
652
+ REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
653
+
654
+ hessian.dim_ = lp.num_col_;
655
+ hessian.start_ = {0, 2, 3};
656
+ hessian.index_ = {0, 1, 1};
657
+ hessian.value_ = {1.0, -1.0, 1.0};
658
+ REQUIRE(highs.passHessian(hessian) == HighsStatus::kOk);
659
+
660
+ // Zero the QP regularization so "true" solution is obtained
661
+ REQUIRE(highs.setOptionValue("qp_regularization_value", 0) ==
662
+ HighsStatus::kOk);
663
+
664
+ for (auto& solver : solvers) {
665
+ highs.setOptionValue("solver", solver);
666
+ REQUIRE(highs.run() == HighsStatus::kOk);
667
+ if (dev_run) highs.writeSolution("", kSolutionStylePretty);
668
+
669
+ const double required_objective_function_value = -1.5;
670
+
671
+ testPrimalDualObjective(highs, required_objective_function_value);
672
+
673
+ const HighsSolution& solution = highs.getSolution();
674
+ REQUIRE(fabs(solution.col_value[0] - 1) < double_equal_tolerance);
675
+ REQUIRE(fabs(solution.col_value[1]) < double_equal_tolerance);
676
+ }
677
+
678
+ highs.resetGlobalScheduler(true);
679
+ }
680
+
681
+ TEST_CASE("test-semi-definite2", "[qpsolver]") {
682
+ HighsLp lp;
683
+ HighsHessian hessian;
684
+
685
+ lp.model_name_ = "semi-definite";
686
+ lp.num_col_ = 2;
687
+ lp.num_row_ = 1;
688
+ lp.col_cost_ = {0.0, -1.0};
689
+ lp.col_lower_ = {-inf, -inf};
690
+ lp.col_upper_ = {inf, inf};
691
+ lp.sense_ = ObjSense::kMinimize;
692
+ lp.offset_ = 0;
693
+ lp.row_lower_ = {-inf};
694
+ lp.row_upper_ = {1};
695
+ lp.a_matrix_.format_ = MatrixFormat::kRowwise;
696
+ lp.a_matrix_.start_ = {0, 2};
697
+ lp.a_matrix_.index_ = {0, 1};
698
+ lp.a_matrix_.value_ = {1.0, 1.0};
699
+
700
+ Highs highs;
701
+ highs.setOptionValue("output_flag", dev_run);
702
+ REQUIRE(highs.passModel(lp) == HighsStatus::kOk);
703
+ // Illustrates how final entries of 0 on the diagonal are handled
704
+ hessian.dim_ = lp.num_col_;
705
+ hessian.start_ = {0, 1, 1};
706
+ hessian.index_ = {0};
707
+ hessian.value_ = {1.0};
708
+ REQUIRE(highs.passHessian(hessian) == HighsStatus::kOk);
709
+
710
+ // Zero the QP regularization so "true" solution is obtained
711
+ REQUIRE(highs.setOptionValue("qp_regularization_value", 0) ==
712
+ HighsStatus::kOk);
713
+
714
+ for (auto& solver : solvers) {
715
+ highs.setOptionValue("solver", solver);
716
+ REQUIRE(highs.run() == HighsStatus::kOk);
717
+ if (dev_run) highs.writeSolution("", kSolutionStylePretty);
718
+
719
+ const double required_objective_function_value = -1.5;
720
+
721
+ testPrimalDualObjective(highs, required_objective_function_value);
722
+
723
+ const HighsSolution& solution = highs.getSolution();
724
+ REQUIRE(fabs(solution.col_value[0] + 1) < double_equal_tolerance);
725
+ REQUIRE(fabs(solution.col_value[1] - 2) < double_equal_tolerance);
726
+ }
727
+
728
+ highs.resetGlobalScheduler(true);
729
+ }
730
+
731
+ TEST_CASE("test-qp-modification", "[qpsolver]") {
732
+ // HighsStatus return_status;
733
+ // HighsModelStatus model_status;
734
+ // double required_objective_function_value;
735
+
736
+ for (auto& solver : solvers) {
737
+ HighsModel model;
738
+
739
+ HighsLp& lp = model.lp_;
740
+ HighsHessian& hessian = model.hessian_;
