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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/* This file is part of the HiGHS linear optimization suite */
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/* */
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/* Available as open-source under the MIT License */
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/* */
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
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/**@file lp_data/HConst.h
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* @brief Constants for HiGHS
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*/
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#ifndef LP_DATA_HCONST_H_
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#define LP_DATA_HCONST_H_
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#include <cmath>
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#include <limits>
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#include <string>
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#include "util/HighsInt.h"
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const std::string kHighsCopyrightStatement =
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#ifdef HIPO
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"Copyright (c) 2026 under Apache 2.0 license terms";
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#else
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"Copyright (c) 2026 under MIT licence terms";
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#endif
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const size_t kHighsSize_tInf = (std::numeric_limits<size_t>::max)();
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const HighsInt kHighsIInf = (std::numeric_limits<HighsInt>::max)();
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const HighsInt kHighsIInf32 = (std::numeric_limits<int>::max)();
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const double kHighsInf = std::numeric_limits<double>::infinity();
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const double kHighsUndefined = kHighsInf;
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const double kHighsTiny = 1e-14;
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const double kHighsMacheps = std::ldexp(1, -52);
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const double kHighsZero = 1e-50;
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const std::string kHighsOffString = "off";
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const std::string kHighsChooseString = "choose";
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const std::string kHighsOnString = "on";
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const HighsInt kHighsMaxStringLength = 512;
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const HighsInt kSimplexConcurrencyLimit = 8;
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const double kRunningAverageMultiplier = 0.05;
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const double kExcessivelySmallObjectiveCoefficient = 1e-4;
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const double kExcessivelyLargeObjectiveCoefficient = 1e6;
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const double kExcessivelySmallBoundValue = 1e-4;
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const double kExcessivelyLargeBoundValue = 1e6;
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const HighsInt kNoThreadInstance = -1;
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const bool kAllowDeveloperAssert = false;
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const bool kExtendInvertWhenAddingRows = false;
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enum class HighsLogType { kInfo = 1, kDetailed, kVerbose, kWarning, kError };
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enum SimplexScaleStrategy {
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kSimplexScaleStrategyMin = 0,
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kSimplexScaleStrategyOff = kSimplexScaleStrategyMin, // 0
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kSimplexScaleStrategyChoose, // 1
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kSimplexScaleStrategyEquilibration, // 2
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kSimplexScaleStrategyForcedEquilibration, // 3
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kSimplexScaleStrategyMaxValue, // 4
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kSimplexScaleStrategyMaxValue015 = kSimplexScaleStrategyMaxValue,
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kSimplexScaleStrategyMaxValue0157 = kSimplexScaleStrategyMaxValue,
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kSimplexScaleStrategyMax = kSimplexScaleStrategyMaxValue
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};
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enum HighsDebugLevel {
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kHighsDebugLevelNone = 0,
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kHighsDebugLevelCheap,
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kHighsDebugLevelCostly,
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kHighsDebugLevelExpensive,
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kHighsDebugLevelMin = kHighsDebugLevelNone,
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kHighsDebugLevelMax = kHighsDebugLevelExpensive
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};
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enum class HighsDebugStatus {
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kNotChecked = -1,
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kOk,
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kSmallError,
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kWarning,
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kLargeError,
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kError,
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kExcessiveError,
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kLogicalError,
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};
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enum HighsAnalysisLevel {
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kHighsAnalysisLevelNone = 0,
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kHighsAnalysisLevelModelData = 1,
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kHighsAnalysisLevelSolverSummaryData = 2,
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kHighsAnalysisLevelSolverRuntimeData = 4,
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kHighsAnalysisLevelSolverTime = 8,
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kHighsAnalysisLevelNlaData = 16,
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kHighsAnalysisLevelNlaTime = 32,
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kHighsAnalysisLevelMipData = 64,
