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.
- checksums.yaml +4 -4
- data/Gemfile +1 -0
- data/README.md +104 -26
- data/ext/lpsolver/Makefile +269 -0
- data/ext/lpsolver/ext.c +353 -0
- data/ext/lpsolver/ext.o +0 -0
- data/ext/lpsolver/extconf.rb +79 -0
- data/ext/lpsolver/native.so +0 -0
- data/ext/lpsolver-highs/AUTHORS +7 -0
- data/ext/lpsolver-highs/BUILD.bazel +243 -0
- data/ext/lpsolver-highs/CITATION.cff +29 -0
- data/ext/lpsolver-highs/CMakeCache.txt +406 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
- data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
- data/ext/lpsolver-highs/CMakeLists.txt +983 -0
- data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
- data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
- data/ext/lpsolver-highs/FEATURES.md +61 -0
- data/ext/lpsolver-highs/LICENSE.txt +21 -0
- data/ext/lpsolver-highs/MODULE.bazel +38 -0
- data/ext/lpsolver-highs/README.md +281 -0
- data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
- data/ext/lpsolver-highs/Version.txt +4 -0
- data/ext/lpsolver-highs/WORKSPACE +33 -0
- data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
- data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
- data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
- data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
- data/ext/lpsolver-highs/build/bin/highs +0 -0
- data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
- data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
- data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
- data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
- data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
- data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
- data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
- data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexReport.h +21 -0
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- data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
- data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
- data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
- data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
- data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
- data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
- data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
- data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
- data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
- data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
- data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
- data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
- data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
- data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
- data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
- data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
- data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
- data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
- data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
- data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
- data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
- data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
- data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
- data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
- data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
- data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
- data/ext/lpsolver-highs/highs.pc.in +12 -0
- data/ext/lpsolver-highs/meson.build +198 -0
- data/ext/lpsolver-highs/meson_options.txt +31 -0
- data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
- data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
- data/ext/lpsolver-highs/nuget/README.md +38 -0
- data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
- data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
- data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
- data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
- data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
- data/ext/lpsolver-highs/pyproject.toml +221 -0
- data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
- data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
- data/ext/lpsolver-highs/version.rc.in +50 -0
- data/lib/lpsolver/highs +0 -0
- data/lib/lpsolver/model.rb +35 -7
- data/lib/lpsolver/native.so +0 -0
- data/lib/lpsolver/native_model.rb +261 -0
- data/lib/lpsolver/solution.rb +93 -8
- data/lib/lpsolver/version.rb +1 -1
- data/lpsolver.gemspec +4 -1
- metadata +1176 -4
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lu_int basiclu_solve_for_update
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(
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lu_int istore[],
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double xstore[],
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lu_int Li[],
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double Lx[],
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lu_int Ui[],
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double Ux[],
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lu_int Wi[],
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double Wx[],
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lu_int nzrhs,
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const lu_int irhs[],
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const double xrhs[],
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lu_int *p_nzlhs,
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lu_int ilhs[],
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double lhs[],
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char trans
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);
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/*
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Purpose:
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Given the factorization computed by basiclu_factorize() or basiclu_update(),
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solve a linear system in preparation to update the factorization.
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When the forward system is solved, then the right-hand side is the column
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to be inserted into the factorized matrix. When the transposed system is
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solved, then the right-hand side is a unit vector with entry 1 in position
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of the column to be replaced in the factorized matrix.
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For BASICLU to prepare the update, it is sufficient to compute only a
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partial solution. If the left-hand side is not requested by the user (see
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below), then only one triangular solve is done. If the left-hand side is
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requested, then a second triangular solve is required.
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Return:
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BASICLU_ERROR_invalid_store if istore, xstore do not hold a BASICLU
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instance. In this case xstore[BASICLU_STATUS] is not set.
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Otherwise return the status code. See xstore[BASICLU_STATUS] below.
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Arguments:
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lu_int istore[]
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double xstore[]
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lu_int Li[]
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double Lx[]
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lu_int Ui[]
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double Ux[]
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lu_int Wi[]
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double Wx[]
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Factorization computed by basiclu_factorize() or basiclu_update().
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lu_int nzrhs
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const lu_int irhs[nzrhs]
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const double xrhs[nzrhs]
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The right-hand side vector in compressed format.
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When the forward system is solved, irhs[0..nzrhs-1] are the indices of
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nonzeros and xrhs[0..nzrhs-1] the corresponding values. irhs must not
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contain duplicates.
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When the transposed system is solved, the right-hand side is a unit
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vector with entry 1 in position irhs[0]. nzrhs, xrhs and elements of
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irhs other than irhs[0] are not accessed. xrhs can be NULL.
