lpsolver 0.1.0 → 0.2.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/Gemfile +1 -0
- data/README.md +104 -26
- data/ext/lpsolver/Makefile +269 -0
- data/ext/lpsolver/ext.c +353 -0
- data/ext/lpsolver/ext.o +0 -0
- data/ext/lpsolver/extconf.rb +79 -0
- data/ext/lpsolver/native.so +0 -0
- data/ext/lpsolver-highs/AUTHORS +7 -0
- data/ext/lpsolver-highs/BUILD.bazel +243 -0
- data/ext/lpsolver-highs/CITATION.cff +29 -0
- data/ext/lpsolver-highs/CMakeCache.txt +406 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
- data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
- data/ext/lpsolver-highs/CMakeLists.txt +983 -0
- data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
- data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
- data/ext/lpsolver-highs/FEATURES.md +61 -0
- data/ext/lpsolver-highs/LICENSE.txt +21 -0
- data/ext/lpsolver-highs/MODULE.bazel +38 -0
- data/ext/lpsolver-highs/README.md +281 -0
- data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
- data/ext/lpsolver-highs/Version.txt +4 -0
- data/ext/lpsolver-highs/WORKSPACE +33 -0
- data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
- data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
- data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
- data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
- data/ext/lpsolver-highs/build/bin/highs +0 -0
- data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
- data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
- data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
- data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
- data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
- data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
- data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
- data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexReport.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HighsSimplexAnalysis.h +500 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/SimplexConst.h +273 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/SimplexStruct.h +263 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/SimplexTimer.h +414 -0
- data/ext/lpsolver-highs/build/include/highs/test_kkt/DevKkt.h +143 -0
- data/ext/lpsolver-highs/build/include/highs/test_kkt/KktCh2.h +79 -0
- data/ext/lpsolver-highs/build/include/highs/util/FactorTimer.h +199 -0
- data/ext/lpsolver-highs/build/include/highs/util/HFactor.h +587 -0
- data/ext/lpsolver-highs/build/include/highs/util/HFactorConst.h +81 -0
- data/ext/lpsolver-highs/build/include/highs/util/HFactorDebug.h +55 -0
- data/ext/lpsolver-highs/build/include/highs/util/HSet.h +89 -0
- data/ext/lpsolver-highs/build/include/highs/util/HVector.h +22 -0
- data/ext/lpsolver-highs/build/include/highs/util/HVectorBase.h +102 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsCDouble.h +323 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsComponent.h +53 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsDataStack.h +83 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsDisjointSets.h +107 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsHash.h +1274 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsHashTree.h +1461 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsInt.h +36 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsIntegers.h +212 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsLinearSumBounds.h +203 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsMatrixPic.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsMatrixSlice.h +561 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsMatrixUtils.h +57 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsMemoryAllocation.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsRandom.h +242 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsRbTree.h +452 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsSort.h +131 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsSparseMatrix.h +151 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsSparseVectorSum.h +95 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsSplay.h +135 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsTimer.h +385 -0
- data/ext/lpsolver-highs/build/include/highs/util/HighsUtils.h +272 -0
- data/ext/lpsolver-highs/build/include/highs/util/stringutil.h +46 -0
- data/ext/lpsolver-highs/build/include/highs/zstr/strict_fstream.hpp +237 -0
- data/ext/lpsolver-highs/build/include/highs/zstr/zstr.hpp +473 -0
- data/ext/lpsolver-highs/build/include/highs_export.h +43 -0
- data/ext/lpsolver-highs/build/lib/cmake/highs/highs-config-version.cmake +65 -0
- data/ext/lpsolver-highs/build/lib/cmake/highs/highs-config.cmake +36 -0
- data/ext/lpsolver-highs/build/lib/cmake/highs/highs-targets-release.cmake +19 -0
- data/ext/lpsolver-highs/build/lib/cmake/highs/highs-targets.cmake +111 -0
- data/ext/lpsolver-highs/build/lib/libhighs.a +0 -0
- data/ext/lpsolver-highs/build/lib/pkgconfig/highs.pc +12 -0
- data/ext/lpsolver-highs/build/share/doc/HIGHS/AUTHORS +7 -0
- data/ext/lpsolver-highs/build/share/doc/HIGHS/CITATION.cff +29 -0
- data/ext/lpsolver-highs/build/share/doc/HIGHS/CODE_OF_CONDUCT.md +128 -0
- data/ext/lpsolver-highs/build/share/doc/HIGHS/CONTRIBUTING.md +31 -0
- data/ext/lpsolver-highs/build/share/doc/HIGHS/FEATURES.md +61 -0
- data/ext/lpsolver-highs/build/share/doc/HIGHS/LICENSE.txt +21 -0
- data/ext/lpsolver-highs/build/share/doc/HIGHS/README.md +281 -0
- data/ext/lpsolver-highs/build_webdemo.sh +46 -0
- data/ext/lpsolver-highs/check/Avgas.cpp +245 -0
- data/ext/lpsolver-highs/check/Avgas.h +44 -0
- data/ext/lpsolver-highs/check/CMakeLists.txt +573 -0
- data/ext/lpsolver-highs/check/HCheckConfig.h.bazel.in +6 -0
- data/ext/lpsolver-highs/check/HCheckConfig.h.in +12 -0
- data/ext/lpsolver-highs/check/HCheckConfig.h.meson.in +6 -0
- data/ext/lpsolver-highs/check/SpecialLps.h +405 -0
- data/ext/lpsolver-highs/check/TestAlienBasis.cpp +720 -0
- data/ext/lpsolver-highs/check/TestBasis.cpp +359 -0
- data/ext/lpsolver-highs/check/TestBasisSolves.cpp +669 -0
- data/ext/lpsolver-highs/check/TestCAPI.c +2513 -0
- data/ext/lpsolver-highs/check/TestCallbacks.cpp +608 -0
- data/ext/lpsolver-highs/check/TestCheckSolution.cpp +740 -0
- data/ext/lpsolver-highs/check/TestCrossover.cpp +111 -0
- data/ext/lpsolver-highs/check/TestDualize.cpp +172 -0
- data/ext/lpsolver-highs/check/TestEkk.cpp +100 -0
- data/ext/lpsolver-highs/check/TestFactor.cpp +389 -0
- data/ext/lpsolver-highs/check/TestFilereader.cpp +568 -0
- data/ext/lpsolver-highs/check/TestFortranAPI.f90 +65 -0
- data/ext/lpsolver-highs/check/TestHSet.cpp +80 -0
- data/ext/lpsolver-highs/check/TestHighsCDouble.cpp +109 -0
- data/ext/lpsolver-highs/check/TestHighsGFkSolve.cpp +102 -0
- data/ext/lpsolver-highs/check/TestHighsHash.cpp +126 -0
- data/ext/lpsolver-highs/check/TestHighsHessian.cpp +329 -0
- data/ext/lpsolver-highs/check/TestHighsIntegers.cpp +42 -0
- data/ext/lpsolver-highs/check/TestHighsModel.cpp +134 -0
- data/ext/lpsolver-highs/check/TestHighsParallel.cpp +277 -0
- data/ext/lpsolver-highs/check/TestHighsRbTree.cpp +109 -0
- data/ext/lpsolver-highs/check/TestHighsSparseMatrix.cpp +126 -0
- data/ext/lpsolver-highs/check/TestHighsVersion.cpp +61 -0
- data/ext/lpsolver-highs/check/TestHipo.cpp +122 -0
- data/ext/lpsolver-highs/check/TestICrash.cpp +46 -0
- data/ext/lpsolver-highs/check/TestIO.cpp +163 -0
- data/ext/lpsolver-highs/check/TestIis.cpp +1063 -0
- data/ext/lpsolver-highs/check/TestInfo.cpp +116 -0
- data/ext/lpsolver-highs/check/TestIpm.cpp +226 -0
- data/ext/lpsolver-highs/check/TestIpx.cpp +96 -0
- data/ext/lpsolver-highs/check/TestLPFileFormat.cpp +22 -0
- data/ext/lpsolver-highs/check/TestLogging.cpp +69 -0
- data/ext/lpsolver-highs/check/TestLpModification.cpp +2497 -0
- data/ext/lpsolver-highs/check/TestLpOrientation.cpp +121 -0
- data/ext/lpsolver-highs/check/TestLpSolvers.cpp +555 -0
- data/ext/lpsolver-highs/check/TestLpValidation.cpp +689 -0
- data/ext/lpsolver-highs/check/TestMain.cpp +6 -0
- data/ext/lpsolver-highs/check/TestMipSolver.cpp +1406 -0
- data/ext/lpsolver-highs/check/TestModelProperties.cpp +143 -0
- data/ext/lpsolver-highs/check/TestMultiObjective.cpp +198 -0
- data/ext/lpsolver-highs/check/TestNames.cpp +187 -0
- data/ext/lpsolver-highs/check/TestOptions.cpp +544 -0
- data/ext/lpsolver-highs/check/TestPdlp.cpp +327 -0
- data/ext/lpsolver-highs/check/TestPdlpHi.cpp +40 -0
- data/ext/lpsolver-highs/check/TestPresolve.cpp +912 -0
- data/ext/lpsolver-highs/check/TestQpSolver.cpp +1345 -0
- data/ext/lpsolver-highs/check/TestRanging.cpp +558 -0
- data/ext/lpsolver-highs/check/TestRays.cpp +1010 -0
- data/ext/lpsolver-highs/check/TestSemiVariables.cpp +329 -0
- data/ext/lpsolver-highs/check/TestSetup.cpp +12 -0
- data/ext/lpsolver-highs/check/TestSort.cpp +247 -0
- data/ext/lpsolver-highs/check/TestSpecialLps.cpp +775 -0
- data/ext/lpsolver-highs/check/TestThrow.cpp +83 -0
- data/ext/lpsolver-highs/check/TestTspSolver.cpp +19 -0
- data/ext/lpsolver-highs/check/TestUserScale.cpp +444 -0
- data/ext/lpsolver-highs/check/cublas_example.cpp +76 -0
- data/ext/lpsolver-highs/check/cublas_gpu_start.cpp +88 -0
- data/ext/lpsolver-highs/check/hipo_test_option_files/hipo_options_0 +1 -0
- data/ext/lpsolver-highs/check/instances/1448.lp +1 -0
- data/ext/lpsolver-highs/check/instances/1449a.lp +1 -0
- data/ext/lpsolver-highs/check/instances/1449b.lp +1 -0
- data/ext/lpsolver-highs/check/instances/1451.lp +8 -0
- data/ext/lpsolver-highs/check/instances/2122.lp +1822 -0
- data/ext/lpsolver-highs/check/instances/2171.mps +717 -0
- data/ext/lpsolver-highs/check/instances/25fv47.mps +6919 -0
- data/ext/lpsolver-highs/check/instances/2821-duplicate.mps +31 -0
- data/ext/lpsolver-highs/check/instances/2821-qmatrix.mps +31 -0
- data/ext/lpsolver-highs/check/instances/2821-quadobj.mps +29 -0
- data/ext/lpsolver-highs/check/instances/2821-summation.mps +30 -0
- data/ext/lpsolver-highs/check/instances/2821.mps +29 -0
- data/ext/lpsolver-highs/check/instances/2894.mps +89 -0
- data/ext/lpsolver-highs/check/instances/80bau3b.mps +23732 -0
- data/ext/lpsolver-highs/check/instances/WithInf.set +3 -0
- data/ext/lpsolver-highs/check/instances/adlittle.mps +335 -0
- data/ext/lpsolver-highs/check/instances/afiro.mps +83 -0
- data/ext/lpsolver-highs/check/instances/avgas.mps +51 -0
- data/ext/lpsolver-highs/check/instances/bell5.mps +384 -0
- data/ext/lpsolver-highs/check/instances/bgetam.mps +2112 -0
- data/ext/lpsolver-highs/check/instances/blending.mps +13 -0
- data/ext/lpsolver-highs/check/instances/box1.mps +1085 -0
- data/ext/lpsolver-highs/check/instances/chip.mps +13 -0
- data/ext/lpsolver-highs/check/instances/comment.mps +23 -0
- data/ext/lpsolver-highs/check/instances/cplex1.mps +9674 -0
- data/ext/lpsolver-highs/check/instances/dD2e.mps +10 -0
- data/ext/lpsolver-highs/check/instances/dcmulti.mps +2310 -0
