lpsolver 0.1.0 → 0.2.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (1165) hide show
  1. checksums.yaml +4 -4
  2. data/Gemfile +1 -0
  3. data/README.md +104 -26
  4. data/ext/lpsolver/Makefile +269 -0
  5. data/ext/lpsolver/ext.c +353 -0
  6. data/ext/lpsolver/ext.o +0 -0
  7. data/ext/lpsolver/extconf.rb +79 -0
  8. data/ext/lpsolver/native.so +0 -0
  9. data/ext/lpsolver-highs/AUTHORS +7 -0
  10. data/ext/lpsolver-highs/BUILD.bazel +243 -0
  11. data/ext/lpsolver-highs/CITATION.cff +29 -0
  12. data/ext/lpsolver-highs/CMakeCache.txt +406 -0
  13. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
  14. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
  15. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
  16. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
  17. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
  18. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
  19. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
  20. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
  21. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
  22. data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
  23. data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
  24. data/ext/lpsolver-highs/CMakeLists.txt +983 -0
  25. data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
  26. data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
  27. data/ext/lpsolver-highs/FEATURES.md +61 -0
  28. data/ext/lpsolver-highs/LICENSE.txt +21 -0
  29. data/ext/lpsolver-highs/MODULE.bazel +38 -0
  30. data/ext/lpsolver-highs/README.md +281 -0
  31. data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
  32. data/ext/lpsolver-highs/Version.txt +4 -0
  33. data/ext/lpsolver-highs/WORKSPACE +33 -0
  34. data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
  35. data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
  36. data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
  37. data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
  38. data/ext/lpsolver-highs/build/bin/highs +0 -0
  39. data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
  40. data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
  41. data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
  42. data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
  43. data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
  44. data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
  45. data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
  46. data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
  47. data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
  48. data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
  49. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
  50. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
  51. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
  52. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
  53. data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
  54. data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
  55. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
  56. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
  57. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
  58. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
  59. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
  60. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
  61. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
  62. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
  63. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
  64. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
  65. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
  66. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
  67. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
  68. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
  69. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
  70. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
  71. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
  72. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
  73. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
  74. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
  75. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
  76. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
  77. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
  78. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
  79. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
  80. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
  81. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
  82. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
  83. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
  84. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
  85. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
  86. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
  87. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
  88. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
  89. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
  90. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
  91. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
  92. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
  93. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
  94. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
  95. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
  96. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
  97. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
  98. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
  99. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
  100. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
  101. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
  102. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
  103. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
  104. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
  105. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
