lpsolver 0.1.0 → 0.2.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/Gemfile +1 -0
- data/README.md +104 -26
- data/ext/lpsolver/Makefile +269 -0
- data/ext/lpsolver/ext.c +353 -0
- data/ext/lpsolver/ext.o +0 -0
- data/ext/lpsolver/extconf.rb +79 -0
- data/ext/lpsolver/native.so +0 -0
- data/ext/lpsolver-highs/AUTHORS +7 -0
- data/ext/lpsolver-highs/BUILD.bazel +243 -0
- data/ext/lpsolver-highs/CITATION.cff +29 -0
- data/ext/lpsolver-highs/CMakeCache.txt +406 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
- data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
- data/ext/lpsolver-highs/CMakeLists.txt +983 -0
- data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
- data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
- data/ext/lpsolver-highs/FEATURES.md +61 -0
- data/ext/lpsolver-highs/LICENSE.txt +21 -0
- data/ext/lpsolver-highs/MODULE.bazel +38 -0
- data/ext/lpsolver-highs/README.md +281 -0
- data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
- data/ext/lpsolver-highs/Version.txt +4 -0
- data/ext/lpsolver-highs/WORKSPACE +33 -0
- data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
- data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
- data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
- data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
- data/ext/lpsolver-highs/build/bin/highs +0 -0
- data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
- data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
- data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
- data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
- data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
- data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
- data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
- data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexReport.h +21 -0
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- data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
- data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
- data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
- data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
- data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
- data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
- data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
- data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
- data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
- data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
- data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
- data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
- data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
- data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
- data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
- data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
- data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
- data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
- data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
- data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
- data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
- data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
- data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
- data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
- data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
- data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
- data/ext/lpsolver-highs/highs.pc.in +12 -0
- data/ext/lpsolver-highs/meson.build +198 -0
- data/ext/lpsolver-highs/meson_options.txt +31 -0
- data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
- data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
- data/ext/lpsolver-highs/nuget/README.md +38 -0
- data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
- data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
- data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
- data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
- data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
- data/ext/lpsolver-highs/pyproject.toml +221 -0
- data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
- data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
- data/ext/lpsolver-highs/version.rc.in +50 -0
- data/lib/lpsolver/highs +0 -0
- data/lib/lpsolver/model.rb +35 -7
- data/lib/lpsolver/native.so +0 -0
- data/lib/lpsolver/native_model.rb +261 -0
- data/lib/lpsolver/solution.rb +93 -8
- data/lib/lpsolver/version.rb +1 -1
- data/lpsolver.gemspec +4 -1
- metadata +1176 -4
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/*
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* lu_internal.c
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*
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* Copyright (C) 2016-2018 ERGO-Code
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*
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* Functions to load/save/reset struct lu objects
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*
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*/
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#include "ipm/basiclu/lu_internal.h"
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/* private entries in xstore */
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#define BASICLU_TASK 256
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#define BASICLU_FTCOLUMN_IN 257
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#define BASICLU_FTCOLUMN_OUT 258
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#define BASICLU_PIVOT_ROW 259
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#define BASICLU_PIVOT_COL 260
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#define BASICLU_RANKDEF 261
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#define BASICLU_MIN_COLNZ 262
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#define BASICLU_MIN_ROWNZ 263
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#define BASICLU_MARKER 266
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#define BASICLU_UPDATE_COST_NUMER 267
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#define BASICLU_UPDATE_COST_DENOM 268
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#define BASICLU_PIVOTLEN 269
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/* ==========================================================================
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* lu_load
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*
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* Initialize @this from @istore, @xstore if these are a valid BASICLU
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* instance. The remaining arguments are copied only and can be NULL.
