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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program fortrantest
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use, intrinsic :: iso_c_binding
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use highs_fortran_api
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implicit none
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! This illustrates the use of Highs_lpCall, the simple F90 interface to
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! HiGHS. It's designed to solve the general LP problem
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!
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! Min c^Tx subject to L <= Ax <= U; l <= x <= u
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!
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! where A is a matrix with m rows and n columns
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!
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! The scalar n is numcol
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! The scalar m is numrow
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!
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! The vector c is colcost
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! The vector l is collower
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! The vector u is colupper
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! The vector L is rowlower
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! The vector U is rowupper
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!
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! The matrix A is represented in packed column-wise form: only its
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! nonzeros are stored
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!
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! * The number of nonzeros in A is numnz
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!
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! * The row indices of the nonnzeros in A are stored column-by-column
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! in aindex
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!
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! * The values of the nonnzeros in A are stored column-by-column in
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! avalue
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!
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! * The position in aindex/avalue of the index/value of the first
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! nonzero in each column is stored in astart
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!
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! Note that astart(1) must be zero
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!
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! After a successful call to Highs_lpCall, the primal and dual
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! solution, and the simplex basis are returned as follows
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!
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! The vector x is colvalue
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! The vector Ax is rowvalue
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! The vector of dual values for the variables x is coldual
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! The vector of dual values for the variables Ax is rowdual
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! The basic/nonbasic status of the variables x is colbasisstatus
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! The basic/nonbasic status of the variables Ax is rowbasisstatus
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!
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! The status of the solution obtained is modelstatus
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!
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! To solve maximization problems, the values in c must be negated
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!
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! The use of Highs_lpCall is illustrated for the LP/MIP example
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!
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! Min f = 2x_0 + 3x_1
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! s.t. x_1 <= 6
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! 10 <= x_0 + 2x_1 <= 14
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! 8 <= 2x_0 + x_1
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! 0 <= x_0 <= 3; 1 <= x_1
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integer ( c_int ), parameter :: numcol = 2
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integer ( c_int ), parameter :: numrow = 3
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integer ( c_int ), parameter :: numnz = 5
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integer ( c_int ), parameter :: aformat_colwise = 1
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integer ( c_int ), parameter :: sense = 1
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real ( c_double ), parameter :: offset = 0
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real ( c_double ) colcost(numcol)
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real ( c_double ) collower(numcol)
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real ( c_double ) colupper(numcol)
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real ( c_double ) rowlower(numrow)
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real ( c_double ) rowupper(numrow)
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integer ( c_int ) astart(numcol)
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integer ( c_int ) aindex(numnz)
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real ( c_double ) avalue(numnz)
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real ( c_double ) colvalue(numcol)
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real ( c_double ) coldual(numcol)
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real ( c_double ) rowvalue(numrow)
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real ( c_double ) rowdual(numrow)
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integer ( c_int ) colbasisstatus(numcol)
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integer ( c_int ) rowbasisstatus(numrow)
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integer modelstatus
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integer runstatus
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integer ( c_int ), parameter :: modelstatus_optimal = 7
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integer ( c_int ), parameter :: runstatus_error = -1
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integer ( c_int ), parameter :: runstatus_ok = 0
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integer ( c_int ), parameter :: runstatus_warning = 1
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! For the full API test
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type ( c_ptr ) :: highs
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! For the row-wise matrix
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integer ( c_int ) arstart(numrow)
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integer ( c_int ) arindex(numnz)
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real ( c_double ) arvalue(numnz)
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real, parameter :: inf = 1e30
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integer col, row, el
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integer from_el, to_el
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integer iteration_count, primal_solution_status, dual_solution_status
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double precision objective_function_value
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double precision objective_error
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integer option_type
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integer dummy_info
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integer alt_sense
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integer scale_strategy
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integer, parameter :: default_scale_strategy = 1
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integer, parameter :: new_scale_strategy = 3
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double precision, parameter :: dual_tolerance = 1d-6
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logical ( c_bool ) write_solution_to_file
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integer ( c_int ) write_solution_style
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double precision, pointer :: double_null(:)
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integer, pointer :: integer_null(:)
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character( c_char ) :: file_name(7)
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! Illustrate the solution of a QP
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!
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! minimize -x_2 - 3x_3 + (1/2)(2x_1^2 - 2x_1x_3 + 0.2x_2^2 + 2x_3^2)
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!
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! subject to x_1 + x_3 <= 2; x>=0
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!