741
+
742
+ lp.num_col_ = 2;
743
+ lp.num_row_ = 1;
744
+ lp.col_cost_ = {1.0, -1.0};
745
+ lp.col_lower_ = {-inf, -inf};
746
+ lp.col_upper_ = {inf, inf};
747
+ lp.sense_ = ObjSense::kMinimize;
748
+ lp.offset_ = 0;
749
+ lp.row_lower_ = {-inf};
750
+ lp.row_upper_ = {1};
751
+ lp.a_matrix_.format_ = MatrixFormat::kRowwise;
752
+ lp.a_matrix_.start_ = {0, 2};
753
+ lp.a_matrix_.index_ = {0, 1};
754
+ lp.a_matrix_.value_ = {1.0, 1.0};
755
+ hessian.dim_ = 1;
756
+ hessian.start_ = {0, 1};
757
+ hessian.value_ = {1.0};
758
+
759
+ Highs highs;
760
+ highs.setOptionValue("output_flag", dev_run);
761
+ highs.setOptionValue("solver", solver);
762
+ const HighsModel& incumbent_model = highs.getModel();
763
+ // Cannot have Hessian with index exceeding hessian.dim_-1
764
+ hessian.index_ = {1};
765
+ REQUIRE(highs.passModel(model) == HighsStatus::kError);
766
+
767
+ // Correct the Hessian index
768
+ hessian.index_[0] = 0;
769
+ REQUIRE(highs.passModel(model) == HighsStatus::kOk);
770
+ if (dev_run) {
771
+ printf("\nNow solve the QP\n\n");
772
+ incumbent_model.hessian_.print();
773
+ }
774
+ // Zero the QP regularization so "true" solution is obtained
775
+ REQUIRE(highs.setOptionValue("qp_regularization_value", 0) ==
776
+ HighsStatus::kOk);
777
+
778
+ highs.run();
779
+ if (dev_run) highs.writeSolution("", kSolutionStylePretty);
780
+ // Add a new variables and ensure that the Hessian dimension is correct
781
+ std::vector<HighsInt> index = {0};
782
+ std::vector<double> value = {1};
783
+ REQUIRE(highs.addCol(-1, 0, 1, 1, index.data(), value.data()) ==
784
+ HighsStatus::kOk);
785
+ REQUIRE((incumbent_model.hessian_.dim_ == 0 ||
786
+ incumbent_model.hessian_.dim_ == incumbent_model.lp_.num_col_));
787
+ if (dev_run) {
788
+ printf("\nNow solve the QP after adding new variable\n\n");
789
+ incumbent_model.hessian_.print();
790
+ }
791
+ highs.run();
792
+ if (dev_run) highs.writeSolution("", kSolutionStylePretty);
793
+
794
+ HighsInt dim = incumbent_model.lp_.num_col_;
795
+ std::vector<double> arg0;
796
+ std::vector<double> arg1;
797
+ std::vector<double> result0;
798
+ std::vector<double> result1;
799
+ arg0.resize(dim);
800
+ HighsRandom random;
801
+ for (HighsInt iCol = 0; iCol < dim; iCol++) arg0[iCol] = random.fraction();
802
+ HighsHessian hessian0 = incumbent_model.hessian_;
803
+ arg1 = arg0;
804
+
805
+ // Deleting column 1 removes no nonzeros from the Hessian
806
+ HighsInt delete_col = 1;
807
+ REQUIRE(highs.deleteCols(delete_col, delete_col) == HighsStatus::kOk);
808
+ REQUIRE((incumbent_model.hessian_.dim_ == 0 ||
809
+ incumbent_model.hessian_.dim_ == incumbent_model.lp_.num_col_));
810
+ if (dev_run) {
811
+ printf("\nNow solve the QP after deleting column 1\n\n");
812
+ incumbent_model.hessian_.print();
813
+ }
814
+ highs.run();
815
+ if (dev_run) highs.writeSolution("", kSolutionStylePretty);
816
+
817
+ dim--;
818
+ for (HighsInt iCol = delete_col; iCol < dim; iCol++)
819
+ arg1[iCol] = arg1[iCol + 1];
820
+ arg0[delete_col] = 0;
821
+ hessian0.product(arg0, result0);
822
+ for (HighsInt iCol = delete_col; iCol < dim; iCol++)
823
+ result0[iCol] = result0[iCol + 1];
824
+
825
