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
  227. data/ext/lpsolver-highs/build/include/highs/qpsolver/statistics.hpp +30 -0
  228. data/ext/lpsolver-highs/build/include/highs/qpsolver/steepestedgepricing.hpp +173 -0
  229. data/ext/lpsolver-highs/build/include/highs/simplex/HApp.h +550 -0
  230. data/ext/lpsolver-highs/build/include/highs/simplex/HEkk.h +419 -0
  231. data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDual.h +513 -0
  232. data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRHS.h +134 -0
  233. data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRow.h +201 -0
  234. data/ext/lpsolver-highs/build/include/highs/simplex/HEkkPrimal.h +191 -0
  235. data/ext/lpsolver-highs/build/include/highs/simplex/HSimplex.h +42 -0
  236. data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexDebug.h +48 -0
  237. data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexNla.h +158 -0
  238. data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexReport.h +21 -0
  239. data/ext/lpsolver-highs/build/include/highs/simplex/HighsSimplexAnalysis.h +500 -0
  240. data/ext/lpsolver-highs/build/include/highs/simplex/SimplexConst.h +273 -0
  241. data/ext/lpsolver-highs/build/include/highs/simplex/SimplexStruct.h +263 -0
  242. data/ext/lpsolver-highs/build/include/highs/simplex/SimplexTimer.h +414 -0
  243. data/ext/lpsolver-highs/build/include/highs/test_kkt/DevKkt.h +143 -0
  244. data/ext/lpsolver-highs/build/include/highs/test_kkt/KktCh2.h +79 -0
  245. data/ext/lpsolver-highs/build/include/highs/util/FactorTimer.h +199 -0
  246. data/ext/lpsolver-highs/build/include/highs/util/HFactor.h +587 -0
  247. data/ext/lpsolver-highs/build/include/highs/util/HFactorConst.h +81 -0
  248. data/ext/lpsolver-highs/build/include/highs/util/HFactorDebug.h +55 -0
  249. data/ext/lpsolver-highs/build/include/highs/util/HSet.h +89 -0
  250. data/ext/lpsolver-highs/build/include/highs/util/HVector.h +22 -0
  251. data/ext/lpsolver-highs/build/include/highs/util/HVectorBase.h +102 -0
  252. data/ext/lpsolver-highs/build/include/highs/util/HighsCDouble.h +323 -0
  253. data/ext/lpsolver-highs/build/include/highs/util/HighsComponent.h +53 -0
  254. data/ext/lpsolver-highs/build/include/highs/util/HighsDataStack.h +83 -0
  255. data/ext/lpsolver-highs/build/include/highs/util/HighsDisjointSets.h +107 -0
  256. data/ext/lpsolver-highs/build/include/highs/util/HighsHash.h +1274 -0
  257. data/ext/lpsolver-highs/build/include/highs/util/HighsHashTree.h +1461 -0
  258. data/ext/lpsolver-highs/build/include/highs/util/HighsInt.h +36 -0
  259. data/ext/lpsolver-highs/build/include/highs/util/HighsIntegers.h +212 -0
  260. data/ext/lpsolver-highs/build/include/highs/util/HighsLinearSumBounds.h +203 -0
  261. data/ext/lpsolver-highs/build/include/highs/util/HighsMatrixPic.h +37 -0
  262. data/ext/lpsolver-highs/build/include/highs/util/HighsMatrixSlice.h +561 -0
  263. data/ext/lpsolver-highs/build/include/highs/util/HighsMatrixUtils.h +57 -0
  264. data/ext/lpsolver-highs/build/include/highs/util/HighsMemoryAllocation.h +63 -0
  265. data/ext/lpsolver-highs/build/include/highs/util/HighsRandom.h +242 -0
  266. data/ext/lpsolver-highs/build/include/highs/util/HighsRbTree.h +452 -0
  267. data/ext/lpsolver-highs/build/include/highs/util/HighsSort.h +131 -0
  268. data/ext/lpsolver-highs/build/include/highs/util/HighsSparseMatrix.h +151 -0
  269. data/ext/lpsolver-highs/build/include/highs/util/HighsSparseVectorSum.h +95 -0
  270. data/ext/lpsolver-highs/build/include/highs/util/HighsSplay.h +135 -0
  271. data/ext/lpsolver-highs/build/include/highs/util/HighsTimer.h +385 -0
  272. data/ext/lpsolver-highs/build/include/highs/util/HighsUtils.h +272 -0
  273. data/ext/lpsolver-highs/build/include/highs/util/stringutil.h +46 -0
  274. data/ext/lpsolver-highs/build/include/highs/zstr/strict_fstream.hpp +237 -0
  275. data/ext/lpsolver-highs/build/include/highs/zstr/zstr.hpp +473 -0
  276. data/ext/lpsolver-highs/build/include/highs_export.h +43 -0
  277. data/ext/lpsolver-highs/build/lib/cmake/highs/highs-config-version.cmake +65 -0
  278. data/ext/lpsolver-highs/build/lib/cmake/highs/highs-config.cmake +36 -0
  279. data/ext/lpsolver-highs/build/lib/cmake/highs/highs-targets-release.cmake +19 -0
  280. data/ext/lpsolver-highs/build/lib/cmake/highs/highs-targets.cmake +111 -0
  281. data/ext/lpsolver-highs/build/lib/libhighs.a +0 -0
  282. data/ext/lpsolver-highs/build/lib/pkgconfig/highs.pc +12 -0
  283. data/ext/lpsolver-highs/build/share/doc/HIGHS/AUTHORS +7 -0
  284. data/ext/lpsolver-highs/build/share/doc/HIGHS/CITATION.cff +29 -0
  285. data/ext/lpsolver-highs/build/share/doc/HIGHS/CODE_OF_CONDUCT.md +128 -0
  286. data/ext/lpsolver-highs/build/share/doc/HIGHS/CONTRIBUTING.md +31 -0
  287. data/ext/lpsolver-highs/build/share/doc/HIGHS/FEATURES.md +61 -0
  288. data/ext/lpsolver-highs/build/share/doc/HIGHS/LICENSE.txt +21 -0
  289. data/ext/lpsolver-highs/build/share/doc/HIGHS/README.md +281 -0
  290. data/ext/lpsolver-highs/build_webdemo.sh +46 -0
  291. data/ext/lpsolver-highs/check/Avgas.cpp +245 -0
  292. data/ext/lpsolver-highs/check/Avgas.h +44 -0
  293. data/ext/lpsolver-highs/check/CMakeLists.txt +573 -0
  294. data/ext/lpsolver-highs/check/HCheckConfig.h.bazel.in +6 -0
  295. data/ext/lpsolver-highs/check/HCheckConfig.h.in +12 -0
  296. data/ext/lpsolver-highs/check/HCheckConfig.h.meson.in +6 -0
  297. data/ext/lpsolver-highs/check/SpecialLps.h +405 -0
  298. data/ext/lpsolver-highs/check/TestAlienBasis.cpp +720 -0
  299. data/ext/lpsolver-highs/check/TestBasis.cpp +359 -0
  300. data/ext/lpsolver-highs/check/TestBasisSolves.cpp +669 -0
  301. data/ext/lpsolver-highs/check/TestCAPI.c +2513 -0
  302. data/ext/lpsolver-highs/check/TestCallbacks.cpp +608 -0
  303. data/ext/lpsolver-highs/check/TestCheckSolution.cpp +740 -0
  304. data/ext/lpsolver-highs/check/TestCrossover.cpp +111 -0
  305. data/ext/lpsolver-highs/check/TestDualize.cpp +172 -0
  306. data/ext/lpsolver-highs/check/TestEkk.cpp +100 -0
  307. data/ext/lpsolver-highs/check/TestFactor.cpp +389 -0
  308. data/ext/lpsolver-highs/check/TestFilereader.cpp +568 -0
  309. data/ext/lpsolver-highs/check/TestFortranAPI.f90 +65 -0
  310. data/ext/lpsolver-highs/check/TestHSet.cpp +80 -0
  311. data/ext/lpsolver-highs/check/TestHighsCDouble.cpp +109 -0
  312. data/ext/lpsolver-highs/check/TestHighsGFkSolve.cpp +102 -0
  313. data/ext/lpsolver-highs/check/TestHighsHash.cpp +126 -0
  314. data/ext/lpsolver-highs/check/TestHighsHessian.cpp +329 -0
  315. data/ext/lpsolver-highs/check/TestHighsIntegers.cpp +42 -0
  316. data/ext/lpsolver-highs/check/TestHighsModel.cpp +134 -0
  317. data/ext/lpsolver-highs/check/TestHighsParallel.cpp +277 -0
  318. data/ext/lpsolver-highs/check/TestHighsRbTree.cpp +109 -0
  319. data/ext/lpsolver-highs/check/TestHighsSparseMatrix.cpp +126 -0
  320. data/ext/lpsolver-highs/check/TestHighsVersion.cpp +61 -0
  321. data/ext/lpsolver-highs/check/TestHipo.cpp +122 -0
  322. data/ext/lpsolver-highs/check/TestICrash.cpp +46 -0
  323. data/ext/lpsolver-highs/check/TestIO.cpp +163 -0
  324. data/ext/lpsolver-highs/check/TestIis.cpp +1063 -0
  325. data/ext/lpsolver-highs/check/TestInfo.cpp +116 -0
  326. data/ext/lpsolver-highs/check/TestIpm.cpp +226 -0
  327. data/ext/lpsolver-highs/check/TestIpx.cpp +96 -0
  328. data/ext/lpsolver-highs/check/TestLPFileFormat.cpp +22 -0
  329. data/ext/lpsolver-highs/check/TestLogging.cpp +69 -0
  330. data/ext/lpsolver-highs/check/TestLpModification.cpp +2497 -0
  331. data/ext/lpsolver-highs/check/TestLpOrientation.cpp +121 -0
  332. data/ext/lpsolver-highs/check/TestLpSolvers.cpp +555 -0
  333. data/ext/lpsolver-highs/check/TestLpValidation.cpp +689 -0
  334. data/ext/lpsolver-highs/check/TestMain.cpp +6 -0
  335. data/ext/lpsolver-highs/check/TestMipSolver.cpp +1406 -0
  336. data/ext/lpsolver-highs/check/TestModelProperties.cpp +143 -0
  337. data/ext/lpsolver-highs/check/TestMultiObjective.cpp +198 -0
  338. data/ext/lpsolver-highs/check/TestNames.cpp +187 -0
  339. data/ext/lpsolver-highs/check/TestOptions.cpp +544 -0
  340. data/ext/lpsolver-highs/check/TestPdlp.cpp +327 -0
  341. data/ext/lpsolver-highs/check/TestPdlpHi.cpp +40 -0
  342. data/ext/lpsolver-highs/check/TestPresolve.cpp +912 -0
  343. data/ext/lpsolver-highs/check/TestQpSolver.cpp +1345 -0
  344. data/ext/lpsolver-highs/check/TestRanging.cpp +558 -0
  345. data/ext/lpsolver-highs/check/TestRays.cpp +1010 -0
  346. data/ext/lpsolver-highs/check/TestSemiVariables.cpp +329 -0
  347. data/ext/lpsolver-highs/check/TestSetup.cpp +12 -0
  348. data/ext/lpsolver-highs/check/TestSort.cpp +247 -0
  349. data/ext/lpsolver-highs/check/TestSpecialLps.cpp +775 -0
  350. data/ext/lpsolver-highs/check/TestThrow.cpp +83 -0
  351. data/ext/lpsolver-highs/check/TestTspSolver.cpp +19 -0
  352. data/ext/lpsolver-highs/check/TestUserScale.cpp +444 -0
  353. data/ext/lpsolver-highs/check/cublas_example.cpp +76 -0
  354. data/ext/lpsolver-highs/check/cublas_gpu_start.cpp +88 -0
  355. data/ext/lpsolver-highs/check/hipo_test_option_files/hipo_options_0 +1 -0
  356. data/ext/lpsolver-highs/check/instances/1448.lp +1 -0
  357. data/ext/lpsolver-highs/check/instances/1449a.lp +1 -0
  358. data/ext/lpsolver-highs/check/instances/1449b.lp +1 -0
  359. data/ext/lpsolver-highs/check/instances/1451.lp +8 -0
  360. data/ext/lpsolver-highs/check/instances/2122.lp +1822 -0
  361. data/ext/lpsolver-highs/check/instances/2171.mps +717 -0
  362. data/ext/lpsolver-highs/check/instances/25fv47.mps +6919 -0
  363. data/ext/lpsolver-highs/check/instances/2821-duplicate.mps +31 -0
  364. data/ext/lpsolver-highs/check/instances/2821-qmatrix.mps +31 -0
  365. data/ext/lpsolver-highs/check/instances/2821-quadobj.mps +29 -0
  366. data/ext/lpsolver-highs/check/instances/2821-summation.mps +30 -0
  367. data/ext/lpsolver-highs/check/instances/2821.mps +29 -0
  368. data/ext/lpsolver-highs/check/instances/2894.mps +89 -0
  369. data/ext/lpsolver-highs/check/instances/80bau3b.mps +23732 -0
  370. data/ext/lpsolver-highs/check/instances/WithInf.set +3 -0
  371. data/ext/lpsolver-highs/check/instances/adlittle.mps +335 -0
  372. data/ext/lpsolver-highs/check/instances/afiro.mps +83 -0
  373. data/ext/lpsolver-highs/check/instances/avgas.mps +51 -0
  374. data/ext/lpsolver-highs/check/instances/bell5.mps +384 -0
  375. data/ext/lpsolver-highs/check/instances/bgetam.mps +2112 -0