  106. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
  107. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
  108. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
  109. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
  110. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
  111. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
  112. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
  113. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
  114. data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
  115. data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
  116. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
  117. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
  118. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
  119. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
  120. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
  121. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
  122. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
  123. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
  124. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
  125. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
  126. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
  127. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
  128. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
  129. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
  130. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
  131. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
  132. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
  133. data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
  134. data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
  135. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
  136. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
  137. data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
  138. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
  139. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
  140. data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
  141. data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
  142. data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
  143. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
  144. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
  145. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
  146. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
  147. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
  148. data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
  149. data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
  150. data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
  151. data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
  152. data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
  153. data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
  154. data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
  155. data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
  156. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
  157. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
  158. data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
  159. data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
  160. data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
  161. data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
  162. data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
  163. data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
  164. data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
  165. data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
  166. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
  167. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
  168. data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
  169. data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
  170. data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
  171. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
  172. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
  173. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
  174. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
  175. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
  176. data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
  177. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
  178. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
  179. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  180. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  181. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  182. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  183. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  184. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  185. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  186. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  187. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  188. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
  189. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
  190. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
  191. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  192. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
  193. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
  194. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  195. data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
  196. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
  197. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
  198. data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
  199. data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
  200. data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
  201. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
  202. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
  203. data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
