lpsolver 0.1.0 → 0.2.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/Gemfile +1 -0
- data/README.md +104 -26
- data/ext/lpsolver/Makefile +269 -0
- data/ext/lpsolver/ext.c +353 -0
- data/ext/lpsolver/ext.o +0 -0
- data/ext/lpsolver/extconf.rb +79 -0
- data/ext/lpsolver/native.so +0 -0
- data/ext/lpsolver-highs/AUTHORS +7 -0
- data/ext/lpsolver-highs/BUILD.bazel +243 -0
- data/ext/lpsolver-highs/CITATION.cff +29 -0
- data/ext/lpsolver-highs/CMakeCache.txt +406 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
- data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
- data/ext/lpsolver-highs/CMakeLists.txt +983 -0
- data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
- data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
- data/ext/lpsolver-highs/FEATURES.md +61 -0
- data/ext/lpsolver-highs/LICENSE.txt +21 -0
- data/ext/lpsolver-highs/MODULE.bazel +38 -0
- data/ext/lpsolver-highs/README.md +281 -0
- data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
- data/ext/lpsolver-highs/Version.txt +4 -0
- data/ext/lpsolver-highs/WORKSPACE +33 -0
- data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
- data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
- data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
- data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
- data/ext/lpsolver-highs/build/bin/highs +0 -0
- data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
- data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
- data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
- data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
- data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
- data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
- data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
- data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexReport.h +21 -0
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- data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
- data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
- data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
- data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
- data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
- data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
- data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
- data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
- data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
- data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
- data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
- data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
- data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
- data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
- data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
- data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
- data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
- data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
- data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
- data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
- data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
- data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
- data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
- data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
- data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
- data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
- data/ext/lpsolver-highs/highs.pc.in +12 -0
- data/ext/lpsolver-highs/meson.build +198 -0
- data/ext/lpsolver-highs/meson_options.txt +31 -0
- data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
- data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
- data/ext/lpsolver-highs/nuget/README.md +38 -0
- data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
- data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
- data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
- data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
- data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
- data/ext/lpsolver-highs/pyproject.toml +221 -0
- data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
- data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
- data/ext/lpsolver-highs/version.rc.in +50 -0
- data/lib/lpsolver/highs +0 -0
- data/lib/lpsolver/model.rb +35 -7
- data/lib/lpsolver/native.so +0 -0
- data/lib/lpsolver/native_model.rb +261 -0
- data/lib/lpsolver/solution.rb +93 -8
- data/lib/lpsolver/version.rb +1 -1
- data/lpsolver.gemspec +4 -1
- metadata +1176 -4
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
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/* */
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/* This file is part of the HiGHS linear optimization suite */
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/* */