  376. data/ext/lpsolver-highs/check/instances/blending.mps +13 -0
  377. data/ext/lpsolver-highs/check/instances/box1.mps +1085 -0
  378. data/ext/lpsolver-highs/check/instances/chip.mps +13 -0
  379. data/ext/lpsolver-highs/check/instances/comment.mps +23 -0
  380. data/ext/lpsolver-highs/check/instances/cplex1.mps +9674 -0
  381. data/ext/lpsolver-highs/check/instances/dD2e.mps +10 -0
  382. data/ext/lpsolver-highs/check/instances/dcmulti.mps +2310 -0
  383. data/ext/lpsolver-highs/check/instances/e226.mps +1733 -0
  384. data/ext/lpsolver-highs/check/instances/egout-ac.mps +473 -0
  385. data/ext/lpsolver-highs/check/instances/egout.mps +403 -0
  386. data/ext/lpsolver-highs/check/instances/etamacro.mps +2084 -0
  387. data/ext/lpsolver-highs/check/instances/ex72a.mps +849 -0
  388. data/ext/lpsolver-highs/check/instances/fixed-binary.lp +11 -0
  389. data/ext/lpsolver-highs/check/instances/flugpl.mps +111 -0
  390. data/ext/lpsolver-highs/check/instances/flugpl_illegal_integer.sol +24 -0
  391. data/ext/lpsolver-highs/check/instances/flugpl_integer.sol +25 -0
  392. data/ext/lpsolver-highs/check/instances/forest6.mps +261 -0
  393. data/ext/lpsolver-highs/check/instances/galenet.mps +34 -0
  394. data/ext/lpsolver-highs/check/instances/gams10am.mps +478 -0
  395. data/ext/lpsolver-highs/check/instances/garbage.ems +3 -0
  396. data/ext/lpsolver-highs/check/instances/garbage.lp +3 -0
  397. data/ext/lpsolver-highs/check/instances/garbage.mps +3 -0
  398. data/ext/lpsolver-highs/check/instances/gas11.mps +2924 -0
  399. data/ext/lpsolver-highs/check/instances/gesa2.mps +5459 -0
  400. data/ext/lpsolver-highs/check/instances/greenbea.mps +19215 -0
  401. data/ext/lpsolver-highs/check/instances/gt2.mps +534 -0
  402. data/ext/lpsolver-highs/check/instances/infeasible-mip0.mps +140 -0
  403. data/ext/lpsolver-highs/check/instances/infeasible-mip1.mps +371 -0
  404. data/ext/lpsolver-highs/check/instances/israel.mps +1490 -0
  405. data/ext/lpsolver-highs/check/instances/issue-2095.mps +836 -0
  406. data/ext/lpsolver-highs/check/instances/issue-2173.mps +3331 -0
  407. data/ext/lpsolver-highs/check/instances/issue-2204.mps +143 -0
  408. data/ext/lpsolver-highs/check/instances/issue-2290.mps +158 -0
  409. data/ext/lpsolver-highs/check/instances/issue-2388.lp +76 -0
  410. data/ext/lpsolver-highs/check/instances/issue-2402.mps +435 -0
  411. data/ext/lpsolver-highs/check/instances/issue-2446.mps +9154 -0
  412. data/ext/lpsolver-highs/check/instances/issue-2585.lp +16 -0
  413. data/ext/lpsolver-highs/check/instances/issue-2874-3.mps +97 -0
  414. data/ext/lpsolver-highs/check/instances/klein1.mps +422 -0
  415. data/ext/lpsolver-highs/check/instances/lseu.mps +371 -0
  416. data/ext/lpsolver-highs/check/instances/model.xyz +1 -0
  417. data/ext/lpsolver-highs/check/instances/nan0.mps +13 -0
  418. data/ext/lpsolver-highs/check/instances/nan1.mps +13 -0
  419. data/ext/lpsolver-highs/check/instances/nan2.mps +13 -0
  420. data/ext/lpsolver-highs/check/instances/no-newline-eof.lp +5 -0
  421. data/ext/lpsolver-highs/check/instances/p01.mps +909 -0
  422. data/ext/lpsolver-highs/check/instances/p0548.mps +1992 -0
  423. data/ext/lpsolver-highs/check/instances/primal1.mps +3909 -0
  424. data/ext/lpsolver-highs/check/instances/qap04.mps +606 -0
  425. data/ext/lpsolver-highs/check/instances/qcqp.lp +8 -0
  426. data/ext/lpsolver-highs/check/instances/qjh.lp +9 -0
  427. data/ext/lpsolver-highs/check/instances/qjh.mps +18 -0
  428. data/ext/lpsolver-highs/check/instances/qjh_qmatrix.mps +19 -0
  429. data/ext/lpsolver-highs/check/instances/qjh_quadobj.mps +18 -0
  430. data/ext/lpsolver-highs/check/instances/qjh_quadobj_qmatrix.mps +25 -0
  431. data/ext/lpsolver-highs/check/instances/qjh_uncon.lp +10 -0
  432. data/ext/lpsolver-highs/check/instances/qjh_uncon.mps +17 -0
  433. data/ext/lpsolver-highs/check/instances/qpinfeasible.lp +8 -0
  434. data/ext/lpsolver-highs/check/instances/qptestnw.lp +7 -0
  435. data/ext/lpsolver-highs/check/instances/qpunbounded.lp +5 -0
  436. data/ext/lpsolver-highs/check/instances/refinery.mps +1882 -0
  437. data/ext/lpsolver-highs/check/instances/rgn.mps +559 -0
  438. data/ext/lpsolver-highs/check/instances/scrs8.mps +2717 -0
  439. data/ext/lpsolver-highs/check/instances/sctest.mps +66 -0
  440. data/ext/lpsolver-highs/check/instances/semi-continuous.lp +13 -0
  441. data/ext/lpsolver-highs/check/instances/semi-continuous.mps +24 -0
  442. data/ext/lpsolver-highs/check/instances/semi-integer.lp +15 -0
  443. data/ext/lpsolver-highs/check/instances/semi-integer.mps +22 -0
  444. data/ext/lpsolver-highs/check/instances/shell.mps +4039 -0
  445. data/ext/lpsolver-highs/check/instances/silly-names.mps +14 -0
  446. data/ext/lpsolver-highs/check/instances/small_mip.mps +87 -0
  447. data/ext/lpsolver-highs/check/instances/smalllp.mps +21 -0
  448. data/ext/lpsolver-highs/check/instances/sp150x300d.mps +1983 -0
  449. data/ext/lpsolver-highs/check/instances/stair.mps +2499 -0
  450. data/ext/lpsolver-highs/check/instances/standata.mps +2317 -0
  451. data/ext/lpsolver-highs/check/instances/standgub.mps +2428 -0
  452. data/ext/lpsolver-highs/check/instances/standmps.mps +2695 -0
  453. data/ext/lpsolver-highs/check/instances/test.mps +53 -0
  454. data/ext/lpsolver-highs/check/instances/vol1.mps +1895 -0
  455. data/ext/lpsolver-highs/check/instances/warnings.mps +68 -0
  456. data/ext/lpsolver-highs/check/instances/woodinfe.mps +216 -0
  457. data/ext/lpsolver-highs/check/matrix_multiplication.hpp +49 -0
  458. data/ext/lpsolver-highs/check/meson.build +92 -0
  459. data/ext/lpsolver-highs/check/pythontest.py +11 -0
  460. data/ext/lpsolver-highs/check/sample_options_file +8 -0
  461. data/ext/lpsolver-highs/cmake/CheckAtomic.cmake +74 -0
  462. data/ext/lpsolver-highs/cmake/FindCUDAConf.cmake +44 -0
  463. data/ext/lpsolver-highs/cmake/FindHipoDeps.cmake +351 -0
  464. data/ext/lpsolver-highs/cmake/README.md +243 -0
  465. data/ext/lpsolver-highs/cmake/cpp-highs.cmake +243 -0
  466. data/ext/lpsolver-highs/cmake/dotnet.cmake +94 -0
  467. data/ext/lpsolver-highs/cmake/highs-config.cmake.in +22 -0
  468. data/ext/lpsolver-highs/cmake/python-highs.cmake +74 -0
  469. data/ext/lpsolver-highs/cmake/set-version.cmake +26 -0
  470. data/ext/lpsolver-highs/cmake/sources-python.cmake +461 -0
  471. data/ext/lpsolver-highs/cmake/sources.cmake +618 -0
  472. data/ext/lpsolver-highs/docs/HiGHS_CopyrightHeader.pl +78 -0
  473. data/ext/lpsolver-highs/docs/HiGHS_CopyrightHeaderUpdateAll +32 -0
  474. data/ext/lpsolver-highs/docs/Project.toml +7 -0
  475. data/ext/lpsolver-highs/docs/README.md +27 -0
  476. data/ext/lpsolver-highs/docs/c_api_gen/HConfig.h +1 -0
  477. data/ext/lpsolver-highs/docs/c_api_gen/build.jl +48 -0
  478. data/ext/lpsolver-highs/docs/make.jl +115 -0
  479. data/ext/lpsolver-highs/docs/src/assets/logo.png +0 -0
  480. data/ext/lpsolver-highs/docs/src/callbacks.md +171 -0
  481. data/ext/lpsolver-highs/docs/src/executable.md +88 -0
  482. data/ext/lpsolver-highs/docs/src/guide/advanced.md +66 -0
  483. data/ext/lpsolver-highs/docs/src/guide/basic.md +116 -0
  484. data/ext/lpsolver-highs/docs/src/guide/further.md +193 -0
  485. data/ext/lpsolver-highs/docs/src/guide/gpu.md +58 -0
  486. data/ext/lpsolver-highs/docs/src/guide/index.md +18 -0
  487. data/ext/lpsolver-highs/docs/src/guide/kkt.md +219 -0
  488. data/ext/lpsolver-highs/docs/src/guide/numerics.md +55 -0
  489. data/ext/lpsolver-highs/docs/src/index.md +86 -0
  490. data/ext/lpsolver-highs/docs/src/installation.md +130 -0
  491. data/ext/lpsolver-highs/docs/src/interfaces/c_api.md +6 -0
  492. data/ext/lpsolver-highs/docs/src/interfaces/cpp/examples.md +1 -0
  493. data/ext/lpsolver-highs/docs/src/interfaces/cpp/index.md +29 -0
  494. data/ext/lpsolver-highs/docs/src/interfaces/cpp/library.md +107 -0
  495. data/ext/lpsolver-highs/docs/src/interfaces/csharp.md +55 -0
  496. data/ext/lpsolver-highs/docs/src/interfaces/fortran.md +11 -0
  497. data/ext/lpsolver-highs/docs/src/interfaces/julia/index.md +130 -0
  498. data/ext/lpsolver-highs/docs/src/interfaces/other.md +41 -0
  499. data/ext/lpsolver-highs/docs/src/interfaces/python/example-py.md +275 -0
  500. data/ext/lpsolver-highs/docs/src/interfaces/python/index.md +91 -0
  501. data/ext/lpsolver-highs/docs/src/interfaces/python/model-py.md +90 -0
  502. data/ext/lpsolver-highs/docs/src/options/definitions.md +529 -0
  503. data/ext/lpsolver-highs/docs/src/options/intro.md +46 -0
  504. data/ext/lpsolver-highs/docs/src/parallel.md +88 -0
  505. data/ext/lpsolver-highs/docs/src/solvers.md +168 -0
  506. data/ext/lpsolver-highs/docs/src/structures/classes/HighsHessian.md +9 -0
  507. data/ext/lpsolver-highs/docs/src/structures/classes/HighsIis.md +16 -0
  508. data/ext/lpsolver-highs/docs/src/structures/classes/HighsLp.md +19 -0
  509. data/ext/lpsolver-highs/docs/src/structures/classes/HighsModel.md +6 -0
  510. data/ext/lpsolver-highs/docs/src/structures/classes/HighsSparseMatrix.md +10 -0
  511. data/ext/lpsolver-highs/docs/src/structures/classes/index.md +11 -0
  512. data/ext/lpsolver-highs/docs/src/structures/enums.md +114 -0
  513. data/ext/lpsolver-highs/docs/src/structures/index.md +12 -0
  514. data/ext/lpsolver-highs/docs/src/structures/structs/HighsBasis.md +8 -0
  515. data/ext/lpsolver-highs/docs/src/structures/structs/HighsInfo.md +148 -0
  516. data/ext/lpsolver-highs/docs/src/structures/structs/HighsLinearObjective.md +11 -0
  517. data/ext/lpsolver-highs/docs/src/structures/structs/HighsSolution.md +10 -0
  518. data/ext/lpsolver-highs/docs/src/structures/structs/index.md +10 -0
  519. data/ext/lpsolver-highs/docs/src/terminology.md +163 -0
  520. data/ext/lpsolver-highs/examples/CMakeLists.txt +26 -0
  521. data/ext/lpsolver-highs/examples/Docs.py +104 -0
  522. data/ext/lpsolver-highs/examples/branch-and-price.py +465 -0
  523. data/ext/lpsolver-highs/examples/call_highs_from_c.c +685 -0
  524. data/ext/lpsolver-highs/examples/call_highs_from_c_minimal.c +659 -0
  525. data/ext/lpsolver-highs/examples/call_highs_from_cpp.cpp +178 -0
  526. data/ext/lpsolver-highs/examples/call_highs_from_csharp.cs +83 -0
  527. data/ext/lpsolver-highs/examples/call_highs_from_fortran.f90 +579 -0
  528. data/ext/lpsolver-highs/examples/call_highs_from_python.py +448 -0
  529. data/ext/lpsolver-highs/examples/call_highs_from_python_highspy.py +71 -0