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! Solution x_1 = 0.5; x_2 = 5.0; x_3 = 1.5
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integer ( c_int ), parameter :: qp_numcol = 3
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integer ( c_int ), parameter :: qp_numrow = 1
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integer ( c_int ), parameter :: qp_numnz = 2
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integer ( c_int ), parameter :: qp_hessian_numnz = 4
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integer ( c_int ), parameter :: qformat_triangular = 1
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real ( c_double ) qp_colcost(qp_numcol)
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real ( c_double ) qp_collower(qp_numcol)
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real ( c_double ) qp_colupper(qp_numcol)
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real ( c_double ) qp_rowlower(qp_numrow)
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real ( c_double ) qp_rowupper(qp_numrow)
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integer ( c_int ) qp_astart(qp_numcol)
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integer ( c_int ) qp_aindex(qp_numnz)
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real ( c_double ) qp_avalue(qp_numnz)
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integer ( c_int ) qp_qstart(qp_numcol)
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integer ( c_int ) qp_qindex(qp_hessian_numnz)
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real ( c_double ) qp_qvalue(qp_hessian_numnz)
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real ( c_double ) qp_sol(qp_numcol)
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real ( c_double ) qp_colvalue(qp_numcol)
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real ( c_double ) qp_coldual(qp_numcol)
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real ( c_double ) qp_rowvalue(qp_numrow)
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real ( c_double ) qp_rowdual(qp_numrow)
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integer ( c_int ) qp_colbasisstatus(qp_numcol)
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integer ( c_int ) qp_rowbasisstatus(qp_numrow)
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integer qp_modelstatus
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integer qp_runstatus
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logical, parameter :: no_highs_logging = .TRUE.
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logical ( c_bool ), parameter :: logical_false = .false.
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logical ( c_bool ), parameter :: logical_true = .true.
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! Set up the LP/MIP example
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+
colcost(1) = 2
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158
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+
colcost(2) = 3
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159
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+
|
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160
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+
collower(1) = 0
|
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161
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+
collower(2) = 1
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162
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+
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163
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+
colupper(1) = 3
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164
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+
colupper(2) = inf
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165
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+
|
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166
|
+
rowlower(1) = -inf
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167
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+
rowlower(2) = 10.0
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168
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+
rowlower(3) = 8.0
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169
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+
|
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170
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+
rowupper(1) = 6.0
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171
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+
rowupper(2) = 14.0
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172
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+
