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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#include "FormatHandler.h"
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#include "CallAndTimeBlas.h"
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#include "DenseFact.h"
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#include "ipm/hipo/auxiliary/Auxiliary.h"
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namespace hipo {
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FormatHandler::FormatHandler(const Symbolic& S, Int sn, const Regul& regul,
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std::vector<double>& frontal, double* clique_ptr)
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: S_{&S},
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regul_{regul},
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sn_{sn},
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nb_{S_->blockSize()},
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sn_size_{S_->snStart(sn_ + 1) - S_->snStart(sn_)},
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ldf_{(Int)(S_->ptr(sn_ + 1) - S_->ptr(sn_))},
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ldc_{ldf_ - sn_size_},
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frontal_{frontal},
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clique_ptr_{clique_ptr} {
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local_reg_.resize(sn_size_);
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swaps_.resize(sn_size_);
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pivot_2x2_.resize(sn_size_);
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}
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void FormatHandler::terminate(std::vector<double>& clique,
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std::vector<double>& total_reg,
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std::vector<Int>& swaps,
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std::vector<double>& pivot_2x2) {
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// Move local copies of data into their final position.
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// In this way, the shared objects sn_columns_ and schur_contribution_ are
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// accessed only here, while a local copy is used for the assembly and dense
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// factorisation. This should avoid the problem of false sharing.
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clique = std::move(clique_);
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swaps = std::move(swaps_);
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pivot_2x2 = std::move(pivot_2x2_);
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// Move local regularisation into total regularisation.
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for (Int i = 0; i < sn_size_; ++i)
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total_reg[S_->snStart(sn_) + i] = local_reg_[i];
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// This function should not require a lock, since all threads access different
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// locations within total_reg, sn_columns and schur_contribution.
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}
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} // namespace hipo
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#ifndef FACTORHIGHS_FORMAT_HANDLER_H
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#define FACTORHIGHS_FORMAT_HANDLER_H
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#include <vector>
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#include "FactorHiGHSSettings.h"
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#include "Symbolic.h"
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#include "ipm/hipo/auxiliary/IntConfig.h"
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namespace hipo {
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// Interface class to handle different formats of dense matrices during the
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// factorise phase.
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// Any implementation of a specific format needs to define:
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// - initFrontal: to initialise the frontal matrix with the correct number of
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// elements; the entries should be set to zero.
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// - initClique: to initialise the clique matrix with the correct number of
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// elements; the entries should be left uninitialised.
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// - assembleFrontal: to set a specific entry of frontal (used to assemble the
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// original matrix)
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// - assembleFrontalMultiple: to sum a given number of consecutive entries into
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// frontal (used to assemble the child supernodes)
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// - assembleClique: to sum the contributions of a given child supernode into
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// clique.
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// - denseFactorise: to perform the dense partial factorisation of frontal,
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// storing the Schur complement in clique.
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class FormatHandler {
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protected:
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// symbolic object
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const Symbolic* S_;
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const Regul& regul_;
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// supernode being processed
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const Int sn_{};
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// block size
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const Int nb_{};
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// size of the supernode
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const Int sn_size_{};
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// size of the front
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const Int ldf_{};
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// size of the clique
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const Int ldc_{};
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// local copies to be moved at the end
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std::vector<double>& frontal_;
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std::vector<double> clique_{};
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double* clique_ptr_ = nullptr;
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std::vector<double> local_reg_{};
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std::vector<Int> swaps_{};
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std::vector<double> pivot_2x2_{};
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public:
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FormatHandler(const Symbolic& S, Int sn, const Regul& regul,
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std::vector<double>& frontal, double* clique_ptr);
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void terminate(std::vector<double>& clique, std::vector<double>& total_reg,
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std::vector<Int>& swaps, std::vector<double>& pivot_2x2);
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// avoid copies
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FormatHandler(const FormatHandler&) = delete;
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FormatHandler& operator=(const FormatHandler&) = delete;
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// virtual destructor
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virtual ~FormatHandler() = default;
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// =================================================================
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// Pure virtual functions.
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// These need to be defined by any derived class.
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// =================================================================
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virtual void initFrontal() = 0;
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virtual void initClique() = 0;
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virtual void assembleFrontal(Int i, Int j, double val) = 0;
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virtual void assembleFrontalMultiple(Int& num, const double* child, Int nc,
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Int child_sn, Int row, Int col, Int i,
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Int j) = 0;
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virtual void assembleClique(const double* child, Int nc, Int child_sn) = 0;
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virtual Int denseFactorise(double reg_thresh) = 0;
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// =================================================================
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// Virtual functions.