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lu_int *p_nzlhs
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lu_int ilhs[m]
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lu_int lhs[m]
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If any of p_nzlhs, ilhs or lhs is NULL, then the solution to the linear
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system is not requested. In this case only the update is prepared.
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Otherwise:
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*p_nzlhs is uninitialized on entry. On return *p_nzlhs holds
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the number of nonzeros in the solution.
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The contents of ilhs is uninitialized on entry. On return
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ilhs[0..*p_nzlhs-1] holds the indices of nonzeros in the solution.
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The contents of lhs must be initialized to zero on entry. On return
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the solution is scattered into lhs.
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char trans
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Defines which system to solve. 't' or 'T' for the transposed system,
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any other character for the forward system.
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Parameters:
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xstore[BASICLU_MEMORYL]: length of Li and Lx
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xstore[BASICLU_MEMORYU]: length of Ui and Ux
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xstore[BASICLU_MEMORYW]: length of Wi and Wx
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xstore[BASICLU_SPARSE_THRESHOLD]
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Defines which method is used for solving a triangular system. A
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triangular solve can be done either by the two phase method of Gilbert
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and Peierls ("sparse solve") or by a sequential pass through the vector
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("sequential solve").
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When the solution to the linear system is requested, then two triangular
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systems are solved. The first triangular solve is done sparse. The
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second triangular solve is done sparse if its right-hand side has not
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more than m * xstore[BASICLU_SPARSE_THRESHOLD] nonzeros. Otherwise the
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sequential solve is used.
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When the solution to the linear system is not requested, then this
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parameter has no effect.
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Default: 0.05
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xstore[BASICLU_DROP_TOLERANCE]
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Nonzeros which magnitude is less than or equal to the drop tolerance
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are removed after each triangular solve. Default: 1e-20
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Info:
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xstore[BASICLU_STATUS]: status code.
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BASICLU_OK
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The updated has been successfully prepared and, if requested, the
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solution to the linear system has been computed.
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BASICLU_ERROR_argument_missing
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One or more of the mandatory pointer/array arguments are NULL.
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BASICLU_ERROR_invalid_call
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The factorization is invalid.
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BASICLU_ERROR_maximum_updates
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There have already been m Forrest-Tomlin updates, see
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xstore[BASICLU_NFORREST]. The factorization cannot be updated any
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more and must be recomputed by basiclu_factorize().
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The solution to the linear system has not been computed.
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BASICLU_ERROR_invalid_argument
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The right-hand side is invalid (forward system: nzrhs < 0 or
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nzrhs > m or one or more indices out of range; backward system:
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irhs[0] out of range).
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BASICLU_REALLOCATE
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The solve was aborted because of insufficient memory in Li,Lx or
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Ui,Ux to store data for basiclu_update(). The number of additional
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elements required is given by
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xstore[BASICLU_ADD_MEMORYL] >= 0
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xstore[BASICLU_ADD_MEMORYU] >= 0
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The user must reallocate the arrays for which additional memory is
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required. It is recommended to reallocate for the requested number
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of additional elements plus some extra space for further updates
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(e.g. 0.5 times the current array length). The new array lengths
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must be provided in
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xstore[BASICLU_MEMORYL]: length of Li and Lx
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xstore[BASICLU_MEMORYU]: length of Ui and Ux
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basiclu_solve_for_update() will start from scratch in the next call.
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*/
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lu_int basiclu_solve_sparse
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(
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+
lu_int istore[],
|
|
4
|
+
double xstore[],
|
|
5
|
+
lu_int Li[],
|
|
6
|
+
double Lx[],
|
|
7
|
+
lu_int Ui[],
|
|
8
|
+
double Ux[],
|
|
9
|
+
lu_int Wi[],
|
|
10
|
+
double Wx [],
|
|
11
|
+
lu_int nzrhs,
|
|
12
|
+
const lu_int irhs[],
|
|
13
|
+
const double xrhs[],
|
|
14
|
+
lu_int *p_nzlhs,
|
|
15
|
+
lu_int ilhs[],
|
|
16
|
+
double lhs[],
|
|
17
|
+
char trans
|
|
18
|
+
);
|
|
19
|
+
|
|
20
|
+
/*
|
|
21
|
+
Purpose:
|
|
22
|
+
|
|
23
|
+
Given the factorization computed by basiclu_factorize() or basiclu_update()
|
|
24
|
+
and the sparse right-hand side, rhs, solve a linear system for the solution
|
|
25
|
+
lhs.
|
|
26
|
+
|
|
27
|
+
Return:
|
|
28
|
+
|
|
29
|
+
BASICLU_ERROR_invalid_store if istore, xstore do not hold a BASICLU
|
|
30
|
+
instance. In this case xstore[BASICLU_STATUS] is not set.