rowupper(3) = inf
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173
|
+
|
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174
|
+
! The definition of sparse matrices to be passed into the FORTRAN
|
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175
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+
! interface is non-trivial, since the FORTRAN interface is a direct
|
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176
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+
! bind to the C API: no execution (esp. conversion of data) at any
|
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177
|
+
! point. Hence FORTRAN users have to supply vectors that, when
|
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178
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+
! indexed from 0, are standard for the C API.
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179
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+
|
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180
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+
! Although the FORTRAN arrays in the example are indexed from 1 (of
|
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181
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+
! course) note that the row indices in aindex are in the interval
|
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182
|
+
! [0, numrow-1]
|
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183
|
+
|
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184
|
+
! For this example, aindex is indexed from 1 to 5, and contains [1 2
|
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185
|
+
! 0 1 2], referring to column 0 having entries in rows 1 and 2;
|
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186
|
+
! column 1 having entries in rows 0, 1 and 2
|
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187
|
+
|
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188
|
+
! FORTRAN-wise, astart would naturally be [1 3], but it must
|
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189
|
+
! indicate the starts when aindex is indexed from 0 to 4 in C, so
|
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190
|
+
! the starts must have 1 subtracted from them from the values that
|
|
191
|
+
! would be used in FORTRAN. Hence astart is [0 2]
|
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192
|
+
|
|
193
|
+
astart(1) = 0
|
|
194
|
+
astart(2) = 2
|
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195
|
+
|
|
196
|
+
aindex(1) = 1
|
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197
|
+
aindex(2) = 2
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198
|
+
aindex(3) = 0
|
|
199
|
+
aindex(4) = 1
|
|
200
|
+
aindex(5) = 2
|
|
201
|
+
|
|
202
|
+
avalue(1) = 1
|
|
203
|
+
avalue(2) = 2
|
|
204
|
+
avalue(3) = 1
|
|
205
|
+
avalue(4) = 2
|
|
206
|
+
avalue(5) = 1
|
|
207
|
+
|
|
208
|
+
!================================================================================
|
|
209
|
+
! Illustrate use of Highs_lpCall to solve a given LP
|
|
210
|
+
print*, "*********"
|
|
211
|
+
print*, "Section 1"
|
|
212
|
+
print*, "*********"
|
|
213
|
+
runstatus = Highs_lpCall( numcol, numrow, numnz,&
|
|
214
|
+
aformat_colwise, sense, offset, &
|
|
215
|
+
colcost, collower, colupper, rowlower, rowupper,&
|
|
216
|
+
astart, aindex, avalue,&
|
|
217
|
+
colvalue, coldual, rowvalue, rowdual,&
|
|
218
|
+
colbasisstatus, rowbasisstatus, modelstatus)
|
|
219
|
+
|
|
220
|
+
if (runstatus .ne. runstatus_ok) then
|
|
221
|
+
write(*, '(a, i1, a, i2)')'Highs_lpCall run status is ', runstatus, ' not ', runstatus_ok
|
|
222
|
+
stop
|
|
223
|
+
endif
|
|
224
|
+
write(*, '(a, i1, a, i2)')'Run status = ', runstatus, '; Model status = ', modelstatus
|
|
225
|
+
|
|
226
|
+
if (modelstatus .eq. modelstatus_optimal) then
|
|
227
|
+
objective_function_value = 0
|
|
228
|
+
! Report the column primal and dual values, and basis status
|
|
229
|
+
do col = 1, numcol
|
|
230
|
+
write(*, '(a, i1, a, f10.4, a, f10.4, a, i2)') &
|
|
231
|
+
'Col', col, ' = ', colvalue(col), &
|
|
232
|
+
'; dual = ', coldual(col), &
|
|
233
|
+
'; status = ', colbasisstatus(col)
|
|
234
|
+
objective_function_value = objective_function_value + colvalue(col)*colcost(col)
|
|
235
|
+
enddo
|
|
236
|
+
! Report the row primal and dual values, and basis status
|
|
237
|
+
do row = 1, numrow
|
|
238
|
+
write(*, '(a, i1, a, f10.4, a, f10.4, a, i2)') &
|
|
239
|
+
'Row', row, ' = ', rowvalue(row), &
|
|
240
|
+
'; dual = ', rowdual(row), &
|
|
241
|
+
'; status = ', rowbasisstatus(row)
|
|
242
|
+
enddo
|
|
243
|
+
write(*, '(a, f10.4)')'Optimal objective value = ', objective_function_value