+ arg1.resize(dim);
826
+ incumbent_model.hessian_.product(arg1, result1);
827
+ for (HighsInt iCol = 0; iCol < dim; iCol++)
828
+ REQUIRE(result0[iCol] == result1[iCol]);
829
+
830
+ // Deleting column 0 removes only nonzero from the Hessian, so problem is an
831
+ // LP
832
+ delete_col = 0;
833
+ REQUIRE(highs.deleteCols(delete_col, delete_col) == HighsStatus::kOk);
834
+ REQUIRE((incumbent_model.hessian_.dim_ == 0 ||
835
+ incumbent_model.hessian_.dim_ == incumbent_model.lp_.num_col_));
836
+ if (dev_run) {
837
+ printf("\nNow solve the LP after deleting column 0\n\n");
838
+ incumbent_model.hessian_.print();
839
+ }
840
+ highs.run();
841
+ if (dev_run) highs.writeSolution("", kSolutionStylePretty);
842
+
843
+ highs.resetGlobalScheduler(true);
844
+ }
845
+ }
846
+
847
+ TEST_CASE("test-qp-delete-col", "[qpsolver]") {
848
+ HighsModel model;
849
+ HighsLp& lp = model.lp_;
850
+ HighsHessian& hessian = model.hessian_;
851
+
852
+ lp.num_col_ = 5;
853
+ lp.num_row_ = 1;
854
+ lp.col_cost_ = {-2, -1, 0, 1, 2};
855
+ lp.col_lower_ = {0, 0, 0, 0, 0};
856
+ lp.col_upper_ = {inf, inf, inf, inf, inf};
857
+ lp.sense_ = ObjSense::kMinimize;
858
+ lp.offset_ = 0;
859
+ lp.row_lower_ = {-inf};
860
+ lp.row_upper_ = {1};
861
+ lp.a_matrix_.format_ = MatrixFormat::kRowwise;
862
+ lp.a_matrix_.start_ = {0, 5};
863
+ lp.a_matrix_.index_ = {0, 1, 2, 3, 4};
864
+ lp.a_matrix_.value_ = {1, 1, 1, 1, 1};
865
+ hessian.dim_ = 5;
866
+ hessian.start_ = {0, 4, 7, 10, 11, 12};
867
+ hessian.index_ = {0, 1, 3, 4, 1, 2, 4, 2, 3, 4, 3, 4};
868
+ hessian.value_ = {11, 21, 41, 51, 22, 32, 52, 33, 43, 53, 44, 55};
869
+
870
+ Highs highs;
871
+ highs.setOptionValue("output_flag", dev_run);
872
+ const HighsModel& incumbent_model = highs.getModel();
873
+ REQUIRE(highs.passModel(model) == HighsStatus::kOk);
874
+ if (dev_run) incumbent_model.hessian_.print();
875
+
876
+ HighsInt dim = incumbent_model.lp_.num_col_;
877
+ std::vector<double> arg0;
878
+ std::vector<double> arg1;
879
+ std::vector<double> result0;
880
+ std::vector<double> result1;
881
+ arg0.resize(dim);
882
+ HighsRandom random;
883
+ for (HighsInt iCol = 0; iCol < dim; iCol++) arg0[iCol] = random.fraction();
884
+ HighsHessian hessian0 = incumbent_model.hessian_;
885
+ arg1 = arg0;
886
+
887
+ std::vector<HighsInt> set = {1, 3};
888
+ REQUIRE(highs.deleteCols(2, set.data()) == HighsStatus::kOk);
889
+ if (dev_run) incumbent_model.hessian_.print();
890
+
891
+ arg1[1] = arg1[2];
892
+ arg1[2] = arg1[4];
893
+ arg0[1] = 0;
894
+ arg0[3] = 0;
895
+ hessian0.product(arg0, result0);
896
+ result0[1] = result0[2];
897
+ result0[2] = result0[4];
898
+
899
+ dim = 3;
900
+ arg1.resize(dim);
901
+ incumbent_model.hessian_.product(arg1, result1);
902
+ for (HighsInt iCol = 0; iCol < dim; iCol++)
903
+ REQUIRE(result0[iCol] == result1[iCol]);
904
+
905
+ dim = 100;
906
+ lp.clear();
907
+ lp.num_col_ = dim;
908
+ lp.num_row_ = 1;
909
+
910
+ lp.col_cost_.resize(dim);
911
+ lp.col_lower_.resize(dim);
912
+ lp.col_upper_.resize(dim);
913
+ lp.a_matrix_.index_.resize(dim);
914
+ lp.a_matrix_.value_.resize(dim);
915
+
916
+ for (HighsInt iCol = 0; iCol < dim; iCol++) {
917