  204. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
  205. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
  206. data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
  207. data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
  208. data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
  209. data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
  210. data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
  211. data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
  212. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
  213. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
  214. data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
  215. data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
  216. data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
  217. data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
  218. data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
  219. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
  220. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
  221. data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
  222. data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
  223. data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
  224. data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
  225. data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
  226. data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
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  953. data/ext/lpsolver-highs/highs/parallel/HighsRaceTimer.h +38 -0
  954. data/ext/lpsolver-highs/highs/parallel/HighsSchedulerConstants.h +19 -0
  955. data/ext/lpsolver-highs/highs/parallel/HighsSpinMutex.h +48 -0
  956. data/ext/lpsolver-highs/highs/parallel/HighsSplitDeque.h +606 -0
  957. data/ext/lpsolver-highs/highs/parallel/HighsTask.h +170 -0
  958. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.cpp +43 -0
  959. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.h +217 -0
  960. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.cpp +848 -0
  961. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.h +108 -0
  962. data/ext/lpsolver-highs/highs/pdlp/HiPdlpTimer.h +155 -0
  963. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.cpp +141 -0
  964. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.h +26 -0
  965. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Diff +12 -0
  966. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Meld +7 -0
  967. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Merge +2 -0
  968. data/ext/lpsolver-highs/highs/pdlp/cupdlp/README.md +95 -0
  969. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/CMakeLists.txt +58 -0
  970. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cu +338 -0
  971. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cuh +319 -0
  972. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cu +386 -0
  973. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cuh +149 -0
  974. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cublas.c +154 -0
  975. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cuda_linalg.c +79 -0
  976. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp.h +16 -0
  977. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.c +214 -0
  978. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  979. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  980. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.c +802 -0
  981. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  982. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.c +148 -0
  983. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  984. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.c +124 -0
  985. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  986. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.c +425 -0
  987. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  988. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.c +1498 -0
  989. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  990. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.c +478 -0
  991. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  992. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  993. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.h +212 -0
  994. data/ext/lpsolver-highs/highs/pdlp/cupdlp/glbopts.h +342 -0
  995. data/ext/lpsolver-highs/highs/pdlp/hipdlp/defs.hpp +222 -0
  996. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.cc +231 -0
  997. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.hpp +61 -0
  998. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.cc +225 -0
  999. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.hpp +80 -0
  1000. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cc +2798 -0
  1001. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cu +497 -0
  1002. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  1003. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg_kernels.hpp +77 -0
  1004. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdlp_gpu_debug.hpp +62 -0
  1005. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.cc +132 -0
  1006. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.hpp +96 -0
  1007. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.cc +307 -0
  1008. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.hpp +74 -0
  1009. data/ext/lpsolver-highs/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  1010. data/ext/lpsolver-highs/highs/presolve/HPresolve.cpp +8511 -0
  1011. data/ext/lpsolver-highs/highs/presolve/HPresolve.h +505 -0
  1012. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.cpp +239 -0
  1013. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.h +52 -0
  1014. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.cpp +1368 -0
  1015. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.h +943 -0
  1016. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.cpp +1921 -0
  1017. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.h +284 -0
  1018. data/ext/lpsolver-highs/highs/presolve/ICrash.cpp +474 -0
