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 +1,1142 @@
1
+ using System;
2
+ using System.Collections.Generic;
3
+ using System.Linq;
4
+ using System.Runtime.InteropServices;
5
+ using System.Text;
6
+
7
+ // mcs -out:highscslib.dll -t:library highs_csharp_api.cs -unsafe
8
+
9
+ namespace Highs {
10
+ public enum HighsStatus
11
+ {
12
+ kError = -1,
13
+ kOk,
14
+ kWarning
15
+ }
16
+
17
+ public enum HighsMatrixFormat
18
+ {
19
+ kColwise = 1,
20
+ kRowwise
21
+ }
22
+
23
+ public enum HessianFormat
24
+ {
25
+ kTriangular = 1,
26
+ kSquare
27
+ }
28
+
29
+ public enum HighsBasisStatus
30
+ {
31
+ kLower = 0,
32
+ kBasic,
33
+ kUpper,
34
+ kZero,
35
+ kNonbasic
36
+ }
37
+
38
+ public enum HighsObjectiveSense
39
+ {
40
+ kMinimize = 1,
41
+ kMaximize = -1
42
+ }
43
+
44
+ public enum HighsModelStatus
45
+ {
46
+ kNotset = 0,
47
+ kLoadError,
48
+ kModelError,
49
+ kPresolveError,
50
+ kSolveError,
51
+ kPostsolveError,
52
+ kModelEmpty,
53
+ kOptimal,
54
+ kInfeasible,
55
+ kUnboundedOrInfeasible,
56
+ kUnbounded,
57
+ kObjectiveBound,
58
+ kObjectiveTarget,
59
+ kTimeLimit,
60
+ kIterationLimit,
61
+ kUnknown,
62
+ kSolutionLimit,
63
+ kInterrupt,
64
+ kMemoryLimit,
65
+ kHighsInterrupt
66
+ }
67
+
68
+ public enum HighsIntegrality
69
+ {
70
+ kContinuous = 0,
71
+ kInteger = 1,
72
+ kSemiContinuous = 2,
73
+ kSemiInteger = 3,
74
+ kImplicitInteger = 4,
75
+ }
76
+
77
+ public class HighsModel
78
+ {
79
+ public HighsObjectiveSense sense;
80
+ public double[] colcost;
81
+ public double offset;
82
+ public double[] collower;
83
+ public double[] colupper;
84
+ public double[] rowlower;
85
+ public double[] rowupper;
86
+ public HighsMatrixFormat a_format;
87
+ public int[] astart;
88
+ public int[] aindex;
89
+ public double[] avalue;
90
+ public int[] highs_integrality;
91
+
92
+ public HighsModel()
93
+ {
94
+
95
+ }
96
+
97
+ public HighsModel(double[] colcost, double[] collower, double[] colupper, double[] rowlower, double[] rowupper,
98
+ int[] astart, int[] aindex, double[] avalue, int[] highs_integrality = null, double offset = 0, HighsMatrixFormat a_format = HighsMatrixFormat.kColwise, HighsObjectiveSense sense = HighsObjectiveSense.kMinimize)
99
+ {
100
+ this.colcost = colcost;
101
+ this.collower = collower;
102
+ this.colupper = colupper;
103
+ this.rowlower = rowlower;
104
+ this.rowupper = rowupper;
105
+ this.astart = astart;
106
+ this.aindex = aindex;
107
+ this.avalue = avalue;
108
+ this.offset = offset;
109
+ this.a_format = a_format;
110
+ this.sense = sense;
111
+ this.highs_integrality = highs_integrality;
112
+ }
113
+ }
114
+
115
+ public class HighsHessian
116
+ {
117
+ public HessianFormat q_format;
118
+ public int dim;
119
+ public int[] qstart;
120
+ public int[] qindex;
121
+ public double[] qvalue;
122
+
123
+ public HighsHessian()
124
+ {
125
+
126
+ }
127
+
128
+ public HighsHessian(int dim, int[] qstart, int[] qindex, double[] qvalue, HessianFormat q_format = HessianFormat.kTriangular)
129
+ {
130
+ this.dim = dim;
131
+ this.qstart = qstart;
132
+ this.qindex = qindex;
133
+ this.qvalue = qvalue;
134
+ this.q_format = q_format;
135
+ }
136
+ }
137
+
138
+ public class HighsSolution
139
+ {
140
+ public double[] colvalue;
141
+ public double[] coldual;
142
+ public double[] rowvalue;
143
+ public double[] rowdual;
144
+
145
+ public HighsSolution(int numcol, int numrow)
146
+ {
147
+ this.colvalue = new double[numcol];
148
+ this.coldual = new double[numcol];
149
+ this.rowvalue = new double[numrow];
150
+ this.rowdual = new double[numrow];
151
+ }
152
+
153
+ public HighsSolution(double[] colvalue, double[] coldual, double[] rowvalue, double[] rowdual)
154
+ {
155
+ this.colvalue = colvalue;
156
+ this.coldual = coldual;
157
+ this.rowvalue = rowvalue;
158
+ this.rowdual = rowdual;
159
+ }
160
+ }
161
+
162
+ public class HighsBasis
163
+ {
164
+ public HighsBasisStatus[] colbasisstatus;
165
+ public HighsBasisStatus[] rowbasisstatus;
166
+
167
+ public HighsBasis(int numcol, int numrow)
168
+ {
169
+ this.colbasisstatus = new HighsBasisStatus[numcol];
170
+ this.rowbasisstatus = new HighsBasisStatus[numrow];
171
+ }
172
+
173
+ public HighsBasis(HighsBasisStatus[] colbasisstatus, HighsBasisStatus[] rowbasisstatus)
174
+ {
175
+ this.colbasisstatus = colbasisstatus;
176
+ this.rowbasisstatus = rowbasisstatus;
177
+ }
178
+ }
179
+
180
+ public class HighsLpSolver : IDisposable
181
+ {
182
+ private IntPtr highs;
183
+
184
+ private bool _disposed;
185
+
186
+ private const string highslibname = "highs";
187
+
188
+ [DllImport(highslibname)]
189
+ private static extern int Highs_call(
190
+ Int32 numcol,
191
+ Int32 numrow,
192
+ Int32 numnz,
193
+ double[] colcost,
194