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// These may be overridden by derived classes, if needed.
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// =================================================================
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virtual void extremeEntries() {}
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};
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const Int extra_space_frontal = 10;
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} // namespace hipo
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#endif
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#include "HybridHybridFormatHandler.h"
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#include <cassert>
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#include <cstring>
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#include "CallAndTimeBlas.h"
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#include "DataCollector.h"
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#include "DenseFact.h"
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#include "ipm/hipo/auxiliary/Auxiliary.h"
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namespace hipo {
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13
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HybridHybridFormatHandler::HybridHybridFormatHandler(
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const Symbolic& S, Int sn, const Regul& regul, DataCollector& data,
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std::vector<double>& frontal, double* clique_ptr)
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16
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: FormatHandler(S, sn, regul, frontal, clique_ptr), data_{data} {
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// initialise frontal and clique
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initFrontal();
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// if CliqueStack is used, clique_ptr already points to a valid region of
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// memory for the clique. Otherwise, allocate it locally.
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if (!clique_ptr_) initClique();
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}
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25
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void HybridHybridFormatHandler::initFrontal() {
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const Int n_blocks = (sn_size_ - 1) / nb_ + 1;
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27
|
+
diag_start_.resize(n_blocks);
|
|
28
|
+
Int64 frontal_size =
|
|
29
|
+
getDiagStart(ldf_, sn_size_, nb_, n_blocks, diag_start_) +
|
|
30
|
+
extra_space_frontal;
|
|
31
|
+
frontal_.resize(frontal_size);
|
|
32
|
+
std::memset(frontal_.data(), 0, frontal_size * sizeof(double));
|
|
33
|
+
|
|
34
|
+
// NB: extra_space_frontal is not strictly needed. However, it removes some
|
|
35
|
+
// weird problem on windows in debug. Who knows what's happening...
|
|
36
|
+
|
|
37
|
+
// frontal_ is actually allocated just the first time, then the memory is
|
|
38
|
+
// reused from the previous factorisations and just initialised.
|
|
39
|
+
}
|
|
40
|
+
|
|
41
|
+
void HybridHybridFormatHandler::initClique() {
|
|
42
|
+
clique_.resize(S_->cliqueSize(sn_));
|
|
43
|
+
|
|
44
|
+
// If the clique size is zero, do not access the underlying pointer. This
|
|
45
|
+
// causes strange issues on windows. It's not a problem if clique_ptr_ remains
|
|
46
|
+
// null, because it will never be used in that case.
|
|
47
|
+
if (!clique_.empty()) clique_ptr_ = clique_.data();
|
|
48
|
+
}
|
|
49
|
+
|
|
50
|
+
void HybridHybridFormatHandler::assembleFrontal(Int i, Int j, double val) {