  1019. data/ext/lpsolver-highs/highs/presolve/ICrash.h +124 -0
  1020. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.cpp +267 -0
  1021. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.h +62 -0
  1022. data/ext/lpsolver-highs/highs/presolve/ICrashX.cpp +173 -0
  1023. data/ext/lpsolver-highs/highs/presolve/ICrashX.h +23 -0
  1024. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.cpp +45 -0
  1025. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.h +90 -0
  1026. data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
  1027. data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
  1028. data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
  1029. data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
  1030. data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
  1031. data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
  1032. data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
  1033. data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
  1034. data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
  1035. data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
  1036. data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
  1037. data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
  1038. data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
  1039. data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
  1040. data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
  1041. data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
  1042. data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
  1043. data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
  1044. data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
  1045. data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
  1046. data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
  1047. data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
  1048. data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
  1049. data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
  1050. data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
  1051. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
  1052. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
  1053. data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
  1054. data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
  1055. data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
  1056. data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
  1057. data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
  1058. data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
  1059. data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
  1060. data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
  1061. data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
  1062. data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
  1063. data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
  1064. data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
  1065. data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
  1066. data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
  1067. data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
  1068. data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
  1069. data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
  1070. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
  1071. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
  1072. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
  1073. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
  1074. data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
  1075. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
  1076. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
  1077. data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
  1078. data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
  1079. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
  1080. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
  1081. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
  1082. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
  1083. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
  1084. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
  1085. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
  1086. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
  1087. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
  1088. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
  1089. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
  1090. data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
  1091. data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
  1092. data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
  1093. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
  1094. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
  1095. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
  1096. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
  1097. data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
  1098. data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
  1099. data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
  1100. data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
  1101. data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
  1102. data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
  1103. data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
  1104. data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
  1105. data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
  1106. data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
  1107. data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
  1108. data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
  1109. data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
  1110. data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
  1111. data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
