lpsolver 0.1.0 → 0.2.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (1165) hide show
  1. checksums.yaml +4 -4
  2. data/Gemfile +1 -0
  3. data/README.md +104 -26
  4. data/ext/lpsolver/Makefile +269 -0
  5. data/ext/lpsolver/ext.c +353 -0
  6. data/ext/lpsolver/ext.o +0 -0
  7. data/ext/lpsolver/extconf.rb +79 -0
  8. data/ext/lpsolver/native.so +0 -0
  9. data/ext/lpsolver-highs/AUTHORS +7 -0
  10. data/ext/lpsolver-highs/BUILD.bazel +243 -0
  11. data/ext/lpsolver-highs/CITATION.cff +29 -0
  12. data/ext/lpsolver-highs/CMakeCache.txt +406 -0
  13. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
  14. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
  15. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
  16. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
  17. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
  18. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
  19. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
  20. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
  21. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
  22. data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
  23. data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
  24. data/ext/lpsolver-highs/CMakeLists.txt +983 -0
  25. data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
  26. data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
  27. data/ext/lpsolver-highs/FEATURES.md +61 -0
  28. data/ext/lpsolver-highs/LICENSE.txt +21 -0
  29. data/ext/lpsolver-highs/MODULE.bazel +38 -0
  30. data/ext/lpsolver-highs/README.md +281 -0
  31. data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
  32. data/ext/lpsolver-highs/Version.txt +4 -0
  33. data/ext/lpsolver-highs/WORKSPACE +33 -0
  34. data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
  35. data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
  36. data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
  37. data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
  38. data/ext/lpsolver-highs/build/bin/highs +0 -0
  39. data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
  40. data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
  41. data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
  42. data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
  43. data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
  44. data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
  45. data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
  46. data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
  47. data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
  48. data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
  49. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
  50. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
  51. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
  52. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
  53. data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
  54. data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
  55. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
  56. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
  57. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
  58. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
  59. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
  60. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
  61. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
  62. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
  63. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
  64. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
  65. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
  66. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
  67. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
  68. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
  69. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
  70. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
  71. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
  72. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
  73. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
  74. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
  75. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
  76. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
  77. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
  78. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
  79. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
  80. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
  81. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
  82. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
  83. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
  84. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
  85. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
  86. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
  87. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
  88. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
  89. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
  90. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
  91. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
  92. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
  93. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
  94. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
  95. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
  96. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
  97. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
  98. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
  99. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
  100. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
  101. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
  102. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
  103. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
  104. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
  105. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
  106. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
  107. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
  108. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
  109. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
  110. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
  111. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
  112. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
  113. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
  114. data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
  115. data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
  116. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
  117. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
  118. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
  119. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
  120. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
  121. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
  122. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
  123. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
  124. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
  125. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
  126. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
  127. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
  128. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
  129. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
  130. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
  131. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
  132. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
  133. data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
  134. data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
  135. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
  136. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
  137. data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
  138. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
  139. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
  140. data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
  141. data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
  142. data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
  143. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
  144. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
  145. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
  146. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
  147. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
  148. data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
  149. data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
  150. data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
  151. data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
  152. data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
  153. data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
  154. data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
  155. data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
  156. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
  157. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
  158. data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
  159. data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
  160. data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
  161. data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
  162. data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
  163. data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
  164. data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
  165. data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
  166. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
  167. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
  168. data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
  169. data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
  170. data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
  171. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
  172. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
  173. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
  174. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
  175. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