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/* Available as open-source under the MIT License */
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/* */
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
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/**@file lp_data/HighsLp.cpp
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* @brief
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*/
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#include "lp_data/HighsLp.h"
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#include <cassert>
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#include "lp_data/HighsLpUtils.h"
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#include "util/HighsMatrixUtils.h"
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bool HighsLp::isMip() const {
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size_t integrality_size = this->integrality_.size();
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if (integrality_size) {
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assert(static_cast<HighsInt>(integrality_size) == this->num_col_);
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for (HighsInt iCol = 0; iCol < this->num_col_; iCol++)
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if (this->integrality_[iCol] != HighsVarType::kContinuous) return true;
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}
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return false;
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}
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bool HighsLp::hasInfiniteCost(const double infinite_cost) const {
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for (HighsInt iCol = 0; iCol < this->num_col_; iCol++) {
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if (this->col_cost_[iCol] >= infinite_cost) return true;
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if (this->col_cost_[iCol] <= -infinite_cost) return true;
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}
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return false;
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}
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bool HighsLp::hasSemiVariables() const {
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size_t integrality_size = this->integrality_.size();
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if (integrality_size) {
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assert(static_cast<HighsInt>(integrality_size) == this->num_col_);
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for (HighsInt iCol = 0; iCol < this->num_col_; iCol++)
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if (this->integrality_[iCol] == HighsVarType::kSemiContinuous ||
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this->integrality_[iCol] == HighsVarType::kSemiInteger)
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return true;
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}
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return false;
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}
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bool HighsLp::hasMods() const {
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return this->mods_.save_non_semi_variable_index.size() > 0 ||
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this->mods_.save_inconsistent_semi_variable_index.size() > 0 ||
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this->mods_.save_relaxed_semi_variable_lower_bound_index.size() > 0 ||
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this->mods_.save_tightened_semi_variable_upper_bound_index.size() >
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0 ||
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this->mods_.save_inf_cost_variable_index.size() > 0;
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}
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bool HighsLp::needsMods(const double infinite_cost) const {
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assert(this->has_infinite_cost_ == this->hasInfiniteCost(infinite_cost));
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return this->has_infinite_cost_ || this->hasSemiVariables();
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}
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bool HighsLp::operator==(const HighsLp& lp) const {
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bool equal = equalButForNames(lp);
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equal = equalNames(lp) && equal;
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return equal;
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}
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bool HighsLp::equalButForNames(const HighsLp& lp) const {
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bool equal = equalButForScalingAndNames(lp);