  1112. data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
  1113. data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
  1114. data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
  1115. data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
  1116. data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
  1117. data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
  1118. data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
  1119. data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
  1120. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
  1121. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
  1122. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
  1123. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
  1124. data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
  1125. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
  1126. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
  1127. data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
  1128. data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
  1129. data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
  1130. data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
  1131. data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
  1132. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
  1133. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
  1134. data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
  1135. data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
  1136. data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
  1137. data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
  1138. data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
  1139. data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
  1140. data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
  1141. data/ext/lpsolver-highs/highs.pc.in +12 -0
  1142. data/ext/lpsolver-highs/meson.build +198 -0
  1143. data/ext/lpsolver-highs/meson_options.txt +31 -0
  1144. data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
  1145. data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
  1146. data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
  1147. data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
  1148. data/ext/lpsolver-highs/nuget/README.md +38 -0
  1149. data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
  1150. data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
  1151. data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
  1152. data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
  1153. data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
  1154. data/ext/lpsolver-highs/pyproject.toml +221 -0
  1155. data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
  1156. data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
  1157. data/ext/lpsolver-highs/version.rc.in +50 -0
  1158. data/lib/lpsolver/highs +0 -0
  1159. data/lib/lpsolver/model.rb +35 -7
  1160. data/lib/lpsolver/native.so +0 -0
  1161. data/lib/lpsolver/native_model.rb +261 -0
  1162. data/lib/lpsolver/solution.rb +93 -8
  1163. data/lib/lpsolver/version.rb +1 -1
  1164. data/lpsolver.gemspec +4 -1
  1165. metadata +1176 -4
@@ -0,0 +1,29 @@
1
+ # model and solve the LP
2
+ #
3
+ # maximize 10 x1 + 25x2
4
+ # s. t. x1 + 2x2 <= 80
5
+ # x1 + 4x2 <= 120
6
+ # x1 >= 0; x2 >= 0
7
+ import highspy
8
+
9
+ h = highspy.Highs()
10
+
11
+ x1 = h.addVar(obj = 10)
12
+ x2 = h.addVar(obj = 25)
13
+
14
+ h.addConstr(x1 + 2*x2 <= 80)
15
+ h.addConstr(x1 + 4*x2 <= 120)
16
+
17
+ h.writeModel("")
18
+ print("x1 = ", h.val(x1))
19
+ print("x2 = ", h.val(x2))
20
+
21
+ h.maximize()
22
+
23
+ print("x1 = ", h.val(x1))
24
+ print("x2 = ", h.val(x2))
25
+
26
+ print("x = ", h.vals([x1, x2]))
27
+
28
+
29
+
@@ -0,0 +1,77 @@
1
+ # model and solve the problem, first as an LP, then as a MIP
2
+ #
3
+ # minimize 8 TypeA + 10 TypeB
4
+ # s. t. 2 TypeA + 2 TypeB >= 7: Product1
5
+ # 3 TypeA + 4 TypeB >= 12: Product2
6
+ # 2 TypeA + 1 TypeB >= 6: Product3
7
+ # TypeA >= 0; TypeB >= 0
8
+
9
+ import highspy
10
+ width, precision = (4, 3) # for printing
11
+
12
+ h = highspy.Highs()
13
+ h.silent()
14
+
15
+ variableNames = ['TypeA', 'TypeB']
16
+ x = h.addVariables(variableNames, obj = [8, 10], name = variableNames)
17
+
18
+ constrNames = ['Product1', 'Product2', 'Product3']
19
+ cons = h.addConstrs(2*x['TypeA'] + 2*x['TypeB'] >= 7,
20
+ 3*x['TypeA'] + 4*x['TypeB'] >= 12,
21
+ 2*x['TypeA'] + x['TypeB'] >= 6, name = constrNames)
22
+
23
+ h.setMinimize()
24
+
25
+ status = h.writeModel('Distillation.lp')
26
+ print(f"writeModel('Distillation.lp') status = {status}")
27
+
28
+ status = h.writeModel('Distillation.mps')
29
+ print(f"writeModel('Distillation.mps') status = {status}")
30
+
31
+
32
+ print()
33
+ print('# Solve as LP')
34
+
35
+ h.solve()
36
+
37
+ for name, var in x.items():
38
+ print(f'Use {h.variableValue(var):.1f} of {name}: reduced cost {h.variableDual(var):.6f}')
39
+
40
+ print()
41
+ print('Use', h.vals(x))
42
+ print('Use', h.allVariableValues(), 'of', h.allVariableNames())
43
+ print()
44
+
45
+ for c in cons:
46
+ print(f"Constraint {c.name} has value {h.constrValue(c):{width}.{precision}} and dual {h.constrDual(c):{width}.{precision}}")
47
+
48
+ print('Constraints have values', h.constrValues(cons), 'and duals', h.constrDuals(cons))
49
+ print('Constraints have values', h.allConstrValues(), 'and duals', h.allConstrDuals())
50
+ print(f"Optimal objective value is {h.getObjectiveValue():{width}.{precision}}")
51
+
52
+
53
+ print()
54
+ print()
55
+ print('# Solve as MIP')
56
+
57
+ h.setInteger(x.values())
58
+ h.solve()
59
+
60
+ for var in x.values():
61
+ print(f"Use {h.variableValue(var):{width}.{precision}} of {h.variableName(var)}")
62
+ print(f"Optimal objective value is {h.getObjectiveValue():{width}.{precision}}")
63
+
64
+ print()
65
+ print()
66
+ print('# Solve as LP with Gomory cut')
67
+
68
+ # Make the variables continuous
69
+ h.setContinuous(x.values())
70
+
71
+ # Add Gomory cut