  176. data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
  177. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
  178. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
  179. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  180. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  181. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  182. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  183. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  184. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  185. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  186. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  187. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  188. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
  189. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
  190. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
  191. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  192. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
  193. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
  194. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  195. data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
  196. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
  197. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
  198. data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
  199. data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
  200. data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
  201. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
  202. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
  203. data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
  204. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
  205. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
  206. data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
  207. data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
  208. data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
  209. data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
  210. data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
  211. data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
  212. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
  213. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
  214. data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
  215. data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
  216. data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
  217. data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
  218. data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
  219. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
  220. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
  221. data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
  222. data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
  223. data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
  224. data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
  225. data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
  226. data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
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  953. data/ext/lpsolver-highs/highs/parallel/HighsRaceTimer.h +38 -0
  954. data/ext/lpsolver-highs/highs/parallel/HighsSchedulerConstants.h +19 -0
  955. data/ext/lpsolver-highs/highs/parallel/HighsSpinMutex.h +48 -0
  956. data/ext/lpsolver-highs/highs/parallel/HighsSplitDeque.h +606 -0
  957. data/ext/lpsolver-highs/highs/parallel/HighsTask.h +170 -0
  958. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.cpp +43 -0
  959. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.h +217 -0
  960. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.cpp +848 -0
  961. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.h +108 -0
  962. data/ext/lpsolver-highs/highs/pdlp/HiPdlpTimer.h +155 -0
  963. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.cpp +141 -0
  964. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.h +26 -0
  965. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Diff +12 -0
  966. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Meld +7 -0
  967. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Merge +2 -0
  968. data/ext/lpsolver-highs/highs/pdlp/cupdlp/README.md +95 -0
  969. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/CMakeLists.txt +58 -0
  970. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cu +338 -0
  971. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cuh +319 -0
  972. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cu +386 -0
  973. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cuh +149 -0
  974. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cublas.c +154 -0
  975. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cuda_linalg.c +79 -0
  976. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp.h +16 -0
  977. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.c +214 -0
  978. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  979. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  980. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.c +802 -0
  981. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  982. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.c +148 -0
  983. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  984. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.c +124 -0
  985. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  986. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.c +425 -0
  987. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  988. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.c +1498 -0
  989. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  990. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.c +478 -0
  991. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  992. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  993. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.h +212 -0
  994. data/ext/lpsolver-highs/highs/pdlp/cupdlp/glbopts.h +342 -0
  995. data/ext/lpsolver-highs/highs/pdlp/hipdlp/defs.hpp +222 -0
  996. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.cc +231 -0
  997. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.hpp +61 -0
  998. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.cc +225 -0
  999. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.hpp +80 -0
  1000. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cc +2798 -0
  1001. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cu +497 -0
  1002. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  1003. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg_kernels.hpp +77 -0
  1004. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdlp_gpu_debug.hpp +62 -0
  1005. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.cc +132 -0
  1006. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.hpp +96 -0
  1007. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.cc +307 -0
  1008. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.hpp +74 -0
  1009. data/ext/lpsolver-highs/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  1010. data/ext/lpsolver-highs/highs/presolve/HPresolve.cpp +8511 -0
  1011. data/ext/lpsolver-highs/highs/presolve/HPresolve.h +505 -0
  1012. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.cpp +239 -0
  1013. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.h +52 -0
  1014. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.cpp +1368 -0
  1015. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.h +943 -0
  1016. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.cpp +1921 -0
  1017. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.h +284 -0
  1018. data/ext/lpsolver-highs/highs/presolve/ICrash.cpp +474 -0
  1019. data/ext/lpsolver-highs/highs/presolve/ICrash.h +124 -0
  1020. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.cpp +267 -0
  1021. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.h +62 -0
  1022. data/ext/lpsolver-highs/highs/presolve/ICrashX.cpp +173 -0
  1023. data/ext/lpsolver-highs/highs/presolve/ICrashX.h +23 -0
  1024. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.cpp +45 -0
  1025. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.h +90 -0
  1026. data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
  1027. data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
  1028. data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
  1029. data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
  1030. data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
  1031. data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
  1032. data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
  1033. data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
  1034. data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
  1035. data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
  1036. data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
  1037. data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
  1038. data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
  1039. data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
  1040. data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
  1041. data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
  1042. data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
  1043. data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
  1044. data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
  1045. data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
  1046. data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
  1047. data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
  1048. data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
  1049. data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
  1050. data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
  1051. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
  1052. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
  1053. data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
  1054. data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
  1055. data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
  1056. data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