|
|
244
|
+
endif
|
|
245
|
+
|
|
246
|
+
! Illustrate use of Highs_create() to create a pointer to an
|
|
247
|
+
! instance of the Highs class, then Highs_passLp to pass LP to
|
|
248
|
+
! HiGHS, and Highs_run to solve it
|
|
249
|
+
highs = Highs_create()
|
|
250
|
+
if (no_highs_logging) then
|
|
251
|
+
runstatus = Highs_setBoolOptionValue(highs, "output_flag"//C_NULL_CHAR, logical_false)
|
|
252
|
+
endif
|
|
253
|
+
|
|
254
|
+
runstatus = Highs_passLp(highs, numcol, numrow, numnz, aformat_colwise, &
|
|
255
|
+
sense, offset, colcost, collower, colupper, rowlower, rowupper, &
|
|
256
|
+
astart, aindex, avalue)
|
|
257
|
+
runstatus = Highs_run(highs)
|
|
258
|
+
modelstatus = Highs_getModelStatus(highs);
|
|
259
|
+
print*, "modelstatus = ", modelstatus
|
|
260
|
+
call assert(runstatus .eq. runstatus_ok, "Highs_run runstatus")
|
|
261
|
+
call assert(modelstatus .eq. modelstatus_optimal, "Highs_run modelstatus optimal")
|
|
262
|
+
write(*, '(a, i1, a, i2)')'Run status = ', runstatus, '; Model status = ', modelstatus
|
|
263
|
+
runstatus = Highs_getDoubleInfoValue(highs, "objective_function_value"//C_NULL_CHAR, objective_function_value);
|
|
264
|
+
runstatus = Highs_getIntInfoValue(highs, "simplex_iteration_count"//C_NULL_CHAR, iteration_count);
|
|
265
|
+
write(*, '(a, f10.4, a, i6)')"Objective value = ", objective_function_value, "; Iteration count = ", iteration_count
|
|
266
|
+
|
|
267
|
+
call Highs_destroy(highs)
|
|
268
|
+
!================================================================================
|
|
269
|
+
! Illustrate use of Highs_addCols and Highs_addRows to build model,
|
|
270
|
+
! and then Highs_changeObjectiveSense to switch to maximization
|
|
271
|
+
print*, "*********"
|
|
272
|
+
print*, "Section 2"
|
|
273
|
+
print*, "*********"
|
|
274
|
+
highs = Highs_create()
|
|
275
|
+
if (no_highs_logging) then
|
|
276
|
+
runstatus = Highs_setBoolOptionValue(highs, "output_flag"//C_NULL_CHAR, logical_false)
|
|
277
|
+
endif
|
|
278
|
+
! Create double and integer values equal to NULL pointer
|
|
279
|
+
call C_F_POINTER(C_NULL_PTR, double_null, [0])
|
|
280
|
+
call C_F_POINTER(C_NULL_PTR, integer_null, [0])
|
|
281
|
+
|
|
282
|
+
! Add two columns to the empty LP, but no matrix. After numnz=0, can
|
|
283
|
+
! just pass arrays rather than NULL
|
|
284
|
+
runstatus = Highs_addCols(highs, numcol, colcost, collower, colupper, 0, integer_null, integer_null, double_null);
|
|
285
|
+
! Define the constraint matrix by adding it as three rows to the
|
|
286
|
+
! 2-column LP - requiring the matrix row-wise
|
|
287
|
+
|
|
288
|
+
arstart(1) = 0
|
|
289
|
+
arstart(2) = 1
|
|
290
|
+
arstart(3) = 3
|
|
291
|
+
arindex(1) = 1
|
|
292
|
+
arindex(2) = 0
|
|
293
|
+
arindex(3) = 1
|
|
294
|
+
arindex(4) = 0
|
|
295
|
+
arindex(5) = 1
|
|
296
|
+
arvalue(1) = 1
|
|
297
|
+
arvalue(2) = 1
|
|
298
|
+
arvalue(3) = 2
|
|
299
|
+
arvalue(4) = 2
|
|
300
|
+
arvalue(5) = 1
|
|
301
|
+
|
|
302
|
+
runstatus = Highs_addRows(highs, numrow, rowlower, rowupper, numnz, arstart, arindex, arvalue)
|
|
303
|
+
|
|
304
|
+
runstatus = Highs_getObjectiveSense(highs, alt_sense);
|
|
305
|
+
write(*, '(a, i2)')"LP problem has objective sense = ", alt_sense
|
|
306
|
+
call assert(alt_sense .eq. sense, "Objective sense")
|
|
307
|
+
|
|
308
|
+
alt_sense = -1 * alt_sense
|
|
309
|
+
runstatus = Highs_changeObjectiveSense(highs, alt_sense);
|
|
310
|
+
runstatus = Highs_getObjectiveSense(highs, alt_sense);
|
|
311
|
+
call assert(alt_sense .eq. -1, "Changed Objective sense")
|
|
312
|
+
|
|
313
|
+
! Get and set option values
|
|
314
|
+
runstatus = Highs_getIntOptionValue(highs, "simplex_scale_strategy"//C_NULL_CHAR, scale_strategy);
|
|
315
|
+
call assert(scale_strategy .eq. default_scale_strategy,&
|
|
316
|
+
"scale_strategy .eq. default_scale_strategy")
|
|
317
|
+
runstatus = Highs_setIntOptionValue(highs, "simplex_scale_strategy"//C_NULL_CHAR, new_scale_strategy)
|
|
318
|
+
runstatus = Highs_getIntOptionValue(highs, "simplex_scale_strategy"//C_NULL_CHAR, scale_strategy);
|
|
319
|
+
call assert(scale_strategy .eq. new_scale_strategy,&
|
|
320
|
+
"scale_strategy .eq. new_scale_strategy")
|
|
321
|
+
|
|
322
|
+
runstatus = Highs_setDoubleOptionValue(highs, "primal_feasibility_tolerance"//C_NULL_CHAR, 1d-6);
|
|
323
|
+
call assert(runstatus .eq. runstatus_ok, "setDoubleOptionValue runstatus")
|
|
324
|
+
runstatus = Highs_setDoubleOptionValue(highs, "dual_feasibility_tolerance"//C_NULL_CHAR, dual_tolerance);
|
|
325
|
+
call assert(runstatus .eq. runstatus_ok, "setDoubleOptionValue runstatus")
|
|
326
|
+
|
|
327
|
+
! There are some functions to check what type of option value you should provide.