|
|
51
|
+
Int block = j / nb_;
|
|
52
|
+
Int ldb = ldf_ - block * nb_;
|
|
53
|
+
Int ii = i - block * nb_;
|
|
54
|
+
Int jj = j - block * nb_;
|
|
55
|
+
frontal_[diag_start_[block] + ii + ldb * jj] = val;
|
|
56
|
+
}
|
|
57
|
+
|
|
58
|
+
void HybridHybridFormatHandler::assembleFrontalMultiple(Int& num,
|
|
59
|
+
const double* child,
|
|
60
|
+
Int nc, Int child_sn,
|
|
61
|
+
Int row, Int col, Int i,
|
|
62
|
+
Int j) {
|
|
63
|
+
const Int jblock = col / nb_;
|
|
64
|
+
const Int jb = std::min(nb_, nc - nb_ * jblock);
|
|
65
|
+
const Int row_ = row - jblock * nb_;
|
|
66
|
+
const Int col_ = col - jblock * nb_;
|
|
67
|
+
const Int64 start_block = S_->cliqueBlockStart(child_sn, jblock);
|
|
68
|
+
|
|
69
|
+
Int block = j / nb_;
|
|
70
|
+
Int ldb = ldf_ - block * nb_;
|
|
71
|
+
Int ii = i - block * nb_;
|
|
72
|
+
Int jj = j - block * nb_;
|
|
73
|
+
|
|
74
|
+
if (num > kMinConsecutiveSums)
|
|
75
|
+
callAndTime_daxpy(num, 1.0, &child[start_block + col_ + jb * row_], jb,
|
|
76
|
+
&frontal_[diag_start_[block] + ii + ldb * jj], 1, data_);
|
|
77
|
+
else {
|
|
78
|
+
frontal_[diag_start_[block] + ii + ldb * jj] +=
|
|
79
|
+
child[start_block + col_ + jb * row_];
|
|
80
|
+
num = 1;
|
|
81
|
+
}
|
|
82
|
+
}
|
|
83
|
+
|
|
84
|
+
Int HybridHybridFormatHandler::denseFactorise(double reg_thresh) {
|
|
85
|
+
Int status;
|
|
86
|
+
|
|
87
|
+
// either clique is valid, or clique is not needed
|
|
88
|
+
assert(clique_ptr_ || ldf_ == sn_size_);
|
|
89
|
+
|
|
90
|
+
status = denseFactFP2FH(frontal_.data(), ldf_, sn_size_, nb_, data_);
|
|
91
|
+
if (status) return status;
|
|
92
|
+
|
|
93
|
+
// find the position within pivot_sign corresponding to this supernode
|
|
94
|
+
Int sn_start = S_->snStart(sn_);
|
|
95
|
+
const Int* pivot_sign = &S_->pivotSign().data()[sn_start];
|
|
96
|
+
|
|
97
|
+
status = denseFactFH('H', ldf_, sn_size_, S_->blockSize(), frontal_.data(),
|
|
98
|
+
clique_ptr_, pivot_sign, reg_thresh, regul_,
|
|
99
|
+
local_reg_.data(), swaps_.data(), pivot_2x2_.data(),
|
|
100
|
+
S_->parNode(), data_);
|
|
101
|
+
|
|
102
|
+
return status;
|
|
103
|
+
}
|
|
104
|
+
|
|
105
|
+
void HybridHybridFormatHandler::assembleClique(const double* child, Int nc,
|
|
106
|
+
Int child_sn) {
|
|
107
|
+
// assemble the child clique into the current clique by blocks of columns.
|
|
108
|
+
// within a block, assemble by rows.
|
|
109
|
+
|
|
110
|
+
const Int n_blocks = (nc - 1) / nb_ + 1;
|
|
111
|
+
|
|
112
|
+
Int row_start{};
|
|
113
|
+
|
|
114
|
+
// go through the blocks of columns of the child sn
|
|
115
|
+
for (Int b = 0; b < n_blocks; ++b) {
|
|
116
|
+
const Int64 b_start = S_->cliqueBlockStart(child_sn, b);
|
|
117
|
+
|
|
118
|
+
const Int col_start = row_start;
|
|
119
|
+
const Int col_end = std::min(col_start + nb_, nc);
|
|
120
|
+
|
|
121
|
+
// go through the rows within this block
|
|
122
|
+
for (Int row = row_start; row < nc; ++row) {
|
|
123
|
+
const Int i = S_->relindClique(child_sn, row) - sn_size_;
|
|
124
|
+
|
|
125
|
+
// already assembled into frontal
|
|
126
|
+
if (i < 0) continue;
|
|
127
|
+
|
|
128
|
+
// go through the columns of the block
|
|
129
|
+
Int col = col_start;
|
|
130
|
+
while (col < col_end) {
|
|
131
|
+
Int j = S_->relindClique(child_sn, col);
|
|
132
|
+
if (j < sn_size_) {
|
|
133
|
+
++col;
|
|
134
|
+
continue;
|
|
135
|
+
}
|
|
136
|
+
j -= sn_size_;
|
|
137
|
+
|
|
138
|
+
// information and sizes of child sn
|
|
139
|
+
const Int jblock_c = b;
|
|
140
|
+
const Int jb_c = std::min(nb_, nc - nb_ * jblock_c);
|
|
141
|
+
const Int row_ = row - jblock_c * nb_;
|
|
142
|
+
const Int col_ = col - jblock_c * nb_;
|
|
143
|
+
const Int64 start_block_c = b_start;
|
|
144
|
+
|
|
145
|
+
// sun consecutive entries in a row.