+ double[] collower,
195
+ double[] colupper,
196
+ double[] rowlower,
197
+ double[] rowupper,
198
+ int[] astart,
199
+ int[] aindex,
200
+ double[] avalue,
201
+ double[] colvalue,
202
+ double[] coldual,
203
+ double[] rowvalue,
204
+ double[] rowdual,
205
+ int[] colbasisstatus,
206
+ int[] rowbasisstatus,
207
+ ref int modelstatus);
208
+
209
+ [DllImport(highslibname)]
210
+ private static extern IntPtr Highs_create();
211
+
212
+ [DllImport(highslibname)]
213
+ private static extern void Highs_destroy(IntPtr highs);
214
+
215
+ [DllImport(highslibname)]
216
+ private static extern int Highs_run(IntPtr highs);
217
+
218
+ [DllImport(highslibname)]
219
+ private static extern int Highs_readModel(IntPtr highs, string filename);
220
+
221
+ [DllImport(highslibname)]
222
+ private static extern int Highs_writeModel(IntPtr highs, string filename);
223
+
224
+ [DllImport(highslibname)]
225
+ private static extern int Highs_writePresolvedModel(IntPtr highs, string filename);
226
+
227
+ [DllImport(highslibname)]
228
+ private static extern int Highs_writeSolutionPretty(IntPtr highs, string filename);
229
+
230
+ [DllImport(highslibname)]
231
+ private static extern double Highs_getInfinity(IntPtr highs);
232
+
233
+ [DllImport(highslibname)]
234
+ private static extern int Highs_passLp(
235
+ IntPtr highs,
236
+ int numcol,
237
+ int numrow,
238
+ int numnz,
239
+ int aformat,
240
+ int sense,
241
+ double offset,
242
+ double[] colcost,
243
+ double[] collower,
244
+ double[] colupper,
245
+ double[] rowlower,
246
+ double[] rowupper,
247
+ int[] astart,
248
+ int[] aindex,
249
+ double[] avalue);
250
+
251
+ [DllImport(highslibname)]
252
+ private static extern int Highs_passMip(
253
+ IntPtr highs,
254
+ int numcol,
255
+ int numrow,
256
+ int numnz,
257
+ int aformat,
258
+ int sense,
259
+ double offset,
260
+ double[] colcost,
261
+ double[] collower,
262
+ double[] colupper,
263
+ double[] rowlower,
264
+ double[] rowupper,
265
+ int[] astart,
266
+ int[] aindex,
267
+ double[] avalue,
268
+ int[] highs_integrality);
269
+
270
+ [DllImport(highslibname)]
271
+ private static extern int Highs_passModel(
272
+ IntPtr highs,
273
+ int numcol,
274
+ int numrow,
275
+ int numnz,
276
+ int qnumnz,
277
+ int aformat,
278
+ int qformat,
279
+ int sense,
280
+ double offset,
281
+ double[] colcost,
282
+ double[] collower,
283
+ double[] colupper,
284
+ double[] rowlower,
285
+ double[] rowupper,
286
+ int[] astart,
287
+ int[] aindex,
288
+ double[] avalue,
289
+ int[] qstart,
290
+ int[] qindex,
291
+ double[] qvalue,
292
+ int[] highs_integrality);
293
+
294
+ [DllImport(highslibname)]
295
+ private static extern int Highs_passHessian(
296
+ IntPtr highs,
297
+ int dim,
298
+ int numnz,
299
+ int q_format,
300
+ int[] qstart,
301
+ int[] qindex,
302
+ double[] qvalue);
303
+
304
+ [DllImport(highslibname)]
305
+ private static extern int Highs_setOptionValue(IntPtr highs, string option, string value);
306
+
307
+ [DllImport(highslibname)]
308
+ private static extern int Highs_setBoolOptionValue(IntPtr highs, string option, int value);
309
+
310
+ [DllImport(highslibname)]
311
+ private static extern int Highs_setIntOptionValue(IntPtr highs, string option, int value);
312
+
313
+ [DllImport(highslibname)]
314
+ private static extern int Highs_setDoubleOptionValue(IntPtr highs, string option, double value);
315
+
316
+ [DllImport(highslibname)]
317
+ private static extern int Highs_setStringOptionValue(IntPtr highs, string option, string value);
318
+
319
+ [DllImport(highslibname)]
320
+ private static extern int Highs_getBoolOptionValue(IntPtr highs, string option, out int value);
321
+
322
+ [DllImport(highslibname)]
323
+ private static extern int Highs_getIntOptionValue(IntPtr highs, string option, out int value);
324
+
325
+ [DllImport(highslibname)]
326
+ private static extern int Highs_getDoubleOptionValue(IntPtr highs, string option, out double value);
327
+
328
+ [DllImport(highslibname)]
329
+ private static extern int Highs_getStringOptionValue(IntPtr highs, string option, [Out] StringBuilder value);
330
+
331
+ [DllImport(highslibname)]
332
+ private static extern int Highs_getSolution(IntPtr highs, double[] colvalue, double[] coldual, double[] rowvalue, double[] rowdual);
333
+
334
+ [DllImport(highslibname)]
335
+ private static extern int Highs_getNumCol(IntPtr highs);
336
+
337
+ [DllImport(highslibname)]
338
+ private static extern int Highs_getNumRow(IntPtr highs);
339
+
340
+ [DllImport(highslibname)]
341
+ private static extern int Highs_getNumNz(IntPtr highs);
342
+
343
+ [DllImport(highslibname)]
344
+ private static extern int Highs_getHessianNumNz(IntPtr highs);
345
+
346
+ [DllImport(highslibname)]