- data/ext/lpsolver-highs/check/instances/e226.mps +1733 -0
- data/ext/lpsolver-highs/check/instances/egout-ac.mps +473 -0
- data/ext/lpsolver-highs/check/instances/egout.mps +403 -0
- data/ext/lpsolver-highs/check/instances/etamacro.mps +2084 -0
- data/ext/lpsolver-highs/check/instances/ex72a.mps +849 -0
- data/ext/lpsolver-highs/check/instances/fixed-binary.lp +11 -0
- data/ext/lpsolver-highs/check/instances/flugpl.mps +111 -0
- data/ext/lpsolver-highs/check/instances/flugpl_illegal_integer.sol +24 -0
- data/ext/lpsolver-highs/check/instances/flugpl_integer.sol +25 -0
- data/ext/lpsolver-highs/check/instances/forest6.mps +261 -0
- data/ext/lpsolver-highs/check/instances/galenet.mps +34 -0
- data/ext/lpsolver-highs/check/instances/gams10am.mps +478 -0
- data/ext/lpsolver-highs/check/instances/garbage.ems +3 -0
- data/ext/lpsolver-highs/check/instances/garbage.lp +3 -0
- data/ext/lpsolver-highs/check/instances/garbage.mps +3 -0
- data/ext/lpsolver-highs/check/instances/gas11.mps +2924 -0
- data/ext/lpsolver-highs/check/instances/gesa2.mps +5459 -0
- data/ext/lpsolver-highs/check/instances/greenbea.mps +19215 -0
- data/ext/lpsolver-highs/check/instances/gt2.mps +534 -0
- data/ext/lpsolver-highs/check/instances/infeasible-mip0.mps +140 -0
- data/ext/lpsolver-highs/check/instances/infeasible-mip1.mps +371 -0
- data/ext/lpsolver-highs/check/instances/israel.mps +1490 -0
- data/ext/lpsolver-highs/check/instances/issue-2095.mps +836 -0
- data/ext/lpsolver-highs/check/instances/issue-2173.mps +3331 -0
- data/ext/lpsolver-highs/check/instances/issue-2204.mps +143 -0
- data/ext/lpsolver-highs/check/instances/issue-2290.mps +158 -0
- data/ext/lpsolver-highs/check/instances/issue-2388.lp +76 -0
- data/ext/lpsolver-highs/check/instances/issue-2402.mps +435 -0
- data/ext/lpsolver-highs/check/instances/issue-2446.mps +9154 -0
- data/ext/lpsolver-highs/check/instances/issue-2585.lp +16 -0
- data/ext/lpsolver-highs/check/instances/issue-2874-3.mps +97 -0
- data/ext/lpsolver-highs/check/instances/klein1.mps +422 -0
- data/ext/lpsolver-highs/check/instances/lseu.mps +371 -0
- data/ext/lpsolver-highs/check/instances/model.xyz +1 -0
- data/ext/lpsolver-highs/check/instances/nan0.mps +13 -0
- data/ext/lpsolver-highs/check/instances/nan1.mps +13 -0
- data/ext/lpsolver-highs/check/instances/nan2.mps +13 -0
- data/ext/lpsolver-highs/check/instances/no-newline-eof.lp +5 -0
- data/ext/lpsolver-highs/check/instances/p01.mps +909 -0
- data/ext/lpsolver-highs/check/instances/p0548.mps +1992 -0
- data/ext/lpsolver-highs/check/instances/primal1.mps +3909 -0
- data/ext/lpsolver-highs/check/instances/qap04.mps +606 -0
- data/ext/lpsolver-highs/check/instances/qcqp.lp +8 -0
- data/ext/lpsolver-highs/check/instances/qjh.lp +9 -0
- data/ext/lpsolver-highs/check/instances/qjh.mps +18 -0
- data/ext/lpsolver-highs/check/instances/qjh_qmatrix.mps +19 -0
- data/ext/lpsolver-highs/check/instances/qjh_quadobj.mps +18 -0
- data/ext/lpsolver-highs/check/instances/qjh_quadobj_qmatrix.mps +25 -0
- data/ext/lpsolver-highs/check/instances/qjh_uncon.lp +10 -0
- data/ext/lpsolver-highs/check/instances/qjh_uncon.mps +17 -0
- data/ext/lpsolver-highs/check/instances/qpinfeasible.lp +8 -0
- data/ext/lpsolver-highs/check/instances/qptestnw.lp +7 -0
- data/ext/lpsolver-highs/check/instances/qpunbounded.lp +5 -0
- data/ext/lpsolver-highs/check/instances/refinery.mps +1882 -0
- data/ext/lpsolver-highs/check/instances/rgn.mps +559 -0
- data/ext/lpsolver-highs/check/instances/scrs8.mps +2717 -0
- data/ext/lpsolver-highs/check/instances/sctest.mps +66 -0
- data/ext/lpsolver-highs/check/instances/semi-continuous.lp +13 -0
- data/ext/lpsolver-highs/check/instances/semi-continuous.mps +24 -0
- data/ext/lpsolver-highs/check/instances/semi-integer.lp +15 -0
- data/ext/lpsolver-highs/check/instances/semi-integer.mps +22 -0
- data/ext/lpsolver-highs/check/instances/shell.mps +4039 -0
- data/ext/lpsolver-highs/check/instances/silly-names.mps +14 -0
- data/ext/lpsolver-highs/check/instances/small_mip.mps +87 -0
- data/ext/lpsolver-highs/check/instances/smalllp.mps +21 -0
- data/ext/lpsolver-highs/check/instances/sp150x300d.mps +1983 -0
- data/ext/lpsolver-highs/check/instances/stair.mps +2499 -0
- data/ext/lpsolver-highs/check/instances/standata.mps +2317 -0
- data/ext/lpsolver-highs/check/instances/standgub.mps +2428 -0
- data/ext/lpsolver-highs/check/instances/standmps.mps +2695 -0
- data/ext/lpsolver-highs/check/instances/test.mps +53 -0
- data/ext/lpsolver-highs/check/instances/vol1.mps +1895 -0
- data/ext/lpsolver-highs/check/instances/warnings.mps +68 -0
- data/ext/lpsolver-highs/check/instances/woodinfe.mps +216 -0
- data/ext/lpsolver-highs/check/matrix_multiplication.hpp +49 -0
- data/ext/lpsolver-highs/check/meson.build +92 -0
- data/ext/lpsolver-highs/check/pythontest.py +11 -0
- data/ext/lpsolver-highs/check/sample_options_file +8 -0
- data/ext/lpsolver-highs/cmake/CheckAtomic.cmake +74 -0
- data/ext/lpsolver-highs/cmake/FindCUDAConf.cmake +44 -0
- data/ext/lpsolver-highs/cmake/FindHipoDeps.cmake +351 -0
- data/ext/lpsolver-highs/cmake/README.md +243 -0
- data/ext/lpsolver-highs/cmake/cpp-highs.cmake +243 -0
- data/ext/lpsolver-highs/cmake/dotnet.cmake +94 -0
- data/ext/lpsolver-highs/cmake/highs-config.cmake.in +22 -0
- data/ext/lpsolver-highs/cmake/python-highs.cmake +74 -0
- data/ext/lpsolver-highs/cmake/set-version.cmake +26 -0
- data/ext/lpsolver-highs/cmake/sources-python.cmake +461 -0
- data/ext/lpsolver-highs/cmake/sources.cmake +618 -0
- data/ext/lpsolver-highs/docs/HiGHS_CopyrightHeader.pl +78 -0
- data/ext/lpsolver-highs/docs/HiGHS_CopyrightHeaderUpdateAll +32 -0
- data/ext/lpsolver-highs/docs/Project.toml +7 -0
- data/ext/lpsolver-highs/docs/README.md +27 -0
- data/ext/lpsolver-highs/docs/c_api_gen/HConfig.h +1 -0
- data/ext/lpsolver-highs/docs/c_api_gen/build.jl +48 -0
- data/ext/lpsolver-highs/docs/make.jl +115 -0
- data/ext/lpsolver-highs/docs/src/assets/logo.png +0 -0
- data/ext/lpsolver-highs/docs/src/callbacks.md +171 -0
- data/ext/lpsolver-highs/docs/src/executable.md +88 -0
- data/ext/lpsolver-highs/docs/src/guide/advanced.md +66 -0
- data/ext/lpsolver-highs/docs/src/guide/basic.md +116 -0
- data/ext/lpsolver-highs/docs/src/guide/further.md +193 -0
- data/ext/lpsolver-highs/docs/src/guide/gpu.md +58 -0
- data/ext/lpsolver-highs/docs/src/guide/index.md +18 -0
- data/ext/lpsolver-highs/docs/src/guide/kkt.md +219 -0
- data/ext/lpsolver-highs/docs/src/guide/numerics.md +55 -0
- data/ext/lpsolver-highs/docs/src/index.md +86 -0
- data/ext/lpsolver-highs/docs/src/installation.md +130 -0
- data/ext/lpsolver-highs/docs/src/interfaces/c_api.md +6 -0
- data/ext/lpsolver-highs/docs/src/interfaces/cpp/examples.md +1 -0
- data/ext/lpsolver-highs/docs/src/interfaces/cpp/index.md +29 -0
- data/ext/lpsolver-highs/docs/src/interfaces/cpp/library.md +107 -0
- data/ext/lpsolver-highs/docs/src/interfaces/csharp.md +55 -0
- data/ext/lpsolver-highs/docs/src/interfaces/fortran.md +11 -0
- data/ext/lpsolver-highs/docs/src/interfaces/julia/index.md +130 -0
- data/ext/lpsolver-highs/docs/src/interfaces/other.md +41 -0
- data/ext/lpsolver-highs/docs/src/interfaces/python/example-py.md +275 -0
- data/ext/lpsolver-highs/docs/src/interfaces/python/index.md +91 -0
- data/ext/lpsolver-highs/docs/src/interfaces/python/model-py.md +90 -0
- data/ext/lpsolver-highs/docs/src/options/definitions.md +529 -0
- data/ext/lpsolver-highs/docs/src/options/intro.md +46 -0
- data/ext/lpsolver-highs/docs/src/parallel.md +88 -0
- data/ext/lpsolver-highs/docs/src/solvers.md +168 -0
- data/ext/lpsolver-highs/docs/src/structures/classes/HighsHessian.md +9 -0
- data/ext/lpsolver-highs/docs/src/structures/classes/HighsIis.md +16 -0
- data/ext/lpsolver-highs/docs/src/structures/classes/HighsLp.md +19 -0
- data/ext/lpsolver-highs/docs/src/structures/classes/HighsModel.md +6 -0
- data/ext/lpsolver-highs/docs/src/structures/classes/HighsSparseMatrix.md +10 -0
- data/ext/lpsolver-highs/docs/src/structures/classes/index.md +11 -0
- data/ext/lpsolver-highs/docs/src/structures/enums.md +114 -0
- data/ext/lpsolver-highs/docs/src/structures/index.md +12 -0
- data/ext/lpsolver-highs/docs/src/structures/structs/HighsBasis.md +8 -0
- data/ext/lpsolver-highs/docs/src/structures/structs/HighsInfo.md +148 -0
- data/ext/lpsolver-highs/docs/src/structures/structs/HighsLinearObjective.md +11 -0
- data/ext/lpsolver-highs/docs/src/structures/structs/HighsSolution.md +10 -0
- data/ext/lpsolver-highs/docs/src/structures/structs/index.md +10 -0
- data/ext/lpsolver-highs/docs/src/terminology.md +163 -0
- data/ext/lpsolver-highs/examples/CMakeLists.txt +26 -0
- data/ext/lpsolver-highs/examples/Docs.py +104 -0
- data/ext/lpsolver-highs/examples/branch-and-price.py +465 -0
- data/ext/lpsolver-highs/examples/call_highs_from_c.c +685 -0
- data/ext/lpsolver-highs/examples/call_highs_from_c_minimal.c +659 -0
- data/ext/lpsolver-highs/examples/call_highs_from_cpp.cpp +178 -0
- data/ext/lpsolver-highs/examples/call_highs_from_csharp.cs +83 -0
- data/ext/lpsolver-highs/examples/call_highs_from_fortran.f90 +579 -0
- data/ext/lpsolver-highs/examples/call_highs_from_python.py +448 -0
- data/ext/lpsolver-highs/examples/call_highs_from_python_highspy.py +71 -0
- data/ext/lpsolver-highs/examples/call_highs_from_python_mps.py +59 -0
- data/ext/lpsolver-highs/examples/callback_gap.py +71 -0
- data/ext/lpsolver-highs/examples/chip.py +43 -0
- data/ext/lpsolver-highs/examples/chip0.py +29 -0
- data/ext/lpsolver-highs/examples/distillation.py +77 -0
- data/ext/lpsolver-highs/examples/knapsack.py +43 -0
- data/ext/lpsolver-highs/examples/minimal.py +11 -0
- data/ext/lpsolver-highs/examples/multi_objective.py +139 -0
- data/ext/lpsolver-highs/examples/multiple_objective.py +120 -0
- data/ext/lpsolver-highs/examples/network_flow.py +37 -0
- data/ext/lpsolver-highs/examples/nqueens.py +29 -0
- data/ext/lpsolver-highs/examples/plot_highs_log.py +134 -0
- data/ext/lpsolver-highs/extern/CLI11.hpp +11546 -0
- data/ext/lpsolver-highs/extern/LICENCE_1_0.txt +23 -0
- data/ext/lpsolver-highs/extern/amd/License.txt +35 -0
- data/ext/lpsolver-highs/extern/amd/SuiteSparse_config.c +54 -0
- data/ext/lpsolver-highs/extern/amd/SuiteSparse_config.h +56 -0
- data/ext/lpsolver-highs/extern/amd/amd.h +357 -0
- data/ext/lpsolver-highs/extern/amd/amd_1.c +172 -0
- data/ext/lpsolver-highs/extern/amd/amd_2.c +1761 -0
- data/ext/lpsolver-highs/extern/amd/amd_aat.c +179 -0
- data/ext/lpsolver-highs/extern/amd/amd_control.c +65 -0
- data/ext/lpsolver-highs/extern/amd/amd_defaults.c +37 -0
- data/ext/lpsolver-highs/extern/amd/amd_info.c +120 -0
- data/ext/lpsolver-highs/extern/amd/amd_internal.h +137 -0
- data/ext/lpsolver-highs/extern/amd/amd_order.c +195 -0
- data/ext/lpsolver-highs/extern/amd/amd_post_tree.c +105 -0
- data/ext/lpsolver-highs/extern/amd/amd_postorder.c +140 -0
- data/ext/lpsolver-highs/extern/amd/amd_preprocess.c +107 -0