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equal = equalScaling(lp) && equal;
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return equal;
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}
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bool HighsLp::equalButForScalingAndNames(const HighsLp& lp) const {
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const bool equal_vectors = equalVectors(lp);
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const bool equal_matrix = this->a_matrix_ == lp.a_matrix_;
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#ifndef NDEBUG
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if (!equal_matrix) printf("HighsLp::equalButForNames: Unequal matrix\n");
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#endif
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return equal_vectors && equal_matrix;
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}
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bool HighsLp::equalVectors(const HighsLp& lp) const {
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bool equal_vectors = true;
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equal_vectors = this->num_col_ == lp.num_col_ && equal_vectors;
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equal_vectors = this->num_row_ == lp.num_row_ && equal_vectors;
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equal_vectors = this->sense_ == lp.sense_ && equal_vectors;
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equal_vectors = this->offset_ == lp.offset_ && equal_vectors;
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equal_vectors = this->model_name_ == lp.model_name_ && equal_vectors;
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equal_vectors = this->col_cost_ == lp.col_cost_ && equal_vectors;
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equal_vectors = this->col_upper_ == lp.col_upper_ && equal_vectors;
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equal_vectors = this->col_lower_ == lp.col_lower_ && equal_vectors;
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equal_vectors = this->row_upper_ == lp.row_upper_ && equal_vectors;
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equal_vectors = this->row_lower_ == lp.row_lower_ && equal_vectors;
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#ifndef NDEBUG
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if (!equal_vectors) printf("HighsLp::equalButForNames: Unequal vectors\n");
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#endif
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return equal_vectors;
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}
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bool HighsLp::equalNames(const HighsLp& lp) const {
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bool equal = true;
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equal = this->objective_name_ == lp.objective_name_ && equal;
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equal = this->row_names_ == lp.row_names_ && equal;
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equal = this->col_names_ == lp.col_names_ && equal;
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return equal;
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}
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bool HighsLp::equalScaling(const HighsLp& lp) const {
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bool equal = true;
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equal = this->scale_.strategy == lp.scale_.strategy && equal;
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equal = this->scale_.has_scaling == lp.scale_.has_scaling && equal;
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equal = this->scale_.num_col == lp.scale_.num_col && equal;
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equal = this->scale_.num_row == lp.scale_.num_row && equal;
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equal = this->scale_.cost == lp.scale_.cost && equal;
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equal = this->scale_.col == lp.scale_.col && equal;
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equal = this->scale_.row == lp.scale_.row && equal;
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#ifndef NDEBUG
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if (!equal) printf("HighsLp::equalScaling: Unequal scaling\n");
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#endif
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return equal;
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}
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double HighsLp::objectiveValue(const std::vector<double>& solution) const {
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assert((int)solution.size() >= this->num_col_);