+ lp.col_cost_[iCol] = double(iCol);
918
+ lp.col_lower_[iCol] = 0;
919
+ lp.col_upper_[iCol] = inf;
920
+ lp.a_matrix_.index_[iCol] = iCol;
921
+ lp.a_matrix_.value_[iCol] = 1;
922
+ }
923
+ lp.a_matrix_.start_.push_back(dim);
924
+
925
+ lp.sense_ = ObjSense::kMinimize;
926
+ lp.offset_ = 0;
927
+ lp.row_lower_ = {-inf};
928
+ lp.row_upper_ = {1};
929
+ lp.a_matrix_.format_ = MatrixFormat::kRowwise;
930
+
931
+ hessian.clear();
932
+ hessian.dim_ = dim;
933
+ std::vector<double> hessian_col(dim);
934
+ for (HighsInt iCol = 0; iCol < dim; iCol++) {
935
+ hessian_col.assign(dim, 0);
936
+ HighsInt kmax = std::max(HighsInt(1), (dim - iCol) / 3);
937
+ hessian_col[iCol] = dim * iCol + iCol;
938
+ if (iCol < dim - 1) {
939
+ for (HighsInt k = 0; k < kmax; k++) {
940
+ HighsInt iRow = iCol + 1 + random.integer(dim - iCol - 1);
941
+ assert(iRow >= 0);
942
+ assert(iRow < dim);
943
+ hessian_col[iRow] = dim * iCol + iRow;
944
+ }
945
+ }
946
+ for (HighsInt iRow = iCol; iRow < dim; iRow++) {
947
+ if (hessian_col[iRow]) {
948
+ hessian.index_.push_back(iRow);
949
+ hessian.value_.push_back(hessian_col[iRow]);
950
+ }
951
+ }
952
+ hessian.start_.push_back(HighsInt(hessian.index_.size()));
953
+ }
954
+
955
+ REQUIRE(highs.passModel(model) == HighsStatus::kOk);
956
+ if (dev_run && dim < 20) incumbent_model.hessian_.print();
957
+
958
+ arg0.resize(dim);
959
+ for (HighsInt iCol = 0; iCol < dim; iCol++) arg0[iCol] = random.fraction();
960
+ hessian0 = incumbent_model.hessian_;
961
+ arg1 = arg0;
962
+
963
+ std::vector<HighsInt> mask;
964
+ mask.assign(dim, 0);
965
+
966
+ HighsInt kmax = std::max(HighsInt(1), dim / 3);
967
+ for (HighsInt k = 0; k < kmax; k++) {
968
+ HighsInt iRow = random.integer(dim);
969
+ assert(iRow >= 0);
970
+ assert(iRow < dim);
971
+ mask[iRow] = 1;
972
+ }
973
+ highs.deleteCols(mask.data());
974
+ if (dev_run && dim < 20) incumbent_model.hessian_.print();
975
+
976
+ for (HighsInt iCol = 0; iCol < dim; iCol++) {
977
+ HighsInt iRow = mask[iCol];
978
+ if (iRow < 0) {
979
+ arg0[iCol] = 0;
980
+ } else {
981
+ arg1[iRow] = arg1[iCol];
982
+ }
983
+ }
984
+ hessian0.product(arg0, result0);
985
+ for (HighsInt iCol = 0; iCol < dim; iCol++) {
986
+ HighsInt iRow = mask[iCol];
987
+ if (iRow >= 0) result0[iRow] = result0[iCol];
988
+ }
989
+ dim = incumbent_model.hessian_.dim_;
990
+ arg1.resize(dim);
991
+ incumbent_model.hessian_.product(arg1, result1);
992
+
993
+ for (HighsInt iCol = 0; iCol < dim; iCol++) {
994
+ REQUIRE(fabs(result0[iCol] - result1[iCol]) < 1e-8);
995
+ }
996
+ }
997
+
998
+ TEST_CASE("test-qp-hot-start", "[qpsolver]") {
999
+ // Test hot start
1000
+ HighsStatus return_status;
1001
+ Highs highs;
1002
+ highs.setOptionValue("output_flag", dev_run);
1003
+ const HighsInfo& info = highs.getInfo();
1004
+
1005
+ double required_objective_function_value = 0;
1006
+ for (HighsInt k = 0; k < 2; k++) {
1007
+ if (dev_run)
1008
+ printf(
1009
+ "\n"
1010
+ "===================\n"
1011
+ "Hot start test %d\n"
1012
+ "===================\n",
1013
+ int(k));
1014
+ if (k == 1) {
1015
+ const std::string filename =
1016
+ std::string(HIGHS_DIR) + "/check/instances/primal1.mps";
1017