  1057. data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
  1058. data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
  1059. data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
  1060. data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
  1061. data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
  1062. data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
  1063. data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
  1064. data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
  1065. data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
  1066. data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
  1067. data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
  1068. data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
  1069. data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
  1070. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
  1071. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
  1072. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
  1073. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
  1074. data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
  1075. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
  1076. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
  1077. data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
  1078. data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
  1079. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
  1080. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
  1081. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
  1082. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
  1083. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
  1084. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
  1085. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
  1086. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
  1087. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
  1088. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
  1089. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
  1090. data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
  1091. data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
  1092. data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
  1093. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
  1094. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
  1095. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
  1096. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
  1097. data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
  1098. data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
  1099. data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
  1100. data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
  1101. data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
  1102. data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
  1103. data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
  1104. data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
  1105. data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
  1106. data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
  1107. data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
  1108. data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
  1109. data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
  1110. data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
  1111. data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
  1112. data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
  1113. data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
  1114. data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
  1115. data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
  1116. data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
  1117. data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
  1118. data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
  1119. data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
  1120. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
  1121. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
  1122. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
  1123. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
  1124. data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
  1125. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
  1126. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
  1127. data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
  1128. data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
  1129. data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
  1130. data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
  1131. data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
  1132. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
  1133. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
  1134. data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
  1135. data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
  1136. data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
  1137. data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
  1138. data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
  1139. data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
  1140. data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
  1141. data/ext/lpsolver-highs/highs.pc.in +12 -0
  1142. data/ext/lpsolver-highs/meson.build +198 -0
  1143. data/ext/lpsolver-highs/meson_options.txt +31 -0
  1144. data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
  1145. data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
  1146. data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
  1147. data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
  1148. data/ext/lpsolver-highs/nuget/README.md +38 -0
  1149. data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
  1150. data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
  1151. data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
  1152. data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
  1153. data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
  1154. data/ext/lpsolver-highs/pyproject.toml +221 -0
  1155. data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
  1156. data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
  1157. data/ext/lpsolver-highs/version.rc.in +50 -0
  1158. data/lib/lpsolver/highs +0 -0
  1159. data/lib/lpsolver/model.rb +35 -7
  1160. data/lib/lpsolver/native.so +0 -0
  1161. data/lib/lpsolver/native_model.rb +261 -0
  1162. data/lib/lpsolver/solution.rb +93 -8
  1163. data/lib/lpsolver/version.rb +1 -1
  1164. data/lpsolver.gemspec +4 -1
  1165. metadata +1176 -4
@@ -0,0 +1,686 @@
1
+ #include "ipm/ipx/lp_solver.h"
2
+ #include <algorithm>
3
+ #include <cassert>
4
+ #include <vector>
5
+ #include <utility>
6
+ #include "ipm/ipx/crossover.h"
7
+ #include "ipm/ipx/info.h"
8
+ #include "ipm/ipx/kkt_solver_basis.h"
9
+ #include "ipm/ipx/kkt_solver_diag.h"
10
+ #include "ipm/ipx/starting_basis.h"
11
+ #include "ipm/ipx/utils.h"
12
+
13
+ namespace ipx {
14
+
15
+ Int LpSolver::LoadModel(Int num_var, const double offset,
16
+ const double* obj, const double* lb,
17
+ const double* ub, Int num_constr, const Int* Ap,
18
+ const Int* Ai, const double* Ax, const double* rhs,
19
+ const char* constr_type) {
20
+ ClearModel();
21
+ Int errflag = model_.Load(control_, num_constr, num_var, Ap, Ai, Ax, rhs,
22
+ constr_type, offset, obj, lb, ub);
23
+ model_.GetInfo(&info_);
24
+ return errflag;
25
+ }
26
+
27
+ Int LpSolver::LoadIPMStartingPoint(const double* x, const double* xl,
28
+ const double* xu, const double* slack,
29
+ const double* y, const double* zl,
30
+ const double* zu) {
31
+ const Int m = model_.rows();
32
+ const Int n = model_.cols();
33
+ x_start_.resize(n+m);
34
+ xl_start_.resize(n+m);
35
+ xu_start_.resize(n+m);
36
+ y_start_.resize(m);
37
+ zl_start_.resize(n+m);
38
+ zu_start_.resize(n+m);
39
+ Int errflag = model_.PresolveIPMStartingPoint(x, xl, xu, slack, y, zl, zu,
40
+ x_start_, xl_start_,
41
+ xu_start_, y_start_,
42
+ zl_start_, zu_start_);
43
+ if (errflag) {
44
+ ClearIPMStartingPoint();
45
+ return errflag;
46
+ }
47
+ MakeIPMStartingPointValid();
48
+ return 0;
49
+ }
50
+
51
+ Int LpSolver::Solve() {
52
+ if (model_.empty())
53
+ return info_.status = IPX_STATUS_no_model;
54
+ ClearSolution();
55
+ control_.ResetTimer();
56
+ control_.OpenLogfile();
57
+ control_.hLog("IPX version 1.0\n");
58
+ try {
59
+ InteriorPointSolve();
60
+ const bool run_crossover_on = control_.run_crossover() == 1;
61
+ const bool run_crossover_choose = control_.run_crossover() == -1;
62
+ const bool run_crossover_not_off = run_crossover_choose || run_crossover_on;
63
+ const bool run_crossover =
64
+ (info_.status_ipm == IPX_STATUS_optimal && run_crossover_on) ||
65
+ (info_.status_ipm == IPX_STATUS_imprecise && run_crossover_not_off);
66
+ // if ((info_.status_ipm == IPX_STATUS_optimal ||
67
+ // info_.status_ipm == IPX_STATUS_imprecise) && run_crossover_on) {
68
+ if (run_crossover) {
69
+ if (run_crossover_on) {
70
+ control_.hLog("Running crossover as requested\n");
71
+ } else if (run_crossover_choose) {
72
+ assert(info_.status_ipm == IPX_STATUS_imprecise);
73
+ control_.hLog("Running crossover since IPX is imprecise\n");
74
+ } else {
75
+ assert(run_crossover_on || run_crossover_choose);
76
+ }
77
+ BuildCrossoverStartingPoint();
78
+ RunCrossover();
79
+ }
80
+ if (basis_) {
81
+ info_.ftran_sparse = basis_->frac_ftran_sparse();
82
+ info_.btran_sparse = basis_->frac_btran_sparse();
83
+ info_.time_lu_invert = basis_->time_factorize();
84
+ info_.time_lu_update = basis_->time_update();
85
+ info_.time_ftran = basis_->time_ftran();
86
+ info_.time_btran = basis_->time_btran();
87
+ info_.mean_fill = basis_->mean_fill();
88
+ info_.max_fill = basis_->max_fill();
89
+ }
90
+ if (info_.status_ipm == IPX_STATUS_primal_infeas ||
91
+ info_.status_ipm == IPX_STATUS_dual_infeas ||
92
+ info_.status_crossover == IPX_STATUS_primal_infeas ||
93
+ info_.status_crossover == IPX_STATUS_dual_infeas) {
94
+ // When IPM or crossover detect the model to be infeasible
95
+ // (currently only the former is implemented), then the problem is
96
+ // solved.
97
+ info_.status = IPX_STATUS_solved;
98
+ } else {
99
+ Int method_status = run_crossover ?
