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 +1,1290 @@
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/HighsIis.cpp
9
+ * @brief IIS utilities for HiGHS
10
+ */
11
+
12
+ #include "Highs.h"
13
+
14
+ void HighsIis::clearData() {
15
+ this->valid_ = false;
16
+ this->status_ = kIisModelStatusUnknown;
17
+ this->strategy_ = kIisStrategyMin;
18
+ this->col_index_.clear();
19
+ this->row_index_.clear();
20
+ this->col_bound_.clear();
21
+ this->row_bound_.clear();
22
+ this->col_status_.clear();
23
+ this->row_status_.clear();
24
+ this->model_.clear();
25
+ }
26
+
27
+ void HighsIis::clear() {
28
+ this->clearData();
29
+ this->info_.clear();
30
+ }
31
+
32
+ void HighsIis::clearLogInfo() {
33
+ this->info_.iis_last_disptime = -kHighsInf;
34
+ this->info_.iis_num_disp_lines = 0;
35
+ }
36
+
37
+ void HighsIis::invalid(const HighsLp& lp) {
38
+ this->clear();
39
+ this->col_status_.assign(lp.num_col_, kIisStatusMaybeInConflict);
40
+ this->row_status_.assign(lp.num_row_, kIisStatusMaybeInConflict);
41
+ }
42
+
43
+ std::string HighsIis::iisBoundStatusToString(HighsInt bound_status) const {
44
+ if (bound_status == kIisBoundStatusDropped) return "Dropped";
45
+ if (bound_status == kIisBoundStatusNull) return " Null";
46
+ if (bound_status == kIisBoundStatusFree) return " Free";
47
+ if (bound_status == kIisBoundStatusLower) return " Lower";
48
+ if (bound_status == kIisBoundStatusUpper) return " Upper";
49
+ if (bound_status == kIisBoundStatusBoxed) return " Boxed";
50
+ return "*****";
51
+ }
52
+
53
+ std::string HighsIis::iisModelStatusToString(HighsInt model_status) const {
54
+ if (model_status == kIisModelStatusFeasible) return "Feasible";
55
+ if (model_status == kIisModelStatusUnknown) return "Unknown";
56
+ if (model_status == kIisModelStatusTimeLimit) return "Time limit reached";
57
+ if (model_status == kIisModelStatusReducible) return "Reducible";
58
+ if (model_status == kIisModelStatusIrreducible) return "Irreducible";
59
+ return "*****";
60
+ }
61
+
62
+ void HighsIis::report(const std::string& message, const HighsLp& lp) const {
63
+ HighsInt num_iis_col = this->col_index_.size();
64
+ HighsInt num_iis_row = this->row_index_.size();
65
+ if (num_iis_col > 10 || num_iis_row > 10) return;
66
+ printf("\nIIS %s\n===\n", message.c_str());
67
+ printf("Column: ");
68
+ for (HighsInt iCol = 0; iCol < num_iis_col; iCol++) printf("%9d ", int(iCol));
69
+ printf("\nStatus: ");
70
+ for (HighsInt iCol = 0; iCol < num_iis_col; iCol++)
71
+ printf("%9s ", iisBoundStatusToString(this->col_bound_[iCol]).c_str());
72
+ printf("\nLower: ");
73
+ for (HighsInt iCol = 0; iCol < num_iis_col; iCol++)
74
+ printf("%9.2g ", lp.col_lower_[iCol]);
75
+ printf("\nUpper: ");
76
+ for (HighsInt iCol = 0; iCol < num_iis_col; iCol++)
77
+ printf("%9.2g ", lp.col_upper_[iCol]);
78
+ printf("\n");
79
+ printf("Row: Status Lower Upper\n");
80
+ for (HighsInt iRow = 0; iRow < num_iis_row; iRow++)
81
+ printf("%2d %9s %9.2g %9.2g\n", int(iRow),
82
+ iisBoundStatusToString(this->row_bound_[iRow]).c_str(),
83
+ lp.row_lower_[iRow], lp.row_upper_[iRow]);
84
+ printf("\n");
85
+ }
86
+
87
+ void HighsIis::reportIteration(const HighsOptions& options, const HighsInt iter,
88
+ const HighsInt num_rows_remaining,
89
+ const bool force) {
90
+ const bool output_flag = *options.log_options.output_flag;
91
+ if (!output_flag) return;
92
+ const double min_interval = 5.0;
93
+ const double runtime = info_.sum_simplex_times;
94
+ if (!force && info_.iis_last_disptime > -0.5 * kHighsInf &&
95
+ runtime - info_.iis_last_disptime < min_interval)
96
+ return;
97
+ // Update last time only when we actually print a line
98
+ info_.iis_last_disptime = runtime;
99
+ const int gap = 17;
100
+ const int w_iter = int(strlen("Iteration")) + 2;
101
+ const int w_rows = int(strlen("Rows")) + gap;
102
+ const int w_time = int(strlen("Runtime")) + gap;
103
+
104
+ // Print header every 20 lines (and on first line)
105
+ if (info_.iis_num_disp_lines % 20 == 0) {
106
+ highsLogUser(options.log_options, HighsLogType::kInfo, "%*s%*s%*s\n",
107
+ w_iter, "Iteration", w_rows, "Rows", w_time, "Runtime");
108
+ }
109
+ ++info_.iis_num_disp_lines;
110
+ const std::string time_string = highsFormatToString("%.2fs", runtime);
111
+ highsLogUser(options.log_options, HighsLogType::kInfo, "%*d%*d%*s\n", w_iter,
112
+ int(iter), w_rows, int(num_rows_remaining), w_time,
113
+ time_string.c_str());
114
+ }
115
+
116
+ void HighsIis::reportFinal(const HighsOptions& options) const {
117
+ const bool output_flag = *options.log_options.output_flag;
118
+ if (!output_flag) return;
119
+ const HighsLogOptions& log_options = options.log_options;
120
+ // Align colons by padding labels to the same width
121
+ const int kLabelWidth = 19;
122
+ highsLogUser(log_options, HighsLogType::kInfo, "\n");
123
+ highsLogUser(log_options, HighsLogType::kInfo, "%-*s : %s\n", kLabelWidth,
124
+ "IIS status", iisModelStatusToString(status_).c_str());
125
+ highsLogUser(log_options, HighsLogType::kInfo, "%-*s : %d\n", kLabelWidth,
126
+ "Rows", int(row_index_.size()));
127
+ highsLogUser(log_options, HighsLogType::kInfo, "%-*s : %d\n", kLabelWidth,
128
+ "Columns", int(col_index_.size()));
129
+ highsLogUser(log_options, HighsLogType::kInfo, "%-*s : %.2fs\n", kLabelWidth,
130
+ "HiGHS run time", info_.sum_simplex_times);
131
+ }
132
+
133
+ void HighsIis::addCol(const HighsInt col, const HighsInt status) {
134
+ this->col_index_.push_back(col);
135
+ this->col_bound_.push_back(status);
136
+ }
137
+
138
+ void HighsIis::addRow(const HighsInt row, const HighsInt status) {
139
+ this->row_index_.push_back(row);
140
+ this->row_bound_.push_back(status);
141
+ }
142
+
143
+ void HighsIis::removeCol(const HighsInt col) {
144
+ HighsInt num_col = this->col_index_.size();
145
+ assert(col < num_col);
146
+ this->col_index_[col] = this->col_index_[num_col - 1];
147
+ this->col_index_.resize(num_col - 1);
148
+ }
149
+
150
+ void HighsIis::removeRow(const HighsInt row) {
151
+ HighsInt num_row = this->row_index_.size();
152
+ assert(row < num_row);
153
+ this->row_index_[row] = this->row_index_[num_row - 1];
154
+ this->row_index_.resize(num_row - 1);
155
+ }
156
+
157
+ bool HighsIis::trivial(const HighsLp& lp, const HighsOptions& options) {
158
+ this->clear();
159
+ const bool col_priority = kIisStrategyColPriority & options.iis_strategy;
160
+ for (HighsInt k = 0; k < 2; k++) {
161
+ if ((col_priority && k == 0) || (!col_priority && k == 1)) {
162
+ // Loop over columns first
163
+ for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) {
164
+ if (lp.col_lower_[iCol] - lp.col_upper_[iCol] >