+ REQUIRE(highs.readModel(filename) == HighsStatus::kOk);
1018
+ required_objective_function_value = -0.035012965733477348;
1019
+ } else if (k == 2) {
1020
+ // Not currently tested
1021
+ const std::string filename =
1022
+ std::string(HIGHS_DIR) + "/check/instances/qptestnw.lp";
1023
+ REQUIRE(highs.readModel(filename) == HighsStatus::kOk);
1024
+ } else {
1025
+ HighsModel model;
1026
+ model.lp_.num_col_ = 2;
1027
+ model.lp_.num_row_ = 1;
1028
+ model.lp_.col_cost_ = {-2, -2};
1029
+ model.lp_.col_lower_ = {-inf, -inf};
1030
+ model.lp_.col_upper_ = {inf, inf};
1031
+ model.lp_.row_lower_ = {1};
1032
+ model.lp_.row_upper_ = {inf};
1033
+ model.lp_.a_matrix_.format_ = MatrixFormat::kRowwise;
1034
+ model.lp_.a_matrix_.start_ = {0, 2};
1035
+ model.lp_.a_matrix_.index_ = {0, 1};
1036
+ model.lp_.a_matrix_.value_ = {1, 1};
1037
+ model.hessian_.dim_ = 2;
1038
+ model.hessian_.start_ = {0, 1, 2};
1039
+ model.hessian_.index_ = {0, 1};
1040
+ model.hessian_.value_ = {2, 2};
1041
+ REQUIRE(highs.passModel(model) == HighsStatus::kOk);
1042
+ required_objective_function_value = -2;
1043
+ }
1044
+ // Zero the QP regularization so "true" solution is obtained
1045
+ REQUIRE(highs.setOptionValue("qp_regularization_value", 0) ==
1046
+ HighsStatus::kOk);
1047
+ return_status = highs.run();
1048
+ REQUIRE(return_status == HighsStatus::kOk);
1049
+
1050
+ testPrimalDualObjective(highs, required_objective_function_value);
1051
+
1052
+ if (dev_run) highs.writeSolution("", 1);
1053
+
1054
+ HighsBasis basis = highs.getBasis();
1055
+ HighsSolution solution = highs.getSolution();
1056
+ if (dev_run) printf("Saved basis has validity = %d\n", basis.valid);
1057
+
1058
+ if (dev_run)
1059
+ printf(
1060
+ "================\n"
1061
+ "Hot start re-run\n"
1062
+ "================\n");
1063
+ return_status = highs.run();
1064
+ REQUIRE(return_status == HighsStatus::kOk);
1065
+ REQUIRE(info.qp_iteration_count == 0);
1066
+
1067
+ if (dev_run)
1068
+ printf(
1069
+ "===========================\n"
1070
+ "Hot start using saved basis\n"
1071
+ "===========================\n");
1072
+ highs.setBasis(basis);
1073
+ return_status = highs.run();
1074
+ REQUIRE(return_status == HighsStatus::kOk);
1075
+ REQUIRE(info.qp_iteration_count == 0);
1076
+
1077
+ // QP Hot start needs a saved solution as well as a basis after
1078
+ // clearSolver()
1079
+ if (dev_run)
1080
+ printf(
1081
+ "==============================================================\n"
1082
+ "Hot start using saved basis and solution after clearing solver\n"
1083
+ "==============================================================\n");
1084
+ highs.clearSolver();
1085
+ highs.setSolution(solution);
1086
+ highs.setBasis(basis);
1087
+ return_status = highs.run();
1088
+ REQUIRE(return_status == HighsStatus::kOk);
1089
+ REQUIRE(info.qp_iteration_count == 0);
1090
+ /*
1091
+ if (dev_run)
1092
+ printf("=================================================\n"
1093
+ "Hot start using saved basis after clearing solver\n"
1094
+ "=================================================\n");
1095
+ highs.clearSolver();
1096
+ highs.setBasis(basis);
1097
+ return_status = highs.run();
1098