|
|
146
|
+
// consecutive need to be reduced, to account for edge of the block
|
|
147
|
+
const Int zeros_stored_row =
|
|
148
|
+
std::max((Int)0, jb_c - (row - row_start) - 1);
|
|
149
|
+
Int consecutive = S_->consecutiveSums(child_sn, col);
|
|
150
|
+
const Int left_in_child = col_end - col - zeros_stored_row;
|
|
151
|
+
consecutive = std::min(consecutive, left_in_child);
|
|
152
|
+
|
|
153
|
+
// consecutive need to account also for edge of block in parent
|
|
154
|
+
const Int block_in_parent = j / nb_;
|
|
155
|
+
const Int col_end_parent = std::min((block_in_parent + 1) * nb_, ldc_);
|
|
156
|
+
const Int left_in_parent = col_end_parent - j;
|
|
157
|
+
consecutive = std::min(consecutive, left_in_parent);
|
|
158
|
+
|
|
159
|
+
// needed to deal with zeros stored in upper right part of block
|
|
160
|
+
if (consecutive == 0) break;
|
|
161
|
+
|
|
162
|
+
// information and sizes of current sn
|
|
163
|
+
const Int jblock = block_in_parent;
|
|
164
|
+
const Int jb = std::min(nb_, ldc_ - nb_ * jblock);
|
|
165
|
+
const Int i_ = i - jblock * nb_;
|
|
166
|
+
const Int j_ = j - jblock * nb_;
|
|
167
|
+
const Int64 start_block = S_->cliqueBlockStart(sn_, jblock);
|
|
168
|
+
|
|
169
|
+
if (consecutive > kMinConsecutiveSums) {
|
|
170
|
+
callAndTime_daxpy(consecutive, 1.0,
|
|
171
|
+
&child[start_block_c + col_ + jb_c * row_], 1,
|
|
172
|
+
&clique_ptr_[start_block + j_ + jb * i_], 1, data_);
|
|
173
|
+
|
|
174
|
+
col += consecutive;
|
|
175
|
+
} else {
|
|
176
|
+
clique_ptr_[start_block + j_ + jb * i_] +=
|
|
177
|
+
child[start_block_c + col_ + jb_c * row_];
|
|
178
|
+
|
|
179
|
+
col++;
|
|
180
|
+
}
|
|
181
|
+
}
|
|
182
|
+
}
|
|
183
|
+
|
|
184
|
+
row_start += nb_;
|
|
185
|
+
}
|
|
186
|
+
}
|
|
187
|
+
|
|
188
|
+
void HybridHybridFormatHandler::extremeEntries() {
|
|
189
|
+
#ifdef HIPO_COLLECT_EXPENSIVE_DATA
|
|
190
|
+
double minD = 1e100;
|
|
191
|
+
double maxD = 0.0;
|
|
192
|
+
double minoffD = 1e100;
|
|
193
|
+
double maxoffD = 0.0;
|
|
194
|
+
|
|
195
|
+
// number of blocks of columns
|
|
196
|
+
const Int n_blocks = (sn_size_ - 1) / nb_ + 1;
|
|
197
|
+
|
|
198
|
+
// index to access frontal
|
|
199
|
+
Int64 index{};
|
|
200
|
+
|
|
201
|
+
// go through blocks of columns for this supernode
|
|
202
|
+
for (Int j = 0; j < n_blocks; ++j) {
|
|
203
|
+
// number of columns in the block
|
|
204
|
+
const Int jb = std::min(nb_, sn_size_ - nb_ * j);
|
|
205
|
+
|
|
206
|
+
for (Int k = 0; k < jb; ++k) {
|
|
207
|
+
// off diagonal entries
|
|
208
|
+
for (Int i = 0; i < k; ++i) {
|
|
209
|
+
if (frontal_[index] != 0.0) {
|
|
210
|
+
minoffD = std::min(minoffD, std::abs(frontal_[index]));
|
|
211
|
+
maxoffD = std::max(maxoffD, std::abs(frontal_[index]));
|
|
212
|
+
}
|
|
213
|
+
index++;
|
|
214
|
+
}
|
|
215
|
+
|
|
216
|
+
// diagonal entry
|
|
217
|
+
minD = std::min(minD, std::abs(1.0 / frontal_[index]));