72
+ h.addConstr(x['TypeA'] + x['TypeB'] >= 4, name = "Gomory")
73
+ h.solve()
74
+
75
+ for var in x.values():
76
+ print(f"Use {h.variableValue(var):{width}.{precision}} of {h.variableName(var)}")
77
+ print(f"Optimal objective value is {h.getObjectiveValue():{width}.{precision}}")
@@ -0,0 +1,43 @@
1
+ # Simple knapsack example to illustrate setSolution
2
+ # max 8x1 + 5x2 + 3x3 + 11x4 + 7x5
3
+ # 4x1 + 3x2 + 1x3 + 5x4 + 4x5 <= 11
4
+
5
+ import numpy as np
6
+ import highspy
7
+
8
+ def print_solution(h, x):
9
+ print(f"Solution: ({', '.join(map(str, abs(h.val(x))))})")
10
+
11
+ h = highspy.Highs()
12
+ h.silent()
13
+ h.setOptionValue("presolve", "off")
14
+
15
+ x = h.addBinaries(5)
16
+ h.addConstr((x * [4, 3, 1, 5, 4]).sum() <= 11)
17
+ h.maximize((x * [8, 5, 3, 11, 7]).sum())
18
+
19
+ # solution is [1, 0, 1, 1, 0]
20
+ print_solution(h, x)
21
+
22
+
23
+ # Illustrate setSolution
24
+ # First by passing back the optimal solution
25
+ h.clearSolver()
26
+ h.setSolution(h.getSolution())
27
+ h.run()
28
+ print_solution(h, x)
29
+
30
+ # Now passing back the optimal values of two variables as a sparse solution
31
+ h.clearSolver()
32
+ index = np.array([0, 3])
33
+ value = np.array([1, 1], dtype=np.float64)
34
+ h.setSolution(2, index, value)
35
+ h.run()
36
+ print_solution(h, x)
37
+
38
+ # Test passing back the optimal value of one variable, and a non-optimal value of another, as a sparse solution in untyped array
39
+ h.clearSolver()
40
+ h.setSolution(2, np.array([0, 4]), np.array([1, 1]))
41
+ h.run()
42
+ print_solution(h, x)
43
+
@@ -0,0 +1,11 @@
1
+ import highspy
2
+
3
+ h = highspy.Highs()
4
+
5
+ x1 = h.addVariable(lb = -h.inf)
6
+ x2 = h.addVariable(lb = -h.inf)
7
+
8
+ h.addConstrs(x2 - x1 >= 2,
9
+ x1 + x2 >= 0)
10
+
11
+ h.minimize(x2)
@@ -0,0 +1,139 @@
1
+ # Multi-objective binary knapsack example
2
+ from highspy import Highs, HighsLinearObjective
3
+ import numpy as np
4
+
5
+ # Parameters
6
+ capacity = 13
7
+
8
+ # chosen such that applying each objective lexicographically gives a different solution
9
+ profit = np.asarray([
10
+ [0,0,0,0,0,0,0,0,0,0,1,1,1,1,1,1,1,1,1,1],
11
+ [1,1,0,0,1,1,0,0,1,1,0,0,1,1,0,0,1,1,0,0],
12
+ [1,1,1,1,1,1,1,1,1,0,1,0,0,0,0,0,0,0,0,0],
13
+ [1,1,1,1,0,1,0,0,1,1,0,0,0,1,1,1,0,0,0,0],
14
+
15
+ ], dtype=np.float64).reshape(4, 20)
16
+
17
+ OBJECTIVES = profit.shape[0]
18
+ ITEMS = profit.shape[1]
19
+
20
+ def pretty_print(objective_values):
21
+ return '[ ' + ', '.join(map(lambda x: "{:2.0f}".format(x), objective_values)) + ' ]'
22
+
23
+ #
24
+ # individual optimization of each objective
25
+ def individual_objectives(h, X):
26
+ print('## Individual:\n')
27
+ objective_values = []
28
+
29
+ for k in range(OBJECTIVES):
30
+ h.maximize(np.dot(X, profit[k,:]))
31
+ print(f' Obj {k+1}: [{"".join(map(lambda x: "{:1.0f}".format(x), profit[k,:]))}]')
32
+ print(f' Sol {k+1}: [{"".join(map(lambda x: "{:1.0f}".format(x), abs(h.vals(X))))}]\n')
33
+ objective_values.append(h.getObjectiveValue())
34
+
35
+ print(f' OBJ: {pretty_print(objective_values)}\n\n')
36
+
37
+ #
38
+ # manual implementation of lexicographic multi-objective optimization
39
+ def manual_lexicographic(h, X):
40
+ print('## Manual lexicographic:\n')
41
+ cons = []
42
+ objs = np.dot(profit, X)
43
+
44
+ for k in range(OBJECTIVES):
45
+ h.maximize(objs[k])
46
+ print(f' Obj {k+1}: [{"".join(map(lambda x: "{:1.0f}".format(x), profit[k,:]))}]')
47
+ print(f' Sol {k+1}: [{"".join(map(lambda x: "{:1.0f}".format(x), abs(h.vals(X))))}]\n')
48
+
49
+ # add constraint to ensure next solution are at least as good in this objective
50
+ cons.append(h.addConstr(np.dot(profit[k,:], X) >= h.getObjectiveValue()))
51
+
52
+ objective_values = h.vals(objs)
53
+ h.deleteRows(len(cons), cons) # clean up constraints
54
+ print(f' SOL: [{"".join(map(lambda x: "{:1.0f}".format(x), abs(h.vals(X))))}]')
55
+ print(f' OBJ: {pretty_print(objective_values)}\n\n')
56
+
57
+
58
+ #
59
+ # built-in lexicographic multi-objective optimization
60
+ def highs_lexicographic(h, X):
61
+ print('## Built-in lexicographic:\n')
62
+ h.setOptionValue('blend_multi_objectives', False) # use lexicographic
63
+
64
+ for k in range(OBJECTIVES):
65
+ obj = HighsLinearObjective()
66
+ obj.coefficients = profit[k,:].tolist()
67
+ obj.weight = -1 # maximize
68
+ obj.priority = -k # higher priority for lower k
69
+ obj.abs_tolerance = 0.01
70
+ obj.rel_tolerance = 0.001
71
+
72
+ h.addLinearObjective(obj)
73
+
74
+ h.solve()
75
+ print(f' SOL: [{"".join(map(lambda x: "{:1.0f}".format(x), abs(h.vals(X))))}]')
76
+ print(f' OBJ: {pretty_print(np.dot(profit, h.vals(X)))}\n\n')
77
+
78
+ print(f' Number of objectives: {h.getNumLinearObjectives()}')
79
+ for k in range(h.getNumLinearObjectives()):
80
+ obj = h.getLinearObjective(k)
81
+ print(f' Obj {k+1}: weight={obj.weight}, priority={obj.priority}, abs_tol={obj.abs_tolerance}, rel_tol={obj.rel_tolerance}')
82
+ print('\n')
83
+
84
+ h.clearLinearObjectives()
85
+
86
+
87
+ #
88
+ # manual implementation of weighted multi-objective optimization
89
+ def manual_weighted(h, X):
90
+ print('## Manual Weighted:\n')
91
+ weights = np.asarray([1.0/(k+1) for k in range(OBJECTIVES)], dtype=np.float64)
92
+ h.maximize(np.dot(weights[:,None] * profit, X).sum())
93
+
94
+ print(f' SOL: [{"".join(map(lambda x: "{:1.0f}".format(x), abs(h.vals(X))))}]')
95
+ print(f' OBJ: {pretty_print(np.dot(profit, h.vals(X)))}\n')
96
+
97
+ print(f' Obj: {h.getObjective()[0]}\n\n')
98
+
99
+
100
+ #
101
+ # built-in weighted multi-objective optimization
102
+ def highs_weighted(h, X):
103
+ print('## Built-in Weighted:\n')
104
+ h.setOptionValue('blend_multi_objectives', True) # use weighted
105
+
106
+ for k in range(OBJECTIVES):
107
+ obj = HighsLinearObjective()
108
+ obj.coefficients = profit[k,:].tolist()
109
+ obj.weight = -1.0/(k+1)
110
+
111
+ h.addLinearObjective(obj)
112
+
113
+ h.solve()
114
+ print(f' SOL: [{"".join(map(lambda x: "{:1.0f}".format(x), abs(h.vals(X))))}]')
115
+ print(f' OBJ: {pretty_print(np.dot(profit, h.vals(X)))}\n')
116
+
117