+ REQUIRE(return_status == HighsStatus::kOk);
1099
+ REQUIRE(info.qp_iteration_count == 0);
1100
+ */
1101
+ // QP Hot start needs a saved solution as well as a basis after
1102
+ // clearSolver()
1103
+ if (dev_run)
1104
+ printf(
1105
+ "==============================================================\n"
1106
+ "Hot start using alien basis and solution after clearing solver\n"
1107
+ "==============================================================\n");
1108
+ highs.clearSolver();
1109
+ highs.setSolution(solution);
1110
+ basis.alien = true;
1111
+ highs.setBasis(basis);
1112
+ REQUIRE(highs.run() == HighsStatus::kOk);
1113
+ REQUIRE(info.qp_iteration_count == 0);
1114
+ if (k == 0) {
1115
+ // Modify the constraint so that the solution and basis are not
1116
+ // feasible and one iteration is needed
1117
+ REQUIRE(highs.changeCoeff(0, 1, 2.0) == HighsStatus::kOk);
1118
+ REQUIRE(highs.changeRowBounds(0, 4.0, kHighsInf) == HighsStatus::kOk);
1119
+ highs.clearSolver();
1120
+ basis.alien = false;
1121
+ highs.setBasis(basis);
1122
+ highs.setSolution(solution);
1123
+ return_status = highs.run();
1124
+ REQUIRE(info.qp_iteration_count == 1);
1125
+ }
1126
+ }
1127
+
1128
+ highs.resetGlobalScheduler(true);
1129
+ }
1130
+
1131
+ TEST_CASE("test-qp-terminations", "[qpsolver]") {
1132
+ Highs highs;
1133
+ highs.setOptionValue("output_flag", dev_run);
1134
+ std::string filename =
1135
+ std::string(HIGHS_DIR) + "/check/instances/qptestnw.lp";
1136
+ REQUIRE(highs.readModel(filename) == HighsStatus::kOk);
1137
+
1138
+ highs.setOptionValue("solver", kQpAsmString);
1139
+
1140
+ highs.setOptionValue("qp_iteration_limit", 1);
1141
+ REQUIRE(highs.run() == HighsStatus::kWarning);
1142
+ REQUIRE(highs.getModelStatus() == HighsModelStatus::kIterationLimit);
1143
+ highs.clearSolver();
1144
+ highs.setOptionValue("qp_iteration_limit", kHighsIInf);
1145
+
1146
+ highs.setOptionValue("time_limit", 0);
1147
+ REQUIRE(highs.run() == HighsStatus::kWarning);
1148
+ REQUIRE(highs.getModelStatus() == HighsModelStatus::kTimeLimit);
1149
+ highs.setOptionValue("time_limit", kHighsInf);
1150
+
1151
+ filename = std::string(HIGHS_DIR) + "/check/instances/primal1.mps";
1152
+ REQUIRE(highs.readModel(filename) == HighsStatus::kOk);
1153
+
1154
+ highs.setOptionValue("qp_nullspace_limit", 1);
1155
+ REQUIRE(highs.run() == HighsStatus::kError);
1156
+ REQUIRE(highs.getModelStatus() == HighsModelStatus::kSolveError);
1157
+ highs.setOptionValue("qp_nullspace_limit", 4000);
1158
+
1159
+ #ifdef HIPO
1160
+ highs.setOptionValue("solver", kHipoString);
1161
+
1162
+ highs.setOptionValue("ipm_iteration_limit", 1);
1163
+ REQUIRE(highs.run() == HighsStatus::kWarning);
1164
+ REQUIRE(highs.getModelStatus() == HighsModelStatus::kIterationLimit);
1165
+ highs.clearSolver();
1166
+ highs.setOptionValue("ipm_iteration_limit", kHighsIInf);
1167
+
1168
+ highs.setOptionValue("time_limit", 0);
1169
+ REQUIRE(highs.run() == HighsStatus::kWarning);
1170
+ REQUIRE(highs.getModelStatus() == HighsModelStatus::kTimeLimit);
1171
+ highs.setOptionValue("time_limit", kHighsInf);
1172
+ #endif
1173
+
1174
+ highs.resetGlobalScheduler(true);
1175
+ }
1176
+
1177