100
+ info_.status_crossover : info_.status_ipm;
101
+ if (method_status == IPX_STATUS_optimal ||
102
+ method_status == IPX_STATUS_imprecise)
103
+ info_.status = IPX_STATUS_solved;
104
+ else
105
+ info_.status = IPX_STATUS_stopped;
106
+ }
107
+ PrintSummary();
108
+ }
109
+ catch (const std::bad_alloc&) {
110
+ control_.hLog(" out of memory\n");
111
+ info_.status = IPX_STATUS_out_of_memory;
112
+ }
113
+ catch (const std::exception& e) {
114
+ std::stringstream h_logging_stream;
115
+ h_logging_stream.str(std::string());
116
+ h_logging_stream << " internal error: " << e.what() << '\n';
117
+ control_.hLog(h_logging_stream);
118
+ info_.status = IPX_STATUS_internal_error;
119
+ }
120
+ info_.time_total = control_.Elapsed();
121
+ control_.Debug(2) << info_;
122
+ control_.CloseLogfile();
123
+ if (control_.reportBasisData())
124
+ basis_->reportBasisData();
125
+ return info_.status;
126
+ }
127
+
128
+ Info LpSolver::GetInfo() const {
129
+ return info_;
130
+ }
131
+
132
+ Int LpSolver::GetInteriorSolution(double* x, double* xl, double* xu,
133
+ double* slack, double* y, double* zl,
134
+ double* zu) const {
135
+ if (!iterate_)
136
+ return -1;
137
+ model_.PostsolveInteriorSolution(
138
+ iterate_->x(), iterate_->xl(), iterate_->xu(),
139
+ iterate_->y(), iterate_->zl(), iterate_->zu(),
140
+ x, xl, xu, slack, y, zl, zu);
141
+ return 0;
142
+ }
143
+
144
+ Int LpSolver::GetBasicSolution(double* x, double* slack, double* y, double* z,
145
+ Int* cbasis, Int* vbasis) const {
146
+ if (basic_statuses_.empty())
147
+ return -1;
148
+ model_.PostsolveBasicSolution(x_crossover_, y_crossover_, z_crossover_,
149
+ basic_statuses_, x, slack, y, z);
150
+ model_.PostsolveBasis(basic_statuses_, cbasis, vbasis);
151
+ return 0;
152
+ }
153
+
154
+ Parameters LpSolver::GetParameters() const {
155
+ return control_.parameters();
156
+ }
157
+
158
+ void LpSolver::SetParameters(Parameters new_parameters) {
159
+ control_.parameters(new_parameters);
160
+ }
161
+
162
+ void LpSolver::SetCallback(HighsCallback* callback) {
163
+ control_.callback(callback);
164
+ }
165
+
166
+ void LpSolver::ClearModel() {
167
+ model_.clear();
168
+ ClearSolution();
169
+ ClearIPMStartingPoint();
170
+ }
171
+
172
+ void LpSolver::ClearIPMStartingPoint() {
173
+ x_start_.resize(0);
174
+ xl_start_.resize(0);
175
+ xu_start_.resize(0);
176
+ y_start_.resize(0);
177
+ zl_start_.resize(0);
178
+ zu_start_.resize(0);
179
+ }
180
+
181
+ Int LpSolver::CrossoverFromStartingPoint(const double* x_start,
182
+ const double* slack_start,
183
+ const double* y_start,
184
+ const double* z_start) {
185
+ const Int m = model_.rows();
186
+ const Int n = model_.cols();
187
+ const Vector& lb = model_.lb();
188
+ const Vector& ub = model_.ub();
189
+ const SparseMatrix& AI = model_.AI();
190
+
191
+ ClearSolution();
192
+ control_.hLog("Crossover from starting point\n");
193
+
194
+ x_crossover_.resize(n+m);
195
+ y_crossover_.resize(m);
196
+ z_crossover_.resize(n+m);
197
+ crossover_weights_.resize(0);
198
+ model_.PresolveStartingPoint(x_start, slack_start, y_start, z_start,
199
+ x_crossover_, y_crossover_, z_crossover_);
200
+
201
+ // Check that starting point is complementary and satisfies bound and sign
202
+ // conditions.
203
+ for (Int j = 0; j < n+m; j++) {
204
+ if (x_crossover_[j] < lb[j] || x_crossover_[j] > ub[j])
205
+ return IPX_ERROR_invalid_vector;
206
+ if (x_crossover_[j] != lb[j] && z_crossover_[j] > 0.0)
207
+ return IPX_ERROR_invalid_vector;
208
+ if (x_crossover_[j] != ub[j] && z_crossover_[j] < 0.0)
209
+ return IPX_ERROR_invalid_vector;
210
+ }
211
+
212
+ // Construct starting basis.