  530. data/ext/lpsolver-highs/examples/call_highs_from_python_mps.py +59 -0
  531. data/ext/lpsolver-highs/examples/callback_gap.py +71 -0
  532. data/ext/lpsolver-highs/examples/chip.py +43 -0
  533. data/ext/lpsolver-highs/examples/chip0.py +29 -0
  534. data/ext/lpsolver-highs/examples/distillation.py +77 -0
  535. data/ext/lpsolver-highs/examples/knapsack.py +43 -0
  536. data/ext/lpsolver-highs/examples/minimal.py +11 -0
  537. data/ext/lpsolver-highs/examples/multi_objective.py +139 -0
  538. data/ext/lpsolver-highs/examples/multiple_objective.py +120 -0
  539. data/ext/lpsolver-highs/examples/network_flow.py +37 -0
  540. data/ext/lpsolver-highs/examples/nqueens.py +29 -0
  541. data/ext/lpsolver-highs/examples/plot_highs_log.py +134 -0
  542. data/ext/lpsolver-highs/extern/CLI11.hpp +11546 -0
  543. data/ext/lpsolver-highs/extern/LICENCE_1_0.txt +23 -0
  544. data/ext/lpsolver-highs/extern/amd/License.txt +35 -0
  545. data/ext/lpsolver-highs/extern/amd/SuiteSparse_config.c +54 -0
  546. data/ext/lpsolver-highs/extern/amd/SuiteSparse_config.h +56 -0
  547. data/ext/lpsolver-highs/extern/amd/amd.h +357 -0
  548. data/ext/lpsolver-highs/extern/amd/amd_1.c +172 -0
  549. data/ext/lpsolver-highs/extern/amd/amd_2.c +1761 -0
  550. data/ext/lpsolver-highs/extern/amd/amd_aat.c +179 -0
  551. data/ext/lpsolver-highs/extern/amd/amd_control.c +65 -0
  552. data/ext/lpsolver-highs/extern/amd/amd_defaults.c +37 -0
  553. data/ext/lpsolver-highs/extern/amd/amd_info.c +120 -0
  554. data/ext/lpsolver-highs/extern/amd/amd_internal.h +137 -0
  555. data/ext/lpsolver-highs/extern/amd/amd_order.c +195 -0
  556. data/ext/lpsolver-highs/extern/amd/amd_post_tree.c +105 -0
  557. data/ext/lpsolver-highs/extern/amd/amd_postorder.c +140 -0
  558. data/ext/lpsolver-highs/extern/amd/amd_preprocess.c +107 -0
  559. data/ext/lpsolver-highs/extern/amd/amd_valid.c +93 -0
  560. data/ext/lpsolver-highs/extern/amd/changes.txt +8 -0
  561. data/ext/lpsolver-highs/extern/catch.hpp +18861 -0
  562. data/ext/lpsolver-highs/extern/metis/Changes.txt +31 -0
  563. data/ext/lpsolver-highs/extern/metis/GKlib/GKlib.h +62 -0
  564. data/ext/lpsolver-highs/extern/metis/GKlib/error.c +21 -0
  565. data/ext/lpsolver-highs/extern/metis/GKlib/gk_arch.h +64 -0
  566. data/ext/lpsolver-highs/extern/metis/GKlib/gk_defs.h +19 -0
  567. data/ext/lpsolver-highs/extern/metis/GKlib/gk_macros.h +50 -0
  568. data/ext/lpsolver-highs/extern/metis/GKlib/gk_mkblas.h +51 -0
  569. data/ext/lpsolver-highs/extern/metis/GKlib/gk_mkmemory.h +80 -0
  570. data/ext/lpsolver-highs/extern/metis/GKlib/gk_mkpqueue.h +329 -0
  571. data/ext/lpsolver-highs/extern/metis/GKlib/gk_mkrandom.h +89 -0
  572. data/ext/lpsolver-highs/extern/metis/GKlib/gk_mksort.h +271 -0
  573. data/ext/lpsolver-highs/extern/metis/GKlib/gk_ms_inttypes.h +41 -0
  574. data/ext/lpsolver-highs/extern/metis/GKlib/gk_ms_stat.h +22 -0
  575. data/ext/lpsolver-highs/extern/metis/GKlib/gk_ms_stdint.h +41 -0
  576. data/ext/lpsolver-highs/extern/metis/GKlib/gk_proto.h +50 -0
  577. data/ext/lpsolver-highs/extern/metis/GKlib/gk_struct.h +66 -0
  578. data/ext/lpsolver-highs/extern/metis/GKlib/gk_types.h +15 -0
  579. data/ext/lpsolver-highs/extern/metis/GKlib/mcore.c +176 -0
  580. data/ext/lpsolver-highs/extern/metis/GKlib/memory.c +23 -0
  581. data/ext/lpsolver-highs/extern/metis/GKlib/random.c +37 -0
  582. data/ext/lpsolver-highs/extern/metis/LICENSE.txt +18 -0
  583. data/ext/lpsolver-highs/extern/metis/libmetis/auxapi.c +27 -0
  584. data/ext/lpsolver-highs/extern/metis/libmetis/balance.c +491 -0
  585. data/ext/lpsolver-highs/extern/metis/libmetis/bucketsort.c +44 -0
  586. data/ext/lpsolver-highs/extern/metis/libmetis/coarsen.c +895 -0
  587. data/ext/lpsolver-highs/extern/metis/libmetis/compress.c +231 -0
  588. data/ext/lpsolver-highs/extern/metis/libmetis/contig.c +83 -0
  589. data/ext/lpsolver-highs/extern/metis/libmetis/defs.h +39 -0
  590. data/ext/lpsolver-highs/extern/metis/libmetis/fm.c +527 -0
  591. data/ext/lpsolver-highs/extern/metis/libmetis/gklib.c +55 -0
  592. data/ext/lpsolver-highs/extern/metis/libmetis/gklib_defs.h +33 -0
  593. data/ext/lpsolver-highs/extern/metis/libmetis/graph.c +268 -0
  594. data/ext/lpsolver-highs/extern/metis/libmetis/initpart.c +385 -0
  595. data/ext/lpsolver-highs/extern/metis/libmetis/macros.h +59 -0
  596. data/ext/lpsolver-highs/extern/metis/libmetis/mcutil.c +162 -0
  597. data/ext/lpsolver-highs/extern/metis/libmetis/metislib.h +35 -0
  598. data/ext/lpsolver-highs/extern/metis/libmetis/mmd.c +598 -0
  599. data/ext/lpsolver-highs/extern/metis/libmetis/ometis.c +661 -0
  600. data/ext/lpsolver-highs/extern/metis/libmetis/options.c +260 -0
  601. data/ext/lpsolver-highs/extern/metis/libmetis/proto.h +172 -0
  602. data/ext/lpsolver-highs/extern/metis/libmetis/refine.c +99 -0
  603. data/ext/lpsolver-highs/extern/metis/libmetis/separator.c +57 -0
  604. data/ext/lpsolver-highs/extern/metis/libmetis/sfm.c +581 -0
  605. data/ext/lpsolver-highs/extern/metis/libmetis/srefine.c +152 -0
  606. data/ext/lpsolver-highs/extern/metis/libmetis/stdheaders.h +29 -0
  607. data/ext/lpsolver-highs/extern/metis/libmetis/struct.h +117 -0
  608. data/ext/lpsolver-highs/extern/metis/libmetis/util.c +59 -0
  609. data/ext/lpsolver-highs/extern/metis/libmetis/wspace.c +91 -0
  610. data/ext/lpsolver-highs/extern/metis/metis.h +271 -0
  611. data/ext/lpsolver-highs/extern/pdqsort/license.txt +16 -0
  612. data/ext/lpsolver-highs/extern/pdqsort/pdqsort.h +532 -0
  613. data/ext/lpsolver-highs/extern/rcm/LICENSE +19 -0
  614. data/ext/lpsolver-highs/extern/rcm/rcm.cpp +873 -0
  615. data/ext/lpsolver-highs/extern/rcm/rcm.h +22 -0
  616. data/ext/lpsolver-highs/extern/zstr/LICENSE +21 -0
  617. data/ext/lpsolver-highs/extern/zstr/strict_fstream.hpp +237 -0
  618. data/ext/lpsolver-highs/extern/zstr/zstr.hpp +473 -0
  619. data/ext/lpsolver-highs/flake.lock +61 -0
  620. data/ext/lpsolver-highs/flake.nix +73 -0
  621. data/ext/lpsolver-highs/highs/CMakeLists.txt +499 -0
  622. data/ext/lpsolver-highs/highs/HConfig.h.bazel.in +25 -0
  623. data/ext/lpsolver-highs/highs/HConfig.h.in +22 -0
  624. data/ext/lpsolver-highs/highs/HConfig.h.meson.in +17 -0
  625. data/ext/lpsolver-highs/highs/Highs.h +1812 -0
  626. data/ext/lpsolver-highs/highs/HighsRun.md +143 -0
  627. data/ext/lpsolver-highs/highs/highs_bindings.cpp +1826 -0
  628. data/ext/lpsolver-highs/highs/highspy/__init__.py +93 -0
  629. data/ext/lpsolver-highs/highs/highspy/__init__.pyi +91 -0
  630. data/ext/lpsolver-highs/highs/highspy/_core/__init__.pyi +1058 -0
  631. data/ext/lpsolver-highs/highs/highspy/_core/cb.pyi +118 -0
  632. data/ext/lpsolver-highs/highs/highspy/_core/simplex_constants.pyi +472 -0
  633. data/ext/lpsolver-highs/highs/highspy/highs.py +2430 -0
  634. data/ext/lpsolver-highs/highs/interfaces/highs_c_api.cpp +1812 -0
  635. data/ext/lpsolver-highs/highs/interfaces/highs_c_api.h +2651 -0
  636. data/ext/lpsolver-highs/highs/interfaces/highs_csharp_api.cs +1142 -0
  637. data/ext/lpsolver-highs/highs/interfaces/highs_fortran_api.f90 +873 -0
  638. data/ext/lpsolver-highs/highs/io/Filereader.cpp +87 -0
  639. data/ext/lpsolver-highs/highs/io/Filereader.h +45 -0
  640. data/ext/lpsolver-highs/highs/io/FilereaderLp.cpp +539 -0
  641. data/ext/lpsolver-highs/highs/io/FilereaderLp.h +49 -0
  642. data/ext/lpsolver-highs/highs/io/FilereaderMps.cpp +86 -0
  643. data/ext/lpsolver-highs/highs/io/FilereaderMps.h +27 -0
  644. data/ext/lpsolver-highs/highs/io/HMPSIO.cpp +1001 -0
  645. data/ext/lpsolver-highs/highs/io/HMPSIO.h +78 -0
  646. data/ext/lpsolver-highs/highs/io/HMpsFF.cpp +2113 -0
  647. data/ext/lpsolver-highs/highs/io/HMpsFF.h +245 -0
  648. data/ext/lpsolver-highs/highs/io/HighsIO.cpp +371 -0
  649. data/ext/lpsolver-highs/highs/io/HighsIO.h +118 -0
  650. data/ext/lpsolver-highs/highs/io/LoadOptions.cpp +60 -0
  651. data/ext/lpsolver-highs/highs/io/LoadOptions.h +24 -0
  652. data/ext/lpsolver-highs/highs/io/filereaderlp/LICENSE +19 -0
  653. data/ext/lpsolver-highs/highs/io/filereaderlp/builder.hpp +25 -0
  654. data/ext/lpsolver-highs/highs/io/filereaderlp/def.hpp +19 -0
  655. data/ext/lpsolver-highs/highs/io/filereaderlp/model.hpp +68 -0
  656. data/ext/lpsolver-highs/highs/io/filereaderlp/reader.cpp +1375 -0
  657. data/ext/lpsolver-highs/highs/io/filereaderlp/reader.hpp +10 -0
  658. data/ext/lpsolver-highs/highs/ipm/IpxSolution.h +32 -0
  659. data/ext/lpsolver-highs/highs/ipm/IpxWrapper.cpp +1526 -0
  660. data/ext/lpsolver-highs/highs/ipm/IpxWrapper.h +106 -0
  661. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu.h +161 -0
  662. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_factorize.c +132 -0
  663. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_factorize.h +247 -0
  664. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_get_factors.c +148 -0
  665. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
  666. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_initialize.c +24 -0
  667. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_initialize.h +119 -0
  668. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
  669. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
  670. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
  671. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
  672. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
  673. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
  674. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
  675. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
  676. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_object.c +325 -0
  677. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_object.h +30 -0
  678. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_dense.c +46 -0
  679. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
  680. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_for_update.c +79 -0
  681. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
  682. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_sparse.c +63 -0
  683. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
  684. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_update.c +44 -0
  685. data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_update.h +125 -0
  686. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_build_factors.c +441 -0