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double objective_function_value = this->offset_;
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for (HighsInt iCol = 0; iCol < this->num_col_; iCol++)
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objective_function_value += this->col_cost_[iCol] * solution[iCol];
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return objective_function_value;
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}
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HighsCDouble HighsLp::objectiveCDoubleValue(
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const std::vector<double>& solution) const {
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assert((int)solution.size() >= this->num_col_);
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HighsCDouble objective_function_value = this->offset_;
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for (HighsInt iCol = 0; iCol < this->num_col_; iCol++)
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objective_function_value += this->col_cost_[iCol] * solution[iCol];
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return objective_function_value;
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}
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void HighsLp::setMatrixDimensions() {
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this->a_matrix_.num_col_ = this->num_col_;
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this->a_matrix_.num_row_ = this->num_row_;
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}
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void HighsLp::resetScale() {
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// Should allow user-supplied scale to be retained
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// const bool dimensions_ok =
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// this->scale_.num_col_ == this->num_col_ &&
|
|
150
|
+
// this->scale_.num_row_ == this->num_row_;
|
|
151
|
+
this->clearScale();
|
|
152
|
+
}
|
|
153
|
+
|
|
154
|
+
void HighsLp::setFormat(const MatrixFormat format) {
|
|
155
|
+
this->a_matrix_.setFormat(format);
|
|
156
|
+
}
|
|
157
|
+
|
|
158
|
+
void HighsLp::exactResize() {
|
|
159
|
+
this->col_cost_.resize(this->num_col_);
|
|
160
|
+
this->col_lower_.resize(this->num_col_);
|
|
161
|
+
this->col_upper_.resize(this->num_col_);
|
|
162
|
+
this->row_lower_.resize(this->num_row_);
|
|
163
|
+
this->row_upper_.resize(this->num_row_);
|
|
164
|
+
this->a_matrix_.exactResize();
|
|
165
|
+
|
|
166
|
+
if ((int)this->col_names_.size()) this->col_names_.resize(this->num_col_);
|
|
167
|
+
if ((int)this->row_names_.size()) this->row_names_.resize(this->num_row_);
|
|
168
|
+
if ((int)this->integrality_.size()) this->integrality_.resize(this->num_col_);
|
|
169
|
+
}
|
|
170
|
+
|
|
171
|
+
bool HighsLp::okNames() const {
|
|
172
|
+
if (this->col_names_.size() != static_cast<size_t>(this->num_col_))
|
|
173
|
+
return false;
|
|
174
|
+
if (this->row_names_.size() != static_cast<size_t>(this->num_row_))
|
|
175
|
+
return false;
|
|
176
|
+
// Look for names that are empty or have spaces
|
|
177
|
+
for (HighsInt iCol = 0; iCol < this->num_col_; iCol++) {
|
|
178
|
+
const std::string& name = this->col_names_[iCol];
|
|
179
|
+
if (HighsInt(name.length()) == 0) return false;
|
|
180
|
+
size_t space_pos = name.find(" ");
|
|
181
|
+
if (space_pos != std::string::npos) return false;
|
|
182
|
+
}
|
|
183
|
+
for (HighsInt iRow = 0; iRow < this->num_row_; iRow++) {
|
|
184
|
+
const std::string& name = this->row_names_[iRow];
|
|
185
|
+
if (HighsInt(name.length()) == 0) return false;
|
|
186
|
+
size_t space_pos = name.find(" ");
|
|
187
|
+
if (space_pos != std::string::npos) return false;
|
|
188
|
+
}
|
|
189
|
+
return true;
|
|
190
|
+
}
|
|
191
|
+
|
|
192
|
+
void HighsLp::clear() {
|
|
193
|
+
this->num_col_ = 0;
|
|
194
|
+
this->num_row_ = 0;
|
|
195
|
+
|
|
196
|
+
this->col_cost_.clear();
|
|
197
|
+
this->col_lower_.clear();
|
|
198
|
+
this->col_upper_.clear();
|
|
199
|
+
this->row_lower_.clear();
|
|
200
|
+
this->row_upper_.clear();
|
|
201
|
+
|
|
202
|
+
this->a_matrix_.clear();
|
|
203
|
+
|
|
204
|
+
this->sense_ = ObjSense::kMinimize;
|
|
205
|
+
this->offset_ = 0;
|
|
206
|
+
|
|
207
|
+
this->model_name_ = "";
|
|
208
|
+
this->origin_name_ = "";
|
|
209
|
+
this->objective_name_ = "";
|
|
210
|
+
|
|
211
|
+
this->col_name_prefix_ = "";
|
|
212
|
+
this->row_name_prefix_ = "";
|
|
213
|
+
this->col_name_suffix_ = 0;
|
|
214
|
+
this->row_name_suffix_ = 0;
|
|
215
|
+
this->col_names_.clear();
|
|
216
|
+
this->row_names_.clear();
|
|
217
|
+
|
|
218
|
+
this->integrality_.clear();
|
|
219
|
+
|
|
220
|
+
this->col_hash_.clear();
|
|
221
|
+
this->row_hash_.clear();
|
|
222
|
+
|
|
223
|
+
this->clearScale();
|
|
224
|
+
this->is_scaled_ = false;
|
|
225
|
+
this->is_moved_ = false;