213
+ basis_.reset(new Basis(control_, model_));
214
+ if (control_.crash_basis()) {
215
+ // Take columns in the following order of priority:
216
+ // - free columns
217
+ // - columns between their bounds, in increasing number of nonzeros
218
+ // - columns with zero dual, in increasing number of nonzeros
219
+ // - Fixed columns and those with nonzero dual
220
+ Timer timer;
221
+ Vector colweight(n+m);
222
+ for (Int j = 0; j < n+m; j++) {
223
+ Int nz = AI.entries(j);
224
+ if (lb[j] == ub[j])
225
+ colweight[j] = 0.0;
226
+ else if (std::isinf(lb[j]) && std::isinf(ub[j]))
227
+ colweight[j] = INFINITY;
228
+ else if (z_crossover_[j] != 0.0)
229
+ colweight[j] = 0.0;
230
+ else if (x_crossover_[j] != lb[j] && x_crossover_[j] != ub[j])
231
+ colweight[j] = m + (m-nz+1);
232
+ else
233
+ colweight[j] = m-nz+1;
234
+ }
235
+ basis_->ConstructBasisFromWeights(&colweight[0], &info_);
236
+ info_.time_starting_basis += timer.Elapsed();
237
+ if (info_.errflag) {
238
+ ClearSolution();
239
+ return 0;
240
+ }
241
+ }
242
+
243
+ RunCrossover();
244
+ return 0;
245
+ }
246
+
247
+ Int LpSolver::GetIterate(double* x, double* y, double* zl, double* zu,
248
+ double* xl, double* xu) {
249
+ if (!iterate_)
250
+ return -1;
251
+ if (x)
252
+ std::copy(std::begin(iterate_->x()), std::end(iterate_->x()), x);
253
+ if (y)
254
+ std::copy(std::begin(iterate_->y()), std::end(iterate_->y()), y);
255
+ if (zl)
256
+ std::copy(std::begin(iterate_->zl()), std::end(iterate_->zl()), zl);
257
+ if (zu)
258
+ std::copy(std::begin(iterate_->zu()), std::end(iterate_->zu()), zu);
259
+ if (xl)
260
+ std::copy(std::begin(iterate_->xl()), std::end(iterate_->xl()), xl);
261
+ if (xu)
262
+ std::copy(std::begin(iterate_->xu()), std::end(iterate_->xu()), xu);
263
+ return 0;
264
+ }
265
+
266
+ // Returns a vector of basic statuses that is consistent with the basis and
267
+ // the bounds from the model.
268
+ static std::vector<Int> BuildBasicStatuses(const Basis& basis) {
269
+ const Model& model = basis.model();
270
+ const Int m = model.rows();
271
+ const Int n = model.cols();
272
+ const Vector& lb = model.lb();
273
+ const Vector& ub = model.ub();
274
+ std::vector<Int> basic_statuses(n+m);
275
+ for (Int j = 0; j < n+m; j++) {
276
+ if (basis.IsBasic(j)) {
277
+ basic_statuses[j] = IPX_basic;
278
+ } else if (std::isfinite(lb[j])) {
279
+ basic_statuses[j] = IPX_nonbasic_lb;
280
+ } else if (std::isfinite(ub[j])) {
281
+ basic_statuses[j] = IPX_nonbasic_ub;
282
+ } else {
283
+ basic_statuses[j] = IPX_superbasic;
284
+ }
285
+ }
286
+ return basic_statuses;
287
+ }
288
+
289
+ Int LpSolver::GetBasis(Int* cbasis, Int* vbasis) {
290
+ if (!basis_)
291
+ return -1;
292
+ if (!basic_statuses_.empty()) {
293
+ // crossover provides basic statuses
294
+ model_.PostsolveBasis(basic_statuses_, cbasis, vbasis);
295
+ } else {
296
+ model_.PostsolveBasis(BuildBasicStatuses(*basis_), cbasis, vbasis);
297
+ }
298
+ return 0;
299
+ }
300
+
301
+ Int LpSolver::GetKKTMatrix(Int* AIp, Int* AIi, double* AIx, double* g) {
302
+ if (!iterate_)
303
+ return -1;
304
+ if (AIp && AIi && AIx) {
305
+ const SparseMatrix& AI = model_.AI();
306
+ std::copy_n(AI.colptr(), AI.cols()+1, AIp);
307
+ std::copy_n(AI.rowidx(), AI.entries(), AIi);
308
+ std::copy_n(AI.values(), AI.entries(), AIx);
309
+ }
310
+ if (g) {
311
+ Int m = model_.rows();
312
+ Int n = model_.cols();
313
+ for (Int j = 0; j < n+m; j++) {
314
+ switch (iterate_->StateOf(j)) {
315
+ case Iterate::State::fixed:
316
+ g[j] = INFINITY;
317
+ break;
318
+ case Iterate::State::free:
319
+ g[j] = 0.0;
320
+ break;
321
+ case Iterate::State::barrier:
322
+ g[j] = iterate_->zl(j)/iterate_->xl(j) +
323
+ iterate_->zu(j)/iterate_->xu(j);
324
+ assert(std::isfinite(g[j]));
325
+ assert(g[j] > 0.0);
326
+ break;
327
+ default:
328
+ assert(0);
329
+ }
330
+ }
331
+ }
332
+ return 0;
333
+ }
334
+
335
+ Int LpSolver::SymbolicInvert(Int* rowcounts, Int* colcounts) {
336
+ if (!basis_)
337
+ return -1;
338
+ basis_->SymbolicInvert(rowcounts, colcounts);
339
+ return 0;
340
+ }
341
+
342
+ void LpSolver::ClearSolution() {
343
+ iterate_.reset(nullptr);
344
+ basis_.reset(nullptr);
345
+ x_crossover_.resize(0);
346
+ y_crossover_.resize(0);
347
+ z_crossover_.resize(0);
348
+ crossover_weights_.resize(0);
349
+ basic_statuses_.clear();
350
+ basic_statuses_.shrink_to_fit();
351
+ info_ = Info();
352
+ // Restore info entries that belong to model.
353
+ model_.GetInfo(&info_);
354
+
355
+ }
356
+
357
+ void LpSolver::InteriorPointSolve() {
358
+ if (control_.runCentring()) {
359
+ control_.hLog("Interior point solve for analytic centre\n");
360
+ } else {
361
+ control_.hLog("Interior point solve\n");
362
+ }
363
+
364
+ // Allocate new iterate and set tolerances for IPM termination test.