165
+ 2 * options.primal_feasibility_tolerance) {
166
+ this->addCol(iCol, kIisBoundStatusBoxed);
167
+ break;
168
+ }
169
+ }
170
+ if (this->col_index_.size() > 0) break;
171
+ } else {
172
+ // Loop over rows first
173
+ for (HighsInt iRow = 0; iRow < lp.num_row_; iRow++) {
174
+ if (lp.row_lower_[iRow] - lp.row_upper_[iRow] >
175
+ 2 * options.primal_feasibility_tolerance) {
176
+ this->addRow(iRow, kIisBoundStatusBoxed);
177
+ break;
178
+ }
179
+ }
180
+ if (this->row_index_.size() > 0) break;
181
+ }
182
+ }
183
+ HighsInt num_iis_col = this->col_index_.size();
184
+ HighsInt num_iis_row = this->row_index_.size();
185
+ // If one is found then we've found an IIS
186
+ if (num_iis_col + num_iis_row > 0) {
187
+ // Should have found exactly 1
188
+ assert(num_iis_col + num_iis_row == 1);
189
+ this->valid_ = true;
190
+ this->status_ = kIisModelStatusIrreducible;
191
+ this->strategy_ = options.iis_strategy;
192
+ return true;
193
+ }
194
+ // Now look for empty rows that cannot have zero activity
195
+ std::vector<HighsInt> count;
196
+ // Get the row counts
197
+ if (lp.a_matrix_.isColwise()) {
198
+ count.assign(lp.num_row_, 0);
199
+ for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) {
200
+ for (HighsInt iEl = lp.a_matrix_.start_[iCol];
201
+ iEl < lp.a_matrix_.start_[iCol + 1]; iEl++)
202
+ count[lp.a_matrix_.index_[iEl]]++;
203
+ }
204
+ } else {
205
+ for (HighsInt iRow = 0; iRow < lp.num_row_; iRow++)
206
+ count.push_back(lp.a_matrix_.start_[iRow + 1] -
207
+ lp.a_matrix_.start_[iRow]);
208
+ }
209
+ assert(this->row_index_.size() == 0);
210
+ for (HighsInt iRow = 0; iRow < lp.num_row_; iRow++) {
211
+ if (count[iRow] > 0) continue;
212
+ if (lp.row_lower_[iRow] > options.primal_feasibility_tolerance) {
213
+ this->addRow(iRow, kIisBoundStatusLower);
214
+ } else if (lp.row_upper_[iRow] < -options.primal_feasibility_tolerance) {
215
+ this->addRow(iRow, kIisBoundStatusUpper);
216
+ }
217
+ if (this->row_index_.size() > 0) {
218
+ // If one is found then we've found an IIS
219
+ this->valid_ = true;
220
+ this->status_ = kIisModelStatusIrreducible;
221
+ this->strategy_ = options.iis_strategy;
222
+ return true;
223
+ }
224
+ }
225
+ return false;
226
+ }
227
+
228
+ bool HighsIis::rowValueBounds(const HighsLp& lp, const HighsOptions& options) {
229
+ // Look for infeasible rows based on row value bounds
230
+ this->clear();
231
+ std::vector<double> lower_value;
232
+ std::vector<double> upper_value;
233
+ if (lp.a_matrix_.isColwise()) {
234
+ lower_value.assign(lp.num_row_, 0);
235
+ upper_value.assign(lp.num_row_, 0);
236
+ for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) {
237
+ const double lower = lp.col_lower_[iCol];
238
+ const double upper = lp.col_upper_[iCol];
239
+ for (HighsInt iEl = lp.a_matrix_.start_[iCol];
240
+ iEl < lp.a_matrix_.start_[iCol + 1]; iEl++) {
241
+ HighsInt iRow = lp.a_matrix_.index_[iEl];
242
+ double value = lp.a_matrix_.value_[iEl];
243
+ if (value > 0) {
244
+ lower_value[iRow] += value * lower;
245
+ upper_value[iRow] += value * upper;
246
+ } else {
247
+ lower_value[iRow] += value * upper;
248
+ upper_value[iRow] += value * lower;
249
+ }
250
+ }
251
+ }
252
+ } else {
253
+ for (HighsInt iRow = 0; iRow < lp.num_row_; iRow++) {
254
+ double lower_row_value = 0;
255
+ double upper_row_value = 0;
256
+ for (HighsInt iEl = lp.a_matrix_.start_[iRow];
257
+ iEl < lp.a_matrix_.start_[iRow + 1]; iEl++) {
258
+ HighsInt iCol = lp.a_matrix_.index_[iEl];
259
+ const double lower = lp.col_lower_[iCol];
260
+ const double upper = lp.col_upper_[iCol];
261
+ double value = lp.a_matrix_.value_[iEl];
262
+ if (value > 0) {
263
+ lower_row_value += value * lower;
264
+ upper_row_value += value * upper;
265
+ } else {
266
+ lower_row_value += value * upper;
267
+ upper_row_value += value * lower;
268
+ }
269
+ }
270
+ lower_value.push_back(lower_row_value);
271
+ upper_value.push_back(upper_row_value);
272
+ }
273
+ }
274
+ bool below_lower = false;
275
+ bool above_upper;
276
+ for (HighsInt iRow = 0; iRow < lp.num_row_; iRow++) {
277
+ below_lower = upper_value[iRow] <
278
+ lp.row_lower_[iRow] - options.primal_feasibility_tolerance;
279
+ above_upper = lower_value[iRow] >
280
+ lp.row_upper_[iRow] + options.primal_feasibility_tolerance;
281
+ if (below_lower || above_upper) {
282
+ this->row_index_.push_back(iRow);
283
+ if (below_lower) {
284
+ this->row_bound_.push_back(kIisBoundStatusLower);
285
+ } else {
286
+ this->row_bound_.push_back(kIisBoundStatusUpper);
287
+ }
288
+ break;
289
+ }
290
+ }
291
+ if (this->row_index_.size() == 0) {
292
+ // Nothing found, but IIS data still valid
293
+ this->clear();
294
+ this->valid_ = true;
295
+ this->status_ = kIisModelStatusUnknown;
296
+ this->strategy_ = options.iis_strategy;
297
+ return false;
298
+ }
299
+ assert(below_lower || above_upper);
300
+ assert(!(below_lower && above_upper));
301
+ // Found an infeasible row
302
+ const HighsInt iRow = this->row_index_[0];
303
+ const std::string row_name_string =
304
+ lp.row_names_.size() > 0 ? "(" + lp.row_names_[iRow] + ")" : "";
305
+ if (below_lower) {
306
+ highsLogUser(
307
+ options.log_options, HighsLogType::kInfo,
308
+ "LP row %d %shas maximum row value of %g, below lower bound of %g\n",
309
+ int(iRow), row_name_string.c_str(), upper_value[iRow],
310
+ lp.row_lower_[iRow]);
311
+ } else {
312
+ highsLogUser(
313
+ options.log_options, HighsLogType::kInfo,
314
+ "LP row %d %shas minimum row value of %g, above upper bound of %g\n",
315
+ int(iRow), row_name_string.c_str(), lower_value[iRow],
316
+ lp.row_upper_[iRow]);
317
+ }
318
+ double value;
319
+ auto setColBound = [&]() {
320
+ if (below_lower) {
321
+ if (value > 0) {
322
+ this->col_bound_.push_back(kIisBoundStatusUpper);
323
+ } else {
324
+ this->col_bound_.push_back(kIisBoundStatusLower);
325
+ }
326
+ } else {
327
+ if (value > 0) {
328
+ this->col_bound_.push_back(kIisBoundStatusLower);
329
+ } else {
330
+ this->col_bound_.push_back(kIisBoundStatusUpper);
331
+ }
332
+ }
333
+ };
334
+
335
+ if (lp.a_matrix_.isColwise()) {
336
+ for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) {
337
+ for (HighsInt iEl = lp.a_matrix_.start_[iCol];
338
+ iEl < lp.a_matrix_.start_[iCol + 1]; iEl++) {
339
+ value = lp.a_matrix_.value_[iEl];
340
+ if (lp.a_matrix_.index_[iEl] == iRow && value != 0) {
341
+ this->col_index_.push_back(iCol);
342
+ setColBound();
343
+ }
344
+ }
345
+ }
346
+ } else {
347
+ for (HighsInt iEl = lp.a_matrix_.start_[iRow];
348
+ iEl < lp.a_matrix_.start_[iRow + 1]; iEl++) {
349
+ HighsInt iCol = lp.a_matrix_.index_[iEl];
350