|
|
328
|
+
runstatus = Highs_getOptionType(highs, "simplex_scale_strategy"//C_NULL_CHAR, option_type);
|
|
329
|
+
call assert(runstatus .eq. runstatus_ok, "getOptionType runstatus = 0")
|
|
330
|
+
call assert(option_type .eq. 1, "getOptionType option_type")
|
|
331
|
+
! This is what happens if an invalid name is passed
|
|
332
|
+
runstatus = Highs_getOptionType(highs, "bad_option"//C_NULL_CHAR, option_type)
|
|
333
|
+
call assert(runstatus .eq. runstatus_error, "getOptionType runstatus")
|
|
334
|
+
|
|
335
|
+
! Suppress HiGHS output
|
|
336
|
+
print*, "Suppressing all HiGHS output"
|
|
337
|
+
runstatus = Highs_setBoolOptionValue(highs, "output_flag"//C_NULL_CHAR, logical_false)
|
|
338
|
+
! Solve the LP
|
|
339
|
+
runstatus = Highs_run(highs);
|
|
340
|
+
! Get the model status
|
|
341
|
+
modelstatus = Highs_getModelStatus(highs);
|
|
342
|
+
write(*, '(a, i1, a, i2)')'Run status = ', runstatus, '; Model status = ', modelstatus
|
|
343
|
+
|
|
344
|
+
! Get solution data
|
|
345
|
+
runstatus = Highs_getDoubleInfoValue(highs, "objective_function_value"//C_NULL_CHAR, objective_function_value);
|
|
346
|
+
runstatus = Highs_getIntInfoValue(highs, "simplex_iteration_count"//C_NULL_CHAR, iteration_count);
|
|
347
|
+
runstatus = Highs_getIntInfoValue(highs, "primal_solution_status"//C_NULL_CHAR, primal_solution_status);
|
|
348
|
+
runstatus = Highs_getIntInfoValue(highs, "dual_solution_status"//C_NULL_CHAR, dual_solution_status);
|
|
349
|
+
! This is what happens if an invalid name is passed
|
|
350
|
+
runstatus = Highs_getIntInfoValue(highs, "bad_info"//C_NULL_CHAR, dummy_info)
|
|
351
|
+
call assert(runstatus .eq. runstatus_error, "getOptionType runstatus")
|
|
352
|
+
|
|
353
|
+
write(*, '(a, f10.4, a, i6)')"Objective value = ", objective_function_value, "; Iteration count = ", iteration_count
|
|
354
|
+
print*, "modelstatus = ", modelstatus
|
|
355
|
+
call assert(modelstatus .eq. modelstatus_optimal, "Optimal => modelstatus = modelstatus_optimal")
|
|
356
|
+
if (modelstatus .eq. modelstatus_optimal) then
|
|
357
|
+
call assert(primal_solution_status .eq. 2, "Optimal => primal_solution_status = 2")
|
|
358
|
+
call assert(dual_solution_status .eq. 2, "Optimal => dual_solution_status = 2")
|
|
359
|
+
! Get the primal and dual solution
|
|
360
|
+
runstatus = Highs_getSolution(highs, colvalue, coldual, rowvalue, rowdual);
|
|
361
|
+
! Get the basis
|
|
362
|
+
runstatus = Highs_getBasis(highs, colbasisstatus, rowbasisstatus);
|
|
363
|
+
! Report the column primal and dual values, and basis status
|
|
364
|
+
do col = 1, numcol
|
|
365
|
+
write(*, '(a, i1, a, f10.4, a, f10.4, a, i2)') &
|
|
366
|
+
'Col', col, ' = ', colvalue(col), &
|
|
367
|
+
'; dual = ', coldual(col), &
|
|
368
|
+
'; status = ', colbasisstatus(col)
|
|
369
|
+
enddo
|
|
370
|
+
! Report the row primal and dual values, and basis status
|
|
371
|
+
do row = 1, numrow
|
|
372
|
+
write(*, '(a, i1, a, f10.4, a, f10.4, a, i2)') &
|
|
373
|
+
'Row', row, ' = ', rowvalue(row), &
|
|
374
|
+
'; dual = ', rowdual(row), &
|
|
375
|
+
'; status = ', rowbasisstatus(row)
|
|
376
|
+
enddo
|
|
377
|
+
endif
|
|
378
|
+
|