|
|
31
|
+
|
|
32
|
+
Otherwise return the status code. See xstore[BASICLU_STATUS] below.
|
|
33
|
+
|
|
34
|
+
Arguments:
|
|
35
|
+
|
|
36
|
+
lu_int istore[]
|
|
37
|
+
double xstore[]
|
|
38
|
+
lu_int Li[]
|
|
39
|
+
double Lx[]
|
|
40
|
+
lu_int Ui[]
|
|
41
|
+
double Ux[]
|
|
42
|
+
lu_int Wi[]
|
|
43
|
+
double Wx[]
|
|
44
|
+
|
|
45
|
+
Factorization computed by basiclu_factorize() or basiclu_update().
|
|
46
|
+
|
|
47
|
+
lu_int nzrhs
|
|
48
|
+
const lu_int irhs[nzrhs]
|
|
49
|
+
const double xrhs[nzrhs]
|
|
50
|
+
|
|
51
|
+
The right-hand side vector in compressed format. irhs[0..nzrhs-1] are
|
|
52
|
+
the indices of nonzeros and xrhs[0..nzrhs-1] the corresponding values.
|
|
53
|
+
irhs must not contain duplicates.
|
|
54
|
+
|
|
55
|
+
lu_int *p_nzlhs
|
|
56
|
+
lu_int ilhs[m]
|
|
57
|
+
lu_int lhs[m]
|
|
58
|
+
|
|
59
|
+
*p_nzlhs is uninitialized on entry. On return *p_nzlhs holds
|
|
60
|
+
the number of nonzeros in the solution.
|
|
61
|
+
The contents of ilhs is uninitialized on entry. On return
|
|
62
|
+
ilhs[0..*p_nzlhs-1] holds the indices of nonzeros in the solution.
|
|
63
|
+
The contents lhs must be initialized to zero on entry. On return
|
|
64
|
+
the solution is scattered into lhs.
|
|
65
|
+
|
|
66
|
+
char trans
|
|
67
|
+
|
|
68
|
+
Defines which system to solve. 't' or 'T' for the transposed system,
|
|
69
|
+
any other character for the forward system.
|
|
70
|
+
|
|
71
|
+
Parameters:
|
|
72
|
+
|
|
73
|
+
xstore[BASICLU_SPARSE_THRESHOLD]
|
|
74
|
+
|
|
75
|
+
Defines which method is used for solving a triangular system. A
|
|
76
|
+
triangular solve can be done either by the two phase method of Gilbert
|
|
77
|
+
and Peierls ("sparse solve") or by a sequential pass through the vector
|
|
78
|
+
("sequential solve").
|
|
79
|
+
|
|
80
|
+
Solving B*x=b requires two triangular solves. The first triangular solve
|
|
81
|
+
is done sparse. The second triangular solve is done sparse if its
|
|
82
|
+
right-hand side has not more than m * xstore[BASICLU_SPARSE_THRESHOLD]
|
|
83
|
+
nonzeros. Otherwise the sequential solve is used.
|
|
84
|
+
|
|
85
|
+
Default: 0.05
|
|
86
|
+
|
|
87
|
+
xstore[BASICLU_DROP_TOLERANCE]
|
|
88
|
+
|
|
89
|
+
Nonzeros which magnitude is less than or equal to the drop tolerance
|
|
90
|
+
are removed after each triangular solve. Default: 1e-20
|
|
91
|
+
|
|
92
|
+
Info:
|
|
93
|
+
|
|
94
|
+
xstore[BASICLU_STATUS]: status code.
|
|
95
|
+
|
|
96
|
+
BASICLU_OK
|
|
97
|
+
|
|
98
|
+
The linear system has been successfully solved.
|
|
99
|
+
|
|
100
|
+
BASICLU_ERROR_argument_missing
|
|
101
|
+
|
|
102
|
+
One or more of the pointer/array arguments are NULL.
|
|
103
|
+
|
|
104
|
+
BASICLU_ERROR_invalid_call
|
|
105
|
+
|
|
106
|
+
The factorization is invalid.
|
|
107
|
+
|
|
108
|
+
BASICLU_ERROR_invalid_argument
|
|
109
|
+
|
|
110
|
+
The right-hand side is invalid (nzrhs < 0 or nzrhs > m or one or
|
|
111
|
+
more indices out of range).