|
|
218
|
+
maxD = std::max(maxD, std::abs(1.0 / frontal_[index]));
|
|
219
|
+
|
|
220
|
+
index += jb - k;
|
|
221
|
+
}
|
|
222
|
+
|
|
223
|
+
const Int64 entries_left = (Int64)(ldf_ - nb_ * j - jb) * jb;
|
|
224
|
+
|
|
225
|
+
for (Int64 i = 0; i < entries_left; ++i) {
|
|
226
|
+
if (frontal_[index] != 0.0) {
|
|
227
|
+
minoffD = std::min(minoffD, std::abs(frontal_[index]));
|
|
228
|
+
maxoffD = std::max(maxoffD, std::abs(frontal_[index]));
|
|
229
|
+
}
|
|
230
|
+
index++;
|
|
231
|
+
}
|
|
232
|
+
}
|
|
233
|
+
|
|
234
|
+
data_.setExtremeEntries(minD, maxD, minoffD, maxoffD);
|
|
235
|
+
#endif
|
|
236
|
+
}
|
|
237
|
+
|
|
238
|
+
} // namespace hipo
|
|
@@ -0,0 +1,31 @@
|
|
|
1
|
+
#ifndef FACTORHIGHS_HYBRID_HYBRID_FORMAT_H
|
|
2
|
+
#define FACTORHIGHS_HYBRID_HYBRID_FORMAT_H
|
|
3
|
+
|
|
4
|
+
#include "DataCollector.h"
|
|
5
|
+
#include "FormatHandler.h"
|
|
6
|
+
|
|
7
|
+
namespace hipo {
|
|
8
|
+
|
|
9
|
+
class HybridHybridFormatHandler : public FormatHandler {
|
|
10
|
+
std::vector<Int64> diag_start_;
|
|
11
|
+
DataCollector& data_;
|
|
12
|
+
|
|
13
|
+
void initFrontal() override;
|
|
14
|
+
void initClique() override;
|
|
15
|
+
void assembleFrontal(Int i, Int j, double val) override;
|
|
16
|
+
void assembleFrontalMultiple(Int& num, const double* child, Int nc,
|
|
17
|
+
Int child_sn, Int row, Int col, Int i,
|
|
18
|
+
Int j) override;
|
|
19
|
+
Int denseFactorise(double reg_thresh) override;
|
|
20
|
+
void assembleClique(const double* child, Int nc, Int child_sn) override;
|
|
21
|
+
void extremeEntries() override;
|
|
22
|
+
|
|
23
|
+
public:
|
|
24
|
+
HybridHybridFormatHandler(const Symbolic& S, Int sn, const Regul& regul,
|
|
25
|
+
DataCollector& data, std::vector<double>& frontal,
|
|
26
|
+
double* clique_ptr);
|
|
27
|
+
};
|
|
28
|
+
|
|
29
|
+
} // namespace hipo
|
|
30
|
+
|
|
31
|
+
#endif
|
|
@@ -0,0 +1,272 @@
|
|
|
1
|
+
#include "HybridSolveHandler.h"
|
|
2
|
+
|
|
3
|
+
#include "CallAndTimeBlas.h"
|
|
4
|
+
#include "DataCollector.h"
|
|
5
|
+
#include "FactorHiGHSSettings.h"
|
|
6
|
+
#include "FormatHandler.h"
|
|
7
|
+
#include "Swaps.h"
|
|
8
|
+
#include "ipm/hipo/auxiliary/Auxiliary.h"
|
|
9
|
+
|
|
10
|
+
namespace hipo {
|
|
11
|
+
|
|
12
|
+
HybridSolveHandler::HybridSolveHandler(
|
|
13
|
+
const Symbolic& S, const std::vector<std::vector<double>>& sn_columns,
|
|
14
|
+
const std::vector<std::vector<Int>>& swaps,
|
|
15
|
+
const std::vector<std::vector<double>>& pivot_2x2, DataCollector& data)
|
|
16
|
+
: SolveHandler(S, sn_columns, data), swaps_{swaps}, pivot_2x2_{pivot_2x2} {}
|
|
17
|
+
|
|
18
|
+
void HybridSolveHandler::forwardSolve(std::vector<double>& x) const {
|
|
19
|
+
// Forward solve.
|
|
20
|
+
// Blas calls: dtrsv, dgemv
|
|
21
|
+
|
|
22
|
+
// supernode columns in format FH
|
|
23
|
+
|
|
24
|
+
HIPO_CLOCK_CREATE;
|