- data/ext/lpsolver-highs/extern/amd/amd_valid.c +93 -0
- data/ext/lpsolver-highs/extern/amd/changes.txt +8 -0
- data/ext/lpsolver-highs/extern/catch.hpp +18861 -0
- data/ext/lpsolver-highs/extern/metis/Changes.txt +31 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/GKlib.h +62 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/error.c +21 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_arch.h +64 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_defs.h +19 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_macros.h +50 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_mkblas.h +51 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_mkmemory.h +80 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_mkpqueue.h +329 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_mkrandom.h +89 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_mksort.h +271 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_ms_inttypes.h +41 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_ms_stat.h +22 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_ms_stdint.h +41 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_proto.h +50 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_struct.h +66 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/gk_types.h +15 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/mcore.c +176 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/memory.c +23 -0
- data/ext/lpsolver-highs/extern/metis/GKlib/random.c +37 -0
- data/ext/lpsolver-highs/extern/metis/LICENSE.txt +18 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/auxapi.c +27 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/balance.c +491 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/bucketsort.c +44 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/coarsen.c +895 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/compress.c +231 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/contig.c +83 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/defs.h +39 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/fm.c +527 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/gklib.c +55 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/gklib_defs.h +33 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/graph.c +268 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/initpart.c +385 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/macros.h +59 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/mcutil.c +162 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/metislib.h +35 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/mmd.c +598 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/ometis.c +661 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/options.c +260 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/proto.h +172 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/refine.c +99 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/separator.c +57 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/sfm.c +581 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/srefine.c +152 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/stdheaders.h +29 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/struct.h +117 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/util.c +59 -0
- data/ext/lpsolver-highs/extern/metis/libmetis/wspace.c +91 -0
- data/ext/lpsolver-highs/extern/metis/metis.h +271 -0
- data/ext/lpsolver-highs/extern/pdqsort/license.txt +16 -0
- data/ext/lpsolver-highs/extern/pdqsort/pdqsort.h +532 -0
- data/ext/lpsolver-highs/extern/rcm/LICENSE +19 -0
- data/ext/lpsolver-highs/extern/rcm/rcm.cpp +873 -0
- data/ext/lpsolver-highs/extern/rcm/rcm.h +22 -0
- data/ext/lpsolver-highs/extern/zstr/LICENSE +21 -0
- data/ext/lpsolver-highs/extern/zstr/strict_fstream.hpp +237 -0
- data/ext/lpsolver-highs/extern/zstr/zstr.hpp +473 -0
- data/ext/lpsolver-highs/flake.lock +61 -0
- data/ext/lpsolver-highs/flake.nix +73 -0
- data/ext/lpsolver-highs/highs/CMakeLists.txt +499 -0
- data/ext/lpsolver-highs/highs/HConfig.h.bazel.in +25 -0
- data/ext/lpsolver-highs/highs/HConfig.h.in +22 -0
- data/ext/lpsolver-highs/highs/HConfig.h.meson.in +17 -0
- data/ext/lpsolver-highs/highs/Highs.h +1812 -0
- data/ext/lpsolver-highs/highs/HighsRun.md +143 -0
- data/ext/lpsolver-highs/highs/highs_bindings.cpp +1826 -0
- data/ext/lpsolver-highs/highs/highspy/__init__.py +93 -0
- data/ext/lpsolver-highs/highs/highspy/__init__.pyi +91 -0
- data/ext/lpsolver-highs/highs/highspy/_core/__init__.pyi +1058 -0
- data/ext/lpsolver-highs/highs/highspy/_core/cb.pyi +118 -0
- data/ext/lpsolver-highs/highs/highspy/_core/simplex_constants.pyi +472 -0
- data/ext/lpsolver-highs/highs/highspy/highs.py +2430 -0
- data/ext/lpsolver-highs/highs/interfaces/highs_c_api.cpp +1812 -0
- data/ext/lpsolver-highs/highs/interfaces/highs_c_api.h +2651 -0
- data/ext/lpsolver-highs/highs/interfaces/highs_csharp_api.cs +1142 -0
- data/ext/lpsolver-highs/highs/interfaces/highs_fortran_api.f90 +873 -0
- data/ext/lpsolver-highs/highs/io/Filereader.cpp +87 -0
- data/ext/lpsolver-highs/highs/io/Filereader.h +45 -0
- data/ext/lpsolver-highs/highs/io/FilereaderLp.cpp +539 -0
- data/ext/lpsolver-highs/highs/io/FilereaderLp.h +49 -0
- data/ext/lpsolver-highs/highs/io/FilereaderMps.cpp +86 -0
- data/ext/lpsolver-highs/highs/io/FilereaderMps.h +27 -0
- data/ext/lpsolver-highs/highs/io/HMPSIO.cpp +1001 -0
- data/ext/lpsolver-highs/highs/io/HMPSIO.h +78 -0
- data/ext/lpsolver-highs/highs/io/HMpsFF.cpp +2113 -0
- data/ext/lpsolver-highs/highs/io/HMpsFF.h +245 -0
- data/ext/lpsolver-highs/highs/io/HighsIO.cpp +371 -0
- data/ext/lpsolver-highs/highs/io/HighsIO.h +118 -0
- data/ext/lpsolver-highs/highs/io/LoadOptions.cpp +60 -0
- data/ext/lpsolver-highs/highs/io/LoadOptions.h +24 -0
- data/ext/lpsolver-highs/highs/io/filereaderlp/LICENSE +19 -0
- data/ext/lpsolver-highs/highs/io/filereaderlp/builder.hpp +25 -0
- data/ext/lpsolver-highs/highs/io/filereaderlp/def.hpp +19 -0
- data/ext/lpsolver-highs/highs/io/filereaderlp/model.hpp +68 -0
- data/ext/lpsolver-highs/highs/io/filereaderlp/reader.cpp +1375 -0
- data/ext/lpsolver-highs/highs/io/filereaderlp/reader.hpp +10 -0
- data/ext/lpsolver-highs/highs/ipm/IpxSolution.h +32 -0
- data/ext/lpsolver-highs/highs/ipm/IpxWrapper.cpp +1526 -0
- data/ext/lpsolver-highs/highs/ipm/IpxWrapper.h +106 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu.h +161 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_factorize.c +132 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_factorize.h +247 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_get_factors.c +148 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_initialize.c +24 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_initialize.h +119 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_object.c +325 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_object.h +30 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_dense.c +46 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_for_update.c +79 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_sparse.c +63 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_update.c +44 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/basiclu_update.h +125 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_build_factors.c +441 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_condest.c +124 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_def.h +39 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_dfs.c +141 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_factorize_bump.c +56 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_file.c +184 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_file.h +21 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_garbage_perm.c +53 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_initialize.c +56 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_internal.c +352 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_internal.h +220 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_list.h +173 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_markowitz.c +188 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_matrix_norm.c +51 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_pivot.c +1247 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_residual_test.c +155 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_setup_bump.c +198 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_singletons.c +511 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_solve_dense.c +129 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_solve_for_update.c +360 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_solve_sparse.c +284 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_solve_symbolic.c +48 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_solve_triangular.c +140 -0
- data/ext/lpsolver-highs/highs/ipm/basiclu/lu_update.c +908 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/Auxiliary.cpp +301 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/Auxiliary.h +104 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/IntConfig.h +27 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/KrylovMethods.cpp +193 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/KrylovMethods.h +30 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/Log.cpp +60 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/Log.h +62 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/OrderingPrint.h +10 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/VectorOperations.cpp +117 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/VectorOperations.h +59 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/auxiliary/mycblas.h +85 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Analyse.cpp +1367 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Analyse.h +122 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/CallAndTimeBlas.cpp +114 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/CallAndTimeBlas.h +46 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/CliqueStack.cpp +82 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/CliqueStack.h +83 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DataCollector.cpp +326 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DataCollector.h +86 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DenseFact.h +48 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DenseFactHybrid.cpp +279 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DenseFactKernel.cpp +284 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DgemmParallel.cpp +38 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/DgemmParallel.h +32 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/FactorHiGHS.cpp +57 