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kHighsAnalysisLevelMipTime = 128,
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kHighsAnalysisLevelMin = kHighsAnalysisLevelNone,
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kHighsAnalysisLevelMax =
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kHighsAnalysisLevelModelData + kHighsAnalysisLevelSolverSummaryData +
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kHighsAnalysisLevelSolverRuntimeData + kHighsAnalysisLevelSolverTime +
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kHighsAnalysisLevelNlaData + kHighsAnalysisLevelNlaTime +
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kHighsAnalysisLevelMipData + kHighsAnalysisLevelMipTime
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};
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enum class HighsVarType : uint8_t {
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kContinuous = 0,
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kInteger = 1,
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kSemiContinuous = 2,
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kSemiInteger = 3,
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kImplicitInteger = 4,
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};
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enum class HighsOptionType { kBool = 0, kInt, kDouble, kString };
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enum class HighsInfoType { kInt64 = -1, kInt = 1, kDouble };
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enum OptionOffChooseOn {
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kHighsOptionOff = -1,
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kHighsOptionChoose,
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kHighsOptionOn
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};
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enum IpxDualizeStrategy {
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kIpxDualizeStrategyOff = kHighsOptionOff,
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kIpxDualizeStrategyChoose = kHighsOptionChoose,
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kIpxDualizeStrategyOn = kHighsOptionOn,
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kIpxDualizeStrategyLukas,
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kIpxDualizeStrategyFilippo,
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kIpxDualizeStrategyMin = kIpxDualizeStrategyOff,
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kIpxDualizeStrategyMax = kIpxDualizeStrategyFilippo,
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};
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/** SCIP/HiGHS Objective sense */
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enum class ObjSense { kMinimize = 1, kMaximize = -1 };
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enum class MatrixFormat { kColwise = 1, kRowwise, kRowwisePartitioned };
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enum class HessianFormat { kTriangular = 1, kSquare };
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enum SolutionStatus {
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kSolutionStatusNone = 0,
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kSolutionStatusInfeasible,
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kSolutionStatusFeasible,
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kSolutionStatusMin = kSolutionStatusNone,
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kSolutionStatusMax = kSolutionStatusFeasible
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};
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enum BasisValidity {
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kBasisValidityInvalid = 0,
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kBasisValidityValid,
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kBasisValidityMin = kBasisValidityInvalid,
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kBasisValidityMax = kBasisValidityValid
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};
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const std::string kHighsBasisFileV1 = "v1"; // Deprecated
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const std::string kHighsBasisFileV2 = "v2";
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enum SolutionStyle {
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kSolutionStyleOldRaw = -1,
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kSolutionStyleRaw = 0,
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kSolutionStylePretty, // 1;
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kSolutionStyleGlpsolRaw, // 2;
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kSolutionStyleGlpsolPretty, // 3;
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kSolutionStyleSparse, // 4;
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kSolutionStyleMin = kSolutionStyleOldRaw,
|
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164
|
+
kSolutionStyleMax = kSolutionStyleSparse
|
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165
|
+
};
|
|
166
|
+
|
|
167
|
+
enum GlpsolCostRowLocation {
|
|
168
|
+
kGlpsolCostRowLocationLast = -2,
|
|
169
|
+
kGlpsolCostRowLocationNone, // -1
|
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170
|
+
kGlpsolCostRowLocationNoneIfEmpty, // 0
|
|
171
|
+
kGlpsolCostRowLocationMin = kGlpsolCostRowLocationLast
|
|
172
|
+
};
|
|
173
|
+
|
|
174
|
+
const std::string kHighsFilenameDefault = "";
|
|
175
|
+
const std::string kHighsMinimalColNamePrefix = "c";
|
|
176
|
+
const std::string kHighsMinimalrowNamePrefix = "r";
|
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177
|
+
const std::string kHighsUniqueColNamePrefix = "c_ekk";
|
|
178
|
+
const std::string kHighsUniquerowNamePrefix = "r_ekk";
|
|
179
|
+
|
|
180
|
+
enum class HighsPresolveStatus {
|
|
181
|
+
kNotPresolved = -1,
|
|
182
|
+
kNotReduced,
|
|
183
|
+
kInfeasible,
|
|
184
|
+
kUnboundedOrInfeasible,
|
|
185
|
+
kReduced,
|
|
186
|
+
kReducedToEmpty,
|
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187
|
+
kTimeout,
|
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188
|
+
kNullError, // V2.0: Delete since it's not used!
|
|
189
|
+
kOptionsError, // V2.0: Delete since it's not used!
|
|
190
|
+
kNotSet,
|
|
191
|
+
kOutOfMemory, // V2.0: Move above kNotSet
|
|
192
|
+
};
|
|
193
|
+
|
|
194
|
+
enum class HighsPostsolveStatus { // V2.0: Delete if not used!
|
|
195
|
+
kNotPresolved = -1,
|
|
196
|
+
kNoPrimalSolutionError,
|
|
197
|
+
kSolutionRecovered,
|
|
198
|
+
kBasisError
|
|
199
|
+
};
|
|
200
|
+
|
|
201
|
+
enum class HighsModelStatus {
|
|
202
|
+
// NB Add new status values to the end so that int cast of status
|
|
203
|
+
// values is unchanged, since enums are not preserved in some
|
|
204
|
+
// interfaces
|
|
205
|
+
kNotset = 0,
|
|
206
|
+
kLoadError, // V2.0: Delete since it's not used!