  687. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_condest.c +124 -0
  688. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_def.h +39 -0
  689. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_dfs.c +141 -0
  690. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_factorize_bump.c +56 -0
  691. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_file.c +184 -0
  692. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_file.h +21 -0
  693. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_garbage_perm.c +53 -0
  694. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_initialize.c +56 -0
  695. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_internal.c +352 -0
  696. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_internal.h +220 -0
  697. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_list.h +173 -0
  698. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_markowitz.c +188 -0
  699. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_matrix_norm.c +51 -0
  700. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_pivot.c +1247 -0
  701. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_residual_test.c +155 -0
  702. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_setup_bump.c +198 -0
  703. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_singletons.c +511 -0
  704. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_solve_dense.c +129 -0
  705. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_solve_for_update.c +360 -0
  706. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_solve_sparse.c +284 -0
  707. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_solve_symbolic.c +48 -0
  708. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_solve_triangular.c +140 -0
  709. data/ext/lpsolver-highs/highs/ipm/basiclu/lu_update.c +908 -0
  710. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/Auxiliary.cpp +301 -0
  711. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/Auxiliary.h +104 -0
  712. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/IntConfig.h +27 -0
  713. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/KrylovMethods.cpp +193 -0
  714. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/KrylovMethods.h +30 -0
  715. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/Log.cpp +60 -0
  716. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/Log.h +62 -0
  717. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/OrderingPrint.h +10 -0
  718. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/VectorOperations.cpp +117 -0
  719. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/VectorOperations.h +59 -0
  720. data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/mycblas.h +85 -0
  721. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Analyse.cpp +1367 -0
  722. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Analyse.h +122 -0
  723. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/CallAndTimeBlas.cpp +114 -0
  724. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/CallAndTimeBlas.h +46 -0
  725. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/CliqueStack.cpp +82 -0
  726. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/CliqueStack.h +83 -0
  727. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DataCollector.cpp +326 -0
  728. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DataCollector.h +86 -0
  729. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DenseFact.h +48 -0
  730. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DenseFactHybrid.cpp +279 -0
  731. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DenseFactKernel.cpp +284 -0
  732. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DgemmParallel.cpp +38 -0
  733. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DgemmParallel.h +32 -0
  734. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/FactorHiGHS.cpp +57 -0
  735. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/FactorHiGHS.h +112 -0
  736. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/FactorHiGHSSettings.h +63 -0
  737. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Factorise.cpp +405 -0
  738. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Factorise.h +85 -0
  739. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/FormatHandler.cpp +46 -0
  740. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/FormatHandler.h +95 -0
  741. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/HybridHybridFormatHandler.cpp +238 -0
  742. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/HybridHybridFormatHandler.h +31 -0
  743. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/HybridSolveHandler.cpp +272 -0
  744. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/HybridSolveHandler.h +26 -0
  745. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/KrylovMethodsIpm.cpp +83 -0
  746. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/KrylovMethodsIpm.h +45 -0
  747. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Numeric.cpp +54 -0
  748. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Numeric.h +46 -0
  749. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/ReturnValues.h +19 -0
  750. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/SolveHandler.cpp +10 -0
  751. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/SolveHandler.h +48 -0
  752. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Swaps.cpp +70 -0
  753. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Swaps.h +19 -0
  754. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Symbolic.cpp +101 -0
  755. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Symbolic.h +220 -0
  756. data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Timing.h +114 -0
  757. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Control.cpp +38 -0
  758. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Control.h +41 -0
  759. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/FactorHiGHSSolver.cpp +887 -0
  760. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/FactorHiGHSSolver.h +92 -0
  761. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Info.h +58 -0
  762. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/IpmData.cpp +8 -0
  763. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/IpmData.h +37 -0
  764. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Iterate.cpp +640 -0
  765. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Iterate.h +172 -0
  766. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/LinearSolver.h +81 -0
  767. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/LogHighs.cpp +71 -0
  768. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/LogHighs.h +33 -0
  769. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Model.cpp +403 -0
  770. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Model.h +136 -0
  771. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Options.h +35 -0
  772. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Parameters.h +63 -0
  773. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/PreProcess.cpp +646 -0
  774. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/PreProcess.h +94 -0
  775. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Refine.cpp +214 -0
  776. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Solver.cpp +1346 -0
  777. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Solver.h +338 -0
  778. data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Status.h +88 -0
  779. data/ext/lpsolver-highs/highs/ipm/ipx/basiclu_kernel.cc +71 -0
  780. data/ext/lpsolver-highs/highs/ipm/ipx/basiclu_kernel.h +20 -0
  781. data/ext/lpsolver-highs/highs/ipm/ipx/basiclu_wrapper.cc +299 -0
  782. data/ext/lpsolver-highs/highs/ipm/ipx/basiclu_wrapper.h +47 -0
  783. data/ext/lpsolver-highs/highs/ipm/ipx/basis.cc +966 -0
  784. data/ext/lpsolver-highs/highs/ipm/ipx/basis.h +350 -0
  785. data/ext/lpsolver-highs/highs/ipm/ipx/conjugate_residuals.cc +217 -0
  786. data/ext/lpsolver-highs/highs/ipm/ipx/conjugate_residuals.h +74 -0
  787. data/ext/lpsolver-highs/highs/ipm/ipx/control.cc +151 -0
  788. data/ext/lpsolver-highs/highs/ipm/ipx/control.h +167 -0
  789. data/ext/lpsolver-highs/highs/ipm/ipx/crossover.cc +479 -0
  790. data/ext/lpsolver-highs/highs/ipm/ipx/crossover.h +157 -0
  791. data/ext/lpsolver-highs/highs/ipm/ipx/diagonal_precond.cc +70 -0
  792. data/ext/lpsolver-highs/highs/ipm/ipx/diagonal_precond.h +45 -0
  793. data/ext/lpsolver-highs/highs/ipm/ipx/forrest_tomlin.cc +360 -0
  794. data/ext/lpsolver-highs/highs/ipm/ipx/forrest_tomlin.h +102 -0
  795. data/ext/lpsolver-highs/highs/ipm/ipx/guess_basis.cc +233 -0
  796. data/ext/lpsolver-highs/highs/ipm/ipx/guess_basis.h +21 -0
  797. data/ext/lpsolver-highs/highs/ipm/ipx/indexed_vector.cc +30 -0
  798. data/ext/lpsolver-highs/highs/ipm/ipx/indexed_vector.h +113 -0
  799. data/ext/lpsolver-highs/highs/ipm/ipx/info.cc +124 -0
  800. data/ext/lpsolver-highs/highs/ipm/ipx/info.h +27 -0
  801. data/ext/lpsolver-highs/highs/ipm/ipx/ipm.cc +897 -0
  802. data/ext/lpsolver-highs/highs/ipm/ipx/ipm.h +94 -0
  803. data/ext/lpsolver-highs/highs/ipm/ipx/ipx_c.cc +83 -0
  804. data/ext/lpsolver-highs/highs/ipm/ipx/ipx_c.h +47 -0
  805. data/ext/lpsolver-highs/highs/ipm/ipx/ipx_config.h +9 -0
  806. data/ext/lpsolver-highs/highs/ipm/ipx/ipx_info.h +111 -0
  807. data/ext/lpsolver-highs/highs/ipm/ipx/ipx_internal.h +89 -0
  808. data/ext/lpsolver-highs/highs/ipm/ipx/ipx_parameters.h +76 -0
  809. data/ext/lpsolver-highs/highs/ipm/ipx/ipx_status.h +57 -0
  810. data/ext/lpsolver-highs/highs/ipm/ipx/iterate.cc +683 -0
  811. data/ext/lpsolver-highs/highs/ipm/ipx/iterate.h +331 -0
  812. data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver.cc +23 -0
  813. data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver.h +70 -0
  814. data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver_basis.cc +387 -0
  815. data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver_basis.h +66 -0
  816. data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver_diag.cc +120 -0
  817. data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver_diag.h +48 -0
  818. data/ext/lpsolver-highs/highs/ipm/ipx/linear_operator.cc +10 -0
  819. data/ext/lpsolver-highs/highs/ipm/ipx/linear_operator.h +26 -0
  820. data/ext/lpsolver-highs/highs/ipm/ipx/lp_solver.cc +686 -0
  821. data/ext/lpsolver-highs/highs/ipm/ipx/lp_solver.h +204 -0