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/FactorHiGHS.h +112 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/FactorHiGHSSettings.h +63 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Factorise.cpp +405 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Factorise.h +85 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/FormatHandler.cpp +46 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/FormatHandler.h +95 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/HybridHybridFormatHandler.cpp +238 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/HybridHybridFormatHandler.h +31 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/HybridSolveHandler.cpp +272 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/HybridSolveHandler.h +26 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/KrylovMethodsIpm.cpp +83 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/KrylovMethodsIpm.h +45 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Numeric.cpp +54 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Numeric.h +46 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/ReturnValues.h +19 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/SolveHandler.cpp +10 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/SolveHandler.h +48 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Swaps.cpp +70 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Swaps.h +19 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Symbolic.cpp +101 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Symbolic.h +220 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/factorhighs/Timing.h +114 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Control.cpp +38 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Control.h +41 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/FactorHiGHSSolver.cpp +887 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/FactorHiGHSSolver.h +92 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Info.h +58 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/IpmData.cpp +8 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/IpmData.h +37 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Iterate.cpp +640 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Iterate.h +172 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/LinearSolver.h +81 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/LogHighs.cpp +71 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/LogHighs.h +33 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Model.cpp +403 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Model.h +136 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Options.h +35 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Parameters.h +63 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/PreProcess.cpp +646 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/PreProcess.h +94 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Refine.cpp +214 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Solver.cpp +1346 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Solver.h +338 -0
- data/ext/lpsolver-highs/highs/ipm/hipo/ipm/Status.h +88 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/basiclu_kernel.cc +71 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/basiclu_kernel.h +20 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/basiclu_wrapper.cc +299 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/basiclu_wrapper.h +47 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/basis.cc +966 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/basis.h +350 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/conjugate_residuals.cc +217 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/conjugate_residuals.h +74 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/control.cc +151 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/control.h +167 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/crossover.cc +479 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/crossover.h +157 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/diagonal_precond.cc +70 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/diagonal_precond.h +45 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/forrest_tomlin.cc +360 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/forrest_tomlin.h +102 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/guess_basis.cc +233 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/guess_basis.h +21 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/indexed_vector.cc +30 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/indexed_vector.h +113 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/info.cc +124 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/info.h +27 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/ipm.cc +897 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/ipm.h +94 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/ipx_c.cc +83 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/ipx_c.h +47 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/ipx_config.h +9 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/ipx_info.h +111 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/ipx_internal.h +89 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/ipx_parameters.h +76 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/ipx_status.h +57 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/iterate.cc +683 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/iterate.h +331 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver.cc +23 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver.h +70 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver_basis.cc +387 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver_basis.h +66 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver_diag.cc +120 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/kkt_solver_diag.h +48 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/linear_operator.cc +10 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/linear_operator.h +26 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/lp_solver.cc +686 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/lp_solver.h +204 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/lu_factorization.cc +131 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/lu_factorization.h +79 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/lu_update.cc +62 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/lu_update.h +129 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/maxvolume.cc +337 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/maxvolume.h +54 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/model.cc +1528 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/model.h +413 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/multistream.h +52 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/normal_matrix.cc +126 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/normal_matrix.h +44 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/power_method.h +44 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/sparse_matrix.cc +382 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/sparse_matrix.h +195 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/sparse_utils.cc +92 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/sparse_utils.h +58 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/splitted_normal_matrix.cc +117 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/starting_basis.cc +182 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/starting_basis.h +39 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/symbolic_invert.cc +183 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/symbolic_invert.h +29 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/timer.cc +16 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/timer.h +25 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/utils.cc +95 -0
- data/ext/lpsolver-highs/highs/ipm/ipx/utils.h +37 -0
- data/ext/lpsolver-highs/highs/lp_data/HConst.h +430 -0
- data/ext/lpsolver-highs/highs/lp_data/HStruct.h +213 -0
- data/ext/lpsolver-highs/highs/lp_data/Highs.cpp +4949 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsAnalysis.h +23 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsCallback.cpp +323 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsCallback.h +104 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsCallbackStruct.h +70 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsDebug.cpp +54 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsDebug.h +34 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsDeprecated.cpp +181 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsIis.cpp +1290 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsIis.h +139 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsInfo.cpp +426 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsInfo.h +421 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsInfoDebug.cpp +175 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsInfoDebug.h +27 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsInterface.cpp +4344 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsLp.cpp +564 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsLp.h +97 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsLpSolverObject.h +47 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsLpUtils.cpp +3794 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsLpUtils.h +330 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsModelUtils.cpp +1650 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsModelUtils.h +129 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsOptions.cpp +1176 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsOptions.h +1715 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsRanging.cpp +733 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsRanging.h +43 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsSolution.cpp +2194 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsSolution.h +179 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsSolutionDebug.cpp +490 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsSolutionDebug.h +87 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsSolve.cpp +747 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsSolve.h +29 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsStatus.cpp +48 -0
- data/ext/lpsolver-highs/highs/lp_data/HighsStatus.h +29 -0
- data/ext/lpsolver-highs/highs/lp_data/Iis.md +113 -0
- data/ext/lpsolver-highs/highs/meson.build +433 -0
- data/ext/lpsolver-highs/highs/mip/HighsCliqueTable.cpp +2236 -0
- data/ext/lpsolver-highs/highs/mip/HighsCliqueTable.h +329 -0
- data/ext/lpsolver-highs/highs/mip/HighsConflictPool.cpp +201 -0