|
|
207
|
+
kModelError,
|
|
208
|
+
kPresolveError, // V2.0: Delete since it's not used!
|
|
209
|
+
kSolveError,
|
|
210
|
+
kPostsolveError, // V2.0: Delete if not used! Add to documentation if used
|
|
211
|
+
kModelEmpty,
|
|
212
|
+
kOptimal,
|
|
213
|
+
kInfeasible,
|
|
214
|
+
kUnboundedOrInfeasible,
|
|
215
|
+
kUnbounded,
|
|
216
|
+
kObjectiveBound,
|
|
217
|
+
kObjectiveTarget,
|
|
218
|
+
kTimeLimit,
|
|
219
|
+
kIterationLimit,
|
|
220
|
+
// V2.0: put kUnknown after kSolutionLimit and kInterrupt - and then
|
|
221
|
+
// modify kMax and highs_c_api.h, highs_csharp_api.cs,
|
|
222
|
+
// highspy/highs_bindings.cpp
|
|
223
|
+
kUnknown,
|
|
224
|
+
kSolutionLimit,
|
|
225
|
+
kInterrupt,
|
|
226
|
+
kMemoryLimit,
|
|
227
|
+
kHighsInterrupt,
|
|
228
|
+
kMin = kNotset,
|
|
229
|
+
kMax = kHighsInterrupt
|
|
230
|
+
};
|
|
231
|
+
|
|
232
|
+
enum HighsCallbackType : int {
|
|
233
|
+
kCallbackMin = 0,
|
|
234
|
+
kCallbackLogging = kCallbackMin, // 0
|
|
235
|
+
kCallbackSimplexInterrupt, // 1
|
|
236
|
+
kCallbackIpmInterrupt, // 2
|
|
237
|
+
kCallbackMipSolution, // 3
|
|
238
|
+
kCallbackMipImprovingSolution, // 4
|
|
239
|
+
kCallbackMipLogging, // 5
|
|
240
|
+
kCallbackMipInterrupt, // 6
|
|
241
|
+
kCallbackMipGetCutPool, // 7
|
|
242
|
+
kCallbackMipDefineLazyConstraints, // 8
|
|
243
|
+
kCallbackMipUserSolution, // 9
|
|
244
|
+
kCallbackMax = kCallbackMipUserSolution,
|
|
245
|
+
kNumCallbackType
|
|
246
|
+
};
|
|
247
|
+
|
|
248
|
+
/** SCIP/CPLEX-like HiGHS basis status for columns and rows. */
|
|
249
|
+
enum class HighsBasisStatus : uint8_t {
|
|
250
|
+
kLower =
|
|
251
|
+
0, // (slack) variable is at its lower bound [including fixed variables]
|
|
252
|
+
kBasic, // (slack) variable is basic
|
|
253
|
+
kUpper, // (slack) variable is at its upper bound
|
|
254
|
+
kZero, // free variable is nonbasic and set to zero
|
|
255
|
+
kNonbasic // nonbasic with no specific bound information - useful for users
|
|
256
|
+
// and postsolve
|
|
257
|
+
};
|
|
258
|
+
|
|
259
|
+
// Types of LP presolve rules
|
|
260
|
+
enum PresolveRuleType : int {
|
|
261
|
+
kPresolveRuleIllegal = -1,
|
|
262
|
+
kPresolveRuleMin = 0,
|
|
263
|
+
kPresolveRuleEmptyRow = kPresolveRuleMin,
|
|
264
|
+
kPresolveRuleSingletonRow,
|
|
265
|
+
kPresolveRuleRedundantRow,
|
|
266
|
+
kPresolveRuleEmptyCol,
|
|
267
|
+
kPresolveRuleFixedCol,
|
|
268
|
+
kPresolveRuleDominatedCol,
|
|
269
|
+
// The remaining rules can be switched off
|
|
270
|
+
kPresolveRuleFirstAllowOff,
|
|
271
|
+
kPresolveRuleForcingRow = kPresolveRuleFirstAllowOff,
|
|
272
|
+
kPresolveRuleForcingCol,
|
|
273
|
+
kPresolveRuleFreeColSubstitution,
|
|
274
|
+
kPresolveRuleDoubletonEquation,
|
|
275
|
+
kPresolveRuleDependentEquations,
|
|
276
|
+
kPresolveRuleDependentFreeCols,
|
|
277
|
+
kPresolveRuleAggregator,
|
|
278
|
+
kPresolveRuleParallelRowsAndCols,
|
|
279
|
+
kPresolveRuleSparsify,
|
|
280
|
+
kPresolveRuleProbing,
|
|
281
|
+
kPresolveRuleEnumeration,
|
|
282
|
+
kPresolveRuleMax = kPresolveRuleEnumeration,