+ value = lp.a_matrix_.value_[iEl];
351
+ if (value != 0) {
352
+ this->col_index_.push_back(iCol);
353
+ setColBound();
354
+ }
355
+ }
356
+ }
357
+
358
+ // There must be at least one column in the IIS
359
+ assert(this->col_index_.size() > 0);
360
+ assert(this->col_index_.size() == this->col_bound_.size());
361
+ assert(this->row_index_.size() == this->row_bound_.size());
362
+ this->valid_ = true;
363
+ this->status_ = kIisModelStatusIrreducible;
364
+ this->strategy_ = options.iis_strategy;
365
+ return true;
366
+ }
367
+
368
+ HighsStatus HighsIis::deduce(const HighsLp& lp, const HighsOptions& options,
369
+ const HighsCallback& callback,
370
+ const HighsBasis& basis) {
371
+ // The number of infeasible rows must be positive
372
+ assert(this->row_index_.size() > 0);
373
+ // Identify the LP corresponding to the set of infeasible rows
374
+ std::vector<HighsInt> from_row = this->row_index_;
375
+ std::vector<HighsInt> from_col;
376
+ std::vector<HighsInt> to_row;
377
+ to_row.assign(lp.num_row_, -1);
378
+ // Only uses this->row_index_ to initialise from_row, so can clear
379
+ this->clearData();
380
+ // ToDo Exploit the known col_index_ and row_bound_ HighsIis
381
+ // information
382
+ //
383
+ // To get the IIS data needs the matrix to be column-wise
384
+ assert(lp.a_matrix_.isColwise());
385
+ // Determine how to detect whether a row is in from_row and (then)
386
+ // gather information about it
387
+ for (HighsInt iX = 0; iX < HighsInt(from_row.size()); iX++)
388
+ to_row[from_row[iX]] = iX;
389
+ // Identify the columns (from_col) with nonzeros in the infeasible
390
+ // rows
391
+ for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) {
392
+ bool use_col = false;
393
+ for (HighsInt iEl = lp.a_matrix_.start_[iCol];
394
+ iEl < lp.a_matrix_.start_[iCol + 1]; iEl++)
395
+ use_col = use_col || to_row[lp.a_matrix_.index_[iEl]] >= 0;
396
+ if (use_col) from_col.push_back(iCol);
397
+ }
398
+ HighsInt to_num_col = from_col.size();
399
+ HighsInt to_num_row = from_row.size();
400
+ HighsLp to_lp;
401
+ to_lp.num_col_ = to_num_col;
402
+ to_lp.num_row_ = to_num_row;
403
+ to_lp.a_matrix_.num_col_ = to_lp.num_col_;
404
+ to_lp.a_matrix_.num_row_ = to_lp.num_row_;
405
+ const bool has_col_names = lp.col_names_.size() > 0;
406
+ for (HighsInt iCol = 0; iCol < to_num_col; iCol++) {
407
+ to_lp.col_cost_.push_back(0);
408
+ to_lp.col_lower_.push_back(lp.col_lower_[from_col[iCol]]);
409
+ to_lp.col_upper_.push_back(lp.col_upper_[from_col[iCol]]);
410
+ if (has_col_names)
411
+ to_lp.col_names_.push_back(lp.col_names_[from_col[iCol]]);
412
+ for (HighsInt iEl = lp.a_matrix_.start_[from_col[iCol]];
413
+ iEl < lp.a_matrix_.start_[from_col[iCol] + 1]; iEl++) {
414
+ HighsInt iRow = lp.a_matrix_.index_[iEl];
415
+ if (to_row[iRow] >= 0) {
416
+ to_lp.a_matrix_.index_.push_back(to_row[iRow]);
417
+ to_lp.a_matrix_.value_.push_back(lp.a_matrix_.value_[iEl]);
418
+ }
419
+ }
420
+ to_lp.a_matrix_.start_.push_back(to_lp.a_matrix_.index_.size());
421
+ }
422
+ const bool has_row_names = lp.row_names_.size() > 0;
423
+ for (HighsInt iRow = 0; iRow < to_num_row; iRow++) {
424
+ to_lp.row_lower_.push_back(lp.row_lower_[from_row[iRow]]);
425
+ to_lp.row_upper_.push_back(lp.row_upper_[from_row[iRow]]);
426
+ if (has_row_names)
427
+ to_lp.row_names_.push_back(lp.row_names_[from_row[iRow]]);
428
+ }
429
+ HighsStatus return_status = this->compute(to_lp, options, callback);
430
+ // Indirect the values into the original LP
431
+ for (HighsInt& colindex : this->col_index_) colindex = from_col[colindex];
432
+ for (HighsInt& rowindex : this->row_index_) rowindex = from_row[rowindex];
433
+ if (kIisDevReport) this->report("On exit", lp);
434
+ return return_status;
435
+ }
436
+
437
+ void HighsIis::setLp(const HighsLp& lp) {
438
+ HighsLp& iis_lp = this->model_.lp_;
439
+ iis_lp.clear();
440
+ HighsInt iis_num_col = this->col_index_.size();
441
+ HighsInt iis_num_row = this->row_index_.size();
442
+ const bool colwise = lp.a_matrix_.isColwise();
443
+ // Scatter the IIS rows (cols) into a full-length vector to identify
444
+ // IIS rows (cols) with LP rows (cols) according to whether the
445
+ // incumbent matrix is col-wise or row-wise
446
+ std::vector<HighsInt> iis_row;
447
+ std::vector<HighsInt> iis_col;
448
+ if (colwise) {
449
+ iis_row.assign(lp.num_row_, -1);
450
+ for (HighsInt iisRow = 0; iisRow < iis_num_row; iisRow++)
451
+ iis_row[this->row_index_[iisRow]] = iisRow;
452
+ } else {
453
+ iis_col.assign(lp.num_col_, -1);
454
+ for (HighsInt iisCol = 0; iisCol < iis_num_col; iisCol++)
455
+ iis_col[this->col_index_[iisCol]] = iisCol;
456
+ }
457
+ double bound;
458
+
459
+ const bool has_row_name = lp.row_names_.size() > 0;
460
+ for (HighsInt iisRow = 0; iisRow < iis_num_row; iisRow++) {
461
+ HighsInt iRow = this->row_index_[iisRow];
462
+ if (has_row_name) iis_lp.row_names_.push_back(lp.row_names_[iRow]);
463
+ HighsInt row_bound = this->row_bound_[iisRow];
464
+ assert(row_bound == kIisBoundStatusLower ||
465
+ row_bound == kIisBoundStatusUpper ||
466
+ row_bound == kIisBoundStatusBoxed);
467
+ bound =
468
+ row_bound == kIisBoundStatusLower || row_bound == kIisBoundStatusBoxed
469
+ ? lp.row_lower_[iRow]
470
+ : -kHighsInf;
471
+ iis_lp.row_lower_.push_back(bound);
472
+ bound =
473
+ row_bound == kIisBoundStatusUpper || row_bound == kIisBoundStatusBoxed
474
+ ? lp.row_upper_[iRow]
475
+ : kHighsInf;
476
+ iis_lp.row_upper_.push_back(bound);
477
+ if (!colwise) {
478
+ for (HighsInt iEl = lp.a_matrix_.start_[iRow];
479
+ iEl < lp.a_matrix_.start_[iRow + 1]; iEl++) {
480
+ HighsInt iCol = lp.a_matrix_.index_[iEl];
481
+ HighsInt iisCol = iis_col[iCol];
482
+ if (iisCol >= 0) {
483
+ iis_lp.a_matrix_.index_.push_back(iisCol);
484
+ iis_lp.a_matrix_.value_.push_back(lp.a_matrix_.value_[iEl]);
485
+ }
486
+ }
487
+ }
488
+ }
489
+
490
+ const bool has_col_name = lp.col_names_.size() > 0;
491
+ for (HighsInt iisCol = 0; iisCol < iis_num_col; iisCol++) {
492
+ HighsInt iCol = this->col_index_[iisCol];
493
+ // Costs in the IIS LP are zero since they play no role in IIS,
494
+ // and when dropping bounds, optimality is the only valid model
495
+ // status
496
+ iis_lp.col_cost_.push_back(0);
497
+ if (has_col_name) iis_lp.col_names_.push_back(lp.col_names_[iCol]);
498
+ HighsInt col_bound = this->col_bound_[iisCol];
499
+ assert(col_bound == kIisBoundStatusLower ||
500
+ col_bound == kIisBoundStatusUpper ||
501
+ col_bound == kIisBoundStatusBoxed ||
502
+ col_bound == kIisBoundStatusFree);
503
+ bound =
504
+ col_bound == kIisBoundStatusLower || col_bound == kIisBoundStatusBoxed
505
+ ? lp.col_lower_[iCol]