|
|
226
|
+
this->cost_row_location_ = -1;
|
|
227
|
+
this->has_infinite_cost_ = false;
|
|
228
|
+
this->mods_.clear();
|
|
229
|
+
}
|
|
230
|
+
|
|
231
|
+
void HighsLp::clearScale() {
|
|
232
|
+
this->scale_.strategy = kSimplexScaleStrategyOff;
|
|
233
|
+
this->scale_.has_scaling = false;
|
|
234
|
+
this->scale_.num_col = 0;
|
|
235
|
+
this->scale_.num_row = 0;
|
|
236
|
+
this->scale_.cost = 0;
|
|
237
|
+
this->scale_.col.clear();
|
|
238
|
+
this->scale_.row.clear();
|
|
239
|
+
}
|
|
240
|
+
|
|
241
|
+
void HighsLp::clearScaling() {
|
|
242
|
+
this->unapplyScale();
|
|
243
|
+
this->clearScale();
|
|
244
|
+
}
|
|
245
|
+
|
|
246
|
+
void HighsLp::applyScale() {
|
|
247
|
+
// Ensure that any scaling is applied
|
|
248
|
+
const HighsScale& scale = this->scale_;
|
|
249
|
+
if (this->is_scaled_) {
|
|
250
|
+
// Already scaled - so check that there is scaling and return
|
|
251
|
+
assert(scale.has_scaling);
|
|
252
|
+
return;
|
|
253
|
+
}
|
|
254
|
+
// No scaling currently applied
|
|
255
|
+
this->is_scaled_ = false;
|
|
256
|
+
if (scale.has_scaling) {
|
|
257
|
+
// Apply the scaling to the bounds, costs and matrix, and record
|
|
258
|
+
// that it has been applied
|
|
259
|
+
for (HighsInt iCol = 0; iCol < this->num_col_; iCol++) {
|
|
260
|
+
this->col_lower_[iCol] /= scale.col[iCol];
|
|
261
|
+
this->col_upper_[iCol] /= scale.col[iCol];
|
|
262
|
+
this->col_cost_[iCol] *= scale.col[iCol];
|
|
263
|
+
}
|
|
264
|
+
for (HighsInt iRow = 0; iRow < this->num_row_; iRow++) {
|
|
265
|
+
this->row_lower_[iRow] *= scale.row[iRow];
|
|
266
|
+
this->row_upper_[iRow] *= scale.row[iRow];
|
|
267
|
+
}
|
|
268
|
+
this->a_matrix_.applyScale(scale);
|
|
269
|
+
this->is_scaled_ = true;
|
|
270
|
+
}
|
|
271
|
+
}
|
|
272
|
+
|
|
273
|
+
void HighsLp::unapplyScale() {
|
|
274
|
+
// Ensure that any scaling is not applied
|
|
275
|
+
const HighsScale& scale = this->scale_;
|
|
276
|
+
if (!this->is_scaled_) {
|
|
277
|
+
// Not scaled so return
|
|
278
|
+
return;
|
|
279
|
+
}
|
|
280
|
+
// Already scaled - so check that there is scaling
|
|
281
|
+
assert(scale.has_scaling);
|
|
282
|
+
// Unapply the scaling to the bounds, costs and matrix, and record
|
|
283
|
+
// that it has been unapplied
|
|
284
|
+
for (HighsInt iCol = 0; iCol < this->num_col_; iCol++) {
|
|
285
|
+
this->col_lower_[iCol] *= scale.col[iCol];
|
|
286
|
+
this->col_upper_[iCol] *= scale.col[iCol];
|
|
287
|
+
this->col_cost_[iCol] /= scale.col[iCol];
|
|
288
|
+
}
|
|
289
|
+
for (HighsInt iRow = 0; iRow < this->num_row_; iRow++) {
|
|
290
|
+
this->row_lower_[iRow] /= scale.row[iRow];
|
|
291
|
+
this->row_upper_[iRow] /= scale.row[iRow];
|
|
292
|
+
}
|
|
293
|
+
this->a_matrix_.unapplyScale(scale);
|
|
294
|
+
this->is_scaled_ = false;
|
|
295
|
+
}
|
|
296
|
+
|
|
297
|
+
void HighsLp::moveBackLpAndUnapplyScaling(HighsLp& lp) {
|
|
298
|
+
assert(this->is_moved_ == true);
|
|
299
|
+
*this = std::move(lp);
|
|
300
|
+
this->unapplyScale();
|
|
301
|
+
assert(this->is_moved_ == false);
|
|
302
|
+
}
|
|
303
|
+
|
|
304
|
+
void HighsLp::addColNames(const std::string name, const HighsInt num_new_col) {
|
|
305
|
+
// Don't add names if there are no columns being added
|
|
306
|
+
if (this->num_col_ == 0) return;
|
|
307
|
+
HighsInt col_names_size = this->col_names_.size();
|
|
308
|
+
if (col_names_size <= 0) return;
|
|
309
|
+
assert(col_names_size == this->num_col_ + num_new_col);
|
|
310
|
+
// Handle the addition of user-defined names later
|
|
311
|
+
assert(name == "");
|
|
312
|
+
// Blank names for the new columns were added in
|
|
313
|
+
// appendColsToLpVectors
|
|
314
|
+
}
|
|
315
|
+
|
|
316
|
+
void HighsLp::addRowNames(const std::string name, const HighsInt num_new_row) {
|
|
317
|
+
// Don't add names if there are no rows being added
|
|
318
|
+
if (this->num_row_ == 0) return;
|
|
319
|
+
HighsInt row_names_size = this->row_names_.size();
|
|
320
|
+
if (row_names_size <= 0) return;
|
|
321
|
+
assert(row_names_size == this->num_row_ + num_new_row);
|
|
322
|
+
// Handle the addition of user-defined names later
|
|
323
|
+
assert(name == "");
|
|
324
|
+
// Blank names for the new rows were added in appendRowsToLpVectors
|
|
325
|
+
}
|
|
326
|
+
|
|
327
|
+
void HighsLp::deleteColsFromVectors(
|
|
328
|
+
HighsInt& new_num_col, const HighsIndexCollection& index_collection) {
|
|
329
|
+
assert(ok(index_collection));
|
|
330
|
+
HighsInt from_k;
|
|
331
|
+
HighsInt to_k;
|
|
332
|
+
limits(index_collection, from_k, to_k);
|
|
333
|
+
// Initialise new_num_col in case none is removed due to from_k > to_k
|
|
334
|
+
new_num_col = this->num_col_;
|
|
335
|
+
if (from_k > to_k) return;
|
|
336
|
+
|
|
337
|
+
HighsInt delete_from_col;
|
|
338
|
+
HighsInt delete_to_col;
|
|
339
|
+
HighsInt keep_from_col;
|
|
340
|
+
HighsInt keep_to_col = -1;
|
|
341
|
+
HighsInt current_set_entry = 0;
|
|
342
|
+