347
+ private static extern int Highs_getBasis(IntPtr highs, int[] colstatus, int[] rowstatus);
348
+
349
+ [DllImport(highslibname)]
350
+ private static extern double Highs_getObjectiveValue(IntPtr highs);
351
+
352
+ [DllImport(highslibname)]
353
+ private static extern int Highs_getIterationCount(IntPtr highs);
354
+
355
+ [DllImport(highslibname)]
356
+ private static extern int Highs_getModelStatus(IntPtr highs);
357
+
358
+ [DllImport(highslibname)]
359
+ private static extern int Highs_addRow(IntPtr highs, double lower, double upper, int num_new_nz, int[] indices, double[] values);
360
+
361
+ [DllImport(highslibname)]
362
+ private static extern int Highs_addRows(
363
+ IntPtr highs,
364
+ int num_new_row,
365
+ double[] lower,
366
+ double[] upper,
367
+ int num_new_nz,
368
+ int[] starts,
369
+ int[] indices,
370
+ double[] values);
371
+
372
+ [DllImport(highslibname)]
373
+ private static extern int Highs_addCol(
374
+ IntPtr highs,
375
+ double cost,
376
+ double lower,
377
+ double upper,
378
+ int num_new_nz,
379
+ int[] indices,
380
+ double[] values);
381
+
382
+ [DllImport(highslibname)]
383
+ private static extern int Highs_addCols(
384
+ IntPtr highs,
385
+ int num_new_col,
386
+ double[] costs,
387
+ double[] lower,
388
+ double[] upper,
389
+ int num_new_nz,
390
+ int[] starts,
391
+ int[] indices,
392
+ double[] values);
393
+
394
+ [DllImport(highslibname)]
395
+ private static extern int Highs_changeObjectiveSense(IntPtr highs, int sense);
396
+
397
+ [DllImport(highslibname)]
398
+ private static extern int Highs_changeColCost(IntPtr highs, int col, double cost);
399
+
400
+ [DllImport(highslibname)]
401
+ private static extern int Highs_changeColsCostBySet(IntPtr highs, int num_set_entries, int[] set, double[] cost);
402
+
403
+ [DllImport(highslibname)]
404
+ private static extern int Highs_changeColsCostByMask(IntPtr highs, int[] mask, double[] cost);
405
+
406
+ [DllImport(highslibname)]
407
+ private static extern int Highs_changeColBounds(IntPtr highs, int col, double lower, double upper);
408
+
409
+ [DllImport(highslibname)]
410
+ private static extern int Highs_changeColsBoundsByRange(IntPtr highs, int from_col, int to_col, double[] lower, double[] upper);
411
+
412
+ [DllImport(highslibname)]
413
+ private static extern int Highs_changeColsBoundsBySet(IntPtr highs, int num_set_entries, int[] set, double[] lower, double[] upper);
414
+
415
+ [DllImport(highslibname)]
416
+ private static extern int Highs_changeColsBoundsByMask(IntPtr highs, int[] mask, double[] lower, double[] upper);
417
+
418
+ [DllImport(highslibname)]
419
+ private static extern int Highs_changeRowBounds(IntPtr highs, int row, double lower, double upper);
420
+
421
+ [DllImport(highslibname)]
422
+ private static extern int Highs_changeRowsBoundsByRange(IntPtr highs, int from_row, int to_row, double[] lower, double[] upper);
423
+
424
+ [DllImport(highslibname)]
425
+ private static extern int Highs_changeRowsBoundsBySet(IntPtr highs, int num_set_entries, int[] set, double[] lower, double[] upper);
426
+
427
+ [DllImport(highslibname)]
428
+ private static extern int Highs_changeRowsBoundsByMask(IntPtr highs, int[] mask, double[] lower, double[] upper);
429
+
430
+ [DllImport(highslibname)]
431
+ private static extern int Highs_changeColsIntegralityByRange(IntPtr highs, int from_col, int to_col, int[] integrality);
432
+
433
+ [DllImport(highslibname)]
434
+ private static extern int Highs_changeCoeff(IntPtr highs, int row, int col, double value);
435
+
436
+ [DllImport(highslibname)]
437
+ private static extern int Highs_deleteColsByRange(IntPtr highs, int from_col, int to_col);
438
+
439
+ [DllImport(highslibname)]
440
+ private static extern int Highs_deleteColsBySet(IntPtr highs, int num_set_entries, int[] set);
441
+
442
+ [DllImport(highslibname)]
443
+ private static extern int Highs_deleteColsByMask(IntPtr highs, int[] mask);
444
+
445
+ [DllImport(highslibname)]
446
+ private static extern int Highs_deleteRowsByRange(IntPtr highs, int from_row, int to_row);
447
+
448
+ [DllImport(highslibname)]
449
+ private static extern int Highs_deleteRowsBySet(IntPtr highs, int num_set_entries, int[] set);
450
+
451
+ [DllImport(highslibname)]
452
+ private static extern int Highs_deleteRowsByMask(IntPtr highs, int[] mask);
453
+
454
+ [DllImport(highslibname)]
455
+ private static extern int Highs_getDoubleInfoValue(IntPtr highs, string info, out double value);
456
+
457
+ [DllImport(highslibname)]
458
+ private static extern int Highs_getIntInfoValue(IntPtr highs, string info, out int value);
459
+
460
+ [DllImport(highslibname)]
461
+ private static extern int Highs_getInt64InfoValue(IntPtr highs, string info, out long value);