|
25
|
+
|
|
26
|
+
const Int nb = S_.blockSize();
|
|
27
|
+
|
|
28
|
+
for (Int sn = 0; sn < S_.sn(); ++sn) {
|
|
29
|
+
// leading size of supernode
|
|
30
|
+
const Int ldSn = S_.ptr(sn + 1) - S_.ptr(sn);
|
|
31
|
+
|
|
32
|
+
// number of columns in the supernode
|
|
33
|
+
const Int sn_size = S_.snStart(sn + 1) - S_.snStart(sn);
|
|
34
|
+
|
|
35
|
+
// first colums of the supernode
|
|
36
|
+
const Int sn_start = S_.snStart(sn);
|
|
37
|
+
|
|
38
|
+
// index to access S->rows for this supernode
|
|
39
|
+
const Int64 start_row = S_.ptr(sn);
|
|
40
|
+
|
|
41
|
+
// number of blocks of columns
|
|
42
|
+
const Int n_blocks = (sn_size - 1) / nb + 1;
|
|
43
|
+
|
|
44
|
+
// index to access snColumns[sn]
|
|
45
|
+
Int64 SnCol_ind{};
|
|
46
|
+
|
|
47
|
+
// go through blocks of columns for this supernode
|
|
48
|
+
for (Int j = 0; j < n_blocks; ++j) {
|
|
49
|
+
// number of columns in the block
|
|
50
|
+
const Int jb = std::min(nb, sn_size - nb * j);
|
|
51
|
+
|
|
52
|
+
// number of entries in diagonal part
|
|
53
|
+
const Int diag_entries = jb * jb;
|
|
54
|
+
|
|
55
|
+
// index to access vector x
|
|
56
|
+
const Int x_start = sn_start + nb * j;
|
|
57
|
+
|
|
58
|
+
#ifdef HIPO_PIVOTING
|
|
59
|
+
HIPO_CLOCK_START(2);
|
|
60
|
+
// apply swaps to portion of rhs that is affected
|
|
61
|
+
const Int* current_swaps = &swaps_[sn][nb * j];
|
|
62
|
+
permuteWithSwaps(&x[x_start], current_swaps, jb);
|
|
63
|
+
HIPO_CLOCK_STOP(2, data_, kTimeSolveSolve_swap);
|
|
64
|
+
#endif
|
|
65
|
+
|
|
66
|
+
HIPO_CLOCK_START(2);
|
|
67
|
+
callAndTime_dtrsv('U', 'T', 'U', jb, &sn_columns_[sn][SnCol_ind], jb,
|
|
68
|
+
&x[x_start], 1, data_);
|
|
69
|
+
|
|
70
|
+
SnCol_ind += diag_entries;
|
|
71
|
+
|
|
72
|
+
// temporary space for gemv
|
|
73
|
+
const Int gemv_space = ldSn - nb * j - jb;
|
|
74
|
+
std::vector<double> y(gemv_space);
|
|
75
|
+
if (gemv_space > 0) {
|
|
76
|
+
callAndTime_dgemv('T', jb, gemv_space, 1.0, &sn_columns_[sn][SnCol_ind],
|
|
77
|
+
jb, &x[x_start], 1, 0.0, y.data(), 1, data_);
|
|
78
|
+
SnCol_ind += jb * gemv_space;
|
|
79
|
+
HIPO_CLOCK_STOP(2, data_, kTimeSolveSolve_dense);
|
|
80
|
+
|
|
81
|
+
HIPO_CLOCK_START(2);
|
|
82
|
+
// scatter solution of gemv
|
|
83
|
+
for (Int i = 0; i < gemv_space; ++i) {
|
|
84
|
+
const Int row = S_.rows(start_row + nb * j + jb + i);
|
|
85
|
+
x[row] -= y[i];
|
|
86
|
+
}
|
|
87
|
+
HIPO_CLOCK_STOP(2, data_, kTimeSolveSolve_sparse);
|
|
88
|
+
}
|
|
89
|
+
|
|
90
|
+
#ifdef HIPO_PIVOTING
|
|
91
|
+
HIPO_CLOCK_START(2);
|
|
92
|
+
// apply inverse swaps
|
|
93
|
+
permuteWithSwaps(&x[x_start], current_swaps, jb, true);
|
|
94
|
+
HIPO_CLOCK_STOP(2, data_, kTimeSolveSolve_swap);
|
|
95
|
+
#endif
|
|
96
|
+
}
|
|
97
|
+
}
|
|
98
|
+
}
|
|
99
|
+
|
|
100
|
+
void HybridSolveHandler::backwardSolve(std::vector<double>& x) const {
|
|
101
|
+
// Backward solve.