|
|
112
|
+
*/
|
|
@@ -0,0 +1,125 @@
|
|
|
1
|
+
lu_int basiclu_update
|
|
2
|
+
(
|
|
3
|
+
lu_int istore[],
|
|
4
|
+
double xstore[],
|
|
5
|
+
lu_int Li[],
|
|
6
|
+
double Lx[],
|
|
7
|
+
lu_int Ui[],
|
|
8
|
+
double Ux[],
|
|
9
|
+
lu_int Wi[],
|
|
10
|
+
double Wx[],
|
|
11
|
+
double xtbl
|
|
12
|
+
);
|
|
13
|
+
|
|
14
|
+
/*
|
|
15
|
+
Purpose:
|
|
16
|
+
|
|
17
|
+
Update the factorization to replace one column of the factorized matrix.
|
|
18
|
+
A call to basiclu_update() must be preceded by calls to
|
|
19
|
+
basiclu_solve_for_update() to provide the column to be inserted and the
|
|
20
|
+
index of the column to be replaced.
|
|
21
|
+
|
|
22
|
+
The column to be inserted is defined as the right-hand side in the last call
|
|
23
|
+
to basiclu_solve_for_update() in which the forward system was solved.
|
|
24
|
+
|
|
25
|
+
The index of the column to be replaced is defined by the unit vector in the
|
|
26
|
+
last call to basiclu_solve_for_update() in which the transposed system was
|
|
27
|
+
solved.
|
|
28
|
+
|
|
29
|
+
Return:
|
|
30
|
+
|
|
31
|
+
BASICLU_ERROR_invalid_store if istore, xstore do not hold a BASICLU
|
|
32
|
+
instance. In this case xstore[BASICLU_STATUS] is not set.
|
|
33
|
+
|
|
34
|
+
Otherwise return the status code. See xstore[BASICLU_STATUS] below.
|
|
35
|
+
|
|
36
|
+
Arguments:
|
|
37
|
+
|
|
38
|
+
lu_int istore[]
|
|
39
|
+
double xstore[]
|
|
40
|
+
lu_int Li[]
|
|
41
|
+
double Lx[]
|
|
42
|
+
lu_int Ui[]
|
|
43
|
+
double Ux[]
|
|
44
|
+
lu_int Wi[]
|
|
45
|
+
double Wx[]
|
|
46
|
+
|
|
47
|
+
Factorization computed by basiclu_factorize() or basiclu_update().
|
|
48
|
+
|
|
49
|
+
double xtbl
|
|
50
|
+
|
|
51
|
+
This is an optional argument to monitor numerical stability. xtbl can be
|
|
52
|
+
either of
|
|
53
|
+
|
|
54
|
+
(a) element j0 of the solution to the forward system computed by
|
|
55
|
+
basiclu_solve_for_update(), where j0 is the column to be replaced;
|
|
56
|
+
|
|
57
|
+
(b) the dot product of the incoming column and the solution to the
|
|
58
|
+
transposed system computed by basiclu_solve_for_update().
|
|
59
|
+
|
|
60
|
+
In either case xstore[BASICLU_PIVOT_ERROR] (see below) has a defined
|
|
61
|
+
value. If monitoring stability is not desired, xtbl can be any value.
|
|
62
|
+
|
|
63
|
+
Parameters:
|
|
64
|
+
|
|
65
|
+
xstore[BASICLU_MEMORYL]: length of Li and Lx
|
|
66
|
+
xstore[BASICLU_MEMORYU]: length of Ui and Ux
|
|
67
|
+
xstore[BASICLU_MEMORYW]: length of Wi and Wx
|
|
68
|
+
|
|
69
|
+
xstore[BASICLU_DROP_TOLERANCE]
|
|
70
|
+
|
|
71
|
+
Nonzeros which magnitude is less than or equal to the drop tolerance
|
|
72
|
+
are removed from the row eta matrix. Default: 1e-20
|
|
73
|
+
|
|
74
|
+
Info:
|
|
75
|
+
|
|
76
|
+
xstore[BASICLU_STATUS]: status code.
|
|
77
|
+
|
|
78
|
+
BASICLU_OK
|
|
79
|
+
|
|
80
|
+
The update has successfully completed.
|
|
81
|
+
|
|
82
|
+
BASICLU_ERROR_argument_missing
|
|
83
|
+
|
|
84
|
+
One or more of the pointer/array arguments are NULL.
|
|
85
|
+
|
|
86
|
+
BASICLU_ERROR_invalid_call
|
|
87
|
+
|
|
88
|
+
The factorization is invalid or the update was not prepared by two
|
|
89
|
+
calls to basiclu_solve_for_update().
|
|
90
|
+
|
|
91
|
+
BASICLU_REALLOCATE
|
|
92
|
+
|
|
93
|
+
Insufficient memory in Wi,Wx. The number of additional elements
|
|
94
|
+
required is given by
|
|
95
|
+
|
|
96
|
+
xstore[BASICLU_ADD_MEMORYW] > 0
|
|
97
|
+
|
|
98
|
+
The user must reallocate Wi,Wx. It is recommended to reallocate for
|
|
99
|
+
the requested number of additional elements plus some extra space
|
|
100
|
+
for further updates (e.g. 0.5 times the current array length). The
|
|
101
|
+
new array length must be provided in
|
|
102
|
+
|
|
103
|
+
xstore[BASICLU_MEMORYW]: length of Wi and Wx
|
|
104
|
+
|
|
105
|
+
basiclu_update will start from scratch in the next call.