506
+ : -kHighsInf;
507
+ iis_lp.col_lower_.push_back(bound);
508
+ bound =
509
+ col_bound == kIisBoundStatusUpper || col_bound == kIisBoundStatusBoxed
510
+ ? lp.col_upper_[iCol]
511
+ : kHighsInf;
512
+ iis_lp.col_upper_.push_back(bound);
513
+ if (colwise) {
514
+ for (HighsInt iEl = lp.a_matrix_.start_[iCol];
515
+ iEl < lp.a_matrix_.start_[iCol + 1]; iEl++) {
516
+ HighsInt iRow = lp.a_matrix_.index_[iEl];
517
+ HighsInt iisRow = iis_row[iRow];
518
+ if (iisRow >= 0) {
519
+ iis_lp.a_matrix_.index_.push_back(iisRow);
520
+ iis_lp.a_matrix_.value_.push_back(lp.a_matrix_.value_[iEl]);
521
+ }
522
+ }
523
+ }
524
+ iis_lp.a_matrix_.start_.push_back(iis_lp.a_matrix_.index_.size());
525
+ }
526
+ iis_lp.num_col_ = iis_lp.col_cost_.size();
527
+ iis_lp.num_row_ = iis_lp.row_lower_.size();
528
+ // The IIS LP matrix will have the same format as the incumbent LP
529
+ iis_lp.a_matrix_.format_ = lp.a_matrix_.format_;
530
+ iis_lp.a_matrix_.num_col_ = iis_lp.num_col_;
531
+ iis_lp.a_matrix_.num_row_ = iis_lp.num_row_;
532
+ iis_lp.model_name_ = lp.model_name_ + "_IIS";
533
+ }
534
+
535
+ HighsInt HighsIis::nonIsStatus() const {
536
+ const bool is_feasible = this->status_ == kIisModelStatusFeasible;
537
+ const bool has_is = this->col_index_.size() || this->row_index_.size();
538
+ // If the model is known to be feasible, then there should be no IS,
539
+ // and all columns and rows are kIisStatusNotInConflict
540
+ if (is_feasible) assert(!has_is);
541
+ if (has_is) assert(this->status_ >= kIisModelStatusTimeLimit);
542
+ // If there is an IS, then all columns and rows not in the IS are
543
+ // kIisStatusNotInConflict
544
+ const HighsInt default_iis_status = is_feasible || has_is
545
+ ? kIisStatusNotInConflict
546
+ : kIisStatusMaybeInConflict;
547
+ return default_iis_status;
548
+ }
549
+
550
+ void HighsIis::setStatus(const HighsLp& lp) {
551
+ if (!this->valid_) return;
552
+ const HighsInt non_is_status = nonIsStatus();
553
+ const HighsInt in_is_status = this->status_ == kIisModelStatusIrreducible
554
+ ? kIisStatusInConflict
555
+ : kIisStatusMaybeInConflict;
556
+ this->col_status_.assign(lp.num_col_, non_is_status);
557
+ this->row_status_.assign(lp.num_row_, non_is_status);
558
+ const HighsInt iis_num_col = this->col_index_.size();
559
+ const HighsInt iis_num_row = this->row_index_.size();
560
+ for (HighsInt iisCol = 0; iisCol < iis_num_col; iisCol++)
561
+ this->col_status_[this->col_index_[iisCol]] = in_is_status;
562
+ for (HighsInt iisRow = 0; iisRow < iis_num_row; iisRow++)
563
+ this->row_status_[this->row_index_[iisRow]] = in_is_status;
564
+ }
565
+
566
+ HighsInt HighsIis::determineBoundStatus(const double lower, const double upper,
567
+ const bool is_row) const {
568
+ HighsInt iss_bound_status = kIisBoundStatusNull;
569
+ if (lower <= -kHighsInf) {
570
+ if (upper >= kHighsInf) {
571
+ if (is_row) {
572
+ // Free rows can be dropped
573
+ iss_bound_status = kIisBoundStatusDropped;
574
+ } else {
575
+ // Free columns can only be dropped if they are empty
576
+ iss_bound_status = kIisBoundStatusFree;
577
+ }
578
+ } else {
579
+ iss_bound_status = kIisBoundStatusUpper;
580
+ }
581
+ } else {
582
+ if (upper >= kHighsInf) {
583
+ iss_bound_status = kIisBoundStatusLower;
584
+ } else {
585
+ // FX or BX
586
+ iss_bound_status = kIisBoundStatusBoxed;
587
+ }
588
+ }
589
+ assert(iss_bound_status != kIisBoundStatusNull);
590
+ return iss_bound_status;
591
+ }
592
+
593
+ HighsStatus HighsIis::compute(const HighsLp& lp, const HighsOptions& options,
594
+ const HighsCallback& callback,
595
+ const HighsBasis* basis) {
596
+ const HighsLogOptions& log_options = options.log_options;
597
+ const bool col_priority = kIisStrategyColPriority & options.iis_strategy;
598
+ const bool row_priority = !col_priority;
599
+ // Initially all columns and rows are candidates for the IIS
600
+ HighsInt num_rows = 0;
601
+ for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) {
602
+ HighsInt col_status = this->determineBoundStatus(
603
+ lp.col_lower_[iCol], lp.col_upper_[iCol], false);
604
+ this->addCol(iCol, col_status);
605
+ }
606
+ for (HighsInt iRow = 0; iRow < lp.num_row_; iRow++) {
607
+ HighsInt row_status = this->determineBoundStatus(lp.row_lower_[iRow],
608
+ lp.row_upper_[iRow], true);
609
+ this->addRow(iRow, row_status);
610
+ if (row_status != kIisBoundStatusDropped) num_rows++;
611
+ }
612
+
613
+ Highs highs;
614
+ highs.passOptions(options);
615
+ highs.setOptionValue("output_flag", kIisDevReport);
616
+ highs.setOptionValue("presolve", kHighsOffString);
617
+ highs.setOptionValue(
618
+ "time_limit",
619
+ std::max(options.iis_time_limit - this->info_.sum_simplex_times, 0.0));
620
+ // Handle the callback propagation after setting output_flag false,
621
+ // otherwise deprecation message for setLogCallback is echoed
622
+ if (log_options.user_log_callback || callback.active[kCallbackLogging] ||
623
+ callback.active[kCallbackSimplexInterrupt]) {
624
+ // Setting the logging callbacks currently serves no purpose since
625
+ // output_flag is set to kIisDevReport which is false (unless
626
+ // developing) so that solves with this Highs instance are silent
627
+ /*
628
+ if (log_options.user_log_callback)
629
+ highs.setLogCallback(log_options.user_log_callback);
630
+ */
631
+ highs.setCallback(callback.user_callback, callback.user_callback_data);
632
+ if (callback.active[kCallbackLogging])
633
+ highs.startCallback(kCallbackLogging);
634
+ if (callback.active[kCallbackSimplexInterrupt])
635
+ highs.startCallback(kCallbackSimplexInterrupt);
636
+ }
637
+ const HighsLp& incumbent_lp = highs.getLp();
638
+ const HighsBasis& incumbent_basis = highs.getBasis();
639
+ const HighsSolution& solution = highs.getSolution();
640
+ const HighsInfo& info = highs.getInfo();
641
+ HighsStatus run_status = highs.passModel(lp);
642
+ assert(run_status == HighsStatus::kOk);
643
+ if (basis) highs.setBasis(*basis);
644
+
645
+ // Initial logging
646
+ this->clearLogInfo();
647
+ HighsInt iter = 0;
648
+ highsLogUser(log_options, HighsLogType::kInfo,
649
+ "\nRunning deletion filter to identify an IIS\n");
650
+ this->reportIteration(options, iter, num_rows, true);
651
+ // Zero the objective
652
+ std::vector<double> cost;
653
+ cost.assign(lp.num_col_, 0);
654
+ run_status = highs.changeColsCost(0, lp.num_col_ - 1, cost.data());
655
+ assert(run_status == HighsStatus::kOk);
656
+ // Solve the LP
657
+ if (basis) highs.setBasis(*basis);
658
+ const bool use_sensitivity_filter = false;
659
+ std::vector<double> primal_phase1_dual;
660
+ bool row_deletion = false;
661
+ HighsInt iX = -1;