- data/ext/lpsolver-highs/highs/mip/HighsConflictPool.h +109 -0
- data/ext/lpsolver-highs/highs/mip/HighsCutGeneration.cpp +1491 -0
- data/ext/lpsolver-highs/highs/mip/HighsCutGeneration.h +108 -0
- data/ext/lpsolver-highs/highs/mip/HighsCutPool.cpp +526 -0
- data/ext/lpsolver-highs/highs/mip/HighsCutPool.h +168 -0
- data/ext/lpsolver-highs/highs/mip/HighsDebugSol.cpp +313 -0
- data/ext/lpsolver-highs/highs/mip/HighsDebugSol.h +133 -0
- data/ext/lpsolver-highs/highs/mip/HighsDomain.cpp +3861 -0
- data/ext/lpsolver-highs/highs/mip/HighsDomain.h +657 -0
- data/ext/lpsolver-highs/highs/mip/HighsDomainChange.h +48 -0
- data/ext/lpsolver-highs/highs/mip/HighsDynamicRowMatrix.cpp +199 -0
- data/ext/lpsolver-highs/highs/mip/HighsDynamicRowMatrix.h +104 -0
- data/ext/lpsolver-highs/highs/mip/HighsFeasibilityJump.cpp +139 -0
- data/ext/lpsolver-highs/highs/mip/HighsGFkSolve.cpp +106 -0
- data/ext/lpsolver-highs/highs/mip/HighsGFkSolve.h +439 -0
- data/ext/lpsolver-highs/highs/mip/HighsImplications.cpp +915 -0
- data/ext/lpsolver-highs/highs/mip/HighsImplications.h +194 -0
- data/ext/lpsolver-highs/highs/mip/HighsLpAggregator.cpp +56 -0
- data/ext/lpsolver-highs/highs/mip/HighsLpAggregator.h +50 -0
- data/ext/lpsolver-highs/highs/mip/HighsLpRelaxation.cpp +1609 -0
- data/ext/lpsolver-highs/highs/mip/HighsLpRelaxation.h +361 -0
- data/ext/lpsolver-highs/highs/mip/HighsMipAnalysis.cpp +313 -0
- data/ext/lpsolver-highs/highs/mip/HighsMipAnalysis.h +71 -0
- data/ext/lpsolver-highs/highs/mip/HighsMipSolver.cpp +1002 -0
- data/ext/lpsolver-highs/highs/mip/HighsMipSolver.h +159 -0
- data/ext/lpsolver-highs/highs/mip/HighsMipSolverData.cpp +2936 -0
- data/ext/lpsolver-highs/highs/mip/HighsMipSolverData.h +313 -0
- data/ext/lpsolver-highs/highs/mip/HighsModkSeparator.cpp +267 -0
- data/ext/lpsolver-highs/highs/mip/HighsModkSeparator.h +60 -0
- data/ext/lpsolver-highs/highs/mip/HighsNodeQueue.cpp +443 -0
- data/ext/lpsolver-highs/highs/mip/HighsNodeQueue.h +312 -0
- data/ext/lpsolver-highs/highs/mip/HighsObjectiveFunction.cpp +124 -0
- data/ext/lpsolver-highs/highs/mip/HighsObjectiveFunction.h +71 -0
- data/ext/lpsolver-highs/highs/mip/HighsPathSeparator.cpp +549 -0
- data/ext/lpsolver-highs/highs/mip/HighsPathSeparator.h +39 -0
- data/ext/lpsolver-highs/highs/mip/HighsPrimalHeuristics.cpp +1673 -0
- data/ext/lpsolver-highs/highs/mip/HighsPrimalHeuristics.h +75 -0
- data/ext/lpsolver-highs/highs/mip/HighsPseudocost.cpp +129 -0
- data/ext/lpsolver-highs/highs/mip/HighsPseudocost.h +366 -0
- data/ext/lpsolver-highs/highs/mip/HighsRedcostFixing.cpp +316 -0
- data/ext/lpsolver-highs/highs/mip/HighsRedcostFixing.h +42 -0
- data/ext/lpsolver-highs/highs/mip/HighsSearch.cpp +1881 -0
- data/ext/lpsolver-highs/highs/mip/HighsSearch.h +241 -0
- data/ext/lpsolver-highs/highs/mip/HighsSeparation.cpp +186 -0
- data/ext/lpsolver-highs/highs/mip/HighsSeparation.h +41 -0
- data/ext/lpsolver-highs/highs/mip/HighsSeparator.cpp +39 -0
- data/ext/lpsolver-highs/highs/mip/HighsSeparator.h +60 -0
- data/ext/lpsolver-highs/highs/mip/HighsTableauSeparator.cpp +244 -0
- data/ext/lpsolver-highs/highs/mip/HighsTableauSeparator.h +34 -0
- data/ext/lpsolver-highs/highs/mip/HighsTransformedLp.cpp +563 -0
- data/ext/lpsolver-highs/highs/mip/HighsTransformedLp.h +63 -0
- data/ext/lpsolver-highs/highs/mip/MipTimer.h +544 -0
- data/ext/lpsolver-highs/highs/mip/feasibilityjump.hh +800 -0
- data/ext/lpsolver-highs/highs/model/HighsHessian.cpp +263 -0
- data/ext/lpsolver-highs/highs/model/HighsHessian.h +54 -0
- data/ext/lpsolver-highs/highs/model/HighsHessianUtils.cpp +584 -0
- data/ext/lpsolver-highs/highs/model/HighsHessianUtils.h +47 -0
- data/ext/lpsolver-highs/highs/model/HighsModel.cpp +46 -0
- data/ext/lpsolver-highs/highs/model/HighsModel.h +42 -0
- data/ext/lpsolver-highs/highs/parallel/HighsBinarySemaphore.h +108 -0
- data/ext/lpsolver-highs/highs/parallel/HighsCacheAlign.h +82 -0
- data/ext/lpsolver-highs/highs/parallel/HighsCombinable.h +116 -0
- data/ext/lpsolver-highs/highs/parallel/HighsMutex.h +124 -0
- data/ext/lpsolver-highs/highs/parallel/HighsParallel.h +128 -0
- data/ext/lpsolver-highs/highs/parallel/HighsRaceTimer.h +38 -0
- data/ext/lpsolver-highs/highs/parallel/HighsSchedulerConstants.h +19 -0
- data/ext/lpsolver-highs/highs/parallel/HighsSpinMutex.h +48 -0
- data/ext/lpsolver-highs/highs/parallel/HighsSplitDeque.h +606 -0
- data/ext/lpsolver-highs/highs/parallel/HighsTask.h +170 -0
- data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.cpp +43 -0
- data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.h +217 -0
- data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.cpp +848 -0
- data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.h +108 -0
- data/ext/lpsolver-highs/highs/pdlp/HiPdlpTimer.h +155 -0
- data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.cpp +141 -0
- data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.h +26 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/Diff +12 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/Meld +7 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/Merge +2 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/README.md +95 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/CMakeLists.txt +58 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cu +338 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cuh +319 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cu +386 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cuh +149 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cublas.c +154 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cuda_linalg.c +79 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp.h +16 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.c +214 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.c +802 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.c +148 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.c +124 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.c +425 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.c +1498 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.c +478 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.h +212 -0
- data/ext/lpsolver-highs/highs/pdlp/cupdlp/glbopts.h +342 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/defs.hpp +222 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.cc +231 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.hpp +61 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.cc +225 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.hpp +80 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cc +2798 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cu +497 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.hpp +358 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg_kernels.hpp +77 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdlp_gpu_debug.hpp +62 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.cc +132 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.hpp +96 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.cc +307 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.hpp +74 -0
- data/ext/lpsolver-highs/highs/pdlp/hipdlp/solver_results.hpp +65 -0
- data/ext/lpsolver-highs/highs/presolve/HPresolve.cpp +8511 -0
- data/ext/lpsolver-highs/highs/presolve/HPresolve.h +505 -0
- data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.cpp +239 -0
- data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.h +52 -0
- data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.cpp +1368 -0
- data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.h +943 -0
- data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.cpp +1921 -0
- data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.h +284 -0
- data/ext/lpsolver-highs/highs/presolve/ICrash.cpp +474 -0
- data/ext/lpsolver-highs/highs/presolve/ICrash.h +124 -0
- data/ext/lpsolver-highs/highs/presolve/ICrashUtil.cpp +267 -0
- data/ext/lpsolver-highs/highs/presolve/ICrashUtil.h +62 -0
- data/ext/lpsolver-highs/highs/presolve/ICrashX.cpp +173 -0
- data/ext/lpsolver-highs/highs/presolve/ICrashX.h +23 -0
- data/ext/lpsolver-highs/highs/presolve/PresolveComponent.cpp +45 -0
- data/ext/lpsolver-highs/highs/presolve/PresolveComponent.h +90 -0
- data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
- data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
- data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
- data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
- data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
- data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
- data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
- data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
- data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
- data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
- data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
- data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
- data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
- data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
- data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
- data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
- data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
- data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
- data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
- data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
- data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
- data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
- data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
- data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
- data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
- data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
- data/ext/lpsolver-highs/highs.pc.in +12 -0
- data/ext/lpsolver-highs/meson.build +198 -0
- data/ext/lpsolver-highs/meson_options.txt +31 -0
- data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
- data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
- data/ext/lpsolver-highs/nuget/README.md +38 -0
- data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
- data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
- data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
- data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
- data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
- data/ext/lpsolver-highs/pyproject.toml +221 -0
- data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
- data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
- data/ext/lpsolver-highs/version.rc.in +50 -0
- data/lib/lpsolver/highs +0 -0
- data/lib/lpsolver/model.rb +35 -7
- data/lib/lpsolver/native.so +0 -0
- data/lib/lpsolver/native_model.rb +261 -0
- data/lib/lpsolver/solution.rb +93 -8
- data/lib/lpsolver/version.rb +1 -1
- data/lpsolver.gemspec +4 -1