|
|
343
|
+
HighsInt col_dim = this->num_col_;
|
|
344
|
+
new_num_col = 0;
|
|
345
|
+
bool have_names = (this->col_names_.size() != 0);
|
|
346
|
+
bool have_integrality = (this->integrality_.size() != 0);
|
|
347
|
+
for (HighsInt k = from_k; k <= to_k; k++) {
|
|
348
|
+
updateOutInIndex(index_collection, delete_from_col, delete_to_col,
|
|
349
|
+
keep_from_col, keep_to_col, current_set_entry);
|
|
350
|
+
// Account for the initial columns being kept
|
|
351
|
+
if (k == from_k) new_num_col = delete_from_col;
|
|
352
|
+
if (delete_to_col >= col_dim - 1) break;
|
|
353
|
+
assert(delete_to_col < col_dim);
|
|
354
|
+
for (HighsInt col = keep_from_col; col <= keep_to_col; col++) {
|
|
355
|
+
this->col_cost_[new_num_col] = this->col_cost_[col];
|
|
356
|
+
this->col_lower_[new_num_col] = this->col_lower_[col];
|
|
357
|
+
this->col_upper_[new_num_col] = this->col_upper_[col];
|
|
358
|
+
if (have_names) this->col_names_[new_num_col] = this->col_names_[col];
|
|
359
|
+
if (have_integrality)
|
|
360
|
+
this->integrality_[new_num_col] = this->integrality_[col];
|
|
361
|
+
new_num_col++;
|
|
362
|
+
}
|
|
363
|
+
if (keep_to_col >= col_dim - 1) break;
|
|
364
|
+
}
|
|
365
|
+
this->col_cost_.resize(new_num_col);
|
|
366
|
+
this->col_lower_.resize(new_num_col);
|
|
367
|
+
this->col_upper_.resize(new_num_col);
|
|
368
|
+
if (have_integrality) this->integrality_.resize(new_num_col);
|
|
369
|
+
if (have_names) this->col_names_.resize(new_num_col);
|
|
370
|
+
}
|
|
371
|
+
|
|
372
|
+
void HighsLp::deleteRowsFromVectors(
|
|
373
|
+
HighsInt& new_num_row, const HighsIndexCollection& index_collection) {
|
|
374
|
+
assert(ok(index_collection));
|
|
375
|
+
HighsInt from_k;
|
|
376
|
+
HighsInt to_k;
|
|
377
|
+
limits(index_collection, from_k, to_k);
|
|
378
|
+
// Initialise new_num_row in case none is removed due to from_k > to_k
|
|
379
|
+
new_num_row = this->num_row_;
|
|
380
|
+
if (from_k > to_k) return;
|
|
381
|
+
|
|
382
|
+
HighsInt delete_from_row;
|
|
383
|
+
HighsInt delete_to_row;
|
|
384
|
+
HighsInt keep_from_row;
|
|
385
|
+
HighsInt keep_to_row = -1;
|
|
386
|
+
HighsInt current_set_entry = 0;
|
|
387
|
+
|
|
388
|
+
HighsInt row_dim = this->num_row_;
|
|
389
|
+
new_num_row = 0;
|
|
390
|
+
bool have_names = (HighsInt)this->row_names_.size() > 0;
|
|
391
|
+
for (HighsInt k = from_k; k <= to_k; k++) {
|
|
392
|
+
updateOutInIndex(index_collection, delete_from_row, delete_to_row,
|
|
393
|
+
keep_from_row, keep_to_row, current_set_entry);
|
|
394
|
+
if (k == from_k) {
|
|
395
|
+
// Account for the initial rows being kept
|
|
396
|
+
new_num_row = delete_from_row;
|
|
397
|
+
}
|
|
398
|
+
if (delete_to_row >= row_dim - 1) break;
|
|
399
|
+
assert(delete_to_row < row_dim);
|
|
400
|
+
for (HighsInt row = keep_from_row; row <= keep_to_row; row++) {
|
|
401
|
+
this->row_lower_[new_num_row] = this->row_lower_[row];
|
|
402
|
+
this->row_upper_[new_num_row] = this->row_upper_[row];
|
|
403
|
+
if (have_names) this->row_names_[new_num_row] = this->row_names_[row];
|
|
404
|
+
new_num_row++;
|
|
405
|
+
}
|
|
406
|
+
if (keep_to_row >= row_dim - 1) break;
|
|
407
|
+
}
|
|
408
|
+
this->row_lower_.resize(new_num_row);
|
|
409
|
+
this->row_upper_.resize(new_num_row);
|
|
410
|
+
if (have_names) this->row_names_.resize(new_num_row);
|
|
411
|
+
}
|
|
412
|
+
|
|
413
|
+
void HighsLp::deleteCols(const HighsIndexCollection& index_collection) {
|
|
414
|
+
HighsInt new_num_col;
|
|
415
|
+
this->deleteColsFromVectors(new_num_col, index_collection);
|
|
416
|
+
this->a_matrix_.deleteCols(index_collection);
|
|
417
|
+
this->num_col_ = new_num_col;
|
|
418
|
+
}
|
|
419
|
+
|
|
420
|
+
void HighsLp::deleteRows(const HighsIndexCollection& index_collection) {
|
|
421
|
+
HighsInt new_num_row;
|
|
422
|
+
this->deleteRowsFromVectors(new_num_row, index_collection);
|
|
423
|
+
this->a_matrix_.deleteRows(index_collection);
|
|
424
|
+
this->num_row_ = new_num_row;
|
|
425
|
+
}
|
|
426
|
+
|
|
427
|
+
void HighsLp::unapplyMods() {
|
|
428
|
+
// Restore any non-semi types
|
|
429
|
+
const HighsInt num_non_semi = this->mods_.save_non_semi_variable_index.size();
|
|
430
|
+
for (HighsInt k = 0; k < num_non_semi; k++) {
|
|
431
|
+
HighsInt iCol = this->mods_.save_non_semi_variable_index[k];
|
|
432
|
+
assert(this->integrality_[iCol] == HighsVarType::kContinuous ||
|
|
433
|
+
this->integrality_[iCol] == HighsVarType::kInteger);
|
|
434
|
+
if (this->integrality_[iCol] == HighsVarType::kContinuous) {
|
|
435
|
+
this->integrality_[iCol] = HighsVarType::kSemiContinuous;
|
|
436
|
+
} else {
|
|
437
|
+
this->integrality_[iCol] = HighsVarType::kSemiInteger;
|
|
438
|
+
}
|
|
439
|
+
}
|
|
440
|
+
// Restore any inconsistent semi variables
|
|
441
|
+
const HighsInt num_inconsistent_semi =
|
|
442
|
+
this->mods_.save_inconsistent_semi_variable_index.size();
|
|
443
|
+
if (!num_inconsistent_semi) {
|
|
444