462
+
463
+ [DllImport(highslibname)]
464
+ private static extern int Highs_setSolution(IntPtr highs, double[] col_value, double[] row_value, double[] col_dual, double[] row_dual);
465
+
466
+ [DllImport(highslibname)]
467
+ private static extern int Highs_setSparseSolution(IntPtr highs, int num_entries, int[] index, double[] value);
468
+
469
+ [DllImport(highslibname)]
470
+ private static extern int Highs_getColsByRange(
471
+ IntPtr highs,
472
+ int from_col,
473
+ int to_col,
474
+ ref int num_col,
475
+ double[] costs,
476
+ double[] lower,
477
+ double[] upper,
478
+ ref int num_nz,
479
+ int[] matrix_start,
480
+ int[] matrix_index,
481
+ double[] matrix_value);
482
+
483
+ [DllImport(highslibname)]
484
+ private static extern int Highs_getColsBySet(
485
+ IntPtr highs,
486
+ int num_set_entries,
487
+ int[] set,
488
+ ref int num_col,
489
+ double[] costs,
490
+ double[] lower,
491
+ double[] upper,
492
+ ref int num_nz,
493
+ int[] matrix_start,
494
+ int[] matrix_index,
495
+ double[] matrix_value);
496
+
497
+ [DllImport(highslibname)]
498
+ private static extern int Highs_getColsByMask(
499
+ IntPtr highs,
500
+ int[] mask,
501
+ ref int num_col,
502
+ double[] costs,
503
+ double[] lower,
504
+ double[] upper,
505
+ ref int num_nz,
506
+ int[] matrix_start,
507
+ int[] matrix_index,
508
+ double[] matrix_value);
509
+
510
+ [DllImport(highslibname)]
511
+ private static extern int Highs_getRowsByRange(
512
+ IntPtr highs,
513
+ int from_row,
514
+ int to_row,
515
+ ref int num_row,
516
+ double[] lower,
517
+ double[] upper,
518
+ ref int num_nz,
519
+ int[] matrix_start,
520
+ int[] matrix_index,
521
+ double[] matrix_value);
522
+
523
+ [DllImport(highslibname)]
524
+ private static extern int Highs_getRowsBySet(
525
+ IntPtr highs,
526
+ int num_set_entries,
527
+ int[] set,
528
+ ref int num_row,
529
+ double[] lower,
530
+ double[] upper,
531
+ ref int num_nz,
532
+ int[] matrix_start,
533
+ int[] matrix_index,
534
+ double[] matrix_value);
535
+
536
+ [DllImport(highslibname)]
537
+ private static extern int Highs_getRowsByMask(
538
+ IntPtr highs,
539
+ int[] mask,
540
+ ref int num_row,
541
+ double[] lower,
542
+ double[] upper,
543
+ ref int num_nz,
544
+ int[] matrix_start,
545
+ int[] matrix_index,
546
+ double[] matrix_value);
547
+
548
+ [DllImport(highslibname)]
549
+ private static extern int Highs_getBasicVariables(IntPtr highs, int[] basic_variables);
550
+
551
+ [DllImport(highslibname)]
552
+ private static extern int Highs_getBasisInverseRow(IntPtr highs, int row, double[] row_vector, ref int row_num_nz, int[] row_indices);
553
+
554
+ [DllImport(highslibname)]
555
+ private static extern int Highs_getBasisInverseCol(IntPtr highs, int col, double[] col_vector, ref int col_num_nz, int[] col_indices);
556
+
557
+ [DllImport(highslibname)]
558
+ private static extern int Highs_getBasisSolve(
559
+ IntPtr highs,
560
+ double[] rhs,
561
+ double[] solution_vector,
562
+ ref int solution_num_nz,
563
+ int[] solution_indices);
564
+
565
+ [DllImport(highslibname)]
566
+ private static extern int Highs_getBasisTransposeSolve(
567
+ IntPtr highs,
568
+ double[] rhs,
569
+ double[] solution_vector,
570
+ ref int solution_nz,
571
+ int[] solution_indices);
572
+
573
+ [DllImport(highslibname)]
574
+ private static extern int Highs_getReducedRow(IntPtr highs, int row, double[] row_vector, ref int row_num_nz, int[] row_indices);
575
+
576
+ [DllImport(highslibname)]
577
+ private static extern int Highs_getReducedColumn(IntPtr highs, int col, double[] col_vector, ref int col_num_nz, int[] col_indices);
578
+
579
+ [DllImport(highslibname)]
580
+ private static extern int Highs_clearModel(IntPtr highs);
581
+
582
+ [DllImport(highslibname)]
583
+ private static extern int Highs_clearSolver(IntPtr highs);
584
+
585
+ [DllImport(highslibname)]
586
+ private static extern int Highs_passColName(IntPtr highs, int col, string name);
587
+
588
+ [DllImport(highslibname)]
589
+ private static extern int Highs_passRowName(IntPtr highs, int row, string name);
590
+
591
+ [DllImport(highslibname)]
592
+ private static extern int Highs_writeOptions(IntPtr highs, string filename);
593
+
594
+ [DllImport(highslibname)]
595
+ private static extern int Highs_writeOptionsDeviations(IntPtr highs, string filename);
596
+
597
+ public static HighsStatus call(HighsModel model, ref HighsSolution sol, ref HighsBasis bas, ref HighsModelStatus modelstatus)
598
+ {
599
+ int nc = model.colcost.Length;
600
+ int nr = model.rowlower.Length;
601
+ int nnz = model.avalue.Length;
602
+
603
+ int[] colbasstat = new int[nc];
604
+ int[] rowbasstat = new int[nr];
605
+
606
+ int modelstate = 0;
607
+
608