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*
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* Return BASICLU_OK or BASICLU_ERROR_invalid_store
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* ========================================================================== */
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lu_int lu_load(
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struct lu *this, lu_int *istore, double *xstore, lu_int *Li, double *Lx,
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lu_int *Ui, double *Ux, lu_int *Wi, double *Wx)
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{
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lu_int m, *iptr;
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double *xptr;
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if (!istore || istore[0] != BASICLU_HASH ||
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!xstore || xstore[0] != BASICLU_HASH )
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{
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return BASICLU_ERROR_invalid_store;
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}
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/* user parameters */
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this->Lmem = xstore[BASICLU_MEMORYL];
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this->Umem = xstore[BASICLU_MEMORYU];
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this->Wmem = xstore[BASICLU_MEMORYW];
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this->droptol = xstore[BASICLU_DROP_TOLERANCE];
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this->abstol = xstore[BASICLU_ABS_PIVOT_TOLERANCE];
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this->reltol = xstore[BASICLU_REL_PIVOT_TOLERANCE];
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this->reltol = fmin(this->reltol, 1.0);
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this->nzbias = xstore[BASICLU_BIAS_NONZEROS];
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this->maxsearch = xstore[BASICLU_MAXN_SEARCH_PIVOT];
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this->pad = xstore[BASICLU_PAD];
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this->stretch = xstore[BASICLU_STRETCH];
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this->compress_thres = xstore[BASICLU_COMPRESSION_THRESHOLD];
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this->sparse_thres = xstore[BASICLU_SPARSE_THRESHOLD];
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this->search_rows = xstore[BASICLU_SEARCH_ROWS] != 0;
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/* user readable */
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this->m = m = xstore[BASICLU_DIM];
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this->addmemL = 0;
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this->addmemU = 0;
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this->addmemW = 0;
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this->nupdate = xstore[BASICLU_NUPDATE];
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this->nforrest = xstore[BASICLU_NFORREST];
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this->nfactorize = xstore[BASICLU_NFACTORIZE];
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this->nupdate_total = xstore[BASICLU_NUPDATE_TOTAL];
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this->nforrest_total = xstore[BASICLU_NFORREST_TOTAL];
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this->nsymperm_total = xstore[BASICLU_NSYMPERM_TOTAL];
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this->Lnz = xstore[BASICLU_LNZ];
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this->Unz = xstore[BASICLU_UNZ];
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this->Rnz = xstore[BASICLU_RNZ];
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this->min_pivot = xstore[BASICLU_MIN_PIVOT];
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this->max_pivot = xstore[BASICLU_MAX_PIVOT];
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this->max_eta = xstore[BASICLU_MAX_ETA];
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this->update_cost_numer = xstore[BASICLU_UPDATE_COST_NUMER];
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this->update_cost_denom = xstore[BASICLU_UPDATE_COST_DENOM];
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this->time_factorize = xstore[BASICLU_TIME_FACTORIZE];
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this->time_solve = xstore[BASICLU_TIME_SOLVE];
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this->time_update = xstore[BASICLU_TIME_UPDATE];
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this->time_factorize_total = xstore[BASICLU_TIME_FACTORIZE_TOTAL];
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this->time_solve_total = xstore[BASICLU_TIME_SOLVE_TOTAL];
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this->time_update_total = xstore[BASICLU_TIME_UPDATE_TOTAL];
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this->Lflops = xstore[BASICLU_LFLOPS];
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this->Uflops = xstore[BASICLU_UFLOPS];
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this->Rflops = xstore[BASICLU_RFLOPS];
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this->condestL = xstore[BASICLU_CONDEST_L];
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this->condestU = xstore[BASICLU_CONDEST_U];
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this->normL = xstore[BASICLU_NORM_L];
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this->normU = xstore[BASICLU_NORM_U];
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this->normestLinv = xstore[BASICLU_NORMEST_LINV];