|
379
|
+
! Write out model as MPS for use later
|
|
380
|
+
runstatus = Highs_writeModel(highs, "F90.mps"//C_NULL_CHAR)
|
|
381
|
+
! runstatus is runstatus_warning since there are no names
|
|
382
|
+
call assert(runstatus .eq. runstatus_warning, "Highs_writeModel runstatus")
|
|
383
|
+
|
|
384
|
+
call Highs_destroy(highs)
|
|
385
|
+
!================================================================================
|
|
386
|
+
! Illustrate use of Highs_readModel to read model, and
|
|
387
|
+
! Highs_writeSolution to write the solution
|
|
388
|
+
print*, "*********"
|
|
389
|
+
print*, "Section 3"
|
|
390
|
+
print*, "*********"
|
|
391
|
+
highs = Highs_create()
|
|
392
|
+
if (no_highs_logging) then
|
|
393
|
+
runstatus = Highs_setBoolOptionValue(highs, "output_flag"//C_NULL_CHAR, logical_false)
|
|
394
|
+
endif
|
|
395
|
+
|
|
396
|
+
! Read the LP
|
|
397
|
+
runstatus = Highs_readModel(highs, "F90.mps"//C_NULL_CHAR)
|
|
398
|
+
call assert(runstatus .eq. runstatus_ok, "Highs_readModel runstatus")
|
|
399
|
+
! Solve the LP
|
|
400
|
+
runstatus = Highs_run(highs);
|
|
401
|
+
! Get the model status
|
|
402
|
+
modelstatus = Highs_getModelStatus(highs);
|
|
403
|
+
write(*, '(a, i1, a, i2)')'Run status = ', runstatus, '; Model status = ', modelstatus
|
|
404
|
+
runstatus = Highs_getDoubleInfoValue(highs, "objective_function_value"//C_NULL_CHAR, objective_function_value);
|
|
405
|
+
runstatus = Highs_getIntInfoValue(highs, "simplex_iteration_count"//C_NULL_CHAR, iteration_count);
|
|
406
|
+
write(*, '(a, f10.4, a, i6)')"Objective value = ", objective_function_value, "; Iteration count = ", iteration_count
|
|
407
|
+
|
|
408
|
+
! Write solution to the screen
|
|
409
|
+
runstatus = Highs_writeSolutionPretty(highs, ""//C_NULL_CHAR)
|
|
410
|
+
call Highs_destroy(highs)
|
|
411
|
+
|
|
412
|
+
!================================================================================
|
|
413
|
+
! Illustrate use of setting bool options and string options
|
|
414
|
+
! (solution_file) so only run(highs) is required
|
|
415
|
+
print*, "*********"
|
|
416
|
+
print*, "Section 4"
|
|
417
|
+
print*, "*********"
|
|
418
|
+
highs = Highs_create()
|
|
419
|
+
if (no_highs_logging) then
|
|
420
|
+
runstatus = Highs_setBoolOptionValue(highs, "output_flag"//C_NULL_CHAR, logical_false)
|
|
421
|
+
endif
|
|
422
|
+
|
|
423
|
+
! Get and set string options
|
|
424
|
+
runstatus = Highs_getStringOptionValue(highs, "solution_file"//C_NULL_CHAR, file_name)
|
|
425
|
+
print*, "Default solution_file is |", file_name, "|"
|
|
426
|
+
runstatus = Highs_setStringOptionValue(highs, "solution_file"//C_NULL_CHAR, "F90.sol"//C_NULL_CHAR)
|
|
427
|
+
runstatus = Highs_getStringOptionValue(highs, "solution_file"//C_NULL_CHAR, file_name)
|
|
428
|
+
print*, "New solution_file is |", file_name, "|"
|
|
429
|
+
|
|
430
|
+
! Get and set bool options. NB Cannot pass .true. as it's 4-byte
|
|
431
|
+
runstatus = Highs_getBoolOptionValue(highs, "write_solution_to_file"//C_NULL_CHAR, write_solution_to_file)
|
|
432
|
+
print*, "Default write_solution_to_file = ", write_solution_to_file
|
|
433
|
+
write_solution_to_file = .true.