365
+ iterate_.reset(new Iterate(model_));
366
+ iterate_->feasibility_tol(control_.ipm_feasibility_tol());
367
+ iterate_->optimality_tol(control_.ipm_optimality_tol());
368
+ if (control_.run_crossover())
369
+ iterate_->start_crossover_tol(control_.start_crossover_tol());
370
+
371
+ RunIPM();
372
+
373
+ iterate_->Postprocess();
374
+ iterate_->EvaluatePostsolved(&info_);
375
+
376
+ // Declare status_ipm "imprecise" if the IPM terminated optimal but the
377
+ // solution after postprocessing/postsolve does not satisfy tolerances.
378
+ if (info_.status_ipm == IPX_STATUS_optimal) {
379
+ if (std::abs(info_.rel_objgap) > control_.ipm_optimality_tol() ||
380
+ info_.rel_presidual > control_.ipm_feasibility_tol() ||
381
+ info_.rel_dresidual > control_.ipm_feasibility_tol())
382
+ info_.status_ipm = IPX_STATUS_imprecise;
383
+ }
384
+
385
+ // Assess the success of analytic centre calculation
386
+ if (info_.centring_tried)
387
+ info_.status_ipm = info_.centring_success ? IPX_STATUS_optimal : IPX_STATUS_imprecise;
388
+ }
389
+
390
+ void LpSolver::RunIPM() {
391
+ IPM ipm(control_);
392
+ info_.centring_tried = false;
393
+ info_.centring_success = false;
394
+
395
+ if (x_start_.size() != 0) {
396
+ control_.hLog(" Using starting point provided by user. Skipping initial iterations.\n");
397
+ iterate_->Initialize(x_start_, xl_start_, xu_start_,
398
+ y_start_, zl_start_, zu_start_);
399
+ }
400
+ else {
401
+ ComputeStartingPoint(ipm);
402
+ if (info_.status_ipm != IPX_STATUS_not_run)
403
+ return;
404
+ RunInitialIPM(ipm);
405
+ if (info_.status_ipm != IPX_STATUS_not_run)
406
+ return;
407
+ }
408
+ BuildStartingBasis();
409
+ if (info_.status_ipm != IPX_STATUS_not_run ||
410
+ info_.centring_tried)
411
+ return;
412
+ RunMainIPM(ipm);
413
+ }
414
+
415
+ void LpSolver::MakeIPMStartingPointValid() {
416
+ const Int m = model_.rows();
417
+ const Int n = model_.cols();
418
+ const Vector& lb = model_.lb();
419
+ const Vector& ub = model_.ub();
420
+ Vector& xl = xl_start_;
421
+ Vector& xu = xu_start_;
422
+ Vector& zl = zl_start_;
423
+ Vector& zu = zu_start_;
424
+
425
+ Int numComplementarityProducts = 0;
426
+ double sumComplementarityProducts = 0.0;
427
+ for (Int j = 0; j < n+m; ++j) {
428
+ if (xl[j] > 0.0 && zl[j] > 0.0) {
429
+ sumComplementarityProducts += xl[j] * zl[j];
430
+ numComplementarityProducts++;
431
+ }
432
+ if (xu[j] > 0.0 && zu[j] > 0.0) {
433
+ sumComplementarityProducts += xu[j] * zu[j];
434
+ numComplementarityProducts++;
435
+ }
436
+ }
437
+ const double mu = numComplementarityProducts ?
438
+ sumComplementarityProducts / numComplementarityProducts : 1.0;
439
+
440
+ for (Int j = 0; j < n+m; ++j) {
441
+ if (std::isfinite(lb[j])) {
442
+ assert(std::isfinite(xl[j]) && xl[j] >= 0.0);
443
+ assert(std::isfinite(zl[j]) && zl[j] >= 0.0);
444
+ if (xl[j] == 0.0 && zl[j] == 0.0)
445
+ xl[j] = zl[j] = std::sqrt(mu);
446
+ else if (xl[j] == 0.0)
447
+ xl[j] = mu / zl[j];
448
+ else if (zl[j] == 0.0)
449
+ zl[j] = mu / xl[j];
450
+ } else {
451
+ assert(xl[j] == INFINITY);
452
+ assert(zl[j] == 0.0);
453
+ }
454
+ if (std::isfinite(ub[j])) {
455
+ assert(std::isfinite(xu[j]) && xu[j] >= 0.0);
456
+ assert(std::isfinite(zu[j]) && zu[j] >= 0.0);
457
+ if (xu[j] == 0.0 && zu[j] == 0.0)
458
+ xu[j] = zu[j] = std::sqrt(mu);
459
+ else if (xu[j] == 0.0)
460
+ xu[j] = mu / zu[j];
461
+ else if (zu[j] == 0.0)
462
+ zu[j] = mu / xu[j];
463
+ } else {
464
+ assert(xu[j] == INFINITY);
465
+ assert(zu[j] == 0.0);
466
+ }
467
+ }
468
+ }
469
+
470
+ void LpSolver::ComputeStartingPoint(IPM& ipm) {
471
+ Timer timer;
472
+ KKTSolverDiag kkt(control_, model_);
473
+
474
+ // If the starting point procedure fails, then iterate_ remains as
475
+ // initialized by the constructor, which is a valid state for
476
+ // postprocessing/postsolving.