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this->normestUinv = xstore[BASICLU_NORMEST_UINV];
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this->onenorm = xstore[BASICLU_MATRIX_ONENORM];
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this->infnorm = xstore[BASICLU_MATRIX_INFNORM];
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this->residual_test = xstore[BASICLU_RESIDUAL_TEST];
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this->matrix_nz = xstore[BASICLU_MATRIX_NZ];
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this->rank = xstore[BASICLU_RANK];
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this->bump_size = xstore[BASICLU_BUMP_SIZE];
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this->bump_nz = xstore[BASICLU_BUMP_NZ];
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this->nsearch_pivot = xstore[BASICLU_NSEARCH_PIVOT];
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this->nexpand = xstore[BASICLU_NEXPAND];
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this->ngarbage = xstore[BASICLU_NGARBAGE];
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this->factor_flops = xstore[BASICLU_FACTOR_FLOPS];
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this->time_singletons = xstore[BASICLU_TIME_SINGLETONS];
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this->time_search_pivot = xstore[BASICLU_TIME_SEARCH_PIVOT];
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this->time_elim_pivot = xstore[BASICLU_TIME_ELIM_PIVOT];
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this->pivot_error = xstore[BASICLU_PIVOT_ERROR];
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/* private */
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this->task = xstore[BASICLU_TASK];
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this->pivot_row = xstore[BASICLU_PIVOT_ROW];
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this->pivot_col = xstore[BASICLU_PIVOT_COL];
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this->ftran_for_update = xstore[BASICLU_FTCOLUMN_IN];
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this->btran_for_update = xstore[BASICLU_FTCOLUMN_OUT];
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this->marker = xstore[BASICLU_MARKER];
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this->pivotlen = xstore[BASICLU_PIVOTLEN];
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this->rankdef = xstore[BASICLU_RANKDEF];
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this->min_colnz = xstore[BASICLU_MIN_COLNZ];
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this->min_rownz = xstore[BASICLU_MIN_ROWNZ];
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/* aliases to user arrays */
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this->Lindex = Li; this->Lvalue = Lx;
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this->Uindex = Ui; this->Uvalue = Ux;
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this->Windex = Wi; this->Wvalue = Wx;
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/* partition istore for factorize */
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iptr = istore + 1;
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this->colcount_flink = iptr; iptr += 2*m+2;
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this->colcount_blink = iptr; iptr += 2*m+2;
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+
this->rowcount_flink = iptr; iptr += 2*m+2;
|
|
140
|
+
this->rowcount_blink = iptr; iptr += 2*m+2;
|
|
141
|
+
this->Wbegin = iptr; iptr += 2*m+1;
|
|
142
|
+
this->Wend = iptr; iptr += 2*m+1;
|
|
143
|
+
this->Wflink = iptr; iptr += 2*m+1;
|
|
144
|
+
this->Wblink = iptr; iptr += 2*m+1;
|
|
145
|
+
this->pinv = iptr; iptr += m;
|
|
146
|
+
this->qinv = iptr; iptr += m;
|
|
147
|
+
this->Lbegin_p = iptr; iptr += m+1;
|
|
148
|
+
this->Ubegin = iptr; iptr += m+1;
|
|
149
|
+
this->iwork0 = iptr; iptr += m;
|
|
150
|
+
|
|
151
|
+
/* share istore memory for solve/update */
|
|
152
|
+
this->pivotcol = this->colcount_flink;
|
|
153
|
+
this->pivotrow = this->colcount_blink;
|
|
154
|
+
this->Rbegin = this->rowcount_flink;
|
|
155
|
+
this->eta_row = this->rowcount_flink + m+1;
|
|
156
|
+
this->iwork1 = this->rowcount_blink;
|
|
157
|
+
this->Lbegin = this->Wbegin + m+1;
|
|
158
|
+
this->Ltbegin = this->Wend + m+1;
|
|
159
|
+
this->Ltbegin_p = this->Wflink + m+1;
|
|
160
|
+
this->p = this->Wblink + m+1;
|
|
161
|
+
this->pmap = this->pinv;
|
|
162
|
+
this->qmap = this->qinv;
|
|
163
|
+
this->marked = this->iwork0;
|
|
164
|
+
|
|
165
|
+
/* partition xstore for factorize and update */
|
|
166
|
+
xptr = xstore + 512;
|
|
167
|
+
this->work0 = xptr; xptr += m;
|
|
168
|
+
this->work1 = xptr; xptr += m;
|
|
169
|
+
this->col_pivot = xptr; xptr += m;
|
|
170
|
+
this->row_pivot = xptr; xptr += m;
|
|
171
|
+
|
|
172
|
+
/*
|
|
173
|
+
* Reset @marked if increasing @marker by four causes overflow.
|
|
174
|
+
*/
|
|
175
|
+
if (this->marker > LU_INT_MAX-4)
|
|
176
|
+
{
|
|
177
|
+
memset(this->marked, 0, m*sizeof(lu_int));
|
|
178
|
+
this->marker = 0;
|
|
179
|
+
}
|
|
180
|
+
|
|
181
|
+
/*
|
|
182
|
+
* One past the final position in @Wend must hold the file size.
|
|
183
|
+
* The file has 2*m lines while factorizing and m lines otherwise.
|
|
184
|
+
*/
|
|
185
|
+
if (this->nupdate >= 0)
|
|
186
|
+
this->Wend[m] = this->Wmem;
|
|
187
|
+
else
|
|
188
|
+
this->Wend[2*m] = this->Wmem;
|
|
189
|
+
|
|
190
|
+
return BASICLU_OK;
|
|
191
|
+
}
|
|
192
|
+
|
|
193
|
+
|
|
194
|
+
/* ==========================================================================
|
|
195
|
+
* lu_save
|
|
196
|
+
*
|
|
197
|
+
* Copy scalar entries (except for user parameters) from @this to @istore,
|
|
198
|
+
* @xstore. Store status code.