|
|
106
|
+
|
|
107
|
+
BASICLU_ERROR_singular_update
|
|
108
|
+
|
|
109
|
+
The updated factorization would be (numerically) singular. No update
|
|
110
|
+
has been computed and the old factorization is still valid.
|
|
111
|
+
|
|
112
|
+
xstore[BASICLU_PIVOT_ERROR]
|
|
113
|
+
|
|
114
|
+
When xtbl was given (see above), then xstore[BASICLU_PIVOT_ERROR] is a
|
|
115
|
+
measure for numerical stability. It is the difference between two
|
|
116
|
+
computations of the new pivot element relative to the new pivot element.
|
|
117
|
+
A value larger than 1e-10 indicates numerical instability and suggests
|
|
118
|
+
refactorization (and possibly tightening the pivot tolerance).
|
|
119
|
+
|
|
120
|
+
xstore[BASICLU_MAX_ETA]
|
|
121
|
+
|
|
122
|
+
The maximum entry (in absolute value) in the eta vectors from the
|
|
123
|
+
Forrest-Tomlin update. A large value, say > 1e6, indicates that pivoting
|
|
124
|
+
on diagonal element was unstable and refactorization might be necessary.
|
|
125
|
+
*/
|
|
@@ -0,0 +1,39 @@
|
|
|
1
|
+
#ifndef _LU_DEF_H
|
|
2
|
+
#define _LU_DEF_H
|
|
3
|
+
|
|
4
|
+
/* -------------------------------------------------------------------------- */
|
|
5
|
+
/* ANSI standard include files */
|
|
6
|
+
/* -------------------------------------------------------------------------- */
|
|
7
|
+
|
|
8
|
+
#include <stddef.h>
|
|
9
|
+
#include <stdlib.h>
|
|
10
|
+
#include <string.h>
|
|
11
|
+
#include <stdio.h>
|
|
12
|
+
#include <math.h>
|
|
13
|
+
#include <stdint.h>
|
|
14
|
+
#include <assert.h>
|
|
15
|
+
|
|
16
|
+
#include "ipm/basiclu/basiclu.h"
|
|
17
|
+
|
|
18
|
+
#define BASICLU_HASH 7743090 /* hash in istore[0], xstore[0] */
|
|
19
|
+
|
|
20
|
+
enum { NO_TASK, SINGLETONS, SETUP_BUMP, FACTORIZE_BUMP, BUILD_FACTORS };
|
|
21
|
+
|
|
22
|
+
/* -------------------------------------------------------------------------- */
|
|
23
|
+
/* standard macros and inlines */
|
|
24
|
+
/* -------------------------------------------------------------------------- */
|
|
25
|
+
|
|
26
|
+
#define MAX(a,b) ((a)>=(b) ? (a):(b))
|
|
27
|
+
#define MIN(a,b) ((a)<=(b) ? (a):(b))
|
|
28
|
+
|
|
29
|
+
static inline void lu_iswap(lu_int *x, lu_int i, lu_int j)
|
|
30
|
+
{
|
|
31
|
+
lu_int t = x[i]; x[i] = x[j]; x[j] = t;
|
|
32
|
+
}
|
|
33
|
+
|
|
34
|
+
static inline void lu_fswap(double *x, lu_int i, lu_int j)
|
|
35
|
+
{
|
|
36
|
+
double t = x[i]; x[i] = x[j]; x[j] = t;
|
|
37
|
+
}
|
|
38
|
+
|
|
39
|
+
#endif
|
|
@@ -0,0 +1,21 @@
|
|
|
1
|
+
#ifndef _LU_FILE_H
|
|
2
|
+
#define _LU_FILE_H
|
|
3
|
+
|
|
4
|
+
void lu_file_empty(
|
|
5
|
+
lu_int nlines, lu_int *begin, lu_int *end, lu_int *next, lu_int *prev,
|
|
6
|
+
lu_int fmem);
|
|
7
|
+
|
|
8
|
+
void lu_file_reappend(
|
|
9
|
+
lu_int line, lu_int nlines, lu_int *begin, lu_int *end, lu_int *next,
|
|
10
|
+
lu_int *prev, lu_int *index, double *value, lu_int extra_space);
|
|
11
|
+
|
|
12
|
+
lu_int lu_file_compress(
|
|
13
|
+
lu_int nlines, lu_int *begin, lu_int *end, const lu_int *next,
|
|
14
|
+
lu_int *index, double *value, double stretch, lu_int pad);
|
|
15
|
+
|
|
16
|
+
lu_int lu_file_diff(
|
|
17
|
+
lu_int nrow, const lu_int *begin_row, const lu_int *end_row,
|
|
18
|
+
const lu_int *begin_col, const lu_int *end_col, const lu_int *index,
|
|
19
|
+
const double *value);
|
|
20
|
+
|
|
21
|
+
#endif
|
|
@@ -0,0 +1,220 @@
|
|
|
1
|
+
#ifndef _LU_INTERNAL_H
|
|
2
|
+
#define _LU_INTERNAL_H
|
|
3
|
+
|
|
4
|
+
#include "ipm/basiclu/lu_def.h"
|
|
5
|
+
|
|
6
|
+
/* -------------------------------------------------------------------------- */
|
|
7
|
+
/* struct lu */
|
|
8
|
+
/* -------------------------------------------------------------------------- */
|
|
9
|
+
|
|
10
|
+
/*
|
|
11
|
+
This data structure provides access to istore, xstore.