477
+ ipm.StartingPoint(&kkt, iterate_.get(), &info_);
478
+ info_.time_ipm1 += timer.Elapsed();
479
+ }
480
+
481
+ void LpSolver::RunInitialIPM(IPM& ipm) {
482
+ Timer timer;
483
+ KKTSolverDiag kkt(control_, model_);
484
+
485
+ Int switchiter = control_.switchiter();
486
+ if (switchiter < 0) {
487
+ // Switch iteration not specified by user. Run as long as KKT solver
488
+ // converges within min(500,10+m/20) iterations.
489
+ Int m = model_.rows();
490
+ kkt.maxiter(std::min(500l, (long) (10+m/20) ));
491
+ ipm.maxiter(control_.ipm_maxiter());
492
+ } else {
493
+ ipm.maxiter(std::min(switchiter, control_.ipm_maxiter()));
494
+ }
495
+ ipm.Driver(&kkt, iterate_.get(), &info_);
496
+ switch (info_.status_ipm) {
497
+ case IPX_STATUS_optimal:
498
+ // If the IPM reached its termination criterion in the initial
499
+ // iterations (happens rarely), we still call the IPM again with basis
500
+ // preconditioning. In exact arithmetic it would terminate without an
501
+ // additional iteration. A starting basis is then available for
502
+ // crossover.
503
+ info_.status_ipm = IPX_STATUS_not_run;
504
+ break;
505
+ case IPX_STATUS_no_progress:
506
+ info_.status_ipm = IPX_STATUS_not_run;
507
+ break;
508
+ case IPX_STATUS_failed:
509
+ info_.status_ipm = IPX_STATUS_not_run;
510
+ info_.errflag = 0;
511
+ break;
512
+ case IPX_STATUS_iter_limit:
513
+ if (info_.iter < control_.ipm_maxiter()) // stopped at switchiter
514
+ info_.status_ipm = IPX_STATUS_not_run;
515
+ }
516
+ info_.time_ipm1 += timer.Elapsed();
517
+ }
518
+
519
+ void LpSolver::BuildStartingBasis() {
520
+ if (control_.stop_at_switch() < 0) {
521
+ info_.status_ipm = IPX_STATUS_debug;
522
+ return;
523
+ }
524
+ control_.hLog(" Constructing starting basis...\n");
525
+ basis_.reset(new Basis(control_, model_));
526
+ StartingBasis(iterate_.get(), basis_.get(), &info_);
527
+ if (info_.errflag == IPX_ERROR_user_interrupt) {
528
+ info_.errflag = 0;
529
+ info_.status_ipm = IPX_STATUS_user_interrupt;
530
+ return;
531
+ } else if (info_.errflag == IPX_ERROR_time_interrupt) {
532
+ info_.errflag = 0;
533
+ info_.status_ipm = IPX_STATUS_time_limit;
534
+ return;
535
+ } else if (info_.errflag) {
536
+ info_.status_ipm = IPX_STATUS_failed;
537
+ return;
538
+ }
539
+ if (model_.dualized()) {
540
+ std::swap(info_.dependent_rows, info_.dependent_cols);
541
+ std::swap(info_.rows_inconsistent, info_.cols_inconsistent);
542
+ }
543
+ if (control_.stop_at_switch() > 0) {
544
+ info_.status_ipm = IPX_STATUS_debug;
545
+ return;
546
+ }
547
+ if (info_.rows_inconsistent) {
548
+ info_.status_ipm = IPX_STATUS_primal_infeas;
549
+ return;
550
+ }
551
+ if (info_.cols_inconsistent) {
552
+ info_.status_ipm = IPX_STATUS_dual_infeas;
553
+ return;
554
+ }
555
+ }
556
+
557
+ void LpSolver::RunMainIPM(IPM& ipm) {
558
+ KKTSolverBasis kkt(control_, *basis_);
559
+ Timer timer;
560
+ ipm.PrintHeader();
561
+ ipm.maxiter(control_.ipm_maxiter());
562
+ ipm.Driver(&kkt, iterate_.get(), &info_);
563
+ info_.time_ipm2 = timer.Elapsed();
564
+ }
565
+
566
+ void LpSolver::BuildCrossoverStartingPoint() {
567
+ const Int m = model_.rows();
568
+ const Int n = model_.cols();
569
+
570
+ // Construct a complementary primal-dual point from the final IPM iterate.
571
+ // This usually increases the residuals to Ax=b and A'y+z=c.
572
+ x_crossover_.resize(n+m);
573
+ y_crossover_.resize(m);
574
+ z_crossover_.resize(n+m);
575
+ iterate_->DropToComplementarity(x_crossover_, y_crossover_, z_crossover_);
576
+
577
+ // Perform dual pushes in increasing order and primal pushes in decreasing
578
+ // order of the scaling factors from the final IPM iterate.