|
|
199
|
+
*
|
|
200
|
+
* Return @status
|
|
201
|
+
* ========================================================================== */
|
|
202
|
+
|
|
203
|
+
lu_int lu_save(
|
|
204
|
+
const struct lu *this, lu_int *istore, double *xstore, lu_int status)
|
|
205
|
+
{
|
|
206
|
+
/* user readable */
|
|
207
|
+
xstore[BASICLU_STATUS] = status;
|
|
208
|
+
xstore[BASICLU_ADD_MEMORYL] = this->addmemL;
|
|
209
|
+
xstore[BASICLU_ADD_MEMORYU] = this->addmemU;
|
|
210
|
+
xstore[BASICLU_ADD_MEMORYW] = this->addmemW;
|
|
211
|
+
|
|
212
|
+
xstore[BASICLU_NUPDATE] = this->nupdate;
|
|
213
|
+
xstore[BASICLU_NFORREST] = this->nforrest;
|
|
214
|
+
xstore[BASICLU_NFACTORIZE] = this->nfactorize;
|
|
215
|
+
xstore[BASICLU_NUPDATE_TOTAL] = this->nupdate_total;
|
|
216
|
+
xstore[BASICLU_NFORREST_TOTAL] = this->nforrest_total;
|
|
217
|
+
xstore[BASICLU_NSYMPERM_TOTAL] = this->nsymperm_total;
|
|
218
|
+
xstore[BASICLU_LNZ] = this->Lnz;
|
|
219
|
+
xstore[BASICLU_UNZ] = this->Unz;
|
|
220
|
+
xstore[BASICLU_RNZ] = this->Rnz;
|
|
221
|
+
xstore[BASICLU_MIN_PIVOT] = this->min_pivot;
|
|
222
|
+
xstore[BASICLU_MAX_PIVOT] = this->max_pivot;
|
|
223
|
+
xstore[BASICLU_MAX_ETA] = this->max_eta;
|
|
224
|
+
xstore[BASICLU_UPDATE_COST_NUMER] = this->update_cost_numer;
|
|
225
|
+
xstore[BASICLU_UPDATE_COST_DENOM] = this->update_cost_denom;
|
|
226
|
+
xstore[BASICLU_UPDATE_COST] =
|
|
227
|
+
this->update_cost_numer / this->update_cost_denom;
|
|
228
|
+
xstore[BASICLU_TIME_FACTORIZE] = this->time_factorize;
|
|
229
|
+
xstore[BASICLU_TIME_SOLVE] = this->time_solve;
|
|
230
|
+
xstore[BASICLU_TIME_UPDATE] = this->time_update;
|
|
231
|
+
xstore[BASICLU_TIME_FACTORIZE_TOTAL] = this->time_factorize_total;
|
|
232
|
+
xstore[BASICLU_TIME_SOLVE_TOTAL] = this->time_solve_total;
|
|
233
|
+
xstore[BASICLU_TIME_UPDATE_TOTAL] = this->time_update_total;
|
|
234
|
+
xstore[BASICLU_LFLOPS] = this->Lflops;
|
|
235
|
+
xstore[BASICLU_UFLOPS] = this->Uflops;
|
|
236
|
+
xstore[BASICLU_RFLOPS] = this->Rflops;
|
|
237
|
+
xstore[BASICLU_CONDEST_L] = this->condestL;
|
|
238
|
+
xstore[BASICLU_CONDEST_U] = this->condestU;
|
|
239
|
+
xstore[BASICLU_NORM_L] = this->normL;
|
|
240
|
+
xstore[BASICLU_NORM_U] = this->normU;
|
|
241
|
+
xstore[BASICLU_NORMEST_LINV] = this->normestLinv;
|
|
242
|
+
xstore[BASICLU_NORMEST_UINV] = this->normestUinv;
|
|
243
|
+
xstore[BASICLU_MATRIX_ONENORM] = this->onenorm;
|
|
244
|
+
xstore[BASICLU_MATRIX_INFNORM] = this->infnorm;
|
|
245
|
+
xstore[BASICLU_RESIDUAL_TEST] = this->residual_test;
|
|
246
|
+
|
|
247
|
+
xstore[BASICLU_MATRIX_NZ] = this->matrix_nz;
|
|
248
|
+
xstore[BASICLU_RANK] = this->rank;
|
|
249
|
+
xstore[BASICLU_BUMP_SIZE] = this->bump_size;
|
|
250
|
+
xstore[BASICLU_BUMP_NZ] = this->bump_nz;
|
|
251
|
+
xstore[BASICLU_NSEARCH_PIVOT] = this->nsearch_pivot;
|
|
252
|
+
xstore[BASICLU_NEXPAND] = this->nexpand;
|
|
253
|
+
xstore[BASICLU_NGARBAGE] = this->ngarbage;
|
|
254
|
+
xstore[BASICLU_FACTOR_FLOPS] = this->factor_flops;
|
|
255
|
+
xstore[BASICLU_TIME_SINGLETONS] = this->time_singletons;
|
|
256
|
+
xstore[BASICLU_TIME_SEARCH_PIVOT] = this->time_search_pivot;
|
|
257
|
+
xstore[BASICLU_TIME_ELIM_PIVOT] = this->time_elim_pivot;