|
|
283
|
+
kPresolveRuleLastAllowOff = kPresolveRuleMax,
|
|
284
|
+
kPresolveRuleCount
|
|
285
|
+
};
|
|
286
|
+
|
|
287
|
+
enum IisStrategy : int {
|
|
288
|
+
kIisStrategyMin = 0,
|
|
289
|
+
kIisStrategyLight = kIisStrategyMin, // 0
|
|
290
|
+
kIisStrategyFromRay = 1,
|
|
291
|
+
kIisStrategyFromLp = 2,
|
|
292
|
+
kIisStrategyIrreducible = 4,
|
|
293
|
+
kIisStrategyColPriority = 8,
|
|
294
|
+
kIisStrategyRelaxation = 16,
|
|
295
|
+
kIisStrategyDefault = kIisStrategyLight,
|
|
296
|
+
kIisStrategyMax = kIisStrategyFromRay + kIisStrategyFromLp +
|
|
297
|
+
kIisStrategyIrreducible + kIisStrategyColPriority +
|
|
298
|
+
kIisStrategyRelaxation
|
|
299
|
+
};
|
|
300
|
+
|
|
301
|
+
enum IisStatus : int {
|
|
302
|
+
kIisStatusMin = -1,
|
|
303
|
+
kIisStatusNotInConflict = kIisStatusMin, // -1
|
|
304
|
+
kIisStatusMaybeInConflict, // 0
|
|
305
|
+
kIisStatusInConflict, // 1
|
|
306
|
+
kIisStatusMax = kIisStatusInConflict
|
|
307
|
+
};
|
|
308
|
+
|
|
309
|
+
enum SubSolverIndex : int {
|
|
310
|
+
kSubSolverMip = 0,
|
|
311
|
+
kSubSolverDuSimplexBasis,
|
|
312
|
+
kSubSolverDuSimplexNoBasis,
|
|
313
|
+
kSubSolverPrSimplexBasis,
|
|
314
|
+
kSubSolverPrSimplexNoBasis,
|
|
315
|
+
kSubSolverHipo,
|
|
316
|
+
kSubSolverIpx,
|
|
317
|
+
kSubSolverHipoAc,
|
|
318
|
+
kSubSolverIpxAc,
|
|
319
|
+
kSubSolverPdlp,
|
|
320
|
+
kSubSolverQpAsm,
|
|
321
|
+
kSubSolverSubMip,
|
|
322
|
+
kSubSolverCount
|
|
323
|
+
};
|
|
324
|
+
|
|
325
|
+
// Minimum and default KKT tolerance
|
|
326
|
+
const double kMinimumKktTolerance = 1e-10;
|
|
327
|
+
const double kDefaultKktTolerance = 1e-7;
|
|
328
|
+
|
|
329
|
+
// Minimum and default MIP tolerance
|
|
330
|
+
const double kMinimumMipTolerance = 1e-10;
|
|
331
|
+
const double kDefaultMipTolerance = 1e-6;
|
|
332
|
+
|
|
333
|
+
// Minimum and default IPM optimality tolerance
|
|
334
|
+
const double kMinimumIpmTolerance = 1e-12;
|
|
335
|
+
const double kDefaultIpmTolerance = 1e-1 * kDefaultKktTolerance;
|
|
336
|
+
|
|
337
|
+
// Default QP Hessian regularization value
|
|
338
|
+
const double kHessianRegularizationValue = 1e-7;
|
|
339
|
+
|
|
340
|
+
// Default and max allowed power-of-two matrix scale factor
|
|
341
|
+
const HighsInt kDefaultAllowedMatrixPow2Scale = 20;
|
|
342
|
+
const HighsInt kMaxAllowedMatrixPow2Scale = 30;
|
|
343
|
+
|
|
344
|
+
// Illegal values of num/max/sum infeasibility - used to indicate that true
|
|
345
|
+
// values aren't known
|
|
346
|
+
const double kHighsIllegalInfeasibilityMeasure = kHighsInf;
|
|
347
|
+
const HighsInt kHighsIllegalInfeasibilityCount = -1;
|
|
348
|
+
|
|
349
|
+
// Illegal values of num/max/sum residual - used to indicate that true
|
|
350
|
+
// values aren't known
|
|
351
|
+
const double kHighsIllegalResidualMeasure = kHighsInf;
|
|
352
|
+
const HighsInt kHighsIllegalResidualCount = -1;
|
|
353
|
+
|
|
354
|
+
// Illegal values for HighsError - used to indicate that true
|
|
355
|
+
// values aren't known
|
|
356
|
+
const double kHighsIllegalErrorValue = kHighsInf;