|
+
assert(
|
|
445
|
+
!this->mods_.save_inconsistent_semi_variable_lower_bound_value.size());
|
|
446
|
+
assert(
|
|
447
|
+
!this->mods_.save_inconsistent_semi_variable_upper_bound_value.size());
|
|
448
|
+
assert(!this->mods_.save_inconsistent_semi_variable_type.size());
|
|
449
|
+
}
|
|
450
|
+
for (HighsInt k = 0; k < num_inconsistent_semi; k++) {
|
|
451
|
+
HighsInt iCol = this->mods_.save_inconsistent_semi_variable_index[k];
|
|
452
|
+
this->col_lower_[iCol] =
|
|
453
|
+
this->mods_.save_inconsistent_semi_variable_lower_bound_value[k];
|
|
454
|
+
this->col_upper_[iCol] =
|
|
455
|
+
this->mods_.save_inconsistent_semi_variable_upper_bound_value[k];
|
|
456
|
+
this->integrality_[iCol] =
|
|
457
|
+
this->mods_.save_inconsistent_semi_variable_type[k];
|
|
458
|
+
}
|
|
459
|
+
// Restore any relaxed lower bounds
|
|
460
|
+
std::vector<HighsInt>& relaxed_semi_variable_lower_index =
|
|
461
|
+
this->mods_.save_relaxed_semi_variable_lower_bound_index;
|
|
462
|
+
std::vector<double>& relaxed_semi_variable_lower_value =
|
|
463
|
+
this->mods_.save_relaxed_semi_variable_lower_bound_value;
|
|
464
|
+
const HighsInt num_lower_bound = relaxed_semi_variable_lower_index.size();
|
|
465
|
+
if (!num_lower_bound) {
|
|
466
|
+
assert(!relaxed_semi_variable_lower_value.size());
|
|
467
|
+
}
|
|
468
|
+
for (HighsInt k = 0; k < num_lower_bound; k++) {
|
|
469
|
+
HighsInt iCol = relaxed_semi_variable_lower_index[k];
|
|
470
|
+
assert(this->integrality_[iCol] == HighsVarType::kSemiContinuous ||
|
|
471
|
+
this->integrality_[iCol] == HighsVarType::kSemiInteger);
|
|
472
|
+
this->col_lower_[iCol] = relaxed_semi_variable_lower_value[k];
|
|
473
|
+
}
|
|
474
|
+
// Restore any tightened upper bounds
|
|
475
|
+
std::vector<HighsInt>& tightened_semi_variable_upper_bound_index =
|
|
476
|
+
this->mods_.save_tightened_semi_variable_upper_bound_index;
|
|
477
|
+
std::vector<double>& tightened_semi_variable_upper_bound_value =
|
|
478
|
+
this->mods_.save_tightened_semi_variable_upper_bound_value;
|
|
479
|
+
const HighsInt num_upper_bound =
|
|
480
|
+
tightened_semi_variable_upper_bound_index.size();
|
|
481
|
+
if (!num_upper_bound) {
|
|
482
|
+
assert(!tightened_semi_variable_upper_bound_value.size());
|
|
483
|
+
}
|
|
484
|
+
for (HighsInt k = 0; k < num_upper_bound; k++) {
|
|
485
|
+
HighsInt iCol = tightened_semi_variable_upper_bound_index[k];
|
|
486
|
+
assert(this->integrality_[iCol] == HighsVarType::kSemiContinuous ||
|
|
487
|
+
this->integrality_[iCol] == HighsVarType::kSemiInteger);
|
|
488
|
+
this->col_upper_[iCol] = tightened_semi_variable_upper_bound_value[k];
|
|
489
|
+
}
|
|
490
|
+
|
|
491
|
+
this->mods_.clear();
|
|
492
|
+
}
|
|
493
|
+
|
|
494
|
+
void HighsLpMods::clear() {
|
|
495
|
+
this->save_non_semi_variable_index.clear();
|
|
496
|
+
this->save_inconsistent_semi_variable_index.clear();
|
|
497
|
+
this->save_inconsistent_semi_variable_lower_bound_value.clear();
|
|
498
|
+
this->save_inconsistent_semi_variable_upper_bound_value.clear();
|
|
499
|
+
this->save_inconsistent_semi_variable_type.clear();
|
|
500
|
+
this->save_relaxed_semi_variable_lower_bound_index.clear();
|
|
501
|
+
this->save_relaxed_semi_variable_lower_bound_value.clear();
|
|
502
|
+
this->save_tightened_semi_variable_upper_bound_index.clear();
|
|
503
|
+
this->save_tightened_semi_variable_upper_bound_value.clear();
|
|
504
|
+
this->save_inf_cost_variable_index.clear();
|
|
505
|
+
this->save_inf_cost_variable_cost.clear();
|
|
506
|
+
this->save_inf_cost_variable_lower.clear();
|
|
507
|
+
this->save_inf_cost_variable_upper.clear();
|
|
508
|
+
}
|
|
509
|
+
|
|
510
|
+
bool HighsLpMods::isClear() {
|
|
511
|
+
if (this->save_non_semi_variable_index.size()) return false;
|
|
512
|
+
if (this->save_inconsistent_semi_variable_index.size()) return false;
|
|
513
|
+
if (this->save_inconsistent_semi_variable_lower_bound_value.size())
|
|
514
|
+
return false;
|
|
515
|
+
if (this->save_inconsistent_semi_variable_upper_bound_value.size())
|
|
516
|
+
return false;
|
|
517
|
+
if (this->save_inconsistent_semi_variable_type.size()) return false;
|
|
518
|
+
if (this->save_relaxed_semi_variable_lower_bound_value.size()) return false;
|
|
519
|
+
if (this->save_relaxed_semi_variable_lower_bound_value.size()) return false;
|
|
520
|
+
if (this->save_tightened_semi_variable_upper_bound_index.size()) return false;
|
|
521
|
+
if (this->save_tightened_semi_variable_upper_bound_value.size()) return false;
|
|
522
|
+
return true;
|
|
523
|
+
}
|
|
524
|
+
|
|
525
|
+
void HighsNameHash::form(const std::vector<std::string>& name) {
|
|
526
|
+
this->clear();
|
|
527
|
+
for (size_t index = 0; index < name.size(); index++) {
|
|
528
|
+
auto emplace_result =
|
|
529
|
+
this->name2index.emplace(name[index], static_cast<int>(index));
|
|
530
|
+
const bool duplicate = !emplace_result.second;
|
|
531
|
+
if (duplicate) {
|