|
|
12
|
+
|
|
13
|
+
lu_* routines do not access istore, xstore directly. Instead, they operate
|
|
14
|
+
on a struct lu object. Scalar quantities stored in istore, xstore are copied
|
|
15
|
+
to a struct lu object by lu_load() and copied back by lu_save(). Subarrays
|
|
16
|
+
of istore, xstore and the user arrays Li, Lx, Ui, Ux, Wi, Wx are aliased by
|
|
17
|
+
pointers in struct lu.
|
|
18
|
+
*/
|
|
19
|
+
|
|
20
|
+
struct lu
|
|
21
|
+
{
|
|
22
|
+
/* user parameters, not modified */
|
|
23
|
+
lu_int Lmem;
|
|
24
|
+
lu_int Umem;
|
|
25
|
+
lu_int Wmem;
|
|
26
|
+
double droptol;
|
|
27
|
+
double abstol;
|
|
28
|
+
double reltol;
|
|
29
|
+
lu_int nzbias;
|
|
30
|
+
lu_int maxsearch;
|
|
31
|
+
lu_int pad;
|
|
32
|
+
double stretch;
|
|
33
|
+
double compress_thres;
|
|
34
|
+
double sparse_thres;
|
|
35
|
+
lu_int search_rows;
|
|
36
|
+
|
|
37
|
+
/* user readable */
|
|
38
|
+
lu_int m;
|
|
39
|
+
lu_int addmemL;
|
|
40
|
+
lu_int addmemU;
|
|
41
|
+
lu_int addmemW;
|
|
42
|
+
|
|
43
|
+
lu_int nupdate;
|
|
44
|
+
lu_int nforrest;
|
|
45
|
+
lu_int nfactorize;
|
|
46
|
+
lu_int nupdate_total;
|
|
47
|
+
lu_int nforrest_total;
|
|
48
|
+
lu_int nsymperm_total;
|
|
49
|
+
lu_int Lnz; /* nz in L excluding diagonal */
|
|
50
|
+
lu_int Unz; /* nz in U excluding diagonal */
|
|
51
|
+
lu_int Rnz; /* nz in update etas excluding diagonal */
|
|
52
|
+
double min_pivot;
|
|
53
|
+
double max_pivot;
|
|
54
|
+
double max_eta;
|
|
55
|
+
double update_cost_numer;
|
|
56
|
+
double update_cost_denom;
|
|
57
|
+
double time_factorize;
|
|
58
|
+
double time_solve;
|
|
59
|
+
double time_update;
|
|
60
|
+
double time_factorize_total;
|
|
61
|
+
double time_solve_total;
|
|
62
|
+
double time_update_total;
|
|
63
|
+
lu_int Lflops;
|
|
64
|
+
lu_int Uflops;
|
|
65
|
+
lu_int Rflops;
|
|
66
|
+
double condestL;
|
|
67
|
+
double condestU;
|
|
68
|
+
double normL;
|
|
69
|
+
double normU;
|
|
70
|
+
double normestLinv;
|
|
71
|
+
double normestUinv;
|
|
72
|
+
double onenorm; /* 1-norm and inf-norm of matrix after fresh */
|
|
73
|
+
double infnorm; /* factorization with dependent cols replaced */
|
|
74
|
+
double residual_test; /* computed by lu_residual_test() */
|
|
75
|
+
|
|
76
|
+
lu_int matrix_nz; /* nz in basis matrix when factorized */
|
|
77
|
+
lu_int rank; /* rank of basis matrix when factorized */
|
|
78
|
+
lu_int bump_size;
|
|
79
|
+
lu_int bump_nz;
|
|
80
|
+
lu_int nsearch_pivot; /* # rows/cols searched for pivot */
|
|
81
|
+
lu_int nexpand; /* # rows/cols expanded in factorize */
|
|
82
|
+
lu_int ngarbage; /* # garbage collections in factorize */
|
|
83
|
+
lu_int factor_flops; /* # flops in factorize */
|
|
84
|
+
double time_singletons;
|
|
85
|
+
double time_search_pivot;
|
|
86
|
+
double time_elim_pivot;
|
|
87
|
+
|
|
88
|
+
double pivot_error; /* error estimate for pivot in last update */
|
|
89
|
+
|
|
90
|
+
/* private */
|
|
91
|
+
lu_int task; /* the part of factorization in progress */
|
|
92
|
+