- metadata +1176 -4
|
@@ -0,0 +1,1491 @@
|
|
|
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
|
+
#include "mip/HighsCutGeneration.h"
|
|
9
|
+
|
|
10
|
+
#include "../extern/pdqsort/pdqsort.h"
|
|
11
|
+
#include "mip/HighsMipSolverData.h"
|
|
12
|
+
#include "mip/HighsTransformedLp.h"
|
|
13
|
+
#include "util/HighsIntegers.h"
|
|
14
|
+
|
|
15
|
+
HighsCutGeneration::HighsCutGeneration(const HighsLpRelaxation& lpRelaxation,
|
|
16
|
+
HighsCutPool& cutpool)
|
|
17
|
+
: lpRelaxation(lpRelaxation),
|
|
18
|
+
cutpool(cutpool),
|
|
19
|
+
randgen(lpRelaxation.getMipSolver().options_mip_->random_seed +
|
|
20
|
+
lpRelaxation.getNumLpIterations() + cutpool.getNumCuts()),
|
|
21
|
+
feastol(lpRelaxation.getMipSolver().mipdata_->feastol),
|
|
22
|
+
epsilon(lpRelaxation.getMipSolver().mipdata_->epsilon) {}
|
|
23
|
+
|
|
24
|
+
bool HighsCutGeneration::determineCover(bool lpSol) {
|
|
25
|
+
if (rhs <= 10 * feastol) return false;
|
|
26
|
+
|
|
27
|
+
cover.clear();
|
|
28
|
+
cover.reserve(rowlen);
|
|
29
|
+
|
|
30
|
+
for (HighsInt j = 0; j != rowlen; ++j) {
|
|
31
|
+
if (!isintegral[j]) continue;
|
|
32
|
+
|
|
33
|
+
if (lpSol && solval[j] <= feastol) continue;
|
|
34
|
+
|
|
35
|
+
cover.push_back(j);
|
|
36
|
+
}
|
|
37
|
+
|
|
38
|
+
HighsInt maxCoverSize = cover.size();
|
|
39
|
+
HighsInt coversize = 0;
|
|
40
|
+
HighsInt r = randgen.integer();
|
|
41
|
+
coverweight = 0.0;
|
|
42
|
+
if (lpSol) {
|
|
43
|
+
// take all variables that sit at their upper bound always into the cover
|
|
44
|
+
coversize = std::partition(cover.begin(), cover.end(),
|
|
45
|
+
[&](HighsInt j) {
|
|
46
|
+
return solval[j] >= upper[j] - feastol;
|
|
47
|
+
}) -
|
|
48
|
+
cover.begin();
|
|
49
|
+
|
|
50
|
+
for (HighsInt i = 0; i != coversize; ++i) {
|
|
51
|
+
HighsInt j = cover[i];
|
|
52
|
+
|
|
53
|
+
assert(solval[j] >= upper[j] - feastol);
|
|
54
|
+
|
|
55
|
+
coverweight += vals[j] * upper[j];
|
|
56
|
+
}
|
|
57
|
+
|
|
58
|
+
// sort the remaining variables by the contribution to the rows activity in
|
|
59
|
+
// the current solution
|
|
60
|
+
pdqsort(cover.begin() + coversize, cover.begin() + maxCoverSize,
|
|
61
|
+
[&](HighsInt i, HighsInt j) {
|
|
62
|
+
if (upper[i] < 1.5 && upper[j] > 1.5) return true;
|
|
63
|
+
if (upper[i] > 1.5 && upper[j] < 1.5) return false;
|
|
64
|
+
|
|
65
|
+
double contributionA = solval[i] * vals[i];
|
|
66
|
+
double contributionB = solval[j] * vals[j];
|
|
67
|
+
|
|
68
|
+
if (contributionA > contributionB + feastol) return true;
|
|
69
|
+
if (contributionA < contributionB - feastol) return false;
|
|
70
|
+
// for equal contributions take the larger coefficients first
|
|
71
|
+
// because this makes some of the lifting functions more likely
|
|
72
|
+
// to generate a facet
|
|
73
|
+
// if the value is equal too, choose a random tiebreaker based
|
|
74
|
+
// on hashing the column index and the current number of pool
|
|
75
|
+
// cuts
|
|
76
|
+
if (std::abs(vals[i] - vals[j]) <= feastol)
|
|
77
|
+
return HighsHashHelpers::hash(std::make_pair(inds[i], r)) >
|
|
78
|
+
HighsHashHelpers::hash(std::make_pair(inds[j], r));
|
|
79
|
+
return vals[i] > vals[j];
|
|
80
|
+
});
|
|
81
|
+
} else {
|
|
82
|
+
// the current solution
|
|
83
|
+
const auto& nodequeue = lpRelaxation.getMipSolver().mipdata_->nodequeue;
|
|
84
|
+
|
|
85
|
+
pdqsort(cover.begin() + coversize, cover.begin() + maxCoverSize,
|
|
86
|
+
[&](HighsInt i, HighsInt j) {
|
|
87
|
+
if (solval[i] > feastol && solval[j] <= feastol) return true;
|
|
88
|
+
if (solval[i] <= feastol && solval[j] > feastol) return false;
|
|
89
|
+
|
|
90
|
+
int64_t numNodesA;
|
|
91
|
+
int64_t numNodesB;
|
|
92
|
+
|
|
93
|
+
numNodesA = complementation[i] ? nodequeue.numNodesDown(inds[i])
|
|
94
|
+
: nodequeue.numNodesUp(inds[i]);
|
|
95
|
+
|
|
96
|
+
numNodesB = complementation[j] ? nodequeue.numNodesDown(inds[j])
|
|
97
|
+
: nodequeue.numNodesUp(inds[j]);
|
|
98
|
+
|
|
99
|
+
if (numNodesA > numNodesB) return true;
|
|
100
|
+
if (numNodesA < numNodesB) return false;
|
|
101
|
+
|
|
102
|
+
return HighsHashHelpers::hash(std::make_pair(inds[i], r)) >
|
|
103
|
+
HighsHashHelpers::hash(std::make_pair(inds[j], r));
|
|
104
|
+
});
|
|
105
|
+
}
|
|
106
|
+
|
|
107
|
+
const double minlambda =
|
|
108
|
+
std::max(10 * feastol, feastol * std::abs(double(rhs)));
|
|
109
|
+
|
|
110
|
+
for (; coversize != maxCoverSize; ++coversize) {
|
|
111
|
+
double lambda = double(coverweight - rhs);
|
|
112
|
+
if (lambda > minlambda) break;
|
|
113
|
+
|
|
114
|
+
HighsInt j = cover[coversize];
|
|
115
|
+
coverweight += vals[j] * upper[j];
|
|
116
|
+
}
|
|
117
|
+
if (coversize == 0) return false;
|
|
118
|
+
|
|
119
|
+
coverweight.renormalize();
|
|
120
|
+
lambda = coverweight - rhs;
|
|
121
|
+
|
|
122
|
+
if (lambda <= minlambda) return false;
|
|
123
|
+
|
|
124
|
+
cover.resize(coversize);
|
|
125
|
+
assert(lambda > feastol);
|
|
126
|
+
|
|
127
|
+
return true;
|
|
128
|
+
}
|
|
129
|
+
|
|
130
|
+
void HighsCutGeneration::separateLiftedKnapsackCover() {
|
|
131
|
+
const double feastol = lpRelaxation.getMipSolver().mipdata_->feastol;
|
|
132
|
+
|
|
133
|
+
const HighsInt coversize = cover.size();
|
|
134
|
+
|
|
135
|
+
std::vector<double> S;
|
|
136
|
+
S.resize(coversize);
|
|
137
|
+
std::vector<int8_t> coverflag;
|
|
138
|
+
coverflag.resize(rowlen);
|
|
139
|
+
pdqsort_branchless(cover.begin(), cover.end(),
|
|
140
|
+
[&](HighsInt a, HighsInt b) { return vals[a] > vals[b]; });
|
|
141
|
+
|
|
142
|
+
HighsCDouble abartmp = vals[cover[0]];
|
|
143
|
+
HighsCDouble sigma = lambda;
|
|
144
|
+
for (HighsInt i = 1; i != coversize; ++i) {
|
|
145
|
+
HighsCDouble delta = abartmp - vals[cover[i]];
|
|
146
|
+
HighsCDouble kdelta = double(i) * delta;
|
|
147
|
+
if (double(kdelta) < double(sigma)) {
|
|
148
|
+
abartmp = vals[cover[i]];
|
|
149
|
+
sigma -= kdelta;
|
|
150
|
+
} else {
|
|
151
|
+
abartmp -= sigma * (1.0 / i);
|
|
152
|
+
sigma = 0.0;
|
|
153
|
+
break;
|
|
154
|
+
}
|
|
155
|
+
}
|
|
156
|
+
|
|
157
|
+
if (double(sigma) > 0) abartmp = HighsCDouble(rhs) / double(coversize);
|
|
158
|
+
|
|
159
|
+
double abar = double(abartmp);
|
|
160
|
+
|
|
161
|
+
HighsCDouble sum = 0.0;
|
|
162
|
+
HighsInt cplussize = 0;
|
|
163
|
+
for (HighsInt i = 0; i != coversize; ++i) {
|
|
164
|
+
sum += std::min(abar, vals[cover[i]]);
|
|
165
|
+
S[i] = double(sum);
|
|
166
|
+
|
|
167
|
+
if (vals[cover[i]] > abar + feastol) {
|
|
168
|
+
++cplussize;
|
|
169
|
+
coverflag[cover[i]] = 1;
|
|
170
|
+
} else
|
|
171
|
+
coverflag[cover[i]] = -1;
|
|
172
|
+
}
|
|
173
|
+
assert(std::abs(double(sum - rhs) / double(rhs)) <= 1e-14);
|
|
174
|
+
bool halfintegral = false;
|
|
175
|
+
|
|
176
|
+
/* define the lifting function */
|
|
177
|
+
auto g = [&](double z) {
|
|
178
|
+
double hfrac = z / abar;
|
|
179
|
+
double coef = 0.0;
|
|
180
|
+
|
|
181
|
+
HighsInt h = std::floor(hfrac + 0.5);
|
|
182
|
+
if (h != 0 && std::abs(hfrac - h) * std::max(1.0, abar) <= epsilon &&
|
|
183
|
+
h <= cplussize - 1) {
|
|
184
|
+
halfintegral = true;
|
|
185
|
+
coef = 0.5;
|
|
186
|
+
}
|
|
187
|
+
|
|
188
|
+
h = std::max(h - 1, HighsInt{0});
|
|
189
|
+
for (; h < coversize; ++h) {
|
|
190
|
+
if (z <= S[h] + feastol) break;
|
|
191
|
+
}
|
|
192
|
+
|
|
193
|
+
return coef + h;
|
|
194
|
+
};
|
|
195
|
+
|
|
196
|
+
rhs = coversize - 1;
|
|
197
|
+
|
|
198
|
+
for (HighsInt i = 0; i != rowlen; ++i) {
|
|
199
|
+
if (vals[i] == 0.0) continue;
|
|
200
|
+
if (coverflag[i] == -1) {
|
|
201
|
+
vals[i] = 1;
|
|
202
|
+
} else {
|
|
203
|
+
vals[i] = g(vals[i]);
|
|
204
|
+
}
|
|
205
|
+
}
|
|
206
|
+
|
|
207
|
+
if (halfintegral) {
|
|
208
|
+
rhs *= 2;
|
|
209
|
+
for (HighsInt i = 0; i != rowlen; ++i) vals[i] *= 2;
|
|
210
|
+
}
|
|
211
|
+
|
|
212
|
+
// resulting cut is always integral
|
|
213
|
+
integralSupport = true;
|
|
214
|
+
integralCoefficients = true;
|
|
215
|
+
}
|
|
216
|
+
|
|
217
|
+
bool HighsCutGeneration::separateLiftedMixedBinaryCover() {
|
|
218
|
+
// initialize indicators
|
|
219
|
+
integralSupport = false;
|
|
220
|
+
integralCoefficients = false;
|
|
221
|
+
|
|
222
|
+
HighsInt coversize = cover.size();
|
|
223
|
+
std::vector<double> S;
|
|
224
|
+
S.resize(coversize);
|
|
225
|
+
std::vector<uint8_t> coverflag;
|
|
226
|
+
coverflag.resize(rowlen);
|
|
227
|
+
|
|
228
|
+
if (coversize == 0) return false;
|
|
229
|
+
|
|
230
|
+
for (HighsInt i = 0; i != coversize; ++i) coverflag[cover[i]] = 1;
|
|
231
|
+
|
|
232
|
+
pdqsort_branchless(cover.begin(), cover.end(),
|
|
233
|
+
[&](HighsInt a, HighsInt b) { return vals[a] > vals[b]; });
|
|
234
|
+
HighsCDouble sum = 0;
|
|
235
|
+
|
|
236
|
+
HighsInt p = coversize;
|
|
237
|
+
for (HighsInt i = 0; i != coversize; ++i) {
|
|
238
|
+
if (vals[cover[i]] - lambda <= epsilon) {
|
|
239
|
+
p = i;
|
|
240
|
+
break;
|
|
241
|
+
}
|
|
242
|
+
sum += vals[cover[i]];
|
|
243
|
+
S[i] = double(sum);
|
|
244
|
+
}
|
|
245
|
+
if (p == 0) return false;
|
|
246
|
+
/* define the lifting function */
|
|
247
|
+
auto phi = [&](double a) {
|
|
248
|
+
for (HighsInt i = 0; i < p; ++i) {
|
|
249
|
+
if (a <= S[i] - lambda) return double(i * lambda);
|
|
250
|
+
|
|
251
|
+
if (a <= S[i]) return double((i + 1) * lambda + (HighsCDouble(a) - S[i]));
|
|
252
|
+
}
|
|
253
|
+
|
|
254
|
+
return double(p * lambda + (HighsCDouble(a) - S[p - 1]));
|
|
255
|
+
};
|
|
256
|
+
|
|
257
|
+
rhs = -lambda;
|
|
258
|
+
|
|
259
|
+
integralCoefficients = false;
|
|
260
|
+
integralSupport = true;
|
|
261
|
+
for (HighsInt i = 0; i != rowlen; ++i) {
|
|
262
|
+
if (!isintegral[i]) {
|
|
263
|
+
if (vals[i] < 0)
|
|
264
|
+
integralSupport = false;
|
|
265
|
+
else
|
|
266
|
+
vals[i] = 0;
|
|
267
|
+
continue;
|
|
268
|
+
}
|
|
269
|
+
|
|
270
|
+
if (coverflag[i]) {
|
|
271
|
+
vals[i] = std::min(vals[i], double(lambda));
|
|
272
|
+
rhs += vals[i];
|
|
273
|
+
} else {
|
|
274
|
+
vals[i] = phi(vals[i]);
|
|
275
|
+
}
|
|
276
|
+
}
|
|
277
|
+
|
|
278
|
+
return true;
|
|
279
|
+
}
|
|
280
|
+
|
|
281
|
+
bool HighsCutGeneration::separateLiftedMixedIntegerCover() {
|
|
282
|
+
// initialize indicators
|
|
283
|
+
integralSupport = false;
|
|
284
|
+
integralCoefficients = false;
|
|
285
|
+
|
|
286
|
+
HighsInt coversize = cover.size();
|
|
287
|
+
|
|
288
|
+
HighsInt l = -1;
|
|
289
|
+
|
|
290
|
+
std::vector<uint8_t> coverflag;
|
|
291
|
+
coverflag.resize(rowlen);
|
|
292
|
+
for (HighsInt i : cover) coverflag[i] = 1;
|
|
293
|
+
|
|
294
|
+
auto comp = [&](HighsInt a, HighsInt b) { return vals[a] > vals[b]; };
|
|
295
|
+
pdqsort_branchless(cover.begin(), cover.end(), comp);
|
|
296
|
+
|
|
297
|
+
std::vector<HighsCDouble> a;
|
|
298
|
+
std::vector<HighsCDouble> u;
|
|
299
|
+
std::vector<HighsCDouble> m;
|
|
300
|
+
|
|
301
|
+
a.resize(coversize);
|
|
302
|
+
u.resize(coversize + 1);
|
|
303
|
+
m.resize(coversize + 1);