|
|
357
|
+
const HighsInt kHighsIllegalErrorIndex = -1;
|
|
358
|
+
|
|
359
|
+
// Illegal values for complementarity violations used to indicate that true
|
|
360
|
+
// values aren't known
|
|
361
|
+
const double kHighsIllegalComplementarityViolation = kHighsInf;
|
|
362
|
+
const HighsInt kHighsIllegalComplementarityCount = -1;
|
|
363
|
+
|
|
364
|
+
// Maximum upper bound on semi-variables
|
|
365
|
+
const double kMaxSemiVariableUpper = 1e5;
|
|
366
|
+
|
|
367
|
+
// Limit on primal values being realistic
|
|
368
|
+
const double kExcessivePrimalValue = 1e25;
|
|
369
|
+
|
|
370
|
+
// Hash marker for duplicates
|
|
371
|
+
const HighsInt kHashIsDuplicate = -1;
|
|
372
|
+
|
|
373
|
+
// Tolerance values for highsDoubleToString
|
|
374
|
+
const double kModelValueToStringTolerance = 1e-15;
|
|
375
|
+
const double kRangingValueToStringTolerance = 1e-13;
|
|
376
|
+
const double kHighsSolutionValueToStringTolerance = 1e-13;
|
|
377
|
+
const double kGlpsolSolutionValueToStringTolerance = 1e-12;
|
|
378
|
+
|
|
379
|
+
// Termination link in linked lists
|
|
380
|
+
const HighsInt kNoLink = -1;
|
|
381
|
+
|
|
382
|
+
const int8_t kPivotIllegal = -1;
|
|
383
|
+
const int8_t kPivotLogical = 0;
|
|
384
|
+
const int8_t kPivotUnit = 1;
|
|
385
|
+
const int8_t kPivotRowSingleton = 2;
|
|
386
|
+
const int8_t kPivotColSingleton = 3;
|
|
387
|
+
const int8_t kPivotMarkowitz = 4;
|
|
388
|
+
|
|
389
|
+
// For converting general LPs to form for PDLP
|
|
390
|
+
//
|
|
391
|
+
// Requires non-conforming names for cuPDLP-C
|
|
392
|
+
enum ConstraintType { EQ = 0, LEQ, GEQ, BOUND, FREE };
|
|
393
|
+
|
|
394
|
+
// Mask for switching off PDLP features
|
|
395
|
+
enum PdlpFeaturesOff {
|
|
396
|
+
kPdlpAllFeaturesOn = 0,
|
|
397
|
+
kPdlpScalingOff = 1,
|
|
398
|
+
kPdlpRestartOff = 2,
|
|
399
|
+
kPdlpAdaptiveStepSizeOff = 4,
|
|
400
|
+
kPdlpAllFeaturesOff =
|
|
401
|
+
kPdlpScalingOff + kPdlpRestartOff + kPdlpAdaptiveStepSizeOff
|
|
402
|
+
};
|
|
403
|
+
|
|
404
|
+
enum PdlpScalingBit {
|
|
405
|
+
kPdlpScalingMin = 0,
|
|
406
|
+
kPdlpScalingRuiz = 1,
|
|
407
|
+
kPdlpScalingL2 = 2,
|
|
408
|
+
kPdlpScalingPC = 4,
|
|
409
|
+
kPdlpScalingMax = kPdlpScalingRuiz + kPdlpScalingL2 + kPdlpScalingPC
|
|
410
|
+
};
|
|
411
|
+
|
|
412
|
+
enum PdlpStepSizeStrategy {
|
|
413
|
+
kPdlpStepSizeStrategyFixed = 0,
|
|
414
|
+
kPdlpStepSizeStrategyMin = kPdlpStepSizeStrategyFixed,
|
|
415
|
+
kPdlpStepSizeStrategyAdaptive,
|
|
416
|
+
kPdlpStepSizeStrategyMalitskyPock,
|
|
417
|
+
kPdlpStepSizeStrategyPid,
|
|
418
|
+
kPdlpStepSizeStrategyMax = kPdlpStepSizeStrategyPid
|
|
419
|
+
};
|
|
420
|
+
|
|
421
|
+
enum PdlpRestartStrategy {
|
|
422
|
+
kPdlpRestartStrategyOff = 0,
|
|
423
|
+
kPdlpRestartStrategyMin = kPdlpRestartStrategyOff,
|
|
424
|
+
kPdlpRestartStrategyFixed,
|
|
425
|
+
kPdlpRestartStrategyAdaptive,
|
|
426
|
+
kPdlpRestartStrategyHalpern,
|
|
427
|
+
kPdlpRestartStrategyMax = kPdlpRestartStrategyHalpern
|
|
428
|
+
};
|
|
429
|
+
|
|
430
|
+