662
+ bool drop_lower = false;
663
+ // Lambda for gathering data when solving an LP
664
+ auto solveLp = [&]() -> HighsStatus {
665
+ double simplex_time = -highs.getRunTime();
666
+ HighsInt simplex_iterations = -info.simplex_iteration_count;
667
+ run_status = highs.optimizeModel();
668
+ simplex_time += highs.getRunTime();
669
+ simplex_iterations += info.simplex_iteration_count;
670
+ this->info_.update(simplex_time, simplex_iterations);
671
+ if (run_status != HighsStatus::kOk) return run_status;
672
+ HighsModelStatus model_status = highs.getModelStatus();
673
+ if (use_sensitivity_filter &&
674
+ model_status == HighsModelStatus::kInfeasible) {
675
+ printf("\nHighsIis::compute %s deletion for %d and %s bound\n",
676
+ row_deletion ? "Row" : "Col", int(iX),
677
+ drop_lower ? "Lower" : "Upper");
678
+ bool output_flag;
679
+ highs.getOptionValue("output_flag", output_flag);
680
+ highs.setOptionValue("output_flag", true);
681
+ HighsInt simplex_strategy;
682
+ highs.getOptionValue("simplex_strategy", simplex_strategy);
683
+ highs.setOptionValue("simplex_strategy", kSimplexStrategyPrimal);
684
+ // Solve the LP
685
+ run_status = highs.optimizeModel();
686
+ if (run_status != HighsStatus::kOk) return run_status;
687
+ highs.writeSolution("", kSolutionStylePretty);
688
+ const HighsInt* basic_index = highs.getBasicVariablesArray();
689
+ std::vector<double> rhs;
690
+ rhs.assign(lp.num_row_, 0);
691
+ // Get duals for nonbasic rows, and initialise duals so that basic duals
692
+ // are zero
693
+ assert(101 == 202);
694
+
695
+ for (HighsInt iRow = 0; iRow < lp.num_row_; iRow++) {
696
+ HighsInt iVar = basic_index[iRow];
697
+ const double lower = iVar < lp.num_col_
698
+ ? lp.col_lower_[iVar]
699
+ : lp.row_lower_[iVar - lp.num_col_];
700
+ const double upper = iVar < lp.num_col_
701
+ ? lp.col_upper_[iVar]
702
+ : lp.row_upper_[iVar - lp.num_col_];
703
+ const double value = iVar < lp.num_col_
704
+ ? solution.col_value[iVar]
705
+ : solution.row_value[iVar - lp.num_col_];
706
+ if (value < lower - options.primal_feasibility_tolerance) {
707
+ rhs[iRow] = -1;
708
+ } else if (value > upper + options.primal_feasibility_tolerance) {
709
+ rhs[iRow] = 1;
710
+ }
711
+ }
712
+ HVector pi;
713
+ pi.setup(lp.num_row_);
714
+ highs.getBasisTransposeSolve(rhs.data(), &pi.array[0], NULL, NULL);
715
+ pi.count = lp.num_row_;
716
+ std::vector<double> reduced_costs_value;
717
+ std::vector<HighsInt> reduced_costs_index;
718
+ lp.a_matrix_.productTransposeQuad(reduced_costs_value,
719
+ reduced_costs_index, pi);
720
+
721
+ primal_phase1_dual = highs.getPrimalPhase1Dual();
722
+ HighsInt num_zero_dual = 0;
723
+ for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) {
724
+ const HighsBasisStatus status = incumbent_basis.col_status[iCol];
725
+ const double dual = primal_phase1_dual[iCol];
726
+ const double lower = lp.col_lower_[iCol];
727
+ const double upper = lp.col_upper_[iCol];
728
+ const double value = solution.col_value[iCol];
729
+ if (status != HighsBasisStatus::kBasic &&
730
+ std::fabs(dual) < options.dual_feasibility_tolerance) {
731
+ num_zero_dual++;
732
+ // Small dual for nonbasic variable
733
+ printf(
734
+ "HighsIis::compute Column %d [%g, %g, %g] with status %s has "
735
+ "dual %g\n",
736
+ int(iCol), lower, value, upper,
737
+ highs.basisStatusToString(status).c_str(), dual);
738
+ // assert(123 == 456);
739
+ }
740
+ }
741
+ for (HighsInt iRow = 0; iRow < lp.num_row_; iRow++) {
742
+ const HighsBasisStatus status = incumbent_basis.row_status[iRow];
743
+ const double dual = primal_phase1_dual[lp.num_col_ + iRow];
744
+ const double lower = lp.row_lower_[iRow];
745
+ const double upper = lp.row_upper_[iRow];
746
+ const double value = solution.row_value[iRow];
747
+ if (status != HighsBasisStatus::kBasic &&
748
+ std::fabs(dual) < options.dual_feasibility_tolerance) {
749
+ num_zero_dual++;
750
+ // Small dual for nonbasic variable
751
+ printf(
752
+ "HighsIis::compute Row %d [%g, %g, %g] with status %s has "
753
+ "dual %g\n",
754
+ int(iRow), lower, value, upper,
755
+ highs.basisStatusToString(status).c_str(), dual);
756
+ // assert(123 == 456);
757
+ }
758
+ }
759
+ highs.setOptionValue("output_flag", output_flag);
760
+ highs.setOptionValue("simplex_strategy", simplex_strategy);
761
+ assert(!num_zero_dual);
762
+ }
763
+
764
+ return run_status;
765
+ };
766
+
767
+ run_status = solveLp();
768
+ // If we fail to establish infeasibility, return the initial subset
769
+ if (run_status != HighsStatus::kOk) {
770
+ this->valid_ = true;
771
+ this->strategy_ = options.iis_strategy;
772
+ if (highs.getModelStatus() == HighsModelStatus::kTimeLimit) {
773
+ this->status_ = IisModelStatus::kIisModelStatusTimeLimit;
774
+ } else {
775
+ this->status_ = IisModelStatus::kIisModelStatusReducible;
776
+ }
777
+ return HighsStatus::kWarning;
778
+ }
779
+
780
+ assert(highs.getModelStatus() == HighsModelStatus::kInfeasible);
781
+ IisModelStatus iis_status = kIisModelStatusIrreducible;
782
+ HighsStatus search_return_status = HighsStatus::kOk;
783
+
784
+ // Pass twice: rows before columns, or columns before rows, according to
785
+ // row_priority
786
+ for (HighsInt k = 0; k < 2; k++) {
787
+ row_deletion = (row_priority && k == 0) || (!row_priority && k == 1);
788
+ std::string type = row_deletion ? "Row" : "Col";
789
+ // Perform deletion pass
790
+ HighsInt num_index = row_deletion ? lp.num_row_ : lp.num_col_;
791
+ for (iX = 0; iX < num_index; iX++) {
792
+ // Get logging info
793
+ iter++;
794
+ const bool force = row_deletion && (iX == (num_index - 1));
795
+ // Get status
796
+ const HighsInt ix_status =
797
+ row_deletion ? this->row_bound_[iX] : this->col_bound_[iX];
798
+ // Skip if status is already free or dropped
799
+ if (ix_status == kIisBoundStatusDropped ||
800
+ ix_status == kIisBoundStatusFree) {
801
+ // Possibly report
802
+ this->reportIteration(options, iter, num_rows, force);
803
+ continue;
804
+ }
805
+
806
+ double lower = row_deletion ? lp.row_lower_[iX] : lp.col_lower_[iX];
807
+ double upper = row_deletion ? lp.row_upper_[iX] : lp.col_upper_[iX];
808
+ // Record whether the upper bound has been dropped due to the lower
809
+ // bound being kept
810
+ if (lower > -kHighsInf && iis_status != kIisModelStatusTimeLimit) {
811
+ // Drop the lower bound temporarily
812
+ bool drop_lower = true;
813
+ run_status = row_deletion
814
+ ? highs.changeRowBounds(iX, -kHighsInf, upper)
815
+ : highs.changeColBounds(iX, -kHighsInf, upper);
816
+ assert(run_status == HighsStatus::kOk);
817
+ // Solve the LP
818
+ run_status = solveLp();
819