+ HighsStatus status = (HighsStatus)HighsLpSolver.Highs_call(
609
+ nc,
610
+ nr,
611
+ nnz,
612
+ model.colcost,
613
+ model.collower,
614
+ model.colupper,
615
+ model.rowlower,
616
+ model.rowupper,
617
+ model.astart,
618
+ model.aindex,
619
+ model.avalue,
620
+ sol.colvalue,
621
+ sol.coldual,
622
+ sol.rowvalue,
623
+ sol.rowdual,
624
+ colbasstat,
625
+ rowbasstat,
626
+ ref modelstate);
627
+
628
+ modelstatus = (HighsModelStatus)modelstate;
629
+
630
+ bas.colbasisstatus = colbasstat.Select(x => (HighsBasisStatus)x).ToArray();
631
+ bas.rowbasisstatus = rowbasstat.Select(x => (HighsBasisStatus)x).ToArray();
632
+
633
+ return status;
634
+ }
635
+
636
+ public HighsLpSolver()
637
+ {
638
+ this.highs = HighsLpSolver.Highs_create();
639
+ }
640
+
641
+ ~HighsLpSolver()
642
+ {
643
+ this.Dispose(false);
644
+ }
645
+
646
+ public void Dispose()
647
+ {
648
+ this.Dispose(true);
649
+ GC.SuppressFinalize(this);
650
+ }
651
+
652
+ protected virtual void Dispose(bool disposing)
653
+ {
654
+ if (this._disposed)
655
+ {
656
+ return;
657
+ }
658
+
659
+ HighsLpSolver.Highs_destroy(this.highs);
660
+ this._disposed = true;
661
+ }
662
+
663
+ public HighsStatus run()
664
+ {
665
+ return (HighsStatus)HighsLpSolver.Highs_run(this.highs);
666
+ }
667
+
668
+ public HighsStatus readModel(string filename)
669
+ {
670
+ return (HighsStatus)HighsLpSolver.Highs_readModel(this.highs, filename);
671
+ }
672
+
673
+ public HighsStatus writeModel(string filename)
674
+ {
675
+ return (HighsStatus)HighsLpSolver.Highs_writeModel(this.highs, filename);
676
+ }
677
+
678
+ public HighsStatus writePresolvedModel(string filename)
679
+ {
680
+ return (HighsStatus)HighsLpSolver.Highs_writePresolvedModel(this.highs, filename);
681
+ }
682
+
683
+ public HighsStatus writeSolutionPretty(string filename)
684
+ {
685
+ return (HighsStatus)HighsLpSolver.Highs_writeSolutionPretty(this.highs, filename);
686
+ }
687
+
688
+ public double getInfinity()
689
+ {
690
+ return HighsLpSolver.Highs_getInfinity(this.highs);
691
+ }
692
+
693
+ public HighsStatus passLp(HighsModel model)
694
+ {
695
+ return (HighsStatus)HighsLpSolver.Highs_passLp(
696
+ this.highs,
697
+ model.colcost.Length,
698
+ model.rowlower.Length,
699
+ model.avalue.Length,
700
+ (int)model.a_format,
701
+ (int)model.sense,
702
+ model.offset,
703
+ model.colcost,
704
+ model.collower,
705
+ model.colupper,
706
+ model.rowlower,
707
+ model.rowupper,
708
+ model.astart,
709
+ model.aindex,
710
+ model.avalue);
711
+ }
712
+
713
+ public HighsStatus passMip(HighsModel model)
714
+ {
715
+ return (HighsStatus)HighsLpSolver.Highs_passMip(
716
+ this.highs,
717
+ model.colcost.Length,
718
+ model.rowlower.Length,
719
+ model.avalue.Length,
720
+ (int)model.a_format,
721
+ (int)model.sense,
722
+ model.offset,
723
+ model.colcost,
724
+ model.collower,
725
+ model.colupper,
726
+ model.rowlower,
727
+ model.rowupper,
728
+ model.astart,
729
+ model.aindex,
730
+ model.avalue,
731
+ model.highs_integrality);
732
+ }
733
+
734
+ public HighsStatus passHessian(HighsHessian hessian)
735
+ {
736
+ return (HighsStatus)HighsLpSolver.Highs_passHessian(
737
+ this.highs,
738
+ hessian.dim,
739
+ hessian.qvalue.Length,
740
+ (int)hessian.q_format,
741
+ hessian.qstart,
742
+ hessian.qindex,
743
+ hessian.qvalue);
744
+ }
745
+
746
+ public HighsStatus setOptionValue(string option, string value)
747
+ {
748
+ return (HighsStatus)HighsLpSolver.Highs_setOptionValue(this.highs, option, value);
749
+ }
750
+
751
+ public HighsStatus setStringOptionValue(string option, string value)
752
+ {
753
+ return (HighsStatus)HighsLpSolver.Highs_setStringOptionValue(this.highs, option, value);
754
+ }
755
+
756
+ public HighsStatus setBoolOptionValue(string option, int value)
757
+ {
758
+ return (HighsStatus)HighsLpSolver.Highs_setBoolOptionValue(this.highs, option, value);
759
+ }
760
+
761
+ public HighsStatus setDoubleOptionValue(string option, double value)
762
+ {
763
+ return (HighsStatus)HighsLpSolver.Highs_setDoubleOptionValue(this.highs, option, value);
764
+ }
765
+
766
+ public HighsStatus setIntOptionValue(string option, int value)
767
+ {
768
+ return (HighsStatus)HighsLpSolver.Highs_setIntOptionValue(this.highs, option, value);
769
+ }
770
+
771
+ public HighsStatus getStringOptionValue(string option, out string value)
772
+ {
773
+ var stringBuilder = new StringBuilder();
774
+ var result = (HighsStatus)HighsLpSolver.Highs_getStringOptionValue(this.highs, option, stringBuilder);
775
+ value = stringBuilder.ToString();
776
+ return result;
777
+ }
778
+
779
+ public HighsStatus getBoolOptionValue(string option, out int value)
780
+ {
781
+ return (HighsStatus)HighsLpSolver.Highs_getBoolOptionValue(this.highs, option, out value);