#endif /* LP_DATA_HCONST_H_ */
|
|
@@ -0,0 +1,213 @@
|
|
|
1
|
+
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
|
|
2
|
+
/* */
|
|
3
|
+
/* This file is part of the HiGHS linear optimization suite */
|
|
4
|
+
/* */
|
|
5
|
+
/* Available as open-source under the MIT License */
|
|
6
|
+
/* */
|
|
7
|
+
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
|
|
8
|
+
/**@file lp_data/HStruct.h
|
|
9
|
+
* @brief Structs for HiGHS
|
|
10
|
+
*/
|
|
11
|
+
#ifndef LP_DATA_HSTRUCT_H_
|
|
12
|
+
#define LP_DATA_HSTRUCT_H_
|
|
13
|
+
|
|
14
|
+
#include <unordered_map>
|
|
15
|
+
#include <vector>
|
|
16
|
+
|
|
17
|
+
#include "lp_data/HConst.h"
|
|
18
|
+
|
|
19
|
+
struct HighsSolution {
|
|
20
|
+
bool value_valid = false;
|
|
21
|
+
bool dual_valid = false;
|
|
22
|
+
std::vector<double> col_value;
|
|
23
|
+
std::vector<double> col_dual;
|
|
24
|
+
std::vector<double> row_value;
|
|
25
|
+
std::vector<double> row_dual;
|
|
26
|
+
bool hasUndefined() const;
|
|
27
|
+
void invalidate();
|
|
28
|
+
void clear();
|
|
29
|
+
void print(const std::string& prefix = "",
|
|
30
|
+
const std::string& message = "") const;
|
|
31
|
+
};
|
|
32
|
+
|
|
33
|
+
struct HighsObjectiveSolution {
|
|
34
|
+
double objective;
|
|
35
|
+
std::vector<double> col_value;
|
|
36
|
+
void clear();
|
|
37
|
+
};
|
|
38
|
+
|
|
39
|
+
struct RefactorInfo {
|
|
40
|
+
bool use = false;
|
|
41
|
+
std::vector<HighsInt> pivot_row;
|
|
42
|
+
std::vector<HighsInt> pivot_var;
|
|
43
|
+
std::vector<int8_t> pivot_type;
|
|
44
|
+
double build_synthetic_tick;
|
|
45
|
+
void clear();
|
|
46
|
+
};
|
|
47
|
+
|
|
48
|
+
// Unused, but retained since there is a const reference to this in a
|
|
49
|
+
// deprecated method
|
|
50
|
+
struct HotStart {
|
|
51
|
+
bool valid = false;
|
|
52
|
+
RefactorInfo refactor_info;
|
|
53
|
+
std::vector<int8_t> nonbasicMove;
|
|
54
|
+
};
|
|
55
|
+
|
|
56
|
+
struct HighsBasis {
|
|
57
|
+
// Logical flags for a HiGHS basis:
|
|
58
|
+
//
|
|
59
|
+
// valid: has been factored by HiGHS
|
|
60
|
+
//
|
|
61
|
+
// alien: a basis that's been set externally, so cannot be assumed
|
|
62
|
+
// to even have the right number of basic and nonbasic variables
|
|
63
|
+
//
|
|
64
|
+
// useful: a basis that may be useful
|
|
65
|
+
//
|
|
66
|
+
// Need useful since, by default, a basis is alien but not useful
|
|
67
|
+
bool valid = false;
|
|
68
|
+
bool alien = true;
|
|
69
|
+
bool useful = false;
|
|
70
|
+
bool was_alien = true;
|
|
71
|
+
HighsInt debug_id = -1;
|
|
72
|
+
HighsInt debug_update_count = -1;
|
|
73
|
+
std::string debug_origin_name = "None";
|
|
74
|
+
std::vector<HighsBasisStatus> col_status;
|
|
75
|
+
std::vector<HighsBasisStatus> row_status;
|
|
76
|
+
void print(const std::string& prefix = "",
|
|
77
|
+
const std::string& message = "") const;
|
|
78
|
+
void printScalars(const std::string& prefix = "",
|
|
79
|
+
const std::string& message = "") const;
|
|
80
|
+
void invalidate();
|
|
81
|
+
void clear();
|
|
82
|
+
};
|
|
83
|
+
|
|
84
|
+
struct HighsScale {