+ this->processBoundRelaxation(highs, row_deletion, true, iX, lower,
820
+ upper, iis_status, search_return_status);
821
+ }
822
+ if (upper < kHighsInf && iis_status != kIisModelStatusTimeLimit) {
823
+ // Drop the upper bound temporarily
824
+ run_status = row_deletion ? highs.changeRowBounds(iX, lower, kHighsInf)
825
+ : highs.changeColBounds(iX, lower, kHighsInf);
826
+ assert(run_status == HighsStatus::kOk);
827
+ // Solve the LP
828
+ run_status = solveLp();
829
+ this->processBoundRelaxation(highs, row_deletion, false, iX, lower,
830
+ upper, iis_status, search_return_status);
831
+ }
832
+ const bool debug_bound_change = true;
833
+ if (debug_bound_change) {
834
+ // Check bounds have been changed correctly
835
+ double check_lower;
836
+ double check_upper;
837
+ double check_cost;
838
+ HighsInt check_num_ix;
839
+ HighsInt check_num_nz;
840
+ run_status =
841
+ row_deletion
842
+ ? highs.getRows(iX, iX, check_num_ix, &check_lower,
843
+ &check_upper, check_num_nz, nullptr, nullptr,
844
+ nullptr)
845
+ : highs.getCols(iX, iX, check_num_ix, &check_cost, &check_lower,
846
+ &check_upper, check_num_nz, nullptr, nullptr,
847
+ nullptr);
848
+ assert(run_status == HighsStatus::kOk);
849
+ assert(check_lower == lower);
850
+ assert(check_upper == upper);
851
+ }
852
+ HighsInt iss_bound_status =
853
+ this->determineBoundStatus(lower, upper, row_deletion);
854
+ if (row_deletion) {
855
+ this->row_bound_[iX] = iss_bound_status;
856
+ if (iss_bound_status == kIisBoundStatusDropped) num_rows--;
857
+ } else {
858
+ this->col_bound_[iX] = iss_bound_status;
859
+ }
860
+ // Possibly report on iteration
861
+ this->reportIteration(options, iter, num_rows, force);
862
+ if (kIisDevReport) {
863
+ highsLogUser(log_options, HighsLogType::kInfo, "%s %d has status %s\n",
864
+ type.c_str(), int(iX),
865
+ iisBoundStatusToString(iss_bound_status).c_str());
866
+ }
867
+ }
868
+ if (k == 1) continue;
869
+ // End of first pass: look to simplify second pass
870
+ if (kIisDevReport) this->report("End of deletion", incumbent_lp);
871
+ if (row_deletion) {
872
+ // Mark empty columns as dropped
873
+ for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) {
874
+ bool empty_col = true;
875
+ for (HighsInt iEl = lp.a_matrix_.start_[iCol];
876
+ iEl < lp.a_matrix_.start_[iCol + 1]; iEl++) {
877
+ if (this->row_bound_[lp.a_matrix_.index_[iEl]] !=
878
+ kIisBoundStatusDropped) {
879
+ empty_col = false;
880
+ break;
881
+ }
882
+ }
883
+ if (empty_col) {
884
+ if (kIisDevReport) {
885
+ highsLogUser(log_options, HighsLogType::kInfo,
886
+ "Col %d has status Dropped: Empty\n", int(iCol));
887
+ }
888
+ this->col_bound_[iCol] = kIisBoundStatusDropped;
889
+ run_status = highs.changeColBounds(iCol, -kHighsInf, kHighsInf);
890
+ assert(run_status == HighsStatus::kOk);
891
+ }
892
+ }
893
+ }
894
+ if (kIisDevReport) this->report("End of pass 1", incumbent_lp);
895
+ }
896
+ if (kIisDevReport) this->report("End of pass 2", incumbent_lp);
897
+ HighsInt iss_num_col = 0;
898
+ for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) {
899
+ if (this->col_bound_[iCol] != kIisBoundStatusDropped) {
900
+ this->col_index_[iss_num_col] = this->col_index_[iCol];
901
+ this->col_bound_[iss_num_col] = this->col_bound_[iCol];
902
+ iss_num_col++;
903
+ }
904
+ }
905
+ HighsInt iss_num_row = 0;
906
+ for (HighsInt iRow = 0; iRow < lp.num_row_; iRow++) {
907
+ if (this->row_bound_[iRow] != kIisBoundStatusDropped) {
908
+ this->row_index_[iss_num_row] = this->row_index_[iRow];
909
+ this->row_bound_[iss_num_row] = this->row_bound_[iRow];
910
+ iss_num_row++;
911
+ }
912
+ }
913
+ // Return final result
914
+ this->valid_ = true;
915
+ this->status_ = iis_status;
916
+ this->strategy_ = options.iis_strategy;
917
+ this->col_index_.resize(iss_num_col);
918
+ this->col_bound_.resize(iss_num_col);
919
+ this->row_index_.resize(iss_num_row);
920
+ this->row_bound_.resize(iss_num_row);
921
+ return search_return_status;
922
+ }
923
+
924
+ void HighsIis::processBoundRelaxation(Highs& highs, const bool row_deletion,
925
+ const bool drop_lower, const HighsInt iX,
926
+ double& lower, double& upper,
927
+ IisModelStatus& iis_status,
928
+ HighsStatus& search_return_status) {
929
+ // Declare run_status
930
+ HighsStatus run_status;
931
+ // Get model status
932
+ HighsModelStatus model_status = highs.getModelStatus();
933
+ if (model_status == HighsModelStatus::kOptimal) {
934
+ // Now feasible, so restore the bound
935
+ run_status = row_deletion ? highs.changeRowBounds(iX, lower, upper)
936
+ : highs.changeColBounds(iX, lower, upper);
937
+ assert(run_status == HighsStatus::kOk);
938
+ // If the lower bound must be kept, then any finite upper bound
939
+ // must be dropped
940
+ const bool apply_reciprocal_rule = drop_lower && (upper < kHighsInf);
941
+ if (apply_reciprocal_rule) {
942
+ // Drop the upper bound permanently
943
+ upper = kHighsInf;
944
+ run_status = row_deletion ? highs.changeRowBounds(iX, lower, upper)
945
+ : highs.changeColBounds(iX, lower, upper);
946
+ assert(run_status == HighsStatus::kOk);
947
+ }
948
+ if (drop_lower) {
949
+ assert(upper >= kHighsInf);
950
+ }
951
+ // Since upper = kHighsInf, allow the loop to run so that
952
+ // bound status is set as if upper were set to kHighsInf
953
+ // by relaxing it and finding that the LP was still
954
+ // infeasible
955
+ } else if (model_status == HighsModelStatus::kInfeasible) {
956
+ // Bound can be dropped permanently
957
+ if (drop_lower) {
958
+ lower = -kHighsInf;
959
+ } else {
960
+ upper = kHighsInf;
961
+ }
962
+ } else if (model_status == HighsModelStatus::kTimeLimit) {
963
+ // Time limit reached, so restore the bound and set iis status to
964
+ // kIisModelStatusTimeLimit
965
+ run_status = row_deletion ? highs.changeRowBounds(iX, lower, upper)
966
+ : highs.changeColBounds(iX, lower, upper);
967
+ assert(run_status == HighsStatus::kOk);
968
+ iis_status = kIisModelStatusTimeLimit;
969
+ search_return_status = HighsStatus::kWarning;
970
+ } else {
971
+ // Unknown failure, so restore the bound and set iis status to
972
+ // kIisModelStatusReducible
973
+ run_status = row_deletion ? highs.changeRowBounds(iX, lower, upper)
974
+ : highs.changeColBounds(iX, lower, upper);
975
+ assert(run_status == HighsStatus::kOk);
976
+ iis_status = kIisModelStatusReducible;
977
+ search_return_status = HighsStatus::kWarning;
978
+ }
979
+ }
980
+
981
+ bool HighsIis::indexStatusOk(const HighsLp& lp) const {
982
+ HighsInt num_col = lp.num_col_;
983
+ HighsInt num_row = lp.num_row_;
984
+ bool col_status_size_ok =
985
+ this->col_status_.size() == static_cast<size_t>(num_col);