  822. data/ext/lpsolver-highs/highs/ipm/ipx/lu_factorization.cc +131 -0
  823. data/ext/lpsolver-highs/highs/ipm/ipx/lu_factorization.h +79 -0
  824. data/ext/lpsolver-highs/highs/ipm/ipx/lu_update.cc +62 -0
  825. data/ext/lpsolver-highs/highs/ipm/ipx/lu_update.h +129 -0
  826. data/ext/lpsolver-highs/highs/ipm/ipx/maxvolume.cc +337 -0
  827. data/ext/lpsolver-highs/highs/ipm/ipx/maxvolume.h +54 -0
  828. data/ext/lpsolver-highs/highs/ipm/ipx/model.cc +1528 -0
  829. data/ext/lpsolver-highs/highs/ipm/ipx/model.h +413 -0
  830. data/ext/lpsolver-highs/highs/ipm/ipx/multistream.h +52 -0
  831. data/ext/lpsolver-highs/highs/ipm/ipx/normal_matrix.cc +126 -0
  832. data/ext/lpsolver-highs/highs/ipm/ipx/normal_matrix.h +44 -0
  833. data/ext/lpsolver-highs/highs/ipm/ipx/power_method.h +44 -0
  834. data/ext/lpsolver-highs/highs/ipm/ipx/sparse_matrix.cc +382 -0
  835. data/ext/lpsolver-highs/highs/ipm/ipx/sparse_matrix.h +195 -0
  836. data/ext/lpsolver-highs/highs/ipm/ipx/sparse_utils.cc +92 -0
  837. data/ext/lpsolver-highs/highs/ipm/ipx/sparse_utils.h +58 -0
  838. data/ext/lpsolver-highs/highs/ipm/ipx/splitted_normal_matrix.cc +117 -0
  839. data/ext/lpsolver-highs/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
  840. data/ext/lpsolver-highs/highs/ipm/ipx/starting_basis.cc +182 -0
  841. data/ext/lpsolver-highs/highs/ipm/ipx/starting_basis.h +39 -0
  842. data/ext/lpsolver-highs/highs/ipm/ipx/symbolic_invert.cc +183 -0
  843. data/ext/lpsolver-highs/highs/ipm/ipx/symbolic_invert.h +29 -0
  844. data/ext/lpsolver-highs/highs/ipm/ipx/timer.cc +16 -0
  845. data/ext/lpsolver-highs/highs/ipm/ipx/timer.h +25 -0
  846. data/ext/lpsolver-highs/highs/ipm/ipx/utils.cc +95 -0
  847. data/ext/lpsolver-highs/highs/ipm/ipx/utils.h +37 -0
  848. data/ext/lpsolver-highs/highs/lp_data/HConst.h +430 -0
  849. data/ext/lpsolver-highs/highs/lp_data/HStruct.h +213 -0
  850. data/ext/lpsolver-highs/highs/lp_data/Highs.cpp +4949 -0
  851. data/ext/lpsolver-highs/highs/lp_data/HighsAnalysis.h +23 -0
  852. data/ext/lpsolver-highs/highs/lp_data/HighsCallback.cpp +323 -0
  853. data/ext/lpsolver-highs/highs/lp_data/HighsCallback.h +104 -0
  854. data/ext/lpsolver-highs/highs/lp_data/HighsCallbackStruct.h +70 -0
  855. data/ext/lpsolver-highs/highs/lp_data/HighsDebug.cpp +54 -0
  856. data/ext/lpsolver-highs/highs/lp_data/HighsDebug.h +34 -0
  857. data/ext/lpsolver-highs/highs/lp_data/HighsDeprecated.cpp +181 -0
  858. data/ext/lpsolver-highs/highs/lp_data/HighsIis.cpp +1290 -0
  859. data/ext/lpsolver-highs/highs/lp_data/HighsIis.h +139 -0
  860. data/ext/lpsolver-highs/highs/lp_data/HighsInfo.cpp +426 -0
  861. data/ext/lpsolver-highs/highs/lp_data/HighsInfo.h +421 -0
  862. data/ext/lpsolver-highs/highs/lp_data/HighsInfoDebug.cpp +175 -0
  863. data/ext/lpsolver-highs/highs/lp_data/HighsInfoDebug.h +27 -0
  864. data/ext/lpsolver-highs/highs/lp_data/HighsInterface.cpp +4344 -0
  865. data/ext/lpsolver-highs/highs/lp_data/HighsLp.cpp +564 -0
  866. data/ext/lpsolver-highs/highs/lp_data/HighsLp.h +97 -0
  867. data/ext/lpsolver-highs/highs/lp_data/HighsLpSolverObject.h +47 -0
  868. data/ext/lpsolver-highs/highs/lp_data/HighsLpUtils.cpp +3794 -0
  869. data/ext/lpsolver-highs/highs/lp_data/HighsLpUtils.h +330 -0
  870. data/ext/lpsolver-highs/highs/lp_data/HighsModelUtils.cpp +1650 -0
  871. data/ext/lpsolver-highs/highs/lp_data/HighsModelUtils.h +129 -0
  872. data/ext/lpsolver-highs/highs/lp_data/HighsOptions.cpp +1176 -0
  873. data/ext/lpsolver-highs/highs/lp_data/HighsOptions.h +1715 -0
  874. data/ext/lpsolver-highs/highs/lp_data/HighsRanging.cpp +733 -0
  875. data/ext/lpsolver-highs/highs/lp_data/HighsRanging.h +43 -0
  876. data/ext/lpsolver-highs/highs/lp_data/HighsSolution.cpp +2194 -0
  877. data/ext/lpsolver-highs/highs/lp_data/HighsSolution.h +179 -0
  878. data/ext/lpsolver-highs/highs/lp_data/HighsSolutionDebug.cpp +490 -0
  879. data/ext/lpsolver-highs/highs/lp_data/HighsSolutionDebug.h +87 -0
  880. data/ext/lpsolver-highs/highs/lp_data/HighsSolve.cpp +747 -0
  881. data/ext/lpsolver-highs/highs/lp_data/HighsSolve.h +29 -0
  882. data/ext/lpsolver-highs/highs/lp_data/HighsStatus.cpp +48 -0
  883. data/ext/lpsolver-highs/highs/lp_data/HighsStatus.h +29 -0
  884. data/ext/lpsolver-highs/highs/lp_data/Iis.md +113 -0
  885. data/ext/lpsolver-highs/highs/meson.build +433 -0
  886. data/ext/lpsolver-highs/highs/mip/HighsCliqueTable.cpp +2236 -0
  887. data/ext/lpsolver-highs/highs/mip/HighsCliqueTable.h +329 -0
  888. data/ext/lpsolver-highs/highs/mip/HighsConflictPool.cpp +201 -0
  889. data/ext/lpsolver-highs/highs/mip/HighsConflictPool.h +109 -0
  890. data/ext/lpsolver-highs/highs/mip/HighsCutGeneration.cpp +1491 -0
  891. data/ext/lpsolver-highs/highs/mip/HighsCutGeneration.h +108 -0
  892. data/ext/lpsolver-highs/highs/mip/HighsCutPool.cpp +526 -0
  893. data/ext/lpsolver-highs/highs/mip/HighsCutPool.h +168 -0
  894. data/ext/lpsolver-highs/highs/mip/HighsDebugSol.cpp +313 -0
  895. data/ext/lpsolver-highs/highs/mip/HighsDebugSol.h +133 -0
  896. data/ext/lpsolver-highs/highs/mip/HighsDomain.cpp +3861 -0
  897. data/ext/lpsolver-highs/highs/mip/HighsDomain.h +657 -0
  898. data/ext/lpsolver-highs/highs/mip/HighsDomainChange.h +48 -0
  899. data/ext/lpsolver-highs/highs/mip/HighsDynamicRowMatrix.cpp +199 -0
  900. data/ext/lpsolver-highs/highs/mip/HighsDynamicRowMatrix.h +104 -0
  901. data/ext/lpsolver-highs/highs/mip/HighsFeasibilityJump.cpp +139 -0
  902. data/ext/lpsolver-highs/highs/mip/HighsGFkSolve.cpp +106 -0
  903. data/ext/lpsolver-highs/highs/mip/HighsGFkSolve.h +439 -0
  904. data/ext/lpsolver-highs/highs/mip/HighsImplications.cpp +915 -0
  905. data/ext/lpsolver-highs/highs/mip/HighsImplications.h +194 -0
  906. data/ext/lpsolver-highs/highs/mip/HighsLpAggregator.cpp +56 -0
  907. data/ext/lpsolver-highs/highs/mip/HighsLpAggregator.h +50 -0
  908. data/ext/lpsolver-highs/highs/mip/HighsLpRelaxation.cpp +1609 -0
  909. data/ext/lpsolver-highs/highs/mip/HighsLpRelaxation.h +361 -0
  910. data/ext/lpsolver-highs/highs/mip/HighsMipAnalysis.cpp +313 -0
  911. data/ext/lpsolver-highs/highs/mip/HighsMipAnalysis.h +71 -0
  912. data/ext/lpsolver-highs/highs/mip/HighsMipSolver.cpp +1002 -0
  913. data/ext/lpsolver-highs/highs/mip/HighsMipSolver.h +159 -0
  914. data/ext/lpsolver-highs/highs/mip/HighsMipSolverData.cpp +2936 -0
  915. data/ext/lpsolver-highs/highs/mip/HighsMipSolverData.h +313 -0
  916. data/ext/lpsolver-highs/highs/mip/HighsModkSeparator.cpp +267 -0
  917. data/ext/lpsolver-highs/highs/mip/HighsModkSeparator.h +60 -0
  918. data/ext/lpsolver-highs/highs/mip/HighsNodeQueue.cpp +443 -0
  919. data/ext/lpsolver-highs/highs/mip/HighsNodeQueue.h +312 -0
  920. data/ext/lpsolver-highs/highs/mip/HighsObjectiveFunction.cpp +124 -0
  921. data/ext/lpsolver-highs/highs/mip/HighsObjectiveFunction.h +71 -0
  922. data/ext/lpsolver-highs/highs/mip/HighsPathSeparator.cpp +549 -0
  923. data/ext/lpsolver-highs/highs/mip/HighsPathSeparator.h +39 -0
  924. data/ext/lpsolver-highs/highs/mip/HighsPrimalHeuristics.cpp +1673 -0
  925. data/ext/lpsolver-highs/highs/mip/HighsPrimalHeuristics.h +75 -0
  926. data/ext/lpsolver-highs/highs/mip/HighsPseudocost.cpp +129 -0
  927. data/ext/lpsolver-highs/highs/mip/HighsPseudocost.h +366 -0
  928. data/ext/lpsolver-highs/highs/mip/HighsRedcostFixing.cpp +316 -0
  929. data/ext/lpsolver-highs/highs/mip/HighsRedcostFixing.h +42 -0
  930. data/ext/lpsolver-highs/highs/mip/HighsSearch.cpp +1881 -0
  931. data/ext/lpsolver-highs/highs/mip/HighsSearch.h +241 -0
  932. data/ext/lpsolver-highs/highs/mip/HighsSeparation.cpp +186 -0
  933. data/ext/lpsolver-highs/highs/mip/HighsSeparation.h +41 -0
  934. data/ext/lpsolver-highs/highs/mip/HighsSeparator.cpp +39 -0
  935. data/ext/lpsolver-highs/highs/mip/HighsSeparator.h +60 -0
  936. data/ext/lpsolver-highs/highs/mip/HighsTableauSeparator.cpp +244 -0
  937. data/ext/lpsolver-highs/highs/mip/HighsTableauSeparator.h +34 -0
  938. data/ext/lpsolver-highs/highs/mip/HighsTransformedLp.cpp +563 -0
  939. data/ext/lpsolver-highs/highs/mip/HighsTransformedLp.h +63 -0
  940. data/ext/lpsolver-highs/highs/mip/MipTimer.h +544 -0
  941. data/ext/lpsolver-highs/highs/mip/feasibilityjump.hh +800 -0
  942. data/ext/lpsolver-highs/highs/model/HighsHessian.cpp +263 -0
  943. data/ext/lpsolver-highs/highs/model/HighsHessian.h +54 -0
  944. data/ext/lpsolver-highs/highs/model/HighsHessianUtils.cpp +584 -0
  945. data/ext/lpsolver-highs/highs/model/HighsHessianUtils.h +47 -0
  946. data/ext/lpsolver-highs/highs/model/HighsModel.cpp +46 -0
  947. data/ext/lpsolver-highs/highs/model/HighsModel.h +42 -0
  948. data/ext/lpsolver-highs/highs/parallel/HighsBinarySemaphore.h +108 -0
  949. data/ext/lpsolver-highs/highs/parallel/HighsCacheAlign.h +82 -0
  950. data/ext/lpsolver-highs/highs/parallel/HighsCombinable.h +116 -0
  951. data/ext/lpsolver-highs/highs/parallel/HighsMutex.h +124 -0
  952. data/ext/lpsolver-highs/highs/parallel/HighsParallel.h +128 -0
  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 +1,747 @@
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/HighsSolve.cpp
9
+ * @brief Class-independent utilities for HiGHS
10
+ */
11
+
12
+ #include "ipm/IpxWrapper.h"
13
+ #include "lp_data/HighsSolutionDebug.h"
14
+ #include "pdlp/CupdlpWrapper.h"
15
+ #include "pdlp/HiPdlpWrapper.h"
16
+ #include "simplex/HApp.h"
17
+
18
+ // The method below runs the simplex, IPX, HiPO or PDLP solver on the LP
19
+ HighsStatus solveLp(HighsLpSolverObject& solver_object, const string message) {
20
+ HighsStatus return_status = HighsStatus::kOk;
21
+ HighsStatus call_status;
22
+ HighsOptions& options = solver_object.options_;
23
+ HighsSubSolverCallTime& sub_solver_call_time =
24
+ solver_object.sub_solver_call_time_;
25
+ // Reset unscaled model status and solution params - except for
26
+ // iteration counts
27
+ resetModelStatusAndHighsInfo(solver_object);
28
+ highsLogUser(options.log_options, HighsLogType::kInfo,
29
+ (message + "\n").c_str());
30
+ if (options.highs_debug_level > kHighsDebugLevelMin) {
31
+ // Shouldn't have to check validity of the LP since this is done when it is
32
+ // loaded or modified
33
+ call_status = assessLp(solver_object.lp_, options);
34
+ // If any errors have been found or normalisation carried out,
35
+ // call_status will be ERROR or WARNING, so only valid return is OK.