lu_int pivot_row; /* chosen pivot row */
|
|
93
|
+
lu_int pivot_col; /* chosen pivot column */
|
|
94
|
+
lu_int ftran_for_update; /* >= 0 if FTRAN prepared for update */
|
|
95
|
+
lu_int btran_for_update; /* >= 0 if BTRAN prepared for update */
|
|
96
|
+
lu_int marker; /* see @marked, below */
|
|
97
|
+
lu_int pivotlen; /* length of @pivotcol, @pivotrow; <= 2*m */
|
|
98
|
+
lu_int rankdef; /* # columns removed from active submatrix
|
|
99
|
+
because maximum was 0 or < abstol */
|
|
100
|
+
lu_int min_colnz; /* colcount lists 1..min_colnz-1 are empty */
|
|
101
|
+
lu_int min_rownz; /* rowcount lists 1..min_rownz-1 are empty */
|
|
102
|
+
|
|
103
|
+
/* aliases to user arrays */
|
|
104
|
+
lu_int *Lindex, *Uindex, *Windex;
|
|
105
|
+
double *Lvalue, *Uvalue, *Wvalue;
|
|
106
|
+
|
|
107
|
+
/*
|
|
108
|
+
* pointers into istore
|
|
109
|
+
*
|
|
110
|
+
* When two declaration lists are on one line, then the arrays from the
|
|
111
|
+
* second list share memory with the array from the first list. The arrays
|
|
112
|
+
* from the first lists are used during factorization, the arrays from the
|
|
113
|
+
* second lists are used during solves/updates.
|
|
114
|
+
*/
|
|
115
|
+
|
|
116
|
+
/* documented in lu_singletons.c, lu_setup_bump.c, lu_build_factors.c */
|
|
117
|
+
lu_int *colcount_flink; lu_int *pivotcol;
|
|
118
|
+
lu_int *colcount_blink; lu_int *pivotrow;
|
|
119
|
+
lu_int *rowcount_flink; lu_int *Rbegin, *eta_row;
|
|
120
|
+
lu_int *rowcount_blink; lu_int *iwork1;
|
|
121
|
+
lu_int *Wbegin; lu_int *Lbegin; /* + Wbegin reused */
|
|
122
|
+
lu_int *Wend; lu_int *Ltbegin; /* + Wend reused */
|
|
123
|
+
lu_int *Wflink; lu_int *Ltbegin_p; /* + Wflink reused */
|
|
124
|
+
lu_int *Wblink; lu_int *p; /* + Wblink reused */
|
|
125
|
+
lu_int *pinv; lu_int *pmap;
|
|
126
|
+
lu_int *qinv; lu_int *qmap;
|
|
127
|
+
lu_int *Lbegin_p; /* Lbegin_p reused */
|
|
128
|
+
lu_int *Ubegin; /* Ubegin reused */
|
|
129
|
+
|
|
130
|
+
lu_int *iwork0; lu_int *marked;
|
|
131
|
+
/* iwork0: size m workspace, zeroed */
|
|
132
|
+
/* marked: size m workspace, 0 <= marked[i] <= @marker */
|
|
133
|
+
|
|
134
|
+
/* pointers into xstore */
|
|
135
|
+
double *work0; /* size m workspace, zeroed */
|
|
136
|
+
double *work1; /* size m workspace, uninitialized */
|
|
137
|
+
double *col_pivot; /* pivot elements by column index */
|
|
138
|
+
double *row_pivot; /* pivot elements by row index */
|
|
139
|
+
};
|
|
140
|
+
|
|
141
|
+
|
|
142
|
+
/* -------------------------------------------------------------------------- */
|
|
143
|
+
/* Internal function prototypes */
|
|
144
|
+
/* -------------------------------------------------------------------------- */
|
|
145
|
+
|
|
146
|
+
lu_int lu_load(
|
|
147
|
+
struct lu *this, lu_int *istore, double *xstore, lu_int *Li, double *Lx,
|
|
148
|
+
lu_int *Ui, double *Ux, lu_int *Wi, double *Wx);
|
|
149
|
+
|
|
150
|
+
lu_int lu_save(
|
|
151
|
+
const struct lu *this, lu_int *istore, double *xstore, lu_int status);