782
+ }
783
+
784
+ public HighsStatus getDoubleOptionValue(string option, out double value)
785
+ {
786
+ return (HighsStatus)HighsLpSolver.Highs_getDoubleOptionValue(this.highs, option, out value);
787
+ }
788
+
789
+ public HighsStatus getIntOptionValue(string option, out int value)
790
+ {
791
+ return (HighsStatus)HighsLpSolver.Highs_getIntOptionValue(this.highs, option, out value);
792
+ }
793
+
794
+ public int getNumCol()
795
+ {
796
+ return HighsLpSolver.Highs_getNumCol(this.highs);
797
+ }
798
+
799
+ public int getNumRow()
800
+ {
801
+ return HighsLpSolver.Highs_getNumRow(this.highs);
802
+ }
803
+
804
+ public int getNumNz()
805
+ {
806
+ return HighsLpSolver.Highs_getNumNz(this.highs);
807
+ }
808
+
809
+ public HighsSolution getSolution()
810
+ {
811
+ int nc = this.getNumCol();
812
+ int nr = this.getNumRow();
813
+
814
+ HighsSolution sol = new HighsSolution(nc, nr);
815
+ HighsLpSolver.Highs_getSolution(this.highs, sol.colvalue, sol.coldual, sol.rowvalue, sol.rowdual);
816
+
817
+ return sol;
818
+ }
819
+
820
+ public HighsBasis getBasis()
821
+ {
822
+ int nc = this.getNumCol();
823
+ int nr = this.getNumRow();
824
+
825
+ int[] colbasstat = new int[nc];
826
+ int[] rowbasstat = new int[nr];
827
+
828
+ HighsLpSolver.Highs_getBasis(this.highs, colbasstat, rowbasstat);
829
+ HighsBasis bas = new HighsBasis(
830
+ colbasstat.Select(x => (HighsBasisStatus)x).ToArray(),
831
+ rowbasstat.Select(x => (HighsBasisStatus)x).ToArray());
832
+
833
+ return bas;
834
+ }
835
+
836
+ public double getObjectiveValue()
837
+ {
838
+ return HighsLpSolver.Highs_getObjectiveValue(this.highs);
839
+ }
840
+
841
+ public HighsModelStatus GetModelStatus()
842
+ {
843
+ return (HighsModelStatus)HighsLpSolver.Highs_getModelStatus(this.highs);
844
+ }
845
+
846
+ public int getIterationCount()
847
+ {
848
+ return HighsLpSolver.Highs_getIterationCount(this.highs);
849
+ }
850
+
851
+ public HighsStatus addRow(double lower, double upper, int[] indices, double[] values)
852
+ {
853
+ return (HighsStatus)HighsLpSolver.Highs_addRow(this.highs, lower, upper, indices.Length, indices, values);
854
+ }
855
+
856
+ public HighsStatus addRows(double[] lower, double[] upper, int[] starts, int[] indices, double[] values)
857
+ {
858
+ return (HighsStatus)HighsLpSolver.Highs_addRows(this.highs, lower.Length, lower, upper, indices.Length, starts, indices, values);
859
+ }
860
+
861
+ public HighsStatus addCol(double cost, double lower, double upper, int[] indices, double[] values)
862
+ {
863
+ return (HighsStatus)HighsLpSolver.Highs_addCol(this.highs, cost, lower, upper, indices.Length, indices, values);
864
+ }
865
+
866
+ public HighsStatus addCols(double[] costs, double[] lower, double[] upper, int[] starts, int[] indices, double[] values)
867
+ {
868
+ return (HighsStatus)HighsLpSolver.Highs_addCols(
869
+ this.highs,
870
+ costs.Length,
871
+ costs,
872
+ lower,
873
+ upper,
874
+ indices.Length,
875
+ starts,
876
+ indices,
877
+ values);
878
+ }
879
+
880
+ public HighsStatus changeObjectiveSense(HighsObjectiveSense sense)
881
+ {
882
+ return (HighsStatus)HighsLpSolver.Highs_changeObjectiveSense(this.highs, (int)sense);
883
+ }
884
+
885
+ public HighsStatus changeColCost(int col, double cost)
886
+ {
887
+ return (HighsStatus)HighsLpSolver.Highs_changeColCost(this.highs, col, cost);
888
+ }
889
+
890
+ public HighsStatus changeColsCostBySet(int[] cols, double[] costs)
891
+ {
892
+ return (HighsStatus)HighsLpSolver.Highs_changeColsCostBySet(this.highs, cols.Length, cols, costs);
893
+ }
894
+
895
+ public HighsStatus changeColsCostByMask(bool[] mask, double[] cost)
896
+ {
897
+ return (HighsStatus)HighsLpSolver.Highs_changeColsCostByMask(this.highs, mask.Select(x => x ? 1 : 0).ToArray(), cost);
898
+ }
899
+
900
+ public HighsStatus changeColBounds(int col, double lower, double upper)
901
+ {
902
+ return (HighsStatus)HighsLpSolver.Highs_changeColBounds(this.highs, col, lower, upper);
903
+ }
904
+
905
+ public HighsStatus changeColsBoundsByRange(int from, int to, double[] lower, double[] upper)
906
+ {
907
+ return (HighsStatus)HighsLpSolver.Highs_changeColsBoundsByRange(this.highs, from, to, lower, upper);
908
+ }
909
+
910
+ public HighsStatus changeColsBoundsBySet(int[] cols, double[] lower, double[] upper)
911
+ {
912
+ return (HighsStatus)HighsLpSolver.Highs_changeColsBoundsBySet(this.highs, cols.Length, cols, lower, upper);
913
+ }
914
+
915
+ public HighsStatus changeColsBoundsByMask(bool[] mask, double[] lower, double[] upper)
916
+ {
917
+ return (HighsStatus)HighsLpSolver.Highs_changeColsBoundsByMask(this.highs, mask.Select(x => x ? 1 : 0).ToArray(), lower, upper);
918
+ }
919
+
920