986
+ bool row_status_size_ok =
987
+ this->row_status_.size() == static_cast<size_t>(num_row);
988
+ assert(col_status_size_ok);
989
+ assert(row_status_size_ok);
990
+ if (!col_status_size_ok) return indexStatusOkReturn(false);
991
+ if (!row_status_size_ok) return indexStatusOkReturn(false);
992
+ HighsInt num_iis_col = this->col_index_.size();
993
+ HighsInt num_iis_row = this->row_index_.size();
994
+ // Determine whether this is an IIS or just an IS
995
+ bool true_iis = false;
996
+ for (HighsInt iCol = 0; iCol < num_col; iCol++) {
997
+ if (this->col_status_[iCol] == kIisStatusInConflict) {
998
+ true_iis = true;
999
+ break;
1000
+ }
1001
+ }
1002
+ if (!true_iis) {
1003
+ for (HighsInt iRow = 0; iRow < num_row; iRow++) {
1004
+ if (this->row_status_[iRow] == kIisStatusInConflict) {
1005
+ true_iis = true;
1006
+ break;
1007
+ }
1008
+ }
1009
+ }
1010
+ // Now check that cols and rows in the IIS are kIisStatusInConflict
1011
+ // or kIisStatusMaybeInConflict, according to true_iis, and that all
1012
+ // other cols and rows are kIisStatusNotConflict
1013
+ std::vector<HighsInt> col_status = col_status_;
1014
+ std::vector<HighsInt> row_status = row_status_;
1015
+ const HighsInt illegal_status = -99;
1016
+ for (HighsInt iX = 0; iX < num_iis_col; iX++) {
1017
+ HighsInt iCol = this->col_index_[iX];
1018
+ if (col_status_[iCol] !=
1019
+ (true_iis ? kIisStatusInConflict : kIisStatusMaybeInConflict))
1020
+ return indexStatusOkReturn(false);
1021
+ col_status[iCol] = illegal_status;
1022
+ }
1023
+ for (HighsInt iX = 0; iX < num_iis_row; iX++) {
1024
+ HighsInt iRow = this->row_index_[iX];
1025
+ if (row_status_[iRow] !=
1026
+ (true_iis ? kIisStatusInConflict : kIisStatusMaybeInConflict))
1027
+ return indexStatusOkReturn(false);
1028
+ row_status[iRow] = illegal_status;
1029
+ }
1030
+ const HighsInt non_is_status = nonIsStatus();
1031
+ for (HighsInt iCol = 0; iCol < num_col; iCol++) {
1032
+ if (col_status[iCol] > illegal_status && col_status[iCol] != non_is_status)
1033
+ return indexStatusOkReturn(false);
1034
+ }
1035
+ for (HighsInt iRow = 0; iRow < num_row; iRow++) {
1036
+ if (row_status[iRow] > illegal_status && row_status[iRow] != non_is_status)
1037
+ return indexStatusOkReturn(false);
1038
+ }
1039
+ return indexStatusOkReturn(true);
1040
+ }
1041
+
1042
+ bool HighsIis::lpDataOk(const HighsLp& lp, const HighsOptions& options) const {
1043
+ const HighsLp& iis_lp = this->model_.lp_;
1044
+ HighsInt iis_num_col = this->col_index_.size();
1045
+ HighsInt iis_num_row = this->row_index_.size();
1046
+ if (!(iis_lp.num_col_ == iis_num_col)) return lpDataOkReturn(false);
1047
+ if (!(iis_lp.num_row_ == iis_num_row)) return lpDataOkReturn(false);
1048
+
1049
+ const bool colwise = lp.a_matrix_.isColwise();
1050
+
1051
+ const HighsInt illegal_index = -1;
1052
+ const double illegal_value = kHighsInf;
1053
+ // iis_row/col give the row/col in the IIS for each row/col in the
1054
+ // LP, or an illegal index if the LP row/col isn't in the IIS
1055
+ std::vector<HighsInt> iis_row;
1056
+ iis_row.assign(lp.num_row_, illegal_index);
1057
+ std::vector<HighsInt> iis_col;
1058
+ iis_col.assign(lp.num_col_, illegal_index);
1059
+ double bound;
1060
+ for (HighsInt iisRow = 0; iisRow < iis_num_row; iisRow++) {
1061
+ HighsInt iRow = this->row_index_[iisRow];
1062
+ iis_row[iRow] = iisRow;
1063
+ HighsInt row_bound = this->row_bound_[iisRow];
1064
+ bound =
1065
+ row_bound == kIisBoundStatusLower || row_bound == kIisBoundStatusBoxed
1066
+ ? lp.row_lower_[iRow]
1067
+ : -kHighsInf;
1068
+ if (iis_lp.row_lower_[iisRow] != bound) return lpDataOkReturn(false);
1069
+ bound =
1070
+ row_bound == kIisBoundStatusUpper || row_bound == kIisBoundStatusBoxed
1071
+ ? lp.row_upper_[iRow]
1072
+ : kHighsInf;
1073
+ if (iis_lp.row_upper_[iisRow] != bound) return lpDataOkReturn(false);
1074
+ }
1075
+
1076
+ // Work through the LP columns checking the zero costs and bounds
1077
+ for (HighsInt iisCol = 0; iisCol < iis_num_col; iisCol++) {
1078
+ HighsInt iCol = this->col_index_[iisCol];
1079
+ iis_col[iCol] = iisCol;
1080
+ if (iis_lp.col_cost_[iisCol]) return lpDataOkReturn(false);
1081
+ HighsInt col_bound = this->col_bound_[iisCol];
1082
+ bound =
1083
+ col_bound == kIisBoundStatusLower || col_bound == kIisBoundStatusBoxed
1084
+ ? lp.col_lower_[iCol]
1085
+ : -kHighsInf;
1086
+ if (iis_lp.col_lower_[iisCol] != bound) return lpDataOkReturn(false);
1087
+ bound =
1088
+ col_bound == kIisBoundStatusUpper || col_bound == kIisBoundStatusBoxed
1089
+ ? lp.col_upper_[iCol]
1090
+ : kHighsInf;
1091
+ if (iis_lp.col_upper_[iisCol] != bound) return lpDataOkReturn(false);
1092
+ }
1093
+ std::vector<HighsInt> index;
1094
+ std::vector<double> value;
1095
+ // Work through the LP matrix, checking the matrix index/value
1096
+ if (colwise) {
1097
+ for (HighsInt iisCol = 0; iisCol < iis_num_col; iisCol++) {
1098
+ HighsInt iCol = this->col_index_[iisCol];
1099
+ // Use index/value to scatter the IIS matrix column
1100
+ index.assign(iis_num_row, illegal_index);
1101
+ value.assign(iis_num_row, illegal_value);
1102
+ for (HighsInt iEl = iis_lp.a_matrix_.start_[iisCol];
1103
+ iEl < iis_lp.a_matrix_.start_[iisCol + 1]; iEl++) {
1104
+ HighsInt iisRow = iis_lp.a_matrix_.index_[iEl];
1105
+ HighsInt iRow = this->row_index_[iisRow];
1106
+ index[iisRow] = iRow;
1107
+ value[iisRow] = iis_lp.a_matrix_.value_[iEl];
1108
+ }
1109
+ for (HighsInt iEl = lp.a_matrix_.start_[iCol];
1110
+ iEl < lp.a_matrix_.start_[iCol + 1]; iEl++) {
1111
+ HighsInt iRow = lp.a_matrix_.index_[iEl];
1112
+ HighsInt iisRow = iis_row[iRow];
1113
+ if (iisRow >= 0) {
1114
+ if (index[iisRow] != iRow) return lpDataOkReturn(false);
1115
+ if (value[iisRow] != lp.a_matrix_.value_[iEl])
1116
+ return lpDataOkReturn(false);
1117
+ index[iisRow] = illegal_index;
1118
+ value[iisRow] = illegal_value;
1119
+ }
1120
+ }
1121
+ }
1122
+ } else {
1123
+ for (HighsInt iisRow = 0; iisRow < iis_num_row; iisRow++) {
1124
+ HighsInt iRow = this->row_index_[iisRow];
1125
+ // Use index/value to scatter the IIS matrix row
1126
+ index.assign(iis_num_col, illegal_index);
1127
+ value.assign(iis_num_col, illegal_value);
1128
+ for (HighsInt iEl = iis_lp.a_matrix_.start_[iisRow];
1129
+ iEl < iis_lp.a_matrix_.start_[iisRow + 1]; iEl++) {
1130
+ HighsInt iisCol = iis_lp.a_matrix_.index_[iEl];
1131
+ HighsInt iCol = this->col_index_[iisCol];
1132
+ index[iisCol] = iCol;
1133
+ value[iisCol] = iis_lp.a_matrix_.value_[iEl];
1134
+ }
1135
+ for (HighsInt iEl = lp.a_matrix_.start_[iRow];
1136
+ iEl < lp.a_matrix_.start_[iRow + 1]; iEl++) {
1137
+ HighsInt iCol = lp.a_matrix_.index_[iEl];