|
|
152
|
+
|
|
153
|
+
void lu_reset(struct lu *this);
|
|
154
|
+
|
|
155
|
+
void lu_initialize(lu_int m, lu_int *istore, double *xstore);
|
|
156
|
+
|
|
157
|
+
lu_int lu_factorize_bump (struct lu *this);
|
|
158
|
+
|
|
159
|
+
lu_int lu_build_factors(struct lu *this);
|
|
160
|
+
|
|
161
|
+
void lu_garbage_perm(struct lu *this);
|
|
162
|
+
|
|
163
|
+
lu_int lu_markowitz(struct lu *this);
|
|
164
|
+
|
|
165
|
+
lu_int lu_pivot(struct lu *this);
|
|
166
|
+
|
|
167
|
+
lu_int lu_setup_bump(
|
|
168
|
+
struct lu *this, const lu_int *Bbegin, const lu_int *Bend, const lu_int *Bi,
|
|
169
|
+
const double *Bx);
|
|
170
|
+
|
|
171
|
+
lu_int lu_singletons(
|
|
172
|
+
struct lu *this, const lu_int *Bbegin, const lu_int *Bend, const lu_int *Bi,
|
|
173
|
+
const double *Bx);
|
|
174
|
+
|
|
175
|
+
void lu_solve_dense(
|
|
176
|
+
struct lu *this, const double *rhs, double *lhs, char trans);
|
|
177
|
+
|
|
178
|
+
lu_int lu_solve_for_update(
|
|
179
|
+
struct lu *this, const lu_int nrhs, const lu_int *irhs, const double *xrhs,
|
|
180
|
+
lu_int *nlhs, lu_int *ilhs, double *xlhs, char trans);
|
|
181
|
+
|
|
182
|
+
void lu_solve_sparse(
|
|
183
|
+
struct lu *this, const lu_int nrhs, const lu_int *irhs, const double *xrhs,
|
|
184
|
+
lu_int *nlhs, lu_int *ilhs, double *xlhs, char trans);
|
|
185
|
+
|
|
186
|
+
lu_int lu_dfs(
|
|
187
|
+
lu_int i, const lu_int *begin, const lu_int *end, const lu_int *index,
|
|
188
|
+
lu_int top, lu_int *xi, lu_int *pstack, lu_int *marked, const lu_int M);
|
|
189
|
+
|
|
190
|
+
lu_int lu_solve_symbolic(
|
|
191
|
+
const lu_int m, const lu_int *begin, const lu_int *end, const lu_int *index,
|
|
192
|
+
const lu_int nrhs, const lu_int *irhs, lu_int *ilhs, lu_int *pstack,
|
|
193
|
+
lu_int *marked, const lu_int M);
|
|
194
|
+
|
|
195
|
+
lu_int lu_solve_triangular(
|
|
196
|
+
const lu_int nz_symb, const lu_int *pattern_symb, const lu_int *begin,
|
|
197
|
+
const lu_int *end, const lu_int *index, const double *value,
|
|
198
|
+
const double *pivot, const double droptol, double *lhs, lu_int *pattern,
|
|
199
|
+
lu_int *flops);
|
|
200
|
+
|
|
201
|
+
lu_int lu_update(struct lu *this, double xtbl);
|
|
202
|
+
|
|
203
|
+
double lu_condest(
|
|
204
|
+
lu_int m, const lu_int *Ubegin, const lu_int *Ui, const double *Ux,
|
|
205
|
+
const double *pivot, const lu_int *perm, int upper, double *work,
|
|
206
|
+
double *norm, double *norminv);
|
|
207
|
+
|
|
208
|
+
double lu_normest(
|
|
209
|
+
lu_int m, const lu_int *Ubegin, const lu_int *Ui, const double *Ux,
|
|
210
|
+
const double *pivot, const lu_int *perm, int upper, double *work);
|
|
211
|
+
|
|
212
|
+
void lu_matrix_norm(
|
|
213
|
+
struct lu *this, const lu_int *Bbegin, const lu_int *Bend, const lu_int *Bi,
|
|
214
|
+
const double *Bx);
|
|
215
|
+
|
|
216
|
+
void lu_residual_test(
|
|
217
|
+
struct lu *this, const lu_int *Bbegin, const lu_int *Bend, const lu_int *Bi,
|
|
218
|
+
const double *Bx);
|
|
219
|
+
|
|
220
|
+
#endif
|