|
|
434
|
+
runstatus = Highs_setBoolOptionValue(highs, "write_solution_to_file"//C_NULL_CHAR, write_solution_to_file)
|
|
435
|
+
|
|
436
|
+
runstatus = Highs_getIntOptionValue(highs, "write_solution_style"//C_NULL_CHAR, write_solution_style)
|
|
437
|
+
print*, "Default write_solution_style = ", write_solution_style
|
|
438
|
+
write_solution_style = 1;
|
|
439
|
+
runstatus = Highs_setIntOptionValue(highs, "write_solution_style"//C_NULL_CHAR, write_solution_style)
|
|
440
|
+
|
|
441
|
+
! Report all the deviations from default options
|
|
442
|
+
runstatus = Highs_writeOptionsDeviations(highs, "OptionsDeviations.set"//C_NULL_CHAR)
|
|
443
|
+
|
|
444
|
+
! Reset all the options
|
|
445
|
+
runstatus = Highs_resetOptions(highs)
|
|
446
|
+
|
|
447
|
+
! Report all the options
|
|
448
|
+
runstatus = Highs_writeOptions(highs, "Options.set"//C_NULL_CHAR)
|
|
449
|
+
|
|
450
|
+
if (no_highs_logging) then
|
|
451
|
+
runstatus = Highs_setBoolOptionValue(highs, "output_flag"//C_NULL_CHAR, logical_false)
|
|
452
|
+
endif
|
|
453
|
+
|
|
454
|
+
! Read the LP
|
|
455
|
+
runstatus = Highs_readModel(highs, "F90.mps"//C_NULL_CHAR)
|
|
456
|
+
! Solve the LP
|
|
457
|
+
runstatus = Highs_run(highs);
|
|
458
|
+
! Get the model status
|
|
459
|
+
modelstatus = Highs_getModelStatus(highs);
|
|
460
|
+
call assert(modelstatus .eq. modelstatus_optimal, "Highs_run modelstatus optimal")
|
|
461
|
+
write(*, '(a, i1, a, i2)')'Run status = ', runstatus, '; Model status = ', modelstatus
|
|
462
|
+
runstatus = Highs_getDoubleInfoValue(highs, "objective_function_value"//C_NULL_CHAR, objective_function_value);
|
|
463
|
+
runstatus = Highs_getIntInfoValue(highs, "simplex_iteration_count"//C_NULL_CHAR, iteration_count);
|
|
464
|
+
write(*, '(a, f10.4, a, i6)')"Objective value = ", objective_function_value, "; Iteration count = ", iteration_count
|
|
465
|
+
call Highs_destroy(highs)
|
|
466
|
+
|
|
467
|
+
!================================================================================
|
|
468
|
+
! Illustrate use of Highs_qpCall to solve a given QP
|
|
469
|
+
|
|
470
|
+
print*, "**********"
|
|
471
|
+
print*, "QP Example"
|
|
472
|
+
print*, "**********"
|
|
473
|
+
|
|
474
|
+
qp_colcost(1) = 0
|
|
475
|
+
qp_colcost(2) = -1
|
|
476
|
+
qp_colcost(3) = -3
|
|
477
|
+
|
|
478
|
+
qp_collower(1) = 0
|
|
479
|
+
qp_collower(2) = 0
|
|
480
|
+
qp_collower(3) = 0
|
|
481
|
+
|
|
482
|
+
qp_colupper(1) = inf
|
|
483
|
+
qp_colupper(2) = inf
|
|
484
|
+
qp_colupper(3) = inf
|
|
485
|
+
|
|
486
|
+
qp_rowlower(1) = -inf
|
|
487
|
+
qp_rowupper(1) = 2
|
|
488
|
+
|
|
489
|
+
qp_astart(1) = 0
|
|
490
|
+
qp_astart(2) = 1
|
|
491
|
+
qp_astart(3) = 1
|
|
492
|
+
|
|
493
|
+
qp_aindex(1) = 0
|
|
494
|
+
qp_aindex(2) = 0
|
|
495
|
+
|
|
496
|
+
qp_avalue(1) = 1
|
|
497
|
+
qp_avalue(2) = 1
|
|
498
|
+
|
|
499
|
+
qp_qstart(1) = 0
|
|
500
|
+
qp_qstart(2) = 2
|
|
501
|
+
qp_qstart(3) = 3
|
|
502
|
+
|
|
503
|
+
qp_qindex(1) = 0
|
|
504
|
+
qp_qindex(2) = 2
|
|
505
|
+
qp_qindex(3) = 1
|
|
506
|
+
qp_qindex(4) = 2
|
|
507
|
+
|
|
508