|
|
102
|
+
// Blas calls: dtrsv, dgemv
|
|
103
|
+
|
|
104
|
+
// supernode columns in format FH
|
|
105
|
+
|
|
106
|
+
HIPO_CLOCK_CREATE;
|
|
107
|
+
|
|
108
|
+
const Int nb = S_.blockSize();
|
|
109
|
+
|
|
110
|
+
// go through the sn in reverse order
|
|
111
|
+
for (Int sn = S_.sn() - 1; sn >= 0; --sn) {
|
|
112
|
+
// leading size of supernode
|
|
113
|
+
const Int ldSn = S_.ptr(sn + 1) - S_.ptr(sn);
|
|
114
|
+
|
|
115
|
+
// number of columns in the supernode
|
|
116
|
+
const Int sn_size = S_.snStart(sn + 1) - S_.snStart(sn);
|
|
117
|
+
|
|
118
|
+
// first colums of the supernode
|
|
119
|
+
const Int sn_start = S_.snStart(sn);
|
|
120
|
+
|
|
121
|
+
// index to access S->rows for this supernode
|
|
122
|
+
const Int64 start_row = S_.ptr(sn);
|
|
123
|
+
|
|
124
|
+
// number of blocks of columns
|
|
125
|
+
const Int n_blocks = (sn_size - 1) / nb + 1;
|
|
126
|
+
|
|
127
|
+
// index to access snColumns[sn]
|
|
128
|
+
// initialised with the total number of entries of snColumns[sn]
|
|
129
|
+
Int64 SnCol_ind = sn_columns_[sn].size() - extra_space_frontal;
|
|
130
|
+
|
|
131
|
+
// go through blocks of columns for this supernode in reverse order
|
|
132
|
+
for (Int j = n_blocks - 1; j >= 0; --j) {
|
|
133
|
+
// number of columns in the block
|
|
134
|
+
const Int jb = std::min(nb, sn_size - nb * j);
|
|
135
|
+
|
|
136
|
+
// number of entries in diagonal part
|
|
137
|
+
const Int diag_entries = jb * jb;
|
|
138
|
+
|
|
139
|
+
// index to access vector x
|
|
140
|
+
const Int x_start = sn_start + nb * j;
|
|
141
|
+
|
|
142
|
+
#ifdef HIPO_PIVOTING
|
|
143
|
+
HIPO_CLOCK_START(2);
|
|
144
|
+
// apply swaps to portion of rhs that is affected
|
|
145
|
+
const Int* current_swaps = &swaps_[sn][nb * j];
|
|
146
|
+
permuteWithSwaps(&x[x_start], current_swaps, jb);
|
|
147
|
+
HIPO_CLOCK_STOP(2, data_, kTimeSolveSolve_swap);
|
|
148
|
+
#endif
|
|
149
|
+
|
|
150
|
+
// temporary space for gemv
|
|
151
|
+
const Int gemv_space = ldSn - nb * j - jb;
|
|
152
|
+
std::vector<double> y(gemv_space);
|
|
153
|
+
if (gemv_space > 0) {
|
|
154
|
+
HIPO_CLOCK_START(2);
|
|
155
|
+
// scatter entries into y
|
|
156
|
+
for (Int i = 0; i < gemv_space; ++i) {
|
|
157
|
+
const Int row = S_.rows(start_row + nb * j + jb + i);
|
|
158
|
+
y[i] = x[row];
|
|
159
|
+
}
|
|
160
|
+
HIPO_CLOCK_STOP(2, data_, kTimeSolveSolve_sparse);
|
|
161
|
+
|
|
162
|
+
HIPO_CLOCK_START(2);
|
|
163
|
+
SnCol_ind -= jb * gemv_space;
|
|
164
|
+
callAndTime_dgemv('N', jb, gemv_space, -1.0,
|
|
165
|
+
&sn_columns_[sn][SnCol_ind], jb, y.data(), 1, 1.0,
|
|
166
|
+
&x[x_start], 1, data_);
|
|
167
|
+
HIPO_CLOCK_STOP(2, data_, kTimeSolveSolve_dense);
|
|
168
|
+
}
|
|
169
|
+
|
|
170
|
+
HIPO_CLOCK_START(2);
|
|
171
|
+
SnCol_ind -= diag_entries;
|
|
172
|
+
callAndTime_dtrsv('U', 'N', 'U', jb, &sn_columns_[sn][SnCol_ind], jb,
|
|
173
|
+
&x[x_start], 1, data_);
|
|
174
|
+
HIPO_CLOCK_STOP(2, data_, kTimeSolveSolve_dense);
|
|
175
|
+
|
|
176
|
+
#ifdef HIPO_PIVOTING
|
|
177
|
+
HIPO_CLOCK_START(2);
|
|
178
|
+
// apply inverse swaps
|
|
179
|
+
permuteWithSwaps(&x[x_start], current_swaps, jb, true);
|
|
180
|
+
HIPO_CLOCK_STOP(2, data_, kTimeSolveSolve_swap);
|
|
181
|
+
#endif
|
|
182
|
+
}
|
|
183
|
+
}
|
|
184
|
+
}
|
|
185
|
+