|
|
85
|
+
HighsInt strategy;
|
|
86
|
+
bool has_scaling;
|
|
87
|
+
HighsInt num_col;
|
|
88
|
+
HighsInt num_row;
|
|
89
|
+
double cost;
|
|
90
|
+
std::vector<double> col;
|
|
91
|
+
std::vector<double> row;
|
|
92
|
+
};
|
|
93
|
+
|
|
94
|
+
struct HighsLpMods {
|
|
95
|
+
// Semi-variables with zero lower bound that are treated as non-semi
|
|
96
|
+
std::vector<HighsInt> save_non_semi_variable_index;
|
|
97
|
+
|
|
98
|
+
// Semi-variables with inconsistent bounds that are fixed at zero
|
|
99
|
+
std::vector<HighsInt> save_inconsistent_semi_variable_index;
|
|
100
|
+
std::vector<double> save_inconsistent_semi_variable_lower_bound_value;
|
|
101
|
+
std::vector<double> save_inconsistent_semi_variable_upper_bound_value;
|
|
102
|
+
std::vector<HighsVarType> save_inconsistent_semi_variable_type;
|
|
103
|
+
|
|
104
|
+
// Semi-variables whose lower bound is ignored when solving the
|
|
105
|
+
// relaxation
|
|
106
|
+
std::vector<HighsInt> save_relaxed_semi_variable_lower_bound_index;
|
|
107
|
+
std::vector<double> save_relaxed_semi_variable_lower_bound_value;
|
|
108
|
+
|
|
109
|
+
// Semi-variables whose upper bound is too large to be used as a
|
|
110
|
+
// big-M when converting them to an integer variables plus an
|
|
111
|
+
// integer/continuous variables as appropriate
|
|
112
|
+
std::vector<HighsInt> save_tightened_semi_variable_upper_bound_index;
|
|
113
|
+
std::vector<double> save_tightened_semi_variable_upper_bound_value;
|
|
114
|
+
|
|
115
|
+
// Variables with infinite costs that are fixed during solve
|
|
116
|
+
std::vector<HighsInt> save_inf_cost_variable_index;
|
|
117
|
+
std::vector<double> save_inf_cost_variable_cost;
|
|
118
|
+
std::vector<double> save_inf_cost_variable_lower;
|
|
119
|
+
std::vector<double> save_inf_cost_variable_upper;
|
|
120
|
+
|
|
121
|
+
void clear();
|
|
122
|
+
bool isClear();
|
|
123
|
+
};
|
|
124
|
+
|
|
125
|
+
struct HighsNameHash {
|
|
126
|
+
std::unordered_map<std::string, int> name2index;
|
|
127
|
+
void form(const std::vector<std::string>& name);
|
|
128
|
+
bool hasDuplicate(const std::vector<std::string>& name);
|
|
129
|
+
void update(int index, const std::string& old_name,
|
|
130
|
+
const std::string& new_name);
|
|
131
|
+
void clear();
|
|
132
|
+
};
|
|
133
|
+
|
|
134
|
+
struct HighsPresolveRuleLog {
|
|
135
|
+
HighsInt call;
|
|
136
|
+
HighsInt col_removed;
|
|
137
|
+
HighsInt row_removed;
|
|
138
|
+
};
|
|
139
|
+
|
|
140
|
+
struct HighsPresolveLog {
|
|
141
|
+
std::vector<HighsPresolveRuleLog> rule;
|
|
142
|
+
void clear();
|
|
143
|
+
};
|
|
144
|
+
|
|
145
|
+
struct HighsIllConditioningRecord {
|
|
146
|
+
HighsInt index;
|
|
147
|
+
double multiplier;
|
|
148
|
+
};
|
|
149
|
+
|
|
150
|
+
struct HighsIllConditioning {
|
|
151
|
+
std::vector<HighsIllConditioningRecord> record;
|
|
152
|
+
void clear();
|
|
153
|
+
};
|
|
154
|
+
|
|
155
|
+
struct HighsLinearObjective {
|
|
156
|
+
double weight = 0;
|
|
157
|
+
double offset = 0;
|
|
158
|
+
std::vector<double> coefficients;