+ public HighsStatus changeRowBounds(int row, double lower, double upper)
921
+ {
922
+ return (HighsStatus)HighsLpSolver.Highs_changeRowBounds(this.highs, row, lower, upper);
923
+ }
924
+
925
+ public HighsStatus changeRowsBoundsByRange(int from, int to, double[] lower, double[] upper)
926
+ {
927
+ return (HighsStatus)HighsLpSolver.Highs_changeRowsBoundsByRange(this.highs, from, to, lower, upper);
928
+ }
929
+
930
+ public HighsStatus changeRowsBoundsBySet(int[] rows, double[] lower, double[] upper)
931
+ {
932
+ return (HighsStatus)HighsLpSolver.Highs_changeRowsBoundsBySet(this.highs, rows.Length, rows, lower, upper);
933
+ }
934
+
935
+ public HighsStatus changeRowsBoundsByMask(bool[] mask, double[] lower, double[] upper)
936
+ {
937
+ return (HighsStatus)HighsLpSolver.Highs_changeRowsBoundsByMask(this.highs, mask.Select(x => x ? 1 : 0).ToArray(), lower, upper);
938
+ }
939
+
940
+ public HighsStatus changeColsIntegralityByRange(int from_col, int to_col, HighsIntegrality[] integrality)
941
+ {
942
+ return (HighsStatus)HighsLpSolver.Highs_changeColsIntegralityByRange(this.highs, from_col, to_col, Array.ConvertAll(integrality, item => (int)item));
943
+ }
944
+
945
+ public HighsStatus changeCoeff(int row, int col, double value)
946
+ {
947
+ return (HighsStatus)HighsLpSolver.Highs_changeCoeff(this.highs, row, col, value);
948
+ }
949
+
950
+ public HighsStatus deleteColsByRange(int from, int to)
951
+ {
952
+ return (HighsStatus)HighsLpSolver.Highs_deleteColsByRange(this.highs, from, to);
953
+ }
954
+
955
+ public HighsStatus deleteColsBySet(int[] cols)
956
+ {
957
+ return (HighsStatus)HighsLpSolver.Highs_deleteColsBySet(this.highs, cols.Length, cols);
958
+ }
959
+
960
+ public HighsStatus deleteColsByMask(bool[] mask)
961
+ {
962
+ return (HighsStatus)HighsLpSolver.Highs_deleteColsByMask(this.highs, mask.Select(x => x ? 1 : 0).ToArray());
963
+ }
964
+
965
+ public HighsStatus deleteRowsByRange(int from, int to)
966
+ {
967
+ return (HighsStatus)HighsLpSolver.Highs_deleteRowsByRange(this.highs, from, to);
968
+ }
969
+
970
+ public HighsStatus deleteRowsBySet(int[] rows)
971
+ {
972
+ return (HighsStatus)HighsLpSolver.Highs_deleteRowsBySet(this.highs, rows.Length, rows);
973
+ }
974
+
975
+ public HighsStatus deleteRowsByMask(bool[] mask)
976
+ {
977
+ return (HighsStatus)HighsLpSolver.Highs_deleteRowsByMask(this.highs, mask.Select(x => x ? 1 : 0).ToArray());
978
+ }
979
+
980
+ delegate int HighsGetInfoDelegate<TValue>(IntPtr highs, string infoName, out TValue output);
981
+
982
+ private TValue GetValueOrFallback<TValue>(HighsGetInfoDelegate<TValue> highsGetInfoDelegate, string infoName, TValue fallback)
983
+ {
984
+ try
985
+ {
986
+ var status = (HighsStatus)highsGetInfoDelegate(this.highs, infoName, out var value);
987
+ if (status != HighsStatus.kOk)
988
+ {
989
+ return fallback;
990
+ }
991
+
992
+ return value;
993
+ }
994
+ catch
995
+ {
996
+ return fallback;
997
+ }
998
+ }
999
+
1000
+ /// <summary>
1001
+ /// Gets the current solution info.
1002
+ /// </summary>
1003
+ /// <returns>The <see cref="SolutionInfo"/>.</returns>
1004
+ public SolutionInfo getInfo()
1005
+ {
1006
+ // TODO: This object does not contian the "complete" info from the C api. Add further props, if you need them.
1007
+ var info = new SolutionInfo()
1008
+ {
1009
+ MipGap = this.GetValueOrFallback(HighsLpSolver.Highs_getDoubleInfoValue, "mip_gap", double.NaN),
1010
+ DualBound = this.GetValueOrFallback(HighsLpSolver.Highs_getDoubleInfoValue, "mip_dual_bound", double.NaN),
1011
+ ObjectiveValue = this.GetValueOrFallback(HighsLpSolver.Highs_getDoubleInfoValue, "objective_function_value", double.NaN),
1012
+ NodeCount = this.GetValueOrFallback(HighsLpSolver.Highs_getInt64InfoValue, "mip_node_count", 0L),
1013
+ IpmIterationCount = this.GetValueOrFallback(HighsLpSolver.Highs_getIntInfoValue, "ipm_iteration_count", 0),
1014
+ SimplexIterationCount = this.GetValueOrFallback(HighsLpSolver.Highs_getIntInfoValue, "simplex_iteration_count", 0),
1015
+ PdlpIterationCount = this.GetValueOrFallback(HighsLpSolver.Highs_getIntInfoValue, "pdlp_iteration_count", 0),
1016
+ };
1017
+ return info;
1018
+ }
1019
+
1020
+ public HighsStatus setSolution(HighsSolution solution)
1021
+ {
1022
+ return (HighsStatus)HighsLpSolver.Highs_setSolution(this.highs, solution.colvalue, solution.rowvalue, solution.coldual, solution.rowdual);
1023
+ }
1024
+
1025
+ /// <summary>Set a partial primal solution by passing values for a set of variables</summary>
1026
+ /// <param name="valuesByIndex">A dictionary that maps variable indices to variable values</param>
1027
+ /// <remarks>The sparse solution set by this function has values for a subset of the model's variables.