36
+ assert(call_status == HighsStatus::kOk);
37
+ return_status = interpretCallStatus(options.log_options, call_status,
38
+ return_status, "assessLp");
39
+ if (return_status == HighsStatus::kError) return return_status;
40
+ }
41
+ const bool use_only_ipm = useIpm(options.solver) || options.run_centring;
42
+ bool use_hipo = useHipo(options, kSolverString, solver_object.lp_);
43
+ #ifndef HIPO
44
+ // Shouldn't be possible to choose HiPO if it's not in the build
45
+ assert(!use_hipo);
46
+ use_hipo = false;
47
+ #endif
48
+ const bool use_ipx = use_only_ipm && !use_hipo;
49
+ // Now actually solve LPs!
50
+ //
51
+ // lambda for solving LP by simplex
52
+ auto simplexSolve = [&]() -> HighsStatus {
53
+ return_status = HighsStatus::kOk;
54
+ call_status = solveLpSimplex(solver_object);
55
+ return_status = interpretCallStatus(options.log_options, call_status,
56
+ return_status, "solveLpSimplex");
57
+ if (return_status == HighsStatus::kError) return return_status;
58
+ if (!isSolutionRightSize(solver_object.lp_, solver_object.solution_)) {
59
+ highsLogUser(options.log_options, HighsLogType::kError,
60
+ "Inconsistent solution returned from solver\n");
61
+ return_status = HighsStatus::kError;
62
+ }
63
+ return return_status;
64
+ };
65
+ if (!solver_object.lp_.num_row_ || solver_object.lp_.a_matrix_.numNz() == 0) {
66
+ // LP is unconstrained due to having no rows or a zero constraint
67
+ // matrix, so solve directly
68
+ call_status = solveUnconstrainedLp(solver_object);
69
+ return_status = interpretCallStatus(options.log_options, call_status,
70
+ return_status, "solveUnconstrainedLp");
71
+ if (return_status == HighsStatus::kError) return return_status;
72
+ } else if (use_only_ipm || usePdlp(options.solver)) {
73
+ // Use IPM or PDLP
74
+ if (use_only_ipm) {
75
+ // Use IPM to solve the LP
76
+ if (use_hipo) {
77
+ #ifdef HIPO
78
+ // Use HIPO to solve the LP
79
+ sub_solver_call_time.num_call[kSubSolverHipo]++;
80
+ sub_solver_call_time.run_time[kSubSolverHipo] =
81
+ -solver_object.timer_.read();
82
+ try {
83
+ call_status = solveLpHipo(solver_object);
84
+ } catch (const std::exception& exception) {
85
+ highsLogDev(options.log_options, HighsLogType::kError,
86
+ "Exception %s in solveLpHipo\n", exception.what());
87
+ call_status = HighsStatus::kError;
88
+ }
89
+ sub_solver_call_time.run_time[kSubSolverHipo] +=
90
+ solver_object.timer_.read();
91
+ return_status = interpretCallStatus(options.log_options, call_status,
92
+ return_status, "solveLpHipo");
93
+ #else
94
+ highsLogUser(options.log_options, HighsLogType::kError,
95
+ "HiPO is not available in this build.\n");
96
+ return HighsStatus::kError;
97
+ #endif
98
+ } else if (use_ipx) {
99
+ sub_solver_call_time.num_call[kSubSolverIpx]++;
100
+ sub_solver_call_time.run_time[kSubSolverIpx] =
101
+ -solver_object.timer_.read();
102
+ try {
103
+ call_status = solveLpIpx(solver_object);
104
+ } catch (const std::exception& exception) {
105
+ highsLogDev(options.log_options, HighsLogType::kError,
106
+ "Exception %s in solveLpIpx\n", exception.what());
107
+ call_status = HighsStatus::kError;
108
+ }
109
+ sub_solver_call_time.run_time[kSubSolverIpx] +=
110
+ solver_object.timer_.read();
111
+ return_status = interpretCallStatus(options.log_options, call_status,
112
+ return_status, "solveLpIpx");
113
+ }
114
+ } else {
115
+ // Use cuPDLP-C or HiPDLP to solve the LP
116
+ sub_solver_call_time.num_call[kSubSolverPdlp]++;
117
+ sub_solver_call_time.run_time[kSubSolverPdlp] =
118
+ -solver_object.timer_.read();
119
+ if (options.solver == kPdlpString) {
120
+ try {
121
+ call_status = solveLpCupdlp(solver_object);
122
+ } catch (const std::exception& exception) {
123
+ highsLogDev(options.log_options, HighsLogType::kError,
124
+ "Exception %s in solveLpCupdlp\n", exception.what());
125
+ call_status = HighsStatus::kError;
126
+ }
127
+ } else {
128
+ try {
129
+ call_status = solveLpHiPdlp(solver_object);
130
+ } catch (const std::exception& exception) {
131
+ highsLogDev(options.log_options, HighsLogType::kError,
132
+ "Exception %s in solveHiPdlp\n", exception.what());
133
+ call_status = HighsStatus::kError;
134
+ }
135
+ }
136
+ sub_solver_call_time.run_time[kSubSolverPdlp] +=
137
+ solver_object.timer_.read();
138
+ return_status = interpretCallStatus(options.log_options, call_status,
139
+ return_status, "solveLp-Pdlp");
140
+ }
141
+ // Check for error return
142
+ if (return_status == HighsStatus::kError) return return_status;
143
+
144
+ // Non-error return requires a primal solution
145
+ assert(solver_object.solution_.value_valid);
146
+
147
+ if (useIpm(options.solver) || options.run_centring) {
148
+ // Setting the IPM-specific values of (highs_)info_ has been done in
149
+ // solveLpHipo/Ipx
150
+ const bool unwelcome_ipx_status =
151
+ solver_object.model_status_ == HighsModelStatus::kUnknown ||
152
+ (solver_object.model_status_ ==
153
+ HighsModelStatus::kUnboundedOrInfeasible &&
154
+ !options.allow_unbounded_or_infeasible);
155
+ if (unwelcome_ipx_status) {
156
+ // When performing an analytic centre calculation, the setting
157
+ // of options.run_crossover is ignored, so simplex clean-up is
158
+ // not possible - or desirable, anyway!
159
+ highsLogUser(
160
+ options.log_options, HighsLogType::kWarning,
161
+ "Unwelcome IPX status of %s: basis is %svalid; solution is "
162
+ "%svalid; run_crossover is \"%s\"\n",
163
+ utilModelStatusToString(solver_object.model_status_).c_str(),
164
+ solver_object.basis_.valid ? "" : "not ",
165
+ solver_object.solution_.value_valid ? "" : "not ",
166
+ options.run_centring ? kHighsOffString.c_str()
167
+ : options.run_crossover.c_str());
168
+ const bool allow_simplex_cleanup =
169
+ options.run_crossover != kHighsOffString && !options.run_centring;
170
+ if (allow_simplex_cleanup) {
171
+ // IPX has returned a model status that HiGHS would rather
172
+ // avoid, so perform simplex clean-up if crossover was allowed.
173
+ //
174
+ // This is an unusual situation, and the cost will usually be
175
+ // acceptable. Worst case is if crossover wasn't run, in which
176
+ // case there's no basis to start simplex
177
+ //
178
+ // ToDo: Check whether simplex can exploit the primal solution
179
+ // returned by HiPO/IPX
180
+ highsLogUser(options.log_options, HighsLogType::kWarning,
181
+ "IPM solution is imprecise, so clean up with simplex\n");
182
+ return_status = simplexSolve();
183
+ if (return_status == HighsStatus::kError) return return_status;
184
+ } // options.run_crossover == kHighsOnString
185
+ // clang-format off
186
+ } // unwelcome_ipx_status
187
+ // clang-format on
188
+ }
189
+ } else {
190
+ // Use Simplex
191
+ return_status = simplexSolve();
192
+ if (return_status == HighsStatus::kError) return return_status;
193
+ }
194
+ // Analyse the HiGHS (basic) solution
195
+ if (debugHighsLpSolution(message, solver_object) ==
196
+ HighsDebugStatus::kLogicalError)
197
+ return_status = HighsStatus::kError;
198
+ return return_status;
199
+ }
200
+
201
+ // Solves an unconstrained LP without scaling, setting HighsBasis, HighsSolution
202
+ // and HighsInfo
203
+ HighsStatus solveUnconstrainedLp(HighsLpSolverObject& solver_object) {
204
+ return (solveUnconstrainedLp(solver_object.options_, solver_object.lp_,
205
+ solver_object.model_status_,
206
+ solver_object.highs_info_,
207
+ solver_object.solution_, solver_object.basis_));
208
+ }
209
+
210
+ // Solves an unconstrained LP without scaling, setting HighsBasis, HighsSolution
211
+ // and HighsInfo
212
+ HighsStatus solveUnconstrainedLp(const HighsOptions& options, const HighsLp& lp,
213
+ HighsModelStatus& model_status,
214
+ HighsInfo& highs_info, HighsSolution& solution,
215
+ HighsBasis& basis) {
216
+ // Aliase to model status and solution parameters
217
+ resetModelStatusAndHighsInfo(model_status, highs_info);
218
+
219
+ // Check that the LP really is unconstrained!
220
+ assert(lp.num_row_ == 0 || lp.a_matrix_.numNz() == 0);
221
+ if (lp.num_row_ > 0) {
222
+ // LP has rows, but should only be here if the constraint matrix
223
+ // is zero
224
+ if (lp.a_matrix_.numNz() > 0) return HighsStatus::kError;
225
+ }
226
+
227
+ highsLogUser(options.log_options, HighsLogType::kInfo,
228
+ "Solving an unconstrained LP with %" HIGHSINT_FORMAT
229
+ " columns\n",
230
+ lp.num_col_);
231
+ solution.col_value.assign(lp.num_col_, 0);
232
+ solution.col_dual.assign(lp.num_col_, 0);
233
+ basis.col_status.assign(lp.num_col_, HighsBasisStatus::kNonbasic);
234
+ // No rows for primal solution, dual solution or basis
235
+ solution.row_value.clear();
236
+ solution.row_dual.clear();
237
+ basis.row_status.clear();
238
+
239
+ double primal_feasibility_tolerance = options.primal_feasibility_tolerance;
240
+ double dual_feasibility_tolerance = options.dual_feasibility_tolerance;
241
+
242
+ // Initialise the objective value calculation. Done using
243
+ // HighsSolution so offset is vanilla
244
+ double objective = lp.offset_;
245
+
246
+ highs_info.num_primal_infeasibilities = 0;
247
+ highs_info.max_primal_infeasibility = 0;
248
+ highs_info.sum_primal_infeasibilities = 0;
249
+ highs_info.num_dual_infeasibilities = 0;
250
+ highs_info.max_dual_infeasibility = 0;
251
+ highs_info.sum_dual_infeasibilities = 0;
252
+
253
+ if (lp.num_row_ > 0) {
254
+ // Assign primal, dual and basis status for rows, checking for
255
+ // infeasibility
256
+ for (HighsInt iRow = 0; iRow < lp.num_row_; iRow++) {
257
+ double primal_infeasibility = 0;
258
+ double lower = lp.row_lower_[iRow];
259
+ double upper = lp.row_upper_[iRow];
260
+ if (lower > primal_feasibility_tolerance) {
261
+ // Lower bound too large for zero activity
262
+ primal_infeasibility = lower;
263
+ } else if (upper < -primal_feasibility_tolerance) {
264
+ // Upper bound too small for zero activity
265
+ primal_infeasibility = -upper;
266
+ }
267
+ solution.row_value.push_back(0);
268
+ solution.row_dual.push_back(0);
269
+ basis.row_status.push_back(HighsBasisStatus::kBasic);
270
+ if (primal_infeasibility > primal_feasibility_tolerance)
271
+ highs_info.num_primal_infeasibilities++;
272
+ highs_info.sum_primal_infeasibilities += primal_infeasibility;
273
+ highs_info.max_primal_infeasibility =
274
+ std::max(primal_infeasibility, highs_info.max_primal_infeasibility);
275
+ }
276
+ }
277
+
278
+ for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) {
279
+ double cost = lp.col_cost_[iCol];
280
+ double dual = (HighsInt)lp.sense_ * cost;
281
+ double lower = lp.col_lower_[iCol];
282
+ double upper = lp.col_upper_[iCol];
283
+ double value;
284
+ double primal_infeasibility = 0;
285
+ double dual_infeasibility = -1;
286
+ HighsBasisStatus status = HighsBasisStatus::kNonbasic;
287
+ if (lower > upper) {
288
+ // Inconsistent bounds, so set the variable to lower bound,
289
+ // unless it's infinite. Otherwise set the variable to upper
290
+ // bound, unless it's infinite. Otherwise set the variable to
291
+ // zero.