+ print(f' Number of objectives: {h.getNumLinearObjectives()}')
118
+ for k in range(h.getNumLinearObjectives()):
119
+ obj = h.getLinearObjective(k)
120
+ print(f' Obj {k+1}: weight={obj.weight}, priority={obj.priority}, abs_tol={obj.abs_tolerance}, rel_tol={obj.rel_tolerance}')
121
+ print('\n')
122
+
123
+ h.clearLinearObjectives()
124
+
125
+
126
+ if __name__ == "__main__":
127
+ h = Highs()
128
+ h.silent(True)
129
+
130
+ X = h.addBinaries(ITEMS)
131
+ h.addConstr(X.sum() <= capacity)
132
+
133
+ individual_objectives(h, X)
134
+
135
+ manual_lexicographic(h, X)
136
+ manual_weighted(h, X)
137
+
138
+ highs_lexicographic(h, X)
139
+ highs_weighted(h, X)
@@ -0,0 +1,120 @@
1
+ import numpy as np
2
+ import highspy
3
+
4
+ hscb = highspy.cb
5
+
6
+ h = highspy.Highs()
7
+ h.setOptionValue("output_flag", False);
8
+
9
+ inf = highspy.kHighsInf
10
+ lp = highspy.HighsLp()
11
+ lp.num_col_ = 2
12
+ lp.num_row_ = 3
13
+ lp.col_cost_ = np.array([0, 0], dtype=np.double)
14
+ lp.col_lower_ = np.array([0, 0], dtype=np.double)
15
+ lp.col_upper_ = np.array([inf, inf], dtype=np.double)
16
+ lp.row_lower_ = np.array([-inf, -inf, -inf], dtype=np.double)
17
+ lp.row_upper_ = np.array([18, 8, 14], dtype=np.double)
18
+ lp.a_matrix_.start_ = np.array([0, 3, 6])
19
+ lp.a_matrix_.index_ = np.array([0, 1, 2, 0, 1, 2])
20
+ lp.a_matrix_.value_ = np.array([3, 1, 1, 1, 1, 2], dtype=np.double)
21
+ h.passModel(lp)
22
+ # LP constraints are
23
+ #
24
+ # 3x + y <= 18
25
+ #
26
+ # x + y <= 8
27
+ #
28
+ # x + 2y <= 14
29
+ linear_objective0 = highspy.HighsLinearObjective()
30
+ linear_objective0.weight = -1
31
+ linear_objective0.offset = -1
32
+ linear_objective0.coefficients = np.array([1, 1], dtype=np.double)
33
+ linear_objective0.abs_tolerance = 0
34
+ linear_objective0.rel_tolerance = 0
35
+ linear_objective0.priority = 10
36
+
37
+ linear_objective1 = highspy.HighsLinearObjective()
38
+ linear_objective1.weight = 1e-4
39
+ linear_objective1.offset = 0
40
+ linear_objective1.coefficients = np.array([1, 0], dtype=np.double)
41
+ linear_objective1.abs_tolerance = -1
42
+ linear_objective1.rel_tolerance = -1
43
+ linear_objective1.priority = 0
44
+
45
+ h.addLinearObjective(linear_objective0)
46
+ h.addLinearObjective(linear_objective1)
47
+ # Objectives
48
+ #
49
+ # f0: x + y - 1 (weight -1)
50
+ #
51
+ # f1: x (weight 1e-4)
52
+ #
53
+ # With objective min -f0 (since its weight is -1) the LP has nonunique
54
+ # optimal solutions on the line joining (2, 6) and (5, 3)
55
+ #
56
+ # Blending -f0 + 1e-4 f1 minimizes x along the line joining (2, 6) and
57
+ # (5, 3) to give optimal solution at (2, 6) with objective -7
58
+ h.run()
59
+ solution = h.getSolution()
60
+ print(f"Solution: ({solution.col_value[0]}, {solution.col_value[1]}) for min -f0 + 1e-4 f1")
61
+
62
+ # Switch to lexicographic optimization
63
+ h.setOptionValue("blend_multi_objectives", False);
64
+
65
+ linear_objective0.coefficients = np.array([1.0001, 1], dtype=np.double)
66
+ linear_objective0.abs_tolerance = 1e-5;
67
+ linear_objective0.rel_tolerance = 0.05;
68
+ linear_objective1.weight = 1e-3
69
+
70
+ h.clearLinearObjectives()
71
+ h.addLinearObjective(linear_objective0)
72
+ h.addLinearObjective(linear_objective1)
73
+ # Objectives
74
+ #
75
+ # f0 = 1.0001 x + y - 1 (with priority 10 and absolute tolerance 1e-5)
76
+ #
77
+ # f1 = x (with priority 0)
78
+ #
79
+ # Lexicographically: HiGHS
80
+ #
81
+ # minimizes f0 (to give objective 7.0005)
82
+ #
83
+ # adds a constraint that
84
+ #
85
+ # 1.0001 x + y - 1 >= 7.0005 - 1e-5 => 1.0001 x + y >= 8.00049
86
+ #
87
+ # to ensure that the initial objective is within 1e-5 of its optimal
88
+ # value
89
+ #
90
+ # minimizes f1 to give optimal solution at (4.90000, 3.10000) - where
91
+ # x + y = 8 and 1.0001 x + y = 8.00049
92
+
93
+ h.run()
94
+ solution = h.getSolution()
95
+ print(f"Solution: ({solution.col_value[0]}, {solution.col_value[1]}) for min f1 and 1.0001 x + y >= 8.00049")
96
+
97
+ linear_objective0.abs_tolerance = -1;
98
+ h.clearLinearObjectives()
99
+ h.addLinearObjective(linear_objective0)
100
+ h.addLinearObjective(linear_objective1)
101
+ # Objectives as before, but absolute tolerence for f0 now -1 (negative
102
+ # => ignored) so relative tolerance of 0.05 is used
103
+ #
104
+ # Lexicographically: HiGHS
105
+ #
106
+ # minimizes f0 (to give objective 7.0005)
107
+ #
108
+ # adds a constraint that
109
+ #
110
+ # 1.0001 x + y - 1 >= 7.0005 * 0.95 => 1.0001 x + y >= 7.650475
111
+ #
112
+ # to ensure that the initial objective 95% of its optimal value
113
+ #
114
+ # minimizes f1 to give optimal solution at (1.30069, 6.34966) - where
115
+ # x + y = 8 and 1.0001 x + y = 7.650475
116
+ h.run()
117
+ solution = h.getSolution()
118
+ print(f"Solution: ({solution.col_value[0]}, {solution.col_value[1]}) for min f1 and 1.0001 x + y = 7.650475")
119
+
120
+
@@ -0,0 +1,37 @@
1
+ # Example of a shortest path network flow in a graph
2
+ # Shows integration of highspy with networkx
3
+
4
+ import highspy
5
+ import networkx as nx
6
+
7
+ orig, dest = ('A', 'D')
8
+
9
+ # create directed graph with edge weights (distances)
10
+ G = nx.DiGraph()
11
+ G.add_weighted_edges_from([('A', 'B', 2.0), ('B', 'C', 3.0), ('A', 'C', 1.5), ('B', 'D', 2.5), ('C', 'D', 1.0)])
12
+
13
+ h = highspy.Highs()
14
+ h.silent()
15
+
16
+ x = h.addBinaries(G.edges, obj=nx.get_edge_attributes(G, 'weight'))
17
+
18
+ # add flow conservation constraints
19
+ # { 1 if n = orig
20
+ # sum(out) - sum(in) = { -1 if n = dest
21
+ # { 0 otherwise
22
+ rhs = lambda n: 1 if n == orig else -1 if n == dest else 0
23
+ flow = lambda E: h.qsum((x[e] for e in E))
24
+
25
+ h.addConstrs(flow(G.out_edges(n)) - flow(G.in_edges(n)) == rhs(n) for n in G.nodes)
26
+ h.minimize()
27
+
28
+ # Print the solution
29
+ print('Shortest path from', orig, 'to', dest, 'is: ', end = '')
30
+ sol = h.vals(x)
31
+
32
+ n = orig
33
+ while n != dest:
34
+ print(n, end=' ')
35
+ n = next(e[1] for e in G.out_edges(n) if sol[e] > 0.5)
36
+
37
+ print(dest)
@@ -0,0 +1,29 @@
1