|
|
304
|
+
|
|
305
|
+
HighsCDouble usum = 0.0;
|
|
306
|
+
HighsCDouble msum = 0.0;
|
|
307
|
+
// set up the partial sums of the upper bounds, and the contributions
|
|
308
|
+
for (HighsInt c = 0; c != coversize; ++c) {
|
|
309
|
+
HighsInt i = cover[c];
|
|
310
|
+
|
|
311
|
+
u[c] = usum;
|
|
312
|
+
m[c] = msum;
|
|
313
|
+
a[c] = vals[i];
|
|
314
|
+
double ub = upper[i];
|
|
315
|
+
usum += ub;
|
|
316
|
+
msum += ub * a[c];
|
|
317
|
+
}
|
|
318
|
+
|
|
319
|
+
u[coversize] = usum;
|
|
320
|
+
m[coversize] = msum;
|
|
321
|
+
|
|
322
|
+
// determine which variable in the cover we want to create the MIR inequality
|
|
323
|
+
// from which we lift we try to select a variable to have the highest chance
|
|
324
|
+
// of satisfying the facet conditions for the superadditive lifting function
|
|
325
|
+
// gamma to be satisfied.
|
|
326
|
+
HighsInt lpos = -1;
|
|
327
|
+
HighsInt bestlCplusend = -1;
|
|
328
|
+
double bestlVal = 0.0;
|
|
329
|
+
bool bestlAtUpper = true;
|
|
330
|
+
|
|
331
|
+
for (HighsInt i = 0; i != coversize; ++i) {
|
|
332
|
+
HighsInt j = cover[i];
|
|
333
|
+
double ub = upper[j];
|
|
334
|
+
|
|
335
|
+
bool atUpper = solval[j] >= ub - feastol;
|
|
336
|
+
if (atUpper && !bestlAtUpper) continue;
|
|
337
|
+
|
|
338
|
+
double mju = ub * vals[j];
|
|
339
|
+
HighsCDouble mu = mju - lambda;
|
|
340
|
+
|
|
341
|
+
if (mu <= 10 * feastol) continue;
|
|
342
|
+
if (std::abs(vals[j]) < 1000 * feastol) continue;
|
|
343
|
+
|
|
344
|
+
double mudival = double(mu / vals[j]);
|
|
345
|
+
if (HighsIntegers::isIntegral(mudival, feastol)) continue;
|
|
346
|
+
double eta = ceil(mudival);
|
|
347
|
+
|
|
348
|
+
HighsCDouble ulminusetaplusone = HighsCDouble(ub) - eta + 1.0;
|
|
349
|
+
HighsCDouble cplusthreshold = ulminusetaplusone * vals[j];
|
|
350
|
+
|
|
351
|
+
HighsInt cplusend =
|
|
352
|
+
std::upper_bound(cover.begin(), cover.end(), double(cplusthreshold),
|
|
353
|
+
[&](double cplusthreshold, HighsInt i) {
|
|
354
|
+
return cplusthreshold > vals[i];
|
|
355
|
+
}) -
|
|
356
|
+
cover.begin();
|
|
357
|
+
|
|
358
|
+
HighsCDouble mcplus = m[cplusend];
|
|
359
|
+
if (i < cplusend) mcplus -= mju;
|
|
360
|
+
|
|
361
|
+
double jlVal = double(mcplus + eta * vals[j]);
|
|
362
|
+
|
|
363
|
+
if (jlVal > bestlVal || (!atUpper && bestlAtUpper)) {
|
|
364
|
+
lpos = i;
|
|
365
|
+
bestlCplusend = cplusend;
|
|
366
|
+
bestlVal = jlVal;
|
|
367
|
+
bestlAtUpper = atUpper;
|
|
368
|
+
}
|
|
369
|
+
}
|
|
370
|
+
|
|
371
|
+
if (lpos == -1) return false;
|
|
372
|
+
|
|
373
|
+
l = cover[lpos];
|
|
374
|
+
HighsCDouble al = vals[l];
|
|
375
|
+
double upperl = upper[l];
|
|
376
|
+
HighsCDouble mlu = upperl * al;
|
|
377
|
+
HighsCDouble mu = mlu - lambda;
|
|
378
|
+
|
|
379
|
+
a.resize(bestlCplusend);
|
|
380
|
+
cover.resize(bestlCplusend);
|
|
381
|
+
u.resize(bestlCplusend + 1);
|
|
382
|
+
m.resize(bestlCplusend + 1);
|
|
383
|
+
|
|
384
|
+
if (lpos < bestlCplusend) {
|
|
385
|
+
a.erase(a.begin() + lpos);
|
|
386
|
+
cover.erase(cover.begin() + lpos);
|
|
387
|
+
u.erase(u.begin() + lpos + 1);
|
|
388
|
+
m.erase(m.begin() + lpos + 1);
|
|
389
|
+
for (HighsInt i = lpos + 1; i < bestlCplusend; ++i) {
|
|
390
|
+
u[i] -= upperl;
|
|
391
|
+
m[i] -= mlu;
|
|
392
|
+
}
|
|
393
|
+
}
|
|
394
|
+
|
|
395
|
+
HighsInt cplussize = a.size();
|
|
396
|
+
|
|
397
|
+
assert(mu > 10 * feastol);
|
|
398
|
+
|
|
399
|
+
double mudival = double(mu / al);
|
|
400
|
+
double eta = ceil(mudival);
|
|
401
|
+
HighsCDouble r = mu - floor(mudival) * HighsCDouble(al);
|
|
402
|
+
// we multiply with r and it is important that it does not flip the sign
|
|
403
|
+
// so we safe guard against tiny numerical errors here
|
|
404
|
+
if (r < 0) r = 0;
|
|
405
|
+
|
|
406
|
+
HighsCDouble ulminusetaplusone = HighsCDouble(upperl) - eta + 1.0;
|
|
407
|
+
HighsCDouble cplusthreshold = ulminusetaplusone * al;
|
|
408
|
+
|
|
409
|
+
HighsInt kmin = floor(eta - upperl - 0.5);
|
|
410
|
+
|
|
411
|
+
auto phi_l = [&](double a) {
|
|
412
|
+
assert(a < 0);
|
|
413
|
+
|
|
414
|
+
int64_t k = std::min(int64_t(a / double(al)), int64_t(-1));
|
|
415
|
+
|
|
416
|
+
for (; k >= kmin; --k) {
|
|
417
|
+
if (a >= k * al + r) {
|
|
418
|
+
assert(a < (k + 1) * al);
|
|
419
|
+
return double(a - (k + 1) * r);
|
|
420
|
+
}
|
|
421
|
+
|
|
422
|
+
if (a >= k * al) {
|
|
423
|
+
assert(a < k * al + r);
|
|
424
|
+
return double(k * (al - r));
|
|
425
|
+
}
|
|
426
|
+
}
|
|
427
|
+
|
|
428
|
+
assert(a <= -lambda + epsilon);
|
|
429
|
+
return double(kmin * (al - r));
|
|
430
|
+
};
|
|
431
|
+
|
|
432
|
+
int64_t kmax = floor(upperl - eta + 0.5);
|
|
433
|
+
|
|
434
|
+
auto gamma_l = [&](double z) {
|
|
435
|
+
assert(z > 0);
|
|
436
|
+
for (HighsInt i = 0; i < cplussize; ++i) {
|
|
437
|
+
HighsInt upperi = upper[cover[i]];
|
|
438
|
+
|
|
439
|
+
for (HighsInt h = 0; h <= upperi; ++h) {
|
|
440
|
+
HighsCDouble mih = m[i] + h * a[i];
|
|
441
|
+
HighsCDouble uih = u[i] + h;
|
|
442
|
+
HighsCDouble mihplusdeltai = mih + a[i] - cplusthreshold;
|
|
443
|
+
if (z <= mihplusdeltai) {
|
|
444
|
+
assert(mih <= z + epsilon);
|
|
445
|
+
return double(uih * ulminusetaplusone * (al - r));
|
|
446
|
+
}
|
|
447
|
+
|
|
448
|
+
int64_t k = ((int64_t)(double)((z - mihplusdeltai) / al)) - 1;
|
|
449
|
+
for (; k <= kmax; ++k) {
|
|
450
|
+
if (z <= mihplusdeltai + k * al + r) {
|
|
451
|
+
assert(mihplusdeltai + k * al <= z);
|
|
452
|
+
return double((uih * ulminusetaplusone + k) * (al - r));
|
|
453
|
+
}
|
|
454
|
+
|
|
455
|
+
if (z <= mihplusdeltai + (k + 1) * al) {
|
|
456
|
+
assert(mihplusdeltai + k * al + r <= z);
|
|
457
|
+
return double((uih * ulminusetaplusone) * (al - r) + z - mih -
|
|
458
|
+
a[i] + cplusthreshold - (k + 1) * r);
|
|
459
|
+
}
|
|
460
|
+
}
|
|
461
|
+
}
|
|
462
|
+
}
|
|
463
|
+
|
|
464
|
+
int64_t p = ((int64_t)(double)((z - m[cplussize]) / al)) - 1;
|
|
465
|
+
for (;; ++p) {
|
|
466
|
+
if (z <= m[cplussize] + p * al + r) {
|
|
467
|
+
assert(m[cplussize] + p * al <= z);
|
|
468
|
+
return double((u[cplussize] * ulminusetaplusone + p) * (al - r));
|
|
469
|
+
}
|
|
470
|
+
|
|
471
|
+
if (z <= m[cplussize] + (p + 1) * al) {
|
|
472
|
+
assert(m[cplussize] + p * al + r <= z);
|
|
473
|
+
return double((u[cplussize] * ulminusetaplusone) * (al - r) + z -
|
|
474
|
+
m[cplussize] - (p + 1) * r);
|
|
475
|
+
}
|
|
476
|
+
}
|
|
477
|
+
};
|
|
478
|
+
|
|
479
|
+
rhs = (HighsCDouble(upperl) - eta) * r - lambda;
|
|
480
|
+
integralSupport = true;
|
|
481
|
+
integralCoefficients = false;
|
|
482
|
+
for (HighsInt i = 0; i != rowlen; ++i) {
|
|
483
|
+
if (vals[i] == 0.0) continue;
|
|
484
|
+
if (!isintegral[i]) {
|
|
485
|
+
if (vals[i] < 0.0)
|
|
486
|
+
integralSupport = false;
|
|
487
|
+
else
|
|
488
|
+
vals[i] = 0.0;
|
|
489
|
+
continue;
|
|
490
|
+
}
|
|
491
|
+
|
|
492
|
+
if (coverflag[i]) {
|
|
493
|
+
vals[i] = -phi_l(-vals[i]);
|
|
494
|
+
rhs += vals[i] * upper[i];
|
|
495
|
+
} else {
|
|
496
|
+
vals[i] = gamma_l(vals[i]);
|
|
497
|
+
}
|
|
498
|
+
}
|
|
499
|
+
|
|
500
|
+
return true;
|
|
501
|
+
}
|
|
502
|
+
|
|
503
|
+
static double fast_floor(double x) { return (int64_t)x - (x < (int64_t)x); }
|
|
504
|
+
|
|
505
|
+
bool HighsCutGeneration::cmirCutGenerationHeuristic(double minEfficacy,
|
|
506
|
+
bool onlyInitialCMIRScale) {
|
|
507
|
+
using std::abs;
|
|
508
|
+
using std::floor;
|
|
509
|
+
using std::max;
|
|
510
|
+
using std::sqrt;
|
|
511
|
+
|
|
512
|
+
// initialize indicators
|
|
513
|
+
integralSupport = false;
|
|
514
|
+
integralCoefficients = false;
|
|
515
|
+
|
|
516
|
+
double continuouscontribution = 0.0;
|
|
517
|
+
double continuoussqrnorm = 0.0;
|
|
518
|
+
|
|
519
|
+
deltas.clear();
|
|
520
|
+
deltas.reserve(rowlen + 3);
|
|
521
|
+
integerinds.clear();
|
|
522
|
+
integerinds.reserve(rowlen);
|
|
523
|
+
|
|
524
|
+
double maxabsdelta = 0.0;
|
|
525
|
+
constexpr double maxCMirScale = 1e6;
|
|
526
|
+
constexpr double f0min = 0.005;
|
|
527
|
+
constexpr double f0max = 0.995;
|
|
528
|
+
|
|
529
|
+
complementation.resize(rowlen);
|
|
530
|
+
|
|
531
|
+
for (HighsInt i = 0; i != rowlen; ++i) {
|
|
532
|
+
if (isintegral[i]) {
|
|
533
|
+
integerinds.push_back(i);
|
|
534
|
+
|
|
535
|
+
if (upper[i] < 2 * solval[i]) flipComplementation(i);
|
|
536
|
+
|
|
537
|
+
if (onlyInitialCMIRScale) continue;
|
|
538
|
+
|
|
539
|
+
if (solval[i] > feastol) {
|
|
540
|
+
double delta = abs(vals[i]);
|
|
541
|
+
if (delta <= 1e-4 || delta == maxabsdelta) continue;
|
|
542
|
+
maxabsdelta = max(maxabsdelta, delta);
|
|
543
|
+
deltas.push_back(delta);
|
|
544
|
+
}
|
|
545
|
+
} else {
|
|
546
|
+
updateViolationAndNorm(i, vals[i], continuouscontribution,
|
|
547
|
+
continuoussqrnorm);
|
|
548
|
+
}
|
|
549
|
+
}
|
|
550
|
+
|
|
551
|
+
if (continuoussqrnorm == 0 && deltas.size() > 1) {
|
|
552
|
+
double intScale = HighsIntegers::integralScale(deltas, feastol, kHighsTiny);
|
|
553
|
+
|
|
554
|
+
if (intScale != 0.0 && intScale <= 1e4) {
|
|
555
|
+
double scalrhs = double(rhs) * intScale;
|
|
556
|
+
double downrhs = fast_floor(scalrhs);
|
|
557
|
+
|
|
558
|
+
double f0 = scalrhs - downrhs;
|
|
559
|
+
if (f0 >= f0min && f0 <= f0max) deltas.push_back(1.0 / intScale);
|
|
560
|
+
}
|
|
561
|
+
}
|
|
562
|
+
|
|
563
|
+
deltas.push_back(std::min(1.0, initialScale));
|
|
564
|
+
if (!onlyInitialCMIRScale)
|
|
565
|
+
deltas.push_back(maxabsdelta + std::min(1.0, initialScale));
|
|
566
|
+
|
|
567
|
+
if (deltas.empty()) return false;
|
|
568
|
+
|
|
569
|
+
pdqsort(deltas.begin(), deltas.end());
|
|
570
|
+
double curdelta = deltas[0];
|
|
571
|
+
for (size_t i = 1; i < deltas.size(); ++i) {
|
|
572
|
+
if (deltas[i] - curdelta <= 10 * feastol)
|
|
573
|
+
deltas[i] = 0.0;
|
|
574
|
+
else
|
|
575
|
+
curdelta = deltas[i];
|
|
576
|
+
}
|
|
577
|
+
|
|
578
|
+
deltas.erase(std::remove(deltas.begin(), deltas.end(), 0.0), deltas.end());
|
|
579
|
+
double bestdelta = -1;
|
|
580
|
+
double bestefficacy = minEfficacy;
|
|
581
|
+
|
|
582
|
+
for (double delta : deltas) {
|
|
583
|
+
double scale = 1.0 / delta;
|
|
584
|
+
double scalrhs = double(rhs) * scale;
|
|
585
|
+
double downrhs = fast_floor(scalrhs);
|
|
586
|
+
|
|
587
|
+
double f0 = scalrhs - downrhs;
|
|
588
|
+
if (f0 < f0min || f0 > f0max) continue;
|
|
589
|
+
double oneoveroneminusf0 = 1.0 / (1.0 - f0);
|
|
590
|
+
if (oneoveroneminusf0 > maxCMirScale) continue;
|
|
591
|
+
|
|
592
|
+
double contscale = scale * oneoveroneminusf0;
|
|
593
|
+
double sqrnorm = contscale * contscale * continuoussqrnorm;
|
|
594
|
+
double viol = contscale * continuouscontribution - downrhs;
|
|
595
|
+
|
|
596
|
+
for (HighsInt j : integerinds) {
|
|
597
|
+
double scalaj = vals[j] * scale;
|
|
598
|
+
double downaj = fast_floor(scalaj + kHighsTiny);
|
|
599
|
+
double fj = scalaj - downaj;
|
|
600
|
+
double aj = downaj + std::max(0.0, (fj - f0) * oneoveroneminusf0);