|
|
258
|
+
|
|
259
|
+
xstore[BASICLU_PIVOT_ERROR] = this->pivot_error;
|
|
260
|
+
|
|
261
|
+
/* private */
|
|
262
|
+
xstore[BASICLU_TASK] = this->task;
|
|
263
|
+
xstore[BASICLU_PIVOT_ROW] = this->pivot_row;
|
|
264
|
+
xstore[BASICLU_PIVOT_COL] = this->pivot_col;
|
|
265
|
+
xstore[BASICLU_FTCOLUMN_IN] = this->ftran_for_update;
|
|
266
|
+
xstore[BASICLU_FTCOLUMN_OUT] = this->btran_for_update;
|
|
267
|
+
xstore[BASICLU_MARKER] = this->marker;
|
|
268
|
+
xstore[BASICLU_PIVOTLEN] = this->pivotlen;
|
|
269
|
+
xstore[BASICLU_RANKDEF] = this->rankdef;
|
|
270
|
+
xstore[BASICLU_MIN_COLNZ] = this->min_colnz;
|
|
271
|
+
xstore[BASICLU_MIN_ROWNZ] = this->min_rownz;
|
|
272
|
+
|
|
273
|
+
return status;
|
|
274
|
+
}
|
|
275
|
+
|
|
276
|
+
|
|
277
|
+
/* ==========================================================================
|
|
278
|
+
* lu_reset
|
|
279
|
+
*
|
|
280
|
+
* Reset @this for a new factorization. Invalidate current factorization.
|
|
281
|
+
* ========================================================================== */
|
|
282
|
+
|
|
283
|
+
void lu_reset(struct lu *this)
|
|
284
|
+
{
|
|
285
|
+
/* user readable */
|
|
286
|
+
this->nupdate = -1; /* invalidate factorization */
|
|
287
|
+
this->nforrest = 0;
|
|
288
|
+
this->Lnz = 0;
|
|
289
|
+
this->Unz = 0;
|
|
290
|
+
this->Rnz = 0;
|
|
291
|
+
this->min_pivot = 0;
|
|
292
|
+
this->max_pivot = 0;
|
|
293
|
+
this->max_eta = 0;
|
|
294
|
+
this->update_cost_numer = 0;
|
|
295
|
+
this->update_cost_denom = 1;
|
|
296
|
+
this->time_factorize = 0;
|
|
297
|
+
this->time_solve = 0;
|
|
298
|
+
this->time_update = 0;
|
|
299
|
+
this->Lflops = 0;
|
|
300
|
+
this->Uflops = 0;
|
|
301
|
+
this->Rflops = 0;
|
|
302
|
+
this->condestL = 0;
|
|
303
|
+
this->condestU = 0;
|
|
304
|
+
this->normL = 0;
|
|
305
|
+
this->normU = 0;
|
|
306
|
+
this->normestLinv = 0;
|
|
307
|
+
this->normestUinv = 0;
|
|
308
|
+
this->onenorm = 0;
|
|
309
|
+
this->infnorm = 0;
|
|
310
|
+
this->residual_test = 0;
|
|
311
|
+
|
|
312
|
+
this->matrix_nz = 0;
|
|
313
|
+
this->rank = 0;
|
|
314
|
+
this->bump_size = 0;
|
|
315
|
+
this->bump_nz = 0;
|
|
316
|
+
this->nsearch_pivot = 0;
|
|
317
|
+
this->nexpand = 0;
|
|
318
|
+
this->ngarbage = 0;
|
|
319
|
+
this->factor_flops = 0;
|
|
320
|
+
this->time_singletons = 0;
|
|
321
|
+
this->time_search_pivot = 0;
|
|
322
|
+
this->time_elim_pivot = 0;
|
|
323
|
+
|
|
324
|
+
this->pivot_error = 0;
|
|
325
|
+
|
|
326
|
+
/* private */
|
|
327
|
+
this->task = NO_TASK;
|
|
328
|
+
this->pivot_row = -1;
|
|
329
|
+
this->pivot_col = -1;
|
|
330
|
+
this->ftran_for_update = -1;
|
|
331
|
+
this->btran_for_update = -1;
|
|
332
|
+
this->marker = 0;
|
|
333
|
+
this->pivotlen = 0;
|
|
334
|
+
this->rankdef = 0;
|
|
335
|
+
this->min_colnz = 1;
|
|
336
|
+
this->min_rownz = 1;
|
|
337
|
+
|
|
338
|
+
/*
|
|
339
|
+
* One past the final position in @Wend must hold the file size.
|
|
340
|
+
* The file has 2*m lines during factorization.
|
|
341
|
+
*/
|
|
342
|
+
this->Wend[2*this->m] = this->Wmem;
|
|
343
|
+
|
|
344
|
+
/*
|
|
345
|
+
* The integer workspace iwork0 must be zeroed for a new factorization.