+ # This is an example of the N-Queens problem, which is a classic combinatorial problem.
2
+ # The problem is to place N queens on an N x N chessboard so that no two queens attack each other.
3
+ #
4
+ # We show how to model the problem as a MIP and solve it using highspy.
5
+ # Using numpy can simplify the construction of the constraints (i.e., diagonal).
6
+
7
+ import highspy
8
+ import numpy as np
9
+
10
+ N = 8
11
+ h = highspy.Highs()
12
+ h.silent()
13
+
14
+ x = h.addBinaries(N, N)
15
+
16
+ h.addConstrs(x.sum(axis=1) == 1) # each row has exactly one queen
17
+ h.addConstrs(x.sum(axis=0) == 1) # each col has exactly one queen
18
+
19
+ y = np.fliplr(x)
20
+ h.addConstrs(x.diagonal(k).sum() <= 1 for k in range(-N + 1, N)) # each diagonal has at most one queen
21
+ h.addConstrs(y.diagonal(k).sum() <= 1 for k in range(-N + 1, N)) # each 'reverse' diagonal has at most one queen
22
+
23
+ h.solve()
24
+ sol = h.vals(x)
25
+
26
+ print('Queens:')
27
+
28
+ for i in range(N):
29
+ print(''.join('Q' if sol[i, j] > 0.5 else '*' for j in range(N)))
@@ -0,0 +1,134 @@
1
+ import re
2
+ import matplotlib.pyplot as plt
3
+ import numpy as np
4
+ import math as math
5
+
6
+
7
+ def parse_highs_log(log_file_path):
8
+ last_full_entry = []
9
+ current_entry = []
10
+ found_solution = False
11
+
12
+ with open(log_file_path, "r") as f:
13
+ for line in f:
14
+ if "Running HiGHS" in line:
15
+ if found_solution:
16
+ last_full_entry = current_entry
17
+ current_entry = [line]
18
+ found_solution = False
19
+ else:
20
+ current_entry.append(line)
21
+ if "Writing the solution to" in line:
22
+ found_solution = True
23
+
24
+ if not last_full_entry:
25
+ last_full_entry = current_entry
26
+
27
+ if not last_full_entry:
28
+ return None, None, None, None, None, None
29
+
30
+ time_values, best_bound_values, best_sol_values, in_queue_values, expl_values, gap_values = (
31
+ [],
32
+ [],
33
+ [],
34
+ [],
35
+ [],
36
+ [],
37
+ )
38
+ for line in last_full_entry:
39
+ match = re.search(r"\dk?\s+\d+\.\ds$", line)
40
+
41
+ if not match:
42
+ continue
43
+
44
+ tokens = line.split()
45
+ if len(tokens) == 13:
46
+ tokens = tokens[1:]
47
+ assert len(tokens) == 12, f"{line}"
48
+
49
+ in_queue_values.append(float(tokens[1])) # InQueue
50
+ expl_values.append(float(tokens[3].replace("%", ""))) # Expl.%
51
+ best_bound_values.append(float(tokens[4].replace("inf", "nan"))) # Best Bound
52
+ best_sol_values.append(float(tokens[5].replace("inf", "nan"))) # Best Sol
53
+ gap_values.append(
54
+ float(tokens[6].replace("%", "").replace("inf", "nan").replace("Large", "nan"))
55
+ ) # Gap%
56
+ time_values.append(float(tokens[11].replace("s", ""))) # Time
57
+
58
+ return time_values, best_bound_values, best_sol_values, in_queue_values, expl_values, gap_values
59
+
60
+
61
+ def plot_highs_log(
62
+ time_values, best_bound_values, best_sol_values, in_queue_values, expl_values, gap_values
63
+ ):
64
+ fig, ax1 = plt.subplots(figsize=(10, 6))
65
+
66
+ best_bound_colour = "blue"
67
+ best_solution_colour = "green"
68
+ in_queue_colour = "red"
69
+ explored_colour = "purple"
70
+ gap_colour = "orange"
71
+
72
+ # Plot Objective Bounds
73
+ ax1.plot(time_values, best_bound_values, label="Best Bound", color=best_bound_colour)
74
+ ax1.plot(time_values, best_sol_values, label="Best Solution", color=best_solution_colour)
75
+ ax1.set_xlabel("Time (seconds)")
76
+ ax1.set_ylabel("Objective Bounds", color=best_bound_colour, labelpad=15)
77
+ ax1.tick_params(axis="y", labelcolor=best_bound_colour)
78
+
79
+ # Limit y-axis to the range between min and max of the non-NaN values
80
+ valid_gap_index = next(i for i, gap in enumerate(gap_values) if not np.isnan(gap))
81
+ min_y = min(best_bound_values[valid_gap_index], best_sol_values[valid_gap_index])
82
+ max_y = max(best_bound_values[valid_gap_index], best_sol_values[valid_gap_index])
83
+ padding = (max_y - min_y) * 0.1
84
+ ax1.set_ylim(min_y - padding, max_y + padding)
85
+
86
+ # Add second y-axis for InQueue values
87
+ ax2 = ax1.twinx()
88
+ ax2.plot(time_values, in_queue_values, label="InQueue", color=in_queue_colour)
89
+ # ax2.set_ylabel("InQueue", color=in_queue_colour, loc="top", labelpad=12)
90
+ ax2.yaxis.label.set_rotation(0)
91
+ ax2.tick_params(axis="y", labelcolor=in_queue_colour)
92
+
93
+ # Add third y-axis for Explored % values (scaled)
94
+ ax3 = ax1.twinx()
95
+ ax3.spines["right"].set_position(("outward", 50))
96
+ ax3.plot(time_values, expl_values, label="Explored %", color=explored_colour)
97
+ # ax3.set_ylabel("Expl.%", color=explored_colour, loc="top", labelpad=10)
98
+ ax3.yaxis.label.set_rotation(0)
99
+ ax3.tick_params(axis="y", labelcolor=explored_colour)
100
+
101
+ # Add fourth y-axis for Gap % values (scaled)
102
+ ax4 = ax1.twinx()
103
+ ax4.spines["right"].set_position(("outward", 90))
104
+ ax4.plot(time_values, gap_values, label="Gap %", color=gap_colour, linestyle="--", linewidth=1)
105
+ # ax4.set_ylabel("Gap.%", color=gap_colour, loc="top", labelpad=22)
106
+ ax4.yaxis.label.set_rotation(0)
107
+ ax4.tick_params(axis="y", labelcolor=gap_colour)
108
+
109
+ # Plot vertical hash lines where Best Solution changes
110
+ for i in range(1, len(best_sol_values)):
111
+ # Print if change detected and not NaN
112
+ if (best_sol_values[i] != best_sol_values[i - 1]) and not(math.isnan(best_sol_values[i])):
113
+ ax1.axvline(x=time_values[i], color="grey", linestyle="--", linewidth=0.5)
114
+
115
+ # Shift plot area left to make room on the right for the three y-axis labels.
116
+ fig.subplots_adjust(left=0.08, right=0.85)
117
+
118
+ # Set up legend
119
+ fig.legend(loc="lower center", ncols=5)
120
+
121
+ # Show plot
122
+ plt.title("HiGHS MIP Log Analysis", pad=20)
123
+ plt.show()
124
+
125
+
126
+ #log_file_path = "/path/to/your/logfile.log"
127
+ log_file_path = "HiGHS.log"
128
+ time_values, best_bound_values, best_sol_values, in_queue_values, expl_values, gap_values = (
129
+ parse_highs_log(log_file_path)
130
+ )
131
+
132
+ plot_highs_log(
133
+ time_values, best_bound_values, best_sol_values, in_queue_values, expl_values, gap_values
134
+ )