292
+ if (highs_isInfinity(lower)) {
293
+ // Lower bound of +inf
294
+ if (highs_isInfinity(-upper)) {
295
+ // Upper bound of -inf
296
+ value = 0;
297
+ status = HighsBasisStatus::kZero;
298
+ primal_infeasibility = kHighsInf;
299
+ dual_infeasibility = std::fabs(dual);
300
+ } else {
301
+ // Finite upper bound - since lower exceeds it
302
+ value = upper;
303
+ status = HighsBasisStatus::kUpper;
304
+ primal_infeasibility = lower - value;
305
+ dual_infeasibility = std::max(dual, 0.);
306
+ }
307
+ } else {
308
+ // Finite lower bound
309
+ value = lower;
310
+ status = HighsBasisStatus::kLower;
311
+ primal_infeasibility = value - upper;
312
+ dual_infeasibility = std::max(-dual, 0.);
313
+ }
314
+ } else if (highs_isInfinity(-lower) && highs_isInfinity(upper)) {
315
+ // Free column: set to zero and record dual infeasibility
316
+ value = 0;
317
+ status = HighsBasisStatus::kZero;
318
+ dual_infeasibility = std::fabs(dual);
319
+ } else if (dual >= dual_feasibility_tolerance) {
320
+ // Column with sufficiently positive dual
321
+ if (!highs_isInfinity(-lower)) {
322
+ // Set to this finite lower bound
323
+ value = lower;
324
+ status = HighsBasisStatus::kLower;
325
+ dual_infeasibility = 0;
326
+ } else {
327
+ // Infinite lower bound so set to upper bound and record dual
328
+ // infeasibility
329
+ value = upper;
330
+ status = HighsBasisStatus::kUpper;
331
+ dual_infeasibility = dual;
332
+ }
333
+ } else if (dual <= -dual_feasibility_tolerance) {
334
+ // Column with sufficiently negative dual
335
+ if (!highs_isInfinity(upper)) {
336
+ // Set to this finite upper bound
337
+ value = upper;
338
+ status = HighsBasisStatus::kUpper;
339
+ dual_infeasibility = 0;
340
+ } else {
341
+ // Infinite upper bound so set to lower bound and record dual
342
+ // infeasibility
343
+ value = lower;
344
+ status = HighsBasisStatus::kLower;
345
+ dual_infeasibility = -dual;
346
+ }
347
+ } else {
348
+ // Column with sufficiently small dual: set to lower bound (if
349
+ // finite) otherwise upper bound
350
+ if (highs_isInfinity(-lower)) {
351
+ value = upper;
352
+ status = HighsBasisStatus::kUpper;
353
+ } else {
354
+ value = lower;
355
+ status = HighsBasisStatus::kLower;
356
+ }
357
+ dual_infeasibility = std::fabs(dual);
358
+ }
359
+ assert(status != HighsBasisStatus::kNonbasic);
360
+ assert(dual_infeasibility >= 0);
361
+ solution.col_value[iCol] = value;
362
+ solution.col_dual[iCol] = (HighsInt)lp.sense_ * dual;
363
+ basis.col_status[iCol] = status;
364
+ objective += value * cost;
365
+ if (primal_infeasibility > primal_feasibility_tolerance)
366
+ highs_info.num_primal_infeasibilities++;
367
+ highs_info.sum_primal_infeasibilities += primal_infeasibility;
368
+ highs_info.max_primal_infeasibility =
369
+ std::max(primal_infeasibility, highs_info.max_primal_infeasibility);
370
+ if (dual_infeasibility > dual_feasibility_tolerance)
371
+ highs_info.num_dual_infeasibilities++;
372
+ highs_info.sum_dual_infeasibilities += dual_infeasibility;
373
+ highs_info.max_dual_infeasibility =
374
+ std::max(dual_infeasibility, highs_info.max_dual_infeasibility);
375
+ }
376
+ highs_info.objective_function_value = objective;
377
+ solution.value_valid = true;
378
+ solution.dual_valid = true;
379
+ basis.valid = true;
380
+ basis.useful = true;
381
+ highs_info.basis_validity = kBasisValidityValid;
382
+ setSolutionStatus(highs_info);
383
+ if (highs_info.num_primal_infeasibilities) {
384
+ // Primal infeasible
385
+ model_status = HighsModelStatus::kInfeasible;
386
+ } else if (highs_info.num_dual_infeasibilities) {
387
+ // Dual infeasible => primal unbounded for unconstrained LP
388
+ model_status = HighsModelStatus::kUnbounded;
389
+ } else {
390
+ model_status = HighsModelStatus::kOptimal;
391
+ }
392
+
393
+ return HighsStatus::kOk;
394
+ }
395
+
396
+ // Assuming that any user scaling in user_scale_data has been applied,
397
+ // determine the model coefficient ranges, assess it for values
398
+ // outside the [small, large] range, and give appropriate scaling
399
+ // recommendations
400
+ void assessExcessiveObjectiveBoundScaling(const HighsLogOptions log_options,
401
+ const HighsModel& model,
402
+ HighsUserScaleData& user_scale_data) {
403
+ const HighsLp& lp = model.lp_;
404
+ if (lp.num_col_ == 0 || lp.num_row_ == 0) return;
405
+ const bool user_cost_or_bound_scale =
406
+ user_scale_data.user_objective_scale || user_scale_data.user_bound_scale;
407
+ const double small_objective_coefficient =
408
+ kExcessivelySmallObjectiveCoefficient;
409
+ const double large_objective_coefficient =
410
+ kExcessivelyLargeObjectiveCoefficient;
411
+ const double small_bound = kExcessivelySmallBoundValue;
412
+ const double large_bound = kExcessivelyLargeBoundValue;
413
+ std::stringstream message;
414
+ if (user_cost_or_bound_scale) {
415
+ if (user_scale_data.user_objective_scale)
416
+ message << highsFormatToString(" user_objective_scale option value of %d",
417
+ user_scale_data.user_objective_scale);
418
+ if (user_scale_data.user_bound_scale) {
419
+ if (user_scale_data.user_objective_scale) message << " and";
420
+ message << highsFormatToString(" user_bound_scale option value of %d",
421
+ user_scale_data.user_bound_scale);
422
+ }
423
+ highsLogUser(log_options, HighsLogType::kInfo,
424
+ "Assessing costs and bounds after applying%s\n",
425
+ message.str().c_str());
426
+ }
427
+ // Lambda for assessing a finite nonzero
428
+ auto assessFiniteNonzero = [&](const double value, double& min_value,
429
+ double& max_value) {
430
+ double abs_value = std::abs(value);
431
+ if (abs_value > 0 && abs_value < kHighsInf) {
432
+ min_value = std::min(abs_value, min_value);
433
+ max_value = std::max(abs_value, max_value);
434
+ }
435
+ };
436
+ double min_continuous_col_cost = kHighsInf;
437
+ double min_noncontinuous_col_cost = kHighsInf;
438
+ double max_continuous_col_cost = -kHighsInf;
439
+ double max_noncontinuous_col_cost = -kHighsInf;
440
+ double min_continuous_col_bound = kHighsInf;
441
+ double min_noncontinuous_col_bound = kHighsInf;
442
+ double max_continuous_col_bound = -kHighsInf;
443
+ double max_noncontinuous_col_bound = -kHighsInf;
444
+ double min_continuous_matrix_value = kHighsInf;
445
+ double min_noncontinuous_matrix_value = kHighsInf;
446
+ double max_continuous_matrix_value = -kHighsInf;
447
+ double max_noncontinuous_matrix_value = -kHighsInf;
448
+ const bool is_mip = lp.integrality_.size();
449
+ for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) {
450
+ if (is_mip && lp.integrality_[iCol] != HighsVarType::kContinuous) {
451
+ assessFiniteNonzero(lp.col_cost_[iCol], min_noncontinuous_col_cost,
452
+ max_noncontinuous_col_cost);
453
+ assessFiniteNonzero(lp.col_lower_[iCol], min_noncontinuous_col_bound,
454
+ max_noncontinuous_col_bound);
455
+ assessFiniteNonzero(lp.col_upper_[iCol], min_noncontinuous_col_bound,
456
+ max_noncontinuous_col_bound);
457
+ } else {
458
+ assessFiniteNonzero(lp.col_cost_[iCol], min_continuous_col_cost,
459
+ max_continuous_col_cost);
460
+ assessFiniteNonzero(lp.col_lower_[iCol], min_continuous_col_bound,
461
+ max_continuous_col_bound);
462
+ assessFiniteNonzero(lp.col_upper_[iCol], min_continuous_col_bound,
463
+ max_continuous_col_bound);
464
+ }
465
+ }
466
+ double min_col_cost =
467
+ std::min(min_continuous_col_cost, min_noncontinuous_col_cost);
468
+ double max_col_cost =
469
+ std::max(max_continuous_col_cost, max_noncontinuous_col_cost);
470
+ double min_col_bound =
471
+ std::min(min_continuous_col_bound, min_noncontinuous_col_bound);
472
+ double max_col_bound =
473
+ std::max(max_continuous_col_bound, max_noncontinuous_col_bound);
474
+
475
+ double min_matrix_value = kHighsInf;
476
+ double max_matrix_value = -kHighsInf;
477
+ const HighsInt num_matrix_nz = lp.a_matrix_.numNz();
478
+ for (HighsInt iEl = 0; iEl < num_matrix_nz; iEl++)
479
+ assessFiniteNonzero(lp.a_matrix_.value_[iEl], min_matrix_value,
480
+ max_matrix_value);
481
+
482
+ double min_row_bound = kHighsInf;
483
+ double max_row_bound = -kHighsInf;
484
+ for (HighsInt iRow = 0; iRow < lp.num_row_; iRow++) {
485
+ assessFiniteNonzero(lp.row_lower_[iRow], min_row_bound, max_row_bound);
486
+ assessFiniteNonzero(lp.row_upper_[iRow], min_row_bound, max_row_bound);
487
+ }
488
+
489
+ double min_continuous_hessian_value = kHighsInf;
490
+ double max_continuous_hessian_value = -kHighsInf;
491
+ const HighsInt num_hessian_nz = model.hessian_.numNz();
492
+ for (HighsInt iEl = 0; iEl < num_hessian_nz; iEl++)
493
+ assessFiniteNonzero(model.hessian_.value_[iEl],
494
+ min_continuous_hessian_value,
495
+ max_continuous_hessian_value);
496
+
497
+ // Determine the minimum and maximum overall bounds that can be
498
+ // scaled with user_bound_scale before zeroing extrema due to
499
+ // absence of finite nonzero bounds
500
+
501
+ double min_scalable_bound = std::min(min_continuous_col_bound, min_row_bound);
502
+ double max_scalable_bound = std::max(max_continuous_col_bound, max_row_bound);
503
+ if (min_scalable_bound == kHighsInf) min_scalable_bound = 0;
504
+ if (max_scalable_bound == -kHighsInf) max_scalable_bound = 0;
505
+
506
+ if (min_col_cost == kHighsInf) min_col_cost = 0;
507
+ if (max_col_cost == -kHighsInf) max_col_cost = 0;
508
+ if (min_col_bound == kHighsInf) min_col_bound = 0;
509
+ if (max_col_bound == -kHighsInf) max_col_bound = 0;
510
+ if (min_row_bound == kHighsInf) min_row_bound = 0;
511
+ if (max_row_bound == -kHighsInf) max_row_bound = 0;
512
+
513
+ double min_hessian_value = min_continuous_hessian_value;
514
+ double max_hessian_value = max_continuous_hessian_value;
515
+ if (min_hessian_value == kHighsInf) min_hessian_value = 0;
516
+ if (max_hessian_value == -kHighsInf) max_hessian_value = 0;
517
+
518
+ // Report on the coefficient ranges
519
+ highsLogUser(log_options, HighsLogType::kInfo, "Coefficient ranges:\n");
520
+ if (num_matrix_nz)
521
+ highsLogUser(log_options, HighsLogType::kInfo, " Matrix [%5.0e, %5.0e]\n",
522
+ min_matrix_value, max_matrix_value);
523