|
|
346
|
+
* The double workspace work0 actually needs only be zeroed once in the
|
|
347
|
+
* initialization of xstore. However, it is easier and more consistent
|
|
348
|
+
* to do that here as well.
|
|
349
|
+
*/
|
|
350
|
+
memset(this->iwork0, 0, this->m * sizeof(lu_int));
|
|
351
|
+
memset(this->work0, 0, this->m * sizeof(lu_int));
|
|
352
|
+
}
|
|
@@ -0,0 +1,220 @@
|
|
|
1
|
+
#ifndef _LU_INTERNAL_H
|
|
2
|
+
#define _LU_INTERNAL_H
|
|
3
|
+
|
|
4
|
+
#include "ipm/basiclu/lu_def.h"
|
|
5
|
+
|
|
6
|
+
/* -------------------------------------------------------------------------- */
|
|
7
|
+
/* struct lu */
|
|
8
|
+
/* -------------------------------------------------------------------------- */
|
|
9
|
+
|
|
10
|
+
/*
|
|
11
|
+
This data structure provides access to istore, xstore.
|
|
12
|
+
|
|
13
|
+
lu_* routines do not access istore, xstore directly. Instead, they operate
|
|
14
|
+
on a struct lu object. Scalar quantities stored in istore, xstore are copied
|
|
15
|
+
to a struct lu object by lu_load() and copied back by lu_save(). Subarrays
|
|
16
|
+
of istore, xstore and the user arrays Li, Lx, Ui, Ux, Wi, Wx are aliased by
|
|
17
|
+
pointers in struct lu.
|
|
18
|
+
*/
|
|
19
|
+
|
|
20
|
+
struct lu
|
|
21
|
+
{
|
|
22
|
+
/* user parameters, not modified */
|
|
23
|
+
lu_int Lmem;
|
|
24
|
+
lu_int Umem;
|
|
25
|
+
lu_int Wmem;
|
|
26
|
+
double droptol;
|
|
27
|
+
double abstol;
|
|
28
|
+
double reltol;
|
|
29
|
+
lu_int nzbias;
|
|
30
|
+
lu_int maxsearch;
|
|
31
|
+
lu_int pad;
|
|
32
|
+
double stretch;
|
|
33
|
+
double compress_thres;
|
|
34
|
+
double sparse_thres;
|
|
35
|
+
lu_int search_rows;
|
|
36
|
+
|
|
37
|
+
/* user readable */
|
|
38
|
+
lu_int m;
|
|
39
|
+
lu_int addmemL;
|
|
40
|
+
lu_int addmemU;
|
|
41
|
+
lu_int addmemW;
|
|
42
|
+
|
|
43
|
+
lu_int nupdate;
|
|
44
|
+
lu_int nforrest;
|
|
45
|
+
lu_int nfactorize;
|
|
46
|
+
lu_int nupdate_total;
|
|
47
|
+
lu_int nforrest_total;
|
|
48
|
+
lu_int nsymperm_total;
|
|
49
|
+
lu_int Lnz; /* nz in L excluding diagonal */
|
|
50
|
+
lu_int Unz; /* nz in U excluding diagonal */
|
|
51
|
+
lu_int Rnz; /* nz in update etas excluding diagonal */
|
|
52
|
+
double min_pivot;
|
|
53
|
+
double max_pivot;
|
|
54
|
+
double max_eta;
|
|
55
|
+
double update_cost_numer;
|
|
56
|
+
double update_cost_denom;
|
|
57
|
+
double time_factorize;
|
|
58
|
+
double time_solve;
|
|
59
|
+
double time_update;
|
|
60
|
+
double time_factorize_total;
|
|
61
|
+
double time_solve_total;
|
|
62
|
+
double time_update_total;
|
|
63
|
+
lu_int Lflops;
|
|
64
|
+
lu_int Uflops;
|
|
65
|
+
lu_int Rflops;
|
|
66
|
+
double condestL;
|
|
67
|
+
double condestU;
|
|
68
|
+
double normL;
|
|
69
|
+
double normU;
|
|
70
|
+
double normestLinv;
|
|
71
|
+
double normestUinv;
|
|
72
|
+
double onenorm; /* 1-norm and inf-norm of matrix after fresh */
|
|
73
|
+
double infnorm; /* factorization with dependent cols replaced */
|
|
74
|
+
double residual_test; /* computed by lu_residual_test() */
|
|
75
|
+
|
|
76
|
+
lu_int matrix_nz; /* nz in basis matrix when factorized */
|
|
77
|
+
lu_int rank; /* rank of basis matrix when factorized */
|
|
78
|
+
lu_int bump_size;
|
|
79
|
+
lu_int bump_nz;
|
|
80
|
+
lu_int nsearch_pivot; /* # rows/cols searched for pivot */