|
532
|
+
// Find the original and mark it as duplicate
|
|
533
|
+
auto& search = emplace_result.first;
|
|
534
|
+
assert(int(search->second) < int(this->name2index.size()));
|
|
535
|
+
search->second = kHashIsDuplicate;
|
|
536
|
+
}
|
|
537
|
+
}
|
|
538
|
+
}
|
|
539
|
+
|
|
540
|
+
bool HighsNameHash::hasDuplicate(const std::vector<std::string>& name) {
|
|
541
|
+
this->clear();
|
|
542
|
+
bool has_duplicate = false;
|
|
543
|
+
for (size_t index = 0; index < name.size(); index++) {
|
|
544
|
+
has_duplicate =
|
|
545
|
+
!this->name2index.emplace(name[index], static_cast<int>(index)).second;
|
|
546
|
+
if (has_duplicate) break;
|
|
547
|
+
}
|
|
548
|
+
this->clear();
|
|
549
|
+
return has_duplicate;
|
|
550
|
+
}
|
|
551
|
+
|
|
552
|
+
void HighsNameHash::update(int index, const std::string& old_name,
|
|
553
|
+
const std::string& new_name) {
|
|
554
|
+
this->name2index.erase(old_name);
|
|
555
|
+
auto emplace_result = this->name2index.emplace(new_name, index);
|
|
556
|
+
if (!emplace_result.second) {
|
|
557
|
+
// Find the original and mark it as duplicate
|
|
558
|
+
auto& search = emplace_result.first;
|
|
559
|
+
assert(int(search->second) < int(this->name2index.size()));
|
|
560
|
+
search->second = kHashIsDuplicate;
|
|
561
|
+
}
|
|
562
|
+
}
|
|
563
|
+
|
|
564
|
+
void HighsNameHash::clear() { this->name2index.clear(); }
|
|
@@ -0,0 +1,97 @@
|
|
|
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/HighsLp.h
|
|
9
|
+
* @brief
|
|
10
|
+
*/
|
|
11
|
+
#ifndef LP_DATA_HIGHS_LP_H_
|
|
12
|
+
#define LP_DATA_HIGHS_LP_H_
|
|
13
|
+
|
|
14
|
+
#include <string>
|
|
15
|
+
|
|
16
|
+
#include "lp_data/HStruct.h"
|
|
17
|
+
#include "util/HighsSparseMatrix.h"
|
|
18
|
+
|
|
19
|
+
class HighsLp {
|
|
20
|
+
public:
|
|
21
|
+
HighsLp() { clear(); }
|
|
22
|
+
// Model data
|
|
23
|
+
HighsInt num_col_;
|
|
24
|
+
HighsInt num_row_;
|
|
25
|
+
|
|
26
|
+
std::vector<double> col_cost_;
|
|
27
|
+
std::vector<double> col_lower_;
|
|
28
|
+
std::vector<double> col_upper_;
|
|
29
|
+
std::vector<double> row_lower_;
|
|
30
|
+
std::vector<double> row_upper_;
|
|
31
|
+
|
|
32
|
+
HighsSparseMatrix a_matrix_;
|
|
33
|
+
|
|
34
|
+
ObjSense sense_;
|
|
35
|
+
double offset_;
|
|
36
|
+
|
|
37
|
+
std::string model_name_;
|
|
38
|
+
std::string origin_name_;
|
|
39
|
+
std::string objective_name_;
|
|
40
|
+
|
|
41
|
+
std::string col_name_prefix_ = "";
|
|
42
|
+
std::string row_name_prefix_ = "";
|
|
43
|
+
HighsInt col_name_suffix_ = 0;
|
|
44
|
+
HighsInt row_name_suffix_ = 0;
|
|
45
|
+
std::vector<std::string> col_names_;
|
|
46
|
+
std::vector<std::string> row_names_;
|
|
47
|
+
|
|
48
|
+
std::vector<HighsVarType> integrality_;
|
|
49
|
+
|
|
50
|
+
HighsNameHash col_hash_;
|
|
51
|
+
HighsNameHash row_hash_;
|
|
52
|
+
|
|
53
|
+
HighsScale scale_;
|
|
54
|
+
bool is_scaled_;
|
|
55
|
+
bool is_moved_;
|
|
56
|
+
HighsInt cost_row_location_;
|
|
57
|
+
bool has_infinite_cost_;
|
|
58
|
+
HighsLpMods mods_;
|
|
59
|
+
|
|
60
|
+
bool operator==(const HighsLp& lp) const;
|
|
61
|
+
bool equalButForNames(const HighsLp& lp) const;
|
|
62
|
+
bool equalButForScalingAndNames(const HighsLp& lp) const;
|
|
63
|
+
bool equalVectors(const HighsLp& lp) const;
|
|
64
|
+
bool equalNames(const HighsLp& lp) const;
|
|
65
|
+
bool equalScaling(const HighsLp& lp) const;
|
|
66
|
+
bool isMip() const;
|
|
67
|
+
bool hasSemiVariables() const;
|
|
68
|
+
bool hasInfiniteCost(const double infinite_cost) const;
|
|
69
|
+
bool hasMods() const;
|
|
70
|
+
bool needsMods(const double infinite_cost) const;
|
|
71
|
+
double objectiveValue(const std::vector<double>& solution) const;
|
|
72
|
+
HighsCDouble objectiveCDoubleValue(const std::vector<double>& solution) const;
|
|
73
|
+
void setMatrixDimensions();
|
|
74
|
+
void setFormat(const MatrixFormat format);
|
|
75
|
+
void ensureColwise() { this->a_matrix_.ensureColwise(); };
|
|
76
|
+
void ensureRowwise() { this->a_matrix_.ensureRowwise(); };
|
|
77
|
+
void clearScaling();
|
|
78
|
+
void resetScale();
|
|
79
|
+
void clearScale();
|
|
80
|
+
void applyScale();
|
|
81
|
+
void unapplyScale();
|
|
82
|
+
void moveBackLpAndUnapplyScaling(HighsLp& lp);
|
|
83
|
+
void exactResize();
|
|
84
|
+
bool okNames() const;
|
|
85
|
+
void addColNames(const std::string name, const HighsInt num_new_col = 1);
|
|
86
|
+
void addRowNames(const std::string name, const HighsInt num_new_row = 1);
|
|
87
|
+
void deleteColsFromVectors(HighsInt& new_num_col,
|
|
88
|
+
const HighsIndexCollection& index_collection);
|
|
89
|
+
void deleteRowsFromVectors(HighsInt& new_num_row,
|
|
90
|
+
const HighsIndexCollection& index_collection);
|
|
91
|
+
void deleteCols(const HighsIndexCollection& index_collection);
|
|
92
|
+
void deleteRows(const HighsIndexCollection& index_collection);
|
|
93
|
+
void unapplyMods();
|
|
94
|
+
void clear();
|
|
95
|
+
};
|
|
96
|
+
|
|
97
|
+
#endif
|