|
|
159
|
+
double abs_tolerance = -1;
|
|
160
|
+
double rel_tolerance = -1;
|
|
161
|
+
HighsInt priority = 0;
|
|
162
|
+
void clear();
|
|
163
|
+
};
|
|
164
|
+
|
|
165
|
+
struct HighsSubSolverCallTime {
|
|
166
|
+
std::vector<std::string> name;
|
|
167
|
+
std::vector<HighsInt> num_call;
|
|
168
|
+
std::vector<double> run_time;
|
|
169
|
+
void initialise();
|
|
170
|
+
void add(const HighsSubSolverCallTime& sub_solver_call_time,
|
|
171
|
+
const bool analytic_centre = false);
|
|
172
|
+
};
|
|
173
|
+
|
|
174
|
+
struct HighsSimplexStats {
|
|
175
|
+
bool valid;
|
|
176
|
+
HighsInt iteration_count;
|
|
177
|
+
HighsInt num_invert;
|
|
178
|
+
HighsInt last_invert_num_el;
|
|
179
|
+
HighsInt last_factored_basis_num_el;
|
|
180
|
+
double col_aq_density;
|
|
181
|
+
double row_ep_density;
|
|
182
|
+
double row_ap_density;
|
|
183
|
+
double row_DSE_density;
|
|
184
|
+
void report(FILE* file, const std::string message = "") const;
|
|
185
|
+
void initialise(const HighsInt iteration_count_ = 0);
|
|
186
|
+
};
|
|
187
|
+
|
|
188
|
+
struct HighsUserScaleData {
|
|
189
|
+
HighsInt user_objective_scale = 0;
|
|
190
|
+
HighsInt user_bound_scale = 0;
|
|
191
|
+
double infinite_cost;
|
|
192
|
+
double infinite_bound;
|
|
193
|
+
double small_matrix_value;
|
|
194
|
+
double large_matrix_value;
|
|
195
|
+
HighsInt num_infinite_costs;
|
|
196
|
+
HighsInt num_infinite_hessian_values;
|
|
197
|
+
HighsInt num_infinite_col_bounds;
|
|
198
|
+
HighsInt num_infinite_row_bounds;
|
|
199
|
+
HighsInt num_small_matrix_values;
|
|
200
|
+
HighsInt num_large_matrix_values;
|
|
201
|
+
HighsInt suggested_user_objective_scale;
|
|
202
|
+
HighsInt suggested_user_bound_scale;
|
|
203
|
+
bool applied = false;
|
|
204
|
+
void initialise(const HighsInt& user_objective_scale_,
|
|
205
|
+
const HighsInt& user_bound_scale_,
|
|
206
|
+
const double& infinite_cost_, const double& infinite_bound_,
|
|
207
|
+
const double& small_matrix_value_,
|
|
208
|
+
const double& large_matrix_value_);
|
|
209
|
+
bool scaleError(std::string& message) const;
|
|
210
|
+
bool scaleWarning(std::string& message) const;
|
|
211
|
+
};
|
|
212
|
+
|
|
213
|
+
#endif /* LP_DATA_HSTRUCT_H_ */
|
|
@@ -0,0 +1,23 @@
|
|
|
1
|
+
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
|
|
2
|
+
/* */
|
|
3
|
+
/* This file is part of the HiGHS linear optimization suite */
|
|
4
|
+
/* */
|
|
5
|
+
/* Available as open-source under the MIT License */
|
|
6
|
+
/* */
|
|
7
|
+
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
|
|
8
|
+
/**@file lp_data/HighsAnalysis.h
|
|
9
|
+
* @brief
|
|
10
|
+
*/
|
|
11
|
+
#ifndef LP_DATA_HIGHS_ANALYSIS_H_
|
|
12
|
+
#define LP_DATA_HIGHS_ANALYSIS_H_
|
|
13
|
+
|
|
14
|
+
#include <vector>
|
|
15
|
+
|
|
16
|
+
#include "HConfig.h"
|
|
17
|
+
#include "util/HighsTimer.h"
|
|
18
|
+
|
|
19
|
+
struct HighsTimerClock {
|
|
20
|
+
HighsTimer* timer_pointer_;
|
|
21
|
+
std::vector<HighsInt> clock_;
|
|
22
|
+
};
|
|
23
|
+
#endif /* LP_DATA_HIGHS_ANALYSIS_H_ */
|