|
|
186
|
+
void HybridSolveHandler::diagSolve(std::vector<double>& x) const {
|
|
187
|
+
// Diagonal solve
|
|
188
|
+
|
|
189
|
+
// supernode columns in format FH
|
|
190
|
+
|
|
191
|
+
HIPO_CLOCK_CREATE;
|
|
192
|
+
|
|
193
|
+
const Int nb = S_.blockSize();
|
|
194
|
+
|
|
195
|
+
for (Int sn = 0; sn < S_.sn(); ++sn) {
|
|
196
|
+
// leading size of supernode
|
|
197
|
+
const Int ldSn = S_.ptr(sn + 1) - S_.ptr(sn);
|
|
198
|
+
|
|
199
|
+
// number of columns in the supernode
|
|
200
|
+
const Int sn_size = S_.snStart(sn + 1) - S_.snStart(sn);
|
|
201
|
+
|
|
202
|
+
// first colums of the supernode
|
|
203
|
+
const Int sn_start = S_.snStart(sn);
|
|
204
|
+
|
|
205
|
+
// number of blocks of columns
|
|
206
|
+
const Int n_blocks = (sn_size - 1) / nb + 1;
|
|
207
|
+
|
|
208
|
+
// index to access diagonal part of block
|
|
209
|
+
Int diag_start{};
|
|
210
|
+
|
|
211
|
+
// go through blocks of columns for this supernode
|
|
212
|
+
for (Int j = 0; j < n_blocks; ++j) {
|
|
213
|
+
// number of columns in the block
|
|
214
|
+
const Int jb = std::min(nb, sn_size - nb * j);
|
|
215
|
+
|
|
216
|
+
#ifdef HIPO_PIVOTING
|
|
217
|
+
HIPO_CLOCK_START(2);
|
|
218
|
+
// apply swaps to portion of rhs that is affected
|
|
219
|
+
const Int* current_swaps = &swaps_[sn][nb * j];
|
|
220
|
+
permuteWithSwaps(&x[sn_start + nb * j], current_swaps, jb);
|
|
221
|
+
HIPO_CLOCK_STOP(2, data_, kTimeSolveSolve_swap);
|
|
222
|
+
#endif
|
|
223
|
+
|
|
224
|
+
HIPO_CLOCK_START(2);
|
|
225
|
+
|
|
226
|
+
const double* current_2x2 = &pivot_2x2_[sn][nb * j];
|
|
227
|
+
Int step = 1;
|
|
228
|
+
|
|
229
|
+
// go through columns of block
|
|
230
|
+
for (Int col = 0; col < jb; col += step) {
|
|
231
|
+
if (current_2x2[col] == 0.0) {
|
|
232
|
+
// 1x1 pivots
|
|
233
|
+
step = 1;
|
|
234
|
+
const double inv_d = sn_columns_[sn][diag_start + col + jb * col];
|
|
235
|
+
x[sn_start + nb * j + col] *= inv_d;
|
|
236
|
+
} else {
|
|
237
|
+
// 2x2 pivots
|
|
238
|
+
step = 2;
|
|
239
|
+
|
|
240
|
+
// inverse of 2x2 pivot
|
|
241
|
+
const double i_d1 = sn_columns_[sn][diag_start + col + jb * col];
|
|
242
|
+
const double i_d2 =
|
|
243
|
+
sn_columns_[sn][diag_start + col + 1 + jb * (col + 1)];
|
|
244
|
+
const double i_off = current_2x2[col];
|
|
245
|
+
|
|
246
|
+
double x1 = x[sn_start + nb * j + col];
|
|
247
|
+
double x2 = x[sn_start + nb * j + col + 1];
|
|
248
|
+
|
|
249
|
+
x[sn_start + nb * j + col] = i_d1 * x1 + i_off * x2;
|
|
250
|
+
x[sn_start + nb * j + col + 1] = i_d2 * x2 + i_off * x1;
|
|
251
|
+
}
|
|
252
|
+
}
|
|
253
|
+
|
|
254
|
+
HIPO_CLOCK_STOP(2, data_, kTimeSolveSolve_dense);
|
|
255
|
+
|
|
256
|
+
#ifdef HIPO_PIVOTING
|
|
257
|
+
HIPO_CLOCK_START(2);
|
|
258
|
+
// apply inverse swaps
|
|
259
|
+
permuteWithSwaps(&x[sn_start + nb * j], current_swaps, jb, true);
|
|
260
|
+
HIPO_CLOCK_STOP(2, data_, kTimeSolveSolve_swap);
|
|
261
|
+
#endif
|
|
262
|
+
|
|
263
|
+
// move diag_start forward by number of diagonal entries in block
|
|
264
|
+
diag_start += jb * jb;
|
|
265
|
+
|
|
266
|
+
// move diag_start forward by number of sub-diagonal entries in block
|
|
267
|
+
diag_start += (ldSn - nb * j - jb) * jb;
|
|
268
|
+
}
|
|
269
|
+
}
|
|
270
|
+
}
|
|
271
|
+
|
|
272
|
+
} // namespace hipo
|