|
|
81
|
+
lu_int nexpand; /* # rows/cols expanded in factorize */
|
|
82
|
+
lu_int ngarbage; /* # garbage collections in factorize */
|
|
83
|
+
lu_int factor_flops; /* # flops in factorize */
|
|
84
|
+
double time_singletons;
|
|
85
|
+
double time_search_pivot;
|
|
86
|
+
double time_elim_pivot;
|
|
87
|
+
|
|
88
|
+
double pivot_error; /* error estimate for pivot in last update */
|
|
89
|
+
|
|
90
|
+
/* private */
|
|
91
|
+
lu_int task; /* the part of factorization in progress */
|
|
92
|
+
lu_int pivot_row; /* chosen pivot row */
|
|
93
|
+
lu_int pivot_col; /* chosen pivot column */
|
|
94
|
+
lu_int ftran_for_update; /* >= 0 if FTRAN prepared for update */
|
|
95
|
+
lu_int btran_for_update; /* >= 0 if BTRAN prepared for update */
|
|
96
|
+
lu_int marker; /* see @marked, below */
|
|
97
|
+
lu_int pivotlen; /* length of @pivotcol, @pivotrow; <= 2*m */
|
|
98
|
+
lu_int rankdef; /* # columns removed from active submatrix
|
|
99
|
+
because maximum was 0 or < abstol */
|
|
100
|
+
lu_int min_colnz; /* colcount lists 1..min_colnz-1 are empty */
|
|
101
|
+
lu_int min_rownz; /* rowcount lists 1..min_rownz-1 are empty */
|
|
102
|
+
|
|
103
|
+
/* aliases to user arrays */
|
|
104
|
+
lu_int *Lindex, *Uindex, *Windex;
|
|
105
|
+
double *Lvalue, *Uvalue, *Wvalue;
|
|
106
|
+
|
|
107
|
+
/*
|
|
108
|
+
* pointers into istore
|
|
109
|
+
*
|
|
110
|
+
* When two declaration lists are on one line, then the arrays from the
|
|
111
|
+
* second list share memory with the array from the first list. The arrays
|
|
112
|
+
* from the first lists are used during factorization, the arrays from the
|
|
113
|
+
* second lists are used during solves/updates.
|
|
114
|
+
*/
|
|
115
|
+
|
|
116
|
+
/* documented in lu_singletons.c, lu_setup_bump.c, lu_build_factors.c */
|
|
117
|
+
lu_int *colcount_flink; lu_int *pivotcol;
|
|
118
|
+
lu_int *colcount_blink; lu_int *pivotrow;
|
|
119
|
+
lu_int *rowcount_flink; lu_int *Rbegin, *eta_row;
|
|
120
|
+
lu_int *rowcount_blink; lu_int *iwork1;
|
|
121
|
+
lu_int *Wbegin; lu_int *Lbegin; /* + Wbegin reused */
|
|
122
|
+
lu_int *Wend; lu_int *Ltbegin; /* + Wend reused */
|
|
123
|
+
lu_int *Wflink; lu_int *Ltbegin_p; /* + Wflink reused */
|
|
124
|
+
lu_int *Wblink; lu_int *p; /* + Wblink reused */
|
|
125
|
+
lu_int *pinv; lu_int *pmap;
|
|
126
|
+
lu_int *qinv; lu_int *qmap;
|
|
127
|
+
lu_int *Lbegin_p; /* Lbegin_p reused */
|
|
128
|
+
lu_int *Ubegin; /* Ubegin reused */
|
|
129
|
+
|
|
130
|
+
lu_int *iwork0; lu_int *marked;
|
|
131
|
+
/* iwork0: size m workspace, zeroed */
|
|
132
|
+
/* marked: size m workspace, 0 <= marked[i] <= @marker */
|
|
133
|
+
|
|
134
|
+
/* pointers into xstore */
|
|
135
|
+
double *work0; /* size m workspace, zeroed */
|
|
136
|
+
double *work1; /* size m workspace, uninitialized */
|
|
137
|
+
double *col_pivot; /* pivot elements by column index */
|
|
138
|
+
double *row_pivot; /* pivot elements by row index */
|
|
139
|
+
};
|
|
140
|
+
|
|
141
|
+
|
|
142
|
+
/* -------------------------------------------------------------------------- */
|
|
143
|
+
/* Internal function prototypes */
|
|
144
|
+
/* -------------------------------------------------------------------------- */
|
|
145
|
+
|
|
146
|
+
lu_int lu_load(