1138
+ HighsInt iisCol = iis_col[iCol];
1139
+ if (iisCol >= 0) {
1140
+ if (index[iisCol] != iCol) return lpDataOkReturn(false);
1141
+ if (value[iisCol] != lp.a_matrix_.value_[iEl])
1142
+ return lpDataOkReturn(false);
1143
+ index[iisCol] = illegal_index;
1144
+ value[iisCol] = illegal_value;
1145
+ }
1146
+ }
1147
+ }
1148
+ }
1149
+ // Work through the IIS LP matrix, making sure that the index/value
1150
+ // are correct
1151
+ if (colwise) {
1152
+ for (HighsInt iisCol = 0; iisCol < iis_num_col; iisCol++) {
1153
+ HighsInt iCol = this->col_index_[iisCol];
1154
+ // Use index/value to scatter the LP matrix column
1155
+ index.assign(lp.num_row_, illegal_index);
1156
+ value.assign(lp.num_row_, illegal_value);
1157
+ for (HighsInt iEl = lp.a_matrix_.start_[iCol];
1158
+ iEl < lp.a_matrix_.start_[iCol + 1]; iEl++) {
1159
+ HighsInt iRow = lp.a_matrix_.index_[iEl];
1160
+ HighsInt iisRow = iis_row[iRow];
1161
+ index[iRow] = iisRow;
1162
+ value[iRow] = lp.a_matrix_.value_[iEl];
1163
+ }
1164
+ for (HighsInt iEl = iis_lp.a_matrix_.start_[iisCol];
1165
+ iEl < iis_lp.a_matrix_.start_[iisCol + 1]; iEl++) {
1166
+ HighsInt iisRow = iis_lp.a_matrix_.index_[iEl];
1167
+ HighsInt iRow = this->row_index_[iisRow];
1168
+ if (index[iRow] != iisRow) return lpDataOkReturn(false);
1169
+ if (value[iRow] != iis_lp.a_matrix_.value_[iEl])
1170
+ return lpDataOkReturn(false);
1171
+ }
1172
+ }
1173
+ } else {
1174
+ for (HighsInt iisRow = 0; iisRow < iis_num_row; iisRow++) {
1175
+ HighsInt iRow = this->row_index_[iisRow];
1176
+ // Use index/value to scatter the LP matrix row
1177
+ index.assign(lp.num_col_, illegal_index);
1178
+ value.assign(lp.num_col_, illegal_value);
1179
+ for (HighsInt iEl = lp.a_matrix_.start_[iRow];
1180
+ iEl < lp.a_matrix_.start_[iRow + 1]; iEl++) {
1181
+ HighsInt iCol = lp.a_matrix_.index_[iEl];
1182
+ HighsInt iisCol = iis_col[iCol];
1183
+ index[iCol] = iisCol;
1184
+ value[iCol] = lp.a_matrix_.value_[iEl];
1185
+ }
1186
+ for (HighsInt iEl = iis_lp.a_matrix_.start_[iisRow];
1187
+ iEl < iis_lp.a_matrix_.start_[iisRow + 1]; iEl++) {
1188
+ HighsInt iisCol = iis_lp.a_matrix_.index_[iEl];
1189
+ HighsInt iCol = this->col_index_[iisCol];
1190
+ if (index[iCol] != iisCol) return lpDataOkReturn(false);
1191
+ if (value[iCol] != iis_lp.a_matrix_.value_[iEl])
1192
+ return lpDataOkReturn(false);
1193
+ }
1194
+ }
1195
+ }
1196
+ return lpDataOkReturn(true);
1197
+ }
1198
+
1199
+ bool HighsIis::lpOk(const HighsOptions& options) const {
1200
+ // Check that the IIS LP is OK (infeasible and optimal if
1201
+ // any bound is relaxed)
1202
+ if (!this->valid_) return lpOkReturn(true);
1203
+ HighsInt num_iis_col = this->col_index_.size();
1204
+ HighsInt num_iis_row = this->row_index_.size();
1205
+ // If an LP has a row with inconsistent bounds, or an empty row with
1206
+ // a positive lower bound or negative upper bound, then it is
1207
+ // infeasible, but the IIS contains no columns
1208
+ if (num_iis_col == 0) return true;
1209
+ const HighsLogOptions& log_options = options.log_options;
1210
+ const HighsLp& iis_lp = this->model_.lp_;
1211
+ assert(iis_lp.num_col_ == num_iis_col);
1212
+ assert(iis_lp.num_row_ == num_iis_row);
1213
+ Highs h;
1214
+ h.passOptions(options);
1215
+ h.setOptionValue("output_flag", false);
1216
+ h.passModel(iis_lp);
1217
+ h.writeModel("");
1218
+ HighsStatus status = h.optimizeModel();
1219
+ if (status != HighsStatus::kOk ||
1220
+ h.getModelStatus() != HighsModelStatus::kInfeasible) {
1221
+ highsLogUser(log_options, HighsLogType::kWarning,
1222
+ "HighsIis: Failed to prove infeasibility for IIS LP\n");
1223
+ return lpOkReturn(false);
1224
+ }
1225
+ if (!(this->status_ == kIisModelStatusIrreducible)) return lpOkReturn(true);
1226
+ auto optimal = [&]() -> bool {
1227
+ if (options.log_dev_level > 0) h.writeModel("");
1228
+ h.optimizeModel();
1229
+ return h.getModelStatus() == HighsModelStatus::kOptimal;
1230
+ };
1231
+ for (HighsInt iisCol = 0; iisCol < num_iis_col; iisCol++) {
1232
+ HighsInt iCol = this->col_index_[iisCol];
1233
+ if (this->col_bound_[iisCol] == kIisBoundStatusLower) {
1234
+ h.changeColBounds(iisCol, -kHighsInf, iis_lp.col_upper_[iisCol]);
1235
+ if (!optimal()) {
1236
+ highsLogUser(log_options, HighsLogType::kWarning,
1237
+ "HighsIis: IIS column %d (LP column %d): relaxing lower "
1238
+ "bound of %g yield IIS LP with status %s\n",
1239
+ int(iisCol), int(iCol), iis_lp.col_lower_[iisCol],
1240
+ h.modelStatusToString(h.getModelStatus()).c_str());
1241
+ return lpOkReturn(false);
1242
+ }
1243
+ h.changeColBounds(iisCol, iis_lp.col_lower_[iisCol],
1244
+ iis_lp.col_upper_[iisCol]);
1245
+ }
1246
+ if (this->col_bound_[iisCol] == kIisBoundStatusUpper) {
1247
+ h.changeColBounds(iisCol, iis_lp.col_lower_[iisCol], kHighsInf);
1248
+ if (!optimal()) {
1249
+ highsLogUser(log_options, HighsLogType::kWarning,
1250
+ "HighsIis: IIS column %d (LP column %d): relaxing upper "
1251
+ "bound of %g yield IIS LP with status %s\n",
1252
+ int(iisCol), int(iCol), iis_lp.col_upper_[iisCol],
1253
+ h.modelStatusToString(h.getModelStatus()).c_str());
1254
+ return lpOkReturn(false);
1255
+ }
1256
+ h.changeColBounds(iisCol, iis_lp.col_lower_[iisCol],
1257
+ iis_lp.col_upper_[iisCol]);
1258
+ }
1259
+ }
1260
+ for (HighsInt iisRow = 0; iisRow < num_iis_row; iisRow++) {
1261
+ HighsInt iRow = this->row_index_[iisRow];
1262
+ if (this->row_bound_[iisRow] == kIisBoundStatusLower) {
1263
+ h.changeRowBounds(iisRow, -kHighsInf, iis_lp.row_upper_[iisRow]);
1264
+ if (!optimal()) {
1265
+ highsLogUser(log_options, HighsLogType::kError,
1266
+ "HighsIis: IIS row %d (LP row %d): relaxing lower bound "
1267
+ "of %g yield IIS LP with status %s\n",
1268
+ int(iisRow), int(iRow), iis_lp.row_lower_[iisRow],
1269
+ h.modelStatusToString(h.getModelStatus()).c_str());
1270
+ return lpOkReturn(false);
1271
+ }
1272
+ h.changeRowBounds(iisRow, iis_lp.row_lower_[iisRow],
1273
+ iis_lp.row_upper_[iisRow]);
1274
+ }
1275
+ if (this->row_bound_[iisRow] == kIisBoundStatusUpper) {
1276
+ h.changeRowBounds(iisRow, iis_lp.row_lower_[iisRow], kHighsInf);
1277
+ if (!optimal()) {
1278
+ highsLogUser(log_options, HighsLogType::kError,
1279
+ "HighsIis: IIS row %d (LP row %d): relaxing upper "
1280
+ "bound of %g yield IIS LP with status %s\n",
1281
+ int(iisRow), int(iRow), iis_lp.row_upper_[iisRow],
1282
+ h.modelStatusToString(h.getModelStatus()).c_str());
1283
+ return lpOkReturn(false);
1284
+ }
1285
+ h.changeRowBounds(iisRow, iis_lp.row_lower_[iisRow],
1286
+ iis_lp.row_upper_[iisRow]);
1287
+ }
1288
+ }
1289
+ return lpOkReturn(true);
1290
+ }