+ TEST_CASE("rowless-qp", "[qpsolver]") {
1178
+ HighsModel model;
1179
+ HighsLp& lp = model.lp_;
1180
+ HighsHessian& hessian = model.hessian_;
1181
+
1182
+ lp.num_col_ = 2;
1183
+ lp.num_row_ = 0;
1184
+ lp.col_cost_ = {0, -3};
1185
+ lp.col_lower_ = {0, 0};
1186
+ lp.col_upper_ = {inf, inf};
1187
+ lp.sense_ = ObjSense::kMinimize;
1188
+ lp.offset_ = 0;
1189
+ hessian.dim_ = 2;
1190
+ hessian.start_ = {0, 2, 3};
1191
+ hessian.index_ = {0, 1, 1};
1192
+ hessian.value_ = {2, 1, 2};
1193
+
1194
+ Highs highs;
1195
+ highs.setOptionValue("output_flag", dev_run);
1196
+
1197
+ REQUIRE(highs.passModel(model) == HighsStatus::kOk);
1198
+ // Zero the QP regularization so "true" solution is obtained
1199
+ REQUIRE(highs.setOptionValue("qp_regularization_value", 0) ==
1200
+ HighsStatus::kOk);
1201
+
1202
+ for (auto& solver : solvers) {
1203
+ highs.setOptionValue("solver", solver);
1204
+ REQUIRE(highs.run() == HighsStatus::kOk);
1205
+ REQUIRE(highs.writeSolution("", kSolutionStylePretty) ==
1206
+ HighsStatus::kWarning);
1207
+
1208
+ const double required_objective_function_value = -2.25;
1209
+
1210
+ testPrimalDualObjective(highs, required_objective_function_value);
1211
+
1212
+ const std::vector<double>& col_value = highs.getSolution().col_value;
1213
+ if (dev_run)
1214
+ printf("Solution (%24.18g, %24.18g)\n", col_value[0], col_value[1]);
1215
+ double dl_solution = std::fabs(col_value[0]);
1216
+ REQUIRE(dl_solution < 1e-6);
1217
+ dl_solution = std::fabs(col_value[1] - 1.5);
1218
+ REQUIRE(dl_solution < 1e-6);
1219
+ }
1220
+
1221
+ highs.resetGlobalScheduler(true);
1222
+ }
1223
+
1224
+ TEST_CASE("issue-2489", "[qpsolver]") {
1225
+ // This QP is
1226
+ //
1227
+ // Min, x^2/2 + x
1228
+ //
1229
+ // 0*x + 0*y <= 1
1230
+ //
1231
+ // -10 <= (x, y) <= 10
1232
+ //
1233
+ // Hence it has a constraint, but its coefficients are zero
1234
+ Highs h;
1235
+ h.setOptionValue("output_flag", dev_run);
1236
+ REQUIRE(h.setOptionValue("log_dev_level", 3) == HighsStatus::kOk);
1237
+ REQUIRE(h.setOptionValue("time_limit", 3) == HighsStatus::kOk);
1238
+ REQUIRE(h.setOptionValue("qp_iteration_limit", 10) == HighsStatus::kOk);
1239
+ REQUIRE(h.addCol(1.0, -10.0, 10.0, 0, NULL, NULL) == HighsStatus::kOk);
1240
+ REQUIRE(h.addCol(0.0, -10.0, 10.0, 0, NULL, NULL) == HighsStatus::kOk);
1241
+ REQUIRE(h.addRow(0.0, 0.0, 0, NULL, NULL) == HighsStatus::kOk);
1242
+ HighsHessian hessian;
1243
+ hessian.dim_ = 1;
1244
+ hessian.format_ = HessianFormat::kTriangular;
1245
+ hessian.start_ = {0, 1};
1246
+ hessian.index_ = {0};
1247
+ hessian.value_ = {1.0};
1248
+ REQUIRE(h.passHessian(hessian) == HighsStatus::kOk);
1249
+
1250
+ for (auto& solver : solvers) {
1251
+ h.setOptionValue("solver", solver);
1252
+ HighsStatus run_status = h.run();
1253
+ if (dev_run)
1254
+ printf("Test 2489: run_status = %s\n",
1255
+ run_status == HighsStatus::kError ? "Error"
1256
+ : run_status == HighsStatus::kWarning ? "Warning"
1257
+ : "OK");
1258
+
1259
+ // test fails using asm, but succeeds using hipo
1260
+ const HighsStatus expected_status =
1261
+ (solver == kQpAsmString ? HighsStatus::kWarning : HighsStatus::kOk);
1262