|
|
147
|
+
struct lu *this, lu_int *istore, double *xstore, lu_int *Li, double *Lx,
|
|
148
|
+
lu_int *Ui, double *Ux, lu_int *Wi, double *Wx);
|
|
149
|
+
|
|
150
|
+
lu_int lu_save(
|
|
151
|
+
const struct lu *this, lu_int *istore, double *xstore, lu_int status);
|
|
152
|
+
|
|
153
|
+
void lu_reset(struct lu *this);
|
|
154
|
+
|
|
155
|
+
void lu_initialize(lu_int m, lu_int *istore, double *xstore);
|
|
156
|
+
|
|
157
|
+
lu_int lu_factorize_bump (struct lu *this);
|
|
158
|
+
|
|
159
|
+
lu_int lu_build_factors(struct lu *this);
|
|
160
|
+
|
|
161
|
+
void lu_garbage_perm(struct lu *this);
|
|
162
|
+
|
|
163
|
+
lu_int lu_markowitz(struct lu *this);
|
|
164
|
+
|
|
165
|
+
lu_int lu_pivot(struct lu *this);
|
|
166
|
+
|
|
167
|
+
lu_int lu_setup_bump(
|
|
168
|
+
struct lu *this, const lu_int *Bbegin, const lu_int *Bend, const lu_int *Bi,
|
|
169
|
+
const double *Bx);
|
|
170
|
+
|
|
171
|
+
lu_int lu_singletons(
|
|
172
|
+
struct lu *this, const lu_int *Bbegin, const lu_int *Bend, const lu_int *Bi,
|
|
173
|
+
const double *Bx);
|
|
174
|
+
|
|
175
|
+
void lu_solve_dense(
|
|
176
|
+
struct lu *this, const double *rhs, double *lhs, char trans);
|
|
177
|
+
|
|
178
|
+
lu_int lu_solve_for_update(
|
|
179
|
+
struct lu *this, const lu_int nrhs, const lu_int *irhs, const double *xrhs,
|
|
180
|
+
lu_int *nlhs, lu_int *ilhs, double *xlhs, char trans);
|
|
181
|
+
|
|
182
|
+
void lu_solve_sparse(
|
|
183
|
+
struct lu *this, const lu_int nrhs, const lu_int *irhs, const double *xrhs,
|
|
184
|
+
lu_int *nlhs, lu_int *ilhs, double *xlhs, char trans);
|
|
185
|
+
|
|
186
|
+
lu_int lu_dfs(
|
|
187
|
+
lu_int i, const lu_int *begin, const lu_int *end, const lu_int *index,
|
|
188
|
+
lu_int top, lu_int *xi, lu_int *pstack, lu_int *marked, const lu_int M);
|
|
189
|
+
|
|
190
|
+
lu_int lu_solve_symbolic(
|
|
191
|
+
const lu_int m, const lu_int *begin, const lu_int *end, const lu_int *index,
|
|
192
|
+
const lu_int nrhs, const lu_int *irhs, lu_int *ilhs, lu_int *pstack,
|
|
193
|
+
lu_int *marked, const lu_int M);
|
|
194
|
+
|
|
195
|
+
lu_int lu_solve_triangular(
|
|
196
|
+
const lu_int nz_symb, const lu_int *pattern_symb, const lu_int *begin,
|
|
197
|
+
const lu_int *end, const lu_int *index, const double *value,
|
|
198
|
+
const double *pivot, const double droptol, double *lhs, lu_int *pattern,
|
|
199
|
+
lu_int *flops);
|
|
200
|
+
|
|
201
|
+
lu_int lu_update(struct lu *this, double xtbl);
|
|
202
|
+
|
|
203
|
+
double lu_condest(
|
|
204
|
+
lu_int m, const lu_int *Ubegin, const lu_int *Ui, const double *Ux,
|
|
205
|
+
const double *pivot, const lu_int *perm, int upper, double *work,
|
|
206
|
+
double *norm, double *norminv);
|
|
207
|
+
|
|
208
|
+
double lu_normest(
|
|
209
|
+
lu_int m, const lu_int *Ubegin, const lu_int *Ui, const double *Ux,
|
|
210
|
+
const double *pivot, const lu_int *perm, int upper, double *work);
|
|
211
|
+
|
|
212
|
+
void lu_matrix_norm(
|
|
213
|
+
struct lu *this, const lu_int *Bbegin, const lu_int *Bend, const lu_int *Bi,
|
|
214
|
+
const double *Bx);
|
|
215
|
+
|
|
216
|
+
void lu_residual_test(
|
|
217
|
+
struct lu *this, const lu_int *Bbegin, const lu_int *Bend, const lu_int *Bi,
|
|
218
|
+
const double *Bx);
|
|
219
|
+
|
|
220
|
+
#endif
|