1028
+ /// For each entry in <paramref name="valuesByIndex"/>, the key identifies a variable by index, and
1029
+ /// the value indicates the variable's value in the sparse solution.</remarks>
1030
+ /// <returns>A <see cref="HighsStatus"/> constant indicating whether the call succeeded</returns>
1031
+ public HighsStatus setSparseSolution(IReadOnlyDictionary<int, double> valuesByIndex)
1032
+ {
1033
+ return (HighsStatus)Highs_setSparseSolution(this.highs, valuesByIndex.Count, valuesByIndex.Keys.ToArray(), valuesByIndex.Values.ToArray());
1034
+ }
1035
+
1036
+ public HighsStatus getBasicVariables(ref int[] basic_variables)
1037
+ {
1038
+ return (HighsStatus)Highs_getBasicVariables(this.highs, basic_variables);
1039
+ }
1040
+
1041
+ public HighsStatus getBasisInverseRow(int row, double[] row_vector, ref int row_num_nz, int[] row_indices)
1042
+ {
1043
+ return (HighsStatus)Highs_getBasisInverseRow(this.highs, row, row_vector, ref row_num_nz, row_indices);
1044
+ }
1045
+
1046
+ public HighsStatus getBasisInverseCol(int col, double[] col_vector, ref int col_num_nz, int[] col_indices)
1047
+ {
1048
+ return (HighsStatus)Highs_getBasisInverseCol(this.highs, col, col_vector, ref col_num_nz, col_indices);
1049
+ }
1050
+
1051
+ public HighsStatus getBasisSolve(double[] rhs, double[] solution_vector, ref int solution_num_nz, int[] solution_indices)
1052
+ {
1053
+ return (HighsStatus)Highs_getBasisSolve(this.highs, rhs, solution_vector, ref solution_num_nz, solution_indices);
1054
+ }
1055
+
1056
+ public HighsStatus getBasisTransposeSolve(double[] rhs, double[] solution_vector, ref int solution_num_nz, int[] solution_indices)
1057
+ {
1058
+ return (HighsStatus)Highs_getBasisTransposeSolve(this.highs, rhs, solution_vector, ref solution_num_nz, solution_indices);
1059
+ }
1060
+
1061
+ public HighsStatus getReducedRow(int row, double[] row_vector, ref int row_num_nz, int[] row_indices)
1062
+ {
1063
+ return (HighsStatus)Highs_getReducedRow(this.highs, row, row_vector, ref row_num_nz, row_indices);
1064
+ }
1065
+
1066
+ public HighsStatus getReducedColumn(int col, double[] col_vector, ref int col_num_nz, int[] col_indices)
1067
+ {
1068
+ return (HighsStatus)Highs_getReducedColumn(this.highs, col, col_vector, ref col_num_nz, col_indices);
1069
+ }
1070
+
1071
+ public HighsStatus clearModel()
1072
+ {
1073
+ return (HighsStatus)Highs_clearModel(this.highs);
1074
+ }
1075
+
1076
+ public HighsStatus clearSolver()
1077
+ {
1078
+ return (HighsStatus)Highs_clearSolver(this.highs);
1079
+ }
1080
+
1081
+ public HighsStatus passColName(int col, string name)
1082
+ {
1083
+ return (HighsStatus)Highs_passColName(this.highs, col, name);
1084
+ }
1085
+
1086
+ public HighsStatus passRowName(int row, string name)
1087
+ {
1088
+ return (HighsStatus)Highs_passRowName(this.highs, row, name);
1089
+ }
1090
+
1091
+ public HighsStatus writeOptions(string filename)
1092
+ {
1093
+ return (HighsStatus)Highs_writeOptions(this.highs, filename);
1094
+ }
1095
+
1096
+ public HighsStatus writeOptionsDeviations(string filename)
1097
+ {
1098
+ return (HighsStatus)Highs_writeOptionsDeviations(this.highs, filename);
1099
+ }
1100
+ }
1101
+
1102
+ /// <summary>
1103
+ /// The solution info.
1104
+ /// </summary>
1105
+ public class SolutionInfo
1106
+ {
1107
+ /// <summary>
1108
+ /// Gets or sets the simplex iteration count.
1109
+ /// </summary>
1110
+ public int SimplexIterationCount { get; set; }
1111
+
1112
+ /// <summary>
1113
+ /// Gets or sets the Interior Point Method (IPM) iteration count.
1114
+ /// </summary>
1115
+ public int IpmIterationCount { get; set; }
1116
+
1117
+ /// <summary>
1118
+ /// Gets or sets the PDLP iteration count.
1119
+ /// </summary>
1120
+ public int PdlpIterationCount { get; set; }
1121
+
1122
+ /// <summary>
1123
+ /// Gets or sets the MIP gap.
1124
+ /// </summary>
1125
+ public double MipGap { get; set; }
1126
+
1127
+ /// <summary>
1128
+ /// Gets or sets the best dual bound.
1129
+ /// </summary>
1130
+ public double DualBound { get; set; }
1131
+
1132
+ /// <summary>
1133
+ /// Gets or sets the MIP node count.
1134
+ /// </summary>
1135
+ public long NodeCount { get; set; }
1136
+
1137
+ /// <summary>
1138
+ /// Gets or sets the objective value.
1139
+ /// </summary>
1140
+ public double ObjectiveValue { get; set; }
1141
+ }
1142
+ }