579
+ crossover_weights_.resize(n+m);
580
+ for (Int j = 0; j < n+m; j++)
581
+ crossover_weights_[j] = iterate_->ScalingFactor(j);
582
+ }
583
+
584
+ void LpSolver::RunCrossover() {
585
+ assert(basis_);
586
+ const Int m = model_.rows();
587
+ const Int n = model_.cols();
588
+ const Vector& lb = model_.lb();
589
+ const Vector& ub = model_.ub();
590
+ const double *weights = NULL;
591
+ basic_statuses_.clear();
592
+
593
+ if (crossover_weights_.size()) {
594
+ assert((Int)crossover_weights_.size() == n+m);
595
+ weights = &crossover_weights_[0];
596
+ }
597
+
598
+ Crossover crossover(control_);
599
+ crossover.PushAll(basis_.get(), x_crossover_, y_crossover_, z_crossover_,
600
+ weights, &info_);
601
+ info_.time_crossover =
602
+ crossover.time_primal() + crossover.time_dual();
603
+ info_.updates_crossover =
604
+ crossover.primal_pivots() + crossover.dual_pivots();
605
+ if (info_.status_crossover != IPX_STATUS_optimal) {
606
+ // Crossover failed. Discard solution.
607
+ x_crossover_.resize(0);
608
+ y_crossover_.resize(0);
609
+ z_crossover_.resize(0);
610
+ return;
611
+ }
612
+
613
+ // Recompute vertex solution and set basic statuses.
614
+ basis_->ComputeBasicSolution(x_crossover_, y_crossover_, z_crossover_);
615
+ basic_statuses_.resize(n+m);
616
+ for (size_t j = 0; j < basic_statuses_.size(); j++) {
617
+ if (basis_->IsBasic(j)) {
618
+ basic_statuses_[j] = IPX_basic;
619
+ } else {
620
+ if (lb[j] == ub[j])
621
+ basic_statuses_[j] = z_crossover_[j] >= 0.0 ?
622
+ IPX_nonbasic_lb : IPX_nonbasic_ub;
623
+ else if (x_crossover_[j] == lb[j])
624
+ basic_statuses_[j] = IPX_nonbasic_lb;
625
+ else if (x_crossover_[j] == ub[j])
626
+ basic_statuses_[j] = IPX_nonbasic_ub;
627
+ else
628
+ basic_statuses_[j] = IPX_superbasic;
629
+ }
630
+ }
631
+ control_.Debug()
632
+ << Textline("Bound violation of basic solution:")
633
+ << sci2(PrimalInfeasibility(model_, x_crossover_)) << '\n'
634
+ << Textline("Dual sign violation of basic solution:")
635
+ << sci2(DualInfeasibility(model_, x_crossover_, z_crossover_)) << '\n';
636
+ control_.Debug()
637
+ << Textline("Minimum singular value of basis matrix:")
638
+ << sci2(basis_->MinSingularValue()) << '\n';
639
+
640
+ // Declare crossover status "imprecise" if the vertex solution defined by
641
+ // the final basis does not satisfy tolerances.
642
+ model_.EvaluateBasicSolution(x_crossover_, y_crossover_, z_crossover_,
643
+ basic_statuses_, &info_);
644
+ if (info_.primal_infeas > control_.pfeasibility_tol() ||
645
+ info_.dual_infeas > control_.dfeasibility_tol())
646
+ info_.status_crossover = IPX_STATUS_imprecise;
647
+ }
648
+
649
+ void LpSolver::PrintSummary() {
650
+ std::stringstream h_logging_stream;
651
+ h_logging_stream.str(std::string());
652
+ h_logging_stream << "Summary\n";
653
+ if (!control_.timelessLog())
654
+ h_logging_stream << Textline("Runtime:") << fix2(control_.Elapsed()) << "s\n";
655
+ h_logging_stream << Textline("Status interior point solve:")
656
+ << StatusString(info_.status_ipm) << '\n'
657
+ << Textline("Status crossover:")
658
+ << StatusString(info_.status_crossover) << '\n';
659
+ control_.hLog(h_logging_stream);
660
+ if (info_.status_ipm == IPX_STATUS_optimal ||
661
+ info_.status_ipm == IPX_STATUS_imprecise) {
662
+ h_logging_stream
663
+ << Textline("objective value:") << sci8(info_.pobjval) << '\n'
664
+ << Textline("interior solution primal residual (abs/rel):")
665
+ << sci2(info_.abs_presidual) << " / " << sci2(info_.rel_presidual)
666
+ << '\n'
667
+ << Textline("interior solution dual residual (abs/rel):")
668
+ << sci2(info_.abs_dresidual) << " / " << sci2(info_.rel_dresidual)
669
+ << '\n'
670
+ << Textline("interior solution objective gap (abs/rel):")
671
+ << sci2(info_.pobjval-info_.dobjval) << " / "
672
+ << sci2(info_.rel_objgap) << '\n';
673
+ control_.hLog(h_logging_stream);
674
+ }
675
+ if (info_.status_crossover == IPX_STATUS_optimal ||
676
+ info_.status_crossover == IPX_STATUS_imprecise) {
677
+ h_logging_stream
678
+ << Textline("basic solution primal infeasibility:")
679
+ << sci2(info_.primal_infeas) << '\n'
680
+ << Textline("basic solution dual infeasibility:")
681
+ << sci2(info_.dual_infeas) << '\n';
682
+ control_.hLog(h_logging_stream);
683
+ }
684
+ }
685
+
686
+ } // namespace ipx