+ if (lp.num_col_) {
524
+ highsLogUser(log_options, HighsLogType::kInfo, " Cost [%5.0e, %5.0e]\n",
525
+ min_col_cost, max_col_cost);
526
+ if (num_hessian_nz)
527
+ highsLogUser(log_options, HighsLogType::kInfo,
528
+ " Hessian [%5.0e, %5.0e]\n", min_hessian_value,
529
+ max_hessian_value);
530
+ highsLogUser(log_options, HighsLogType::kInfo, " Bound [%5.0e, %5.0e]\n",
531
+ min_col_bound, max_col_bound);
532
+ }
533
+ if (lp.num_row_)
534
+ highsLogUser(log_options, HighsLogType::kInfo, " RHS [%5.0e, %5.0e]\n",
535
+ min_row_bound, max_row_bound);
536
+
537
+ // LPs with no columns or no finite nonzero costs will have
538
+ // max_col_cost = 0
539
+ assert(max_col_cost >= 0);
540
+ // LPs with no columns or no finite nonzero bounds will have
541
+ // max_col_bound = 0
542
+ assert(max_col_bound >= 0);
543
+ // LPs with no rows or no finite nonzero bounds will have
544
+ // max_row_bound = 0
545
+ assert(max_row_bound >= 0);
546
+
547
+ const std::string problem =
548
+ user_cost_or_bound_scale ? "User-scaled problem" : "Problem";
549
+
550
+ if (0 < min_col_cost && min_col_cost < small_objective_coefficient)
551
+ highsLogUser(log_options, HighsLogType::kWarning,
552
+ "%s has some excessively small costs\n", problem.c_str());
553
+ if (max_col_cost > large_objective_coefficient)
554
+ highsLogUser(log_options, HighsLogType::kWarning,
555
+ "%s has some excessively large costs\n", problem.c_str());
556
+ if (0 < min_hessian_value && min_hessian_value < small_objective_coefficient)
557
+ highsLogUser(log_options, HighsLogType::kWarning,
558
+ "%s has some excessively small Hessian values\n",
559
+ problem.c_str());
560
+ if (max_hessian_value > large_objective_coefficient)
561
+ highsLogUser(log_options, HighsLogType::kWarning,
562
+ "%s has some excessively large Hessian values\n",
563
+ problem.c_str());
564
+ if (0 < min_col_bound && min_col_bound < small_bound)
565
+ highsLogUser(log_options, HighsLogType::kWarning,
566
+ "%s has some excessively small column bounds\n",
567
+ problem.c_str());
568
+ if (max_col_bound > large_bound)
569
+ highsLogUser(log_options, HighsLogType::kWarning,
570
+ "%s has some excessively large column bounds\n",
571
+ problem.c_str());
572
+ if (0 < min_row_bound && min_row_bound < small_bound)
573
+ highsLogUser(log_options, HighsLogType::kWarning,
574
+ "%s has some excessively small row bounds\n", problem.c_str());
575
+ if (max_row_bound > large_bound)
576
+ highsLogUser(log_options, HighsLogType::kWarning,
577
+ "%s has some excessively large row bounds\n", problem.c_str());
578
+
579
+ // Lambda to determine recommended user scaling values
580
+ auto suggestScaling = [&](double min_value, double max_value,
581
+ double small_value, double large_value) {
582
+ double ratio = 1;
583
+ if (max_value > large_value) {
584
+ // Max scalable value is large, so suggest scaling values down
585
+ // so that the max value is large_value
586
+ ratio = large_value / max_value;
587
+ } else if (0 < max_value && max_value < small_value) {
588
+ // All scalable values are small, so suggest scaling them up so
589
+ // the max value is small_value
590
+ ratio = small_value / max_value;
591
+ }
592
+ assert(ratio);
593
+ return ratio;
594
+ };
595
+
596
+ // Lambda to for outward rounding of log
597
+ auto outerRoundedLog = [&](const double value, const HighsInt base) {
598
+ assert(value > 0);
599
+ assert(base == 2 || base == 10);
600
+ HighsInt rounded_log = 0;
601
+ if (base == 2) {
602
+ rounded_log = value < 1 ? std::floor(std::log2(value))
603
+ : std::ceil(std::log2(value));
604
+ } else {
605
+ rounded_log = value < 1 ? std::floor(std::log10(value))
606
+ : std::ceil(std::log10(value));
607
+ }
608
+ return rounded_log;
609
+ };
610
+ double suggested_bound_scaling = suggestScaling(
611
+ min_scalable_bound, max_scalable_bound, small_bound, large_bound);
612
+ // Determine the suggested (new) value for user_bound_scale,
613
+ // allowing for the fact that the current value has been applied
614
+ HighsInt dl_user_bound_scale = outerRoundedLog(suggested_bound_scaling, 2);
615
+ user_scale_data.suggested_user_bound_scale =
616
+ user_scale_data.user_bound_scale + dl_user_bound_scale;
617
+ // Determine the order of magnitude of the suggested bound scaling -
618
+ // just for logging
619
+ HighsInt suggested_bound_scale_order_of_magnitude =
620
+ outerRoundedLog(suggested_bound_scaling, 10);
621
+ // Applying the suggested bound scaling requires the costs and
622
+ // matrix columns of non-continuous variables to be scaled, and any
623
+ // Hessian entries are also scaled
624
+ //
625
+ // Determine the corresponding extreme non-continuous costs and
626
+ // update the extreme costs so that objective scaling can be
627
+ // suggested
628
+ double suggested_user_bound_scale_value =
629
+ pow(2.0, user_scale_data.suggested_user_bound_scale);
630
+ min_noncontinuous_col_cost *= suggested_user_bound_scale_value;
631
+ max_noncontinuous_col_cost *= suggested_user_bound_scale_value;
632
+ min_hessian_value /= suggested_user_bound_scale_value;
633
+ max_hessian_value /= suggested_user_bound_scale_value;
634
+
635
+ min_col_cost = std::min(min_continuous_col_cost, min_noncontinuous_col_cost);
636
+ max_col_cost = std::max(max_continuous_col_cost, max_noncontinuous_col_cost);
637
+ double min_objective_coefficient =
638
+ std::min(min_col_cost, min_continuous_hessian_value);
639
+ double max_objective_coefficient =
640
+ std::max(max_col_cost, max_continuous_hessian_value);
641
+ if (min_objective_coefficient == kHighsInf) min_objective_coefficient = 0;
642
+ if (max_objective_coefficient == -kHighsInf) max_objective_coefficient = 0;
643
+
644
+ double suggested_objective_scaling =
645
+ suggestScaling(min_objective_coefficient, max_objective_coefficient,
646
+ small_objective_coefficient, large_objective_coefficient);
647
+ // Determine the suggested (new) value for user_objective_scale,
648
+ // allowing for the fact that the current value has been applied
649
+ HighsInt dl_user_objective_scale =
650
+ outerRoundedLog(suggested_objective_scaling, 2);
651
+ user_scale_data.suggested_user_objective_scale =
652
+ user_scale_data.user_objective_scale + dl_user_objective_scale;
653
+ // Determine the order of magnitude of the suggested objective scaling -
654
+ // just for logging
655
+ HighsInt suggested_objective_scale_order_of_magnitude =
656
+ outerRoundedLog(suggested_objective_scaling, 10);
657
+
658
+ // Only report the order of magnitude scaling if there is no user
659
+ // scaling
660
+ bool order_of_magnitude_message =
661
+ suggested_objective_scale_order_of_magnitude &&
662
+ !user_scale_data.user_objective_scale;
663
+ message.str(std::string());
664
+ if (order_of_magnitude_message)
665
+ message << highsFormatToString(
666
+ " Consider scaling the objective by 1e%+1d",
667
+ int(suggested_objective_scale_order_of_magnitude));
668
+ if (dl_user_objective_scale) {
669
+ if (!order_of_magnitude_message) {
670
+ message << " Consider";
671
+ } else {
672
+ message << ", or";
673
+ }
674
+ message << highsFormatToString(
675
+ " setting the user_objective_scale option to %d",
676
+ int(user_scale_data.suggested_user_objective_scale));
677
+ }
678
+ if (order_of_magnitude_message || dl_user_objective_scale)
679
+ highsLogUser(log_options, HighsLogType::kWarning, "%s\n",
680
+ message.str().c_str());
681
+
682
+ message.str(std::string());
683
+ order_of_magnitude_message = suggested_bound_scale_order_of_magnitude &&
684
+ !user_scale_data.user_bound_scale;
685
+ message.str(std::string());
686
+ if (order_of_magnitude_message)
687
+ message << highsFormatToString(
688
+ " Consider scaling the bounds by 1e%+1d",
689
+ int(suggested_bound_scale_order_of_magnitude));
690
+ if (dl_user_bound_scale) {
691
+ if (!order_of_magnitude_message) {
692
+ message << " Consider";
693
+ } else {
694
+ message << ", or";
695
+ }
696
+ message << highsFormatToString(
697
+ " setting the user_bound_scale option to %d",
698
+ int(user_scale_data.suggested_user_bound_scale));
699
+ }
700
+ if (order_of_magnitude_message || dl_user_bound_scale)
701
+ highsLogUser(log_options, HighsLogType::kWarning, "%s\n",
702
+ message.str().c_str());
703
+ }
704
+
705
+ bool useIpm(const std::string& solver) {
706
+ return solver == kIpmString || solver == kHipoString || solver == kIpxString;
707
+ }
708
+
709
+ bool usePdlp(const std::string& solver) {
710
+ return solver == kPdlpString || solver == kHiPdlpString;
711
+ }
712
+
713
+ // Decide whether to use the HiPO IPM solver
714
+ bool useHipo(const HighsOptions& options,
715
+ const std::string& specific_solver_option, const HighsLp& lp,
716
+ const bool logging) {
717
+ // specific_solver_option wll be "solver", "mip_lp_solver" or
718
+ // "mip_ipm_solver" according to context
719
+ assert(specific_solver_option == kSolverString ||
720
+ specific_solver_option == kMipLpSolverString ||
721
+ specific_solver_option == kMipIpmSolverString);
722
+ const std::string specific_solver_option_value =
723
+ specific_solver_option == kSolverString ? options.solver
724
+ : specific_solver_option == kMipLpSolverString ? options.mip_lp_solver
725
+ : options.mip_ipm_solver;
726
+ // In the MIP solver there are situations where IPM must be used
727
+ const bool force_ipm = specific_solver_option == kMipIpmSolverString;
728
+
729
+ // Initialize to value for valgrind.
730
+ bool use_hipo = false;
731
+
732
+ if (specific_solver_option_value == kIpxString) {
733
+ use_hipo = false;
734
+ } else if (specific_solver_option_value == kIpmString ||
735
+ specific_solver_option_value == kHipoString || force_ipm) {
736
+ #ifdef HIPO
737
+ use_hipo = true;
738
+ #else
739
+ use_hipo = false;
740
+ #endif
741
+ }
742
+ if (options.run_centring) use_hipo = false;
743
+ // Later decide between HiPO and IPX based on LP properties
744
+ if (specific_solver_option == kMipIpmSolverString) return use_hipo;
745
+ // Later decide between simplex, HiPO and IPX based on LP properties
746
+ return use_hipo;
747
+ }