+ REQUIRE(run_status == expected_status);
1263
+ }
1264
+
1265
+ h.resetGlobalScheduler(true);
1266
+ }
1267
+
1268
+ TEST_CASE("issue-2821", "[qpsolver]") {
1269
+ Highs h;
1270
+ h.setOptionValue("output_flag", dev_run);
1271
+ const HighsInfo& info = h.getInfo();
1272
+ const std::string dirname = std::string(HIGHS_DIR) + "/check/instances/";
1273
+ std::string filename, model;
1274
+ const double optimal_objective_value = -6.0;
1275
+ HighsStatus read_status;
1276
+ // Warnings are not returned by readModel
1277
+ HighsStatus read_warning_status = HighsStatus::kOk;
1278
+ for (HighsInt k = 0; k < 6; k++) {
1279
+ if (k == 0) {
1280
+ // QUADOBJ with two upper triangular entries
1281
+ model = "2821";
1282
+ read_status = read_warning_status;
1283
+ } else if (k == 1) {
1284
+ // QUADOBJ with two upper triangular entries, and not in
1285
+ // conventional order
1286
+ model = "2821-quadobj";
1287
+ read_status = read_warning_status;
1288
+ } else if (k == 2) {
1289
+ // QMATRIX with entries not in conventional order
1290
+ model = "2821-qmatrix";
1291
+ read_status = HighsStatus::kOk;
1292
+ } else if (k == 3) {
1293
+ // QUADOBJ with duplicate entries summed, and two upper
1294
+ // triangular entries
1295
+ model = "2821-duplicate";
1296
+ read_status = read_warning_status;
1297
+ } else if (k == 4) {
1298
+ // QUADOBJ with two upper triangular entries, one leading to
1299
+ // summation
1300
+ model = "2821-summation";
1301
+ read_status = read_warning_status;
1302
+ } else {
1303
+ // QMATRIX with pair of asymmetric entries
1304
+ model = "2821-asymmetric";
1305
+ read_status = HighsStatus::kError;
1306
+ }
1307
+ if (dev_run)
1308
+ printf("\nTest with model %s\n===============\n", model.c_str());
1309
+ filename = dirname + model + ".mps";
1310
+ REQUIRE(h.readModel(filename) == read_status);
1311
+ if (read_status == HighsStatus::kOk ||
1312
+ read_status == HighsStatus::kWarning) {
1313
+ REQUIRE(h.run() == HighsStatus::kOk);
1314
+ REQUIRE(okValueDifference(info.objective_function_value,
1315
+ optimal_objective_value));
1316
+ }
1317
+ }
1318
+ h.resetGlobalScheduler(true);
1319
+ }
1320
+
1321
+ /*
1322
+ // This case causes a segfault with the meson build, but not with
1323
+ // cmake. Might be indicative of the bug causing the degeneracy
1324
+ // failure. Hence, for now, the unite test is commented out
1325
+ //
1326
+ TEST_CASE("issue-2894", "[qpsolver]") {
1327
+ Highs h;
1328
+ h.setOptionValue("output_flag", dev_run);
1329
+ const std::string dirname = std::string(HIGHS_DIR) + "/check/instances/";
1330
+ std::string model = "2894";
1331
+ std::string filename = dirname + model + ".mps";
1332
+ REQUIRE(h.readModel(filename) == HighsStatus::kOk);
1333
+ for (auto& solver : solvers) {
1334
+ REQUIRE(h.setOptionValue("solver", solver) == HighsStatus::kOk);
1335
+ if (solver == kQpAsmString) {
1336
+ REQUIRE(h.run() == HighsStatus::kError);
1337
+ REQUIRE(h.getModelStatus() == HighsModelStatus::kSolveError);
1338
+ } else {
1339
+ REQUIRE(h.run() == HighsStatus::kOk);
1340
+ REQUIRE(h.getModelStatus() == HighsModelStatus::kOptimal);
1341
+ }
1342
+ }
1343
+ h.resetGlobalScheduler(true);
1344
+ }
1345
+ */