|
+
qp_qvalue(1) = 2.0
|
|
509
|
+
qp_qvalue(2) = -1.0
|
|
510
|
+
qp_qvalue(3) = 0.2
|
|
511
|
+
qp_qvalue(4) = 2.0
|
|
512
|
+
|
|
513
|
+
qp_sol(1) = 0.5
|
|
514
|
+
qp_sol(2) = 5.0
|
|
515
|
+
qp_sol(3) = 1.5
|
|
516
|
+
|
|
517
|
+
runstatus = Highs_qpCall( qp_numcol, qp_numrow, qp_numnz, qp_hessian_numnz,&
|
|
518
|
+
aformat_colwise, qformat_triangular, sense, offset,&
|
|
519
|
+
qp_colcost, qp_collower, qp_colupper, qp_rowlower, qp_rowupper,&
|
|
520
|
+
qp_astart, qp_aindex, qp_avalue,&
|
|
521
|
+
qp_qstart, qp_qindex, qp_qvalue,&
|
|
522
|
+
qp_colvalue, qp_coldual, qp_rowvalue, qp_rowdual,&
|
|
523
|
+
qp_colbasisstatus, qp_rowbasisstatus, modelstatus)
|
|
524
|
+
|
|
525
|
+
if (runstatus .ne. runstatus_ok) then
|
|
526
|
+
write(*, '(a, i1, a, i2)')'Highs_lpCall run status is ', runstatus, ' not ', runstatus_ok
|
|
527
|
+
stop
|
|
528
|
+
endif
|
|
529
|
+
write(*, '(a, i1, a, i2)')'Run status = ', runstatus, '; Model status = ', modelstatus
|
|
530
|
+
|
|
531
|
+
if (modelstatus .eq. modelstatus_optimal) then
|
|
532
|
+
objective_function_value = 0
|
|
533
|
+
! Report the column primal and dual values, and basis status
|
|
534
|
+
do col = 1, qp_numcol
|
|
535
|
+
write(*, '(a, i1, a, f10.4, a, f10.4, a, i2)') &
|
|
536
|
+
'Col', col, ' = ', qp_colvalue(col), &
|
|
537
|
+
'; dual = ', qp_coldual(col)
|
|
538
|
+
call assert(abs(qp_colvalue(col)-qp_sol(col)) .le. 1e-4, "Solution error")
|
|
539
|
+
enddo
|
|
540
|
+
! Report the row primal and dual values, and basis status
|
|
541
|
+
do row = 1, qp_numrow
|
|
542
|
+
write(*, '(a, i1, a, f10.4, a, f10.4, a, i2)') &
|
|
543
|
+
'Row', row, ' = ', qp_rowvalue(row), &
|
|
544
|
+
'; dual = ', qp_rowdual(row)
|
|
545
|
+
enddo
|
|
546
|
+
do col = 1, qp_numcol
|
|
547
|
+
objective_function_value = objective_function_value + qp_colvalue(col)*qp_colcost(col)
|
|
548
|
+
enddo
|
|
549
|
+
do col = 1, qp_numcol
|
|
550
|
+
from_el = qp_qstart(col)
|
|
551
|
+
if (col < qp_numcol) then
|
|
552
|
+
to_el = qp_qstart(col+1)-1
|
|
553
|
+
else
|
|
554
|
+
to_el = qp_hessian_numnz-1
|
|
555
|
+
endif
|
|
556
|
+
objective_function_value = &
|
|
557
|
+
objective_function_value + 0.5 * qp_colvalue(col) * qp_qvalue(from_el+1) * qp_colvalue(col)
|
|
558
|
+
do el = from_el+1, to_el
|
|
559
|
+
row = qp_qindex(el+1)+1
|
|
560
|
+
objective_function_value = &
|
|
561
|
+
objective_function_value + qp_colvalue(col) * qp_qvalue(el+1) * qp_colvalue(row)
|
|
562
|
+
enddo
|
|
563
|
+
enddo
|
|
564
|
+
write(*, '(a, f10.4)')'Optimal objective value = ', objective_function_value
|
|
565
|
+
objective_error = abs(objective_function_value+5.25)
|
|
566
|
+
call assert(objective_error .le. 1e-4, "Objective error")
|
|
567
|
+
endif
|
|
568
|
+
|
|
569
|
+
end program fortrantest
|
|
570
|
+
|
|
571
|
+
subroutine assert ( logic, message)
|
|
572
|
+
logical logic
|
|
573
|
+
character*(*) message
|
|
574
|
+
if (.not.logic) then
|
|
575
|
+
write(*, '(a, a)')'assert fail for ', message
|
|
576
|
+
stop
|
|
577
|
+
endif
|
|
578
|
+
end subroutine assert
|
|
579
|
+
|