|
|
601
|
+
updateViolationAndNorm(j, aj, viol, sqrnorm);
|
|
602
|
+
}
|
|
603
|
+
|
|
604
|
+
double efficacy = viol / sqrt(sqrnorm);
|
|
605
|
+
if (efficacy > bestefficacy) {
|
|
606
|
+
bestdelta = delta;
|
|
607
|
+
bestefficacy = efficacy;
|
|
608
|
+
}
|
|
609
|
+
}
|
|
610
|
+
|
|
611
|
+
if (bestdelta == -1) return false;
|
|
612
|
+
|
|
613
|
+
/* try if multiplying best delta by 2 4 or 8 gives a better efficacy */
|
|
614
|
+
for (HighsInt k = 1; !onlyInitialCMIRScale && k <= 3; ++k) {
|
|
615
|
+
double delta = bestdelta * (1 << k);
|
|
616
|
+
double scale = 1.0 / delta;
|
|
617
|
+
double scalrhs = double(rhs) * scale;
|
|
618
|
+
double downrhs = fast_floor(scalrhs);
|
|
619
|
+
double f0 = scalrhs - downrhs;
|
|
620
|
+
if (f0 < f0min || f0 > f0max) continue;
|
|
621
|
+
|
|
622
|
+
double oneoveroneminusf0 = 1.0 / (1.0 - f0);
|
|
623
|
+
if (oneoveroneminusf0 > maxCMirScale) continue;
|
|
624
|
+
|
|
625
|
+
double contscale = scale * oneoveroneminusf0;
|
|
626
|
+
double sqrnorm = contscale * contscale * continuoussqrnorm;
|
|
627
|
+
double viol = contscale * continuouscontribution - downrhs;
|
|
628
|
+
|
|
629
|
+
for (HighsInt j : integerinds) {
|
|
630
|
+
double scalaj = vals[j] * scale;
|
|
631
|
+
double downaj = fast_floor(scalaj + kHighsTiny);
|
|
632
|
+
double fj = scalaj - downaj;
|
|
633
|
+
double aj = downaj + std::max(0.0, (fj - f0) * oneoveroneminusf0);
|
|
634
|
+
updateViolationAndNorm(j, aj, viol, sqrnorm);
|
|
635
|
+
}
|
|
636
|
+
|
|
637
|
+
double efficacy = viol / sqrt(sqrnorm);
|
|
638
|
+
if (efficacy > bestefficacy) {
|
|
639
|
+
bestdelta = delta;
|
|
640
|
+
bestefficacy = efficacy;
|
|
641
|
+
}
|
|
642
|
+
}
|
|
643
|
+
|
|
644
|
+
assert(bestdelta != -1);
|
|
645
|
+
|
|
646
|
+
// try to flip complementation of integers to increase efficacy
|
|
647
|
+
for (HighsInt k : integerinds) {
|
|
648
|
+
if (upper[k] == kHighsInf) continue;
|
|
649
|
+
if (solval[k] <= feastol) continue;
|
|
650
|
+
|
|
651
|
+
flipComplementation(k);
|
|
652
|
+
|
|
653
|
+
double delta = bestdelta;
|
|
654
|
+
double scale = 1.0 / delta;
|
|
655
|
+
double scalrhs = double(rhs) * scale;
|
|
656
|
+
double downrhs = fast_floor(scalrhs);
|
|
657
|
+
|
|
658
|
+
double f0 = scalrhs - downrhs;
|
|
659
|
+
if (f0 < f0min || f0 > f0max) {
|
|
660
|
+
flipComplementation(k);
|
|
661
|
+
continue;
|
|
662
|
+
}
|
|
663
|
+
|
|
664
|
+
double oneoveroneminusf0 = 1.0 / (1.0 - f0);
|
|
665
|
+
if (oneoveroneminusf0 > maxCMirScale) {
|
|
666
|
+
flipComplementation(k);
|
|
667
|
+
continue;
|
|
668
|
+
}
|
|
669
|
+
|
|
670
|
+
double contscale = scale * oneoveroneminusf0;
|
|
671
|
+
double sqrnorm = contscale * contscale * continuoussqrnorm;
|
|
672
|
+
double viol = contscale * continuouscontribution - downrhs;
|
|
673
|
+
|
|
674
|
+
for (HighsInt j : integerinds) {
|
|
675
|
+
double scalaj = vals[j] * scale;
|
|
676
|
+
double downaj = fast_floor(scalaj + kHighsTiny);
|
|
677
|
+
double fj = scalaj - downaj;
|
|
678
|
+
double aj = downaj + std::max(0.0, (fj - f0) * oneoveroneminusf0);
|
|
679
|
+
updateViolationAndNorm(j, aj, viol, sqrnorm);
|
|
680
|
+
}
|
|
681
|
+
|
|
682
|
+
double efficacy = viol / sqrt(sqrnorm);
|
|
683
|
+
if (efficacy > bestefficacy) {
|
|
684
|
+
bestefficacy = efficacy;
|
|
685
|
+
} else {
|
|
686
|
+
flipComplementation(k);
|
|
687
|
+
}
|
|
688
|
+
}
|
|
689
|
+
|
|
690
|
+
HighsCDouble scale = 1.0 / HighsCDouble(bestdelta);
|
|
691
|
+
HighsCDouble scalrhs = rhs * scale;
|
|
692
|
+
double downrhs = floor(double(scalrhs));
|
|
693
|
+
|
|
694
|
+
HighsCDouble f0 = scalrhs - downrhs;
|
|
695
|
+
HighsCDouble oneoveroneminusf0 = 1.0 / (1.0 - f0);
|
|
696
|
+
|
|
697
|
+
rhs = downrhs * bestdelta;
|
|
698
|
+
integralSupport = true;
|
|
699
|
+
integralCoefficients = false;
|
|
700
|
+
for (HighsInt j = 0; j != rowlen; ++j) {
|
|
701
|
+
if (vals[j] == 0.0) continue;
|
|
702
|
+
if (!isintegral[j]) {
|
|
703
|
+
if (vals[j] > 0.0)
|
|
704
|
+
vals[j] = 0.0;
|
|
705
|
+
else {
|
|
706
|
+
vals[j] = double(vals[j] * oneoveroneminusf0);
|
|
707
|
+
integralSupport = false;
|
|
708
|
+
}
|
|
709
|
+
} else {
|
|
710
|
+
HighsCDouble scalaj = scale * vals[j];
|
|
711
|
+
double downaj = floor(double(scalaj + kHighsTiny));
|
|
712
|
+
HighsCDouble fj = scalaj - downaj;
|
|
713
|
+
HighsCDouble aj = downaj;
|
|
714
|
+
if (fj > f0) aj += (fj - f0) * oneoveroneminusf0;
|
|
715
|
+
|
|
716
|
+
vals[j] = double(aj * bestdelta);
|
|
717
|
+
}
|
|
718
|
+
}
|
|
719
|
+
|
|
720
|
+
#ifndef NDEBUG
|
|
721
|
+
// Check if the computed cut has the correct efficacy
|
|
722
|
+
{
|
|
723
|
+
double checkviol = -downrhs * bestdelta;
|
|
724
|
+
double checknorm = 0.0;
|
|
725
|
+
for (HighsInt j = 0; j != rowlen; ++j) {
|
|
726
|
+
if (vals[j] == 0.0) continue;
|
|
727
|
+
updateViolationAndNorm(j, vals[j], checkviol, checknorm);
|
|
728
|
+
}
|
|
729
|
+
double checkefficacy = checkviol / sqrt(checknorm);
|
|
730
|
+
// the efficacy can become infinite if the cut 0 <= -1 is derived
|
|
731
|
+
assert(fabs(checkefficacy - bestefficacy) < 0.001 ||
|
|
732
|
+
fabs(checkefficacy) >= 1e30);
|
|
733
|
+
}
|
|
734
|
+
#endif
|
|
735
|
+
|
|
736
|
+
return true;
|
|
737
|
+
}
|
|
738
|
+
|
|
739
|
+
double HighsCutGeneration::scale(double val) {
|
|
740
|
+
int expshift = 0;
|
|
741
|
+
std::frexp(val, &expshift);
|
|
742
|
+
expshift = -expshift;
|
|
743
|
+
|
|
744
|
+
// Don't scale the coefficients by more than +1024 (violations can increase)
|
|
745
|
+
expshift = std::min(10, expshift);
|
|
746
|
+
|
|
747
|
+
// Scale rhs
|
|
748
|
+
rhs = ldexp(rhs, expshift);
|
|
749
|
+
|
|
750
|
+
// Scale row
|
|
751
|
+
for (HighsInt i = 0; i != rowlen; ++i)
|
|
752
|
+
vals[i] = std::ldexp(vals[i], expshift);
|
|
753
|
+
|
|
754
|
+
// Return scaling factor
|
|
755
|
+
return std::ldexp(1.0, expshift);
|
|
756
|
+
}
|
|
757
|
+
|
|
758
|
+
bool HighsCutGeneration::postprocessCut() {
|
|
759
|
+
// right hand sides slightly below zero are likely due to numerical errors and
|
|
760
|
+
// can cause numerical troubles with scaling, so set them to zero
|
|
761
|
+
if (rhs < 0 && rhs > -epsilon) rhs = 0;
|
|
762
|
+
|
|
763
|
+
if (integralSupport && integralCoefficients) {
|
|
764
|
+
// if the cut is known to be integral no postprocessing is needed and we
|
|
765
|
+
// simply remove zero coefficients
|
|
766
|
+
for (HighsInt i = rowlen - 1; i >= 0; --i) {
|
|
767
|
+
if (vals[i] == 0.0) {
|
|
768
|
+
--rowlen;
|
|
769
|
+
inds[i] = inds[rowlen];
|
|
770
|
+
vals[i] = vals[rowlen];
|
|
771
|
+
}
|
|
772
|
+
}
|
|
773
|
+
return true;
|
|
774
|
+
}
|
|
775
|
+
|
|
776
|
+
HighsDomain& globaldomain = lpRelaxation.getMipSolver().mipdata_->domain;
|
|
777
|
+
// determine maximal absolute coefficient
|
|
778
|
+
double maxAbsValue = 0.0;
|
|
779
|
+
for (HighsInt i = 0; i != rowlen; ++i)
|
|
780
|
+
maxAbsValue = std::max(std::abs(vals[i]), maxAbsValue);
|
|
781
|
+
|
|
782
|
+
// determine minimal allowed coefficient
|
|
783
|
+
double minCoefficientValue = 100 * feastol * std::max(maxAbsValue, 1e-3);
|
|
784
|
+
|
|
785
|
+
// remove small coefficients and check whether the remaining support is
|
|
786
|
+
// integral
|
|
787
|
+
integralSupport = true;
|
|
788
|
+
for (HighsInt i = rowlen - 1; i >= 0; --i) {
|
|
789
|
+
if (vals[i] == 0) continue;
|
|
790
|
+
if (std::abs(vals[i]) <= minCoefficientValue) {
|
|
791
|
+
if (vals[i] < 0) {
|
|
792
|
+
double ub = globaldomain.col_upper_[inds[i]];
|
|
793
|
+
if (ub == kHighsInf)
|
|
794
|
+
return false;
|
|
795
|
+
else
|
|
796
|
+
rhs -= ub * vals[i];
|
|
797
|
+
} else {
|
|
798
|
+
double lb = globaldomain.col_lower_[inds[i]];
|
|
799
|
+
if (lb == -kHighsInf)
|
|
800
|
+
return false;
|
|
801
|
+
else
|
|
802
|
+
rhs -= lb * vals[i];
|
|
803
|
+
}
|
|
804
|
+
|
|
805
|
+
vals[i] = 0.0;
|
|
806
|
+
continue;
|
|
807
|
+
}
|
|
808
|
+
|
|
809
|
+
if (integralSupport && !lpRelaxation.isColIntegral(inds[i]))
|
|
810
|
+
integralSupport = false;
|
|
811
|
+
}
|
|
812
|
+
|
|
813
|
+
// remove zeros in place
|
|
814
|
+
for (HighsInt i = rowlen - 1; i >= 0; --i) {
|
|
815
|
+
if (vals[i] == 0.0) {
|
|
816
|
+
--rowlen;
|
|
817
|
+
inds[i] = inds[rowlen];
|
|
818
|
+
vals[i] = vals[rowlen];
|
|
819
|
+
}
|
|
820
|
+
}
|
|
821
|
+
|
|
822
|
+
if (rowlen == 0) return false;
|
|
823
|
+
|
|
824
|
+
if (integralSupport) {
|
|
825
|
+
// integral support -> determine scale to make all coefficients integral
|
|
826
|
+
double intscale =
|
|
827
|
+
HighsIntegers::integralScale(vals, rowlen, feastol, epsilon);
|
|
828
|
+
|
|
829
|
+
bool scaleSmallestValToOne = true;
|
|
830
|
+
|
|
831
|
+
if (intscale != 0.0 &&
|
|
832
|
+
intscale * std::max(1.0, maxAbsValue) <= (double)(uint64_t{1} << 52)) {
|
|
833
|
+
// A scale to make all value integral was found. The scale is only
|
|
834
|
+
// rejected if it is in a range where not all integral values are
|
|
835
|
+
// representable in double precision anymore or cannot be correctly
|
|
836
|
+
// rounded by adding 0.5 and casting to an int. The latter starts at 2^52
|
|
837
|
+
// + 1 since adding 0.5 will round upwards to the next even number for
|
|
838
|
+
// that magnitude. So the largest acceptable value is 2^52 and when at
|
|
839
|
+
// most that value we want to always use the scale to adjust the
|
|
840
|
+
// coefficients and right hand side for numerical safety reasons. If the
|
|
841
|
+
// resulting integral values are too large, however, we scale the cut down
|
|
842
|
+
// by shifting the exponent.
|
|
843
|
+
rhs.renormalize();
|
|
844
|
+
rhs *= intscale;
|
|
845
|
+
maxAbsValue = HighsIntegers::nearestInteger(maxAbsValue * intscale);
|
|
846
|
+
for (HighsInt i = 0; i != rowlen; ++i) {
|
|
847
|
+
HighsCDouble scaleval = intscale * HighsCDouble(vals[i]);
|
|
848
|
+
double intval = HighsIntegers::nearestInteger(double(scaleval));
|
|
849
|
+
double delta = double(scaleval - intval);
|
|
850
|
+
|
|
851
|
+
vals[i] = intval;
|
|
852
|
+
|
|
853
|
+
// if the coefficient would be strengthened by rounding, we add the
|
|
854
|
+
// upperbound constraint to make it exactly integral instead and
|
|
855
|
+
// therefore weaken the right hand side
|
|
856
|
+
if (delta < 0.0) {
|
|
857
|
+
double ub = globaldomain.col_upper_[inds[i]];
|
|
858
|
+
if (ub == kHighsInf) return false;
|
|
859
|
+
|
|
860
|
+
rhs -= delta * ub;
|
|
861
|
+
} else {
|
|
862
|
+
double lb = globaldomain.col_lower_[inds[i]];
|
|
863
|
+
if (lb == -kHighsInf) return false;
|
|
864
|
+
|
|
865
|
+
rhs -= delta * lb;
|
|
866
|
+
}
|
|
867
|
+
}
|
|
868
|
+
|
|
869
|
+
// finally we can round down the right hand side. Therefore in most cases
|
|
870
|
+
// small errors for which the upper bound constraints where used and the
|
|
871
|
+
// right hand side was weakened, do not weaken the final cut.
|
|
872
|
+
rhs = floor(rhs + feastol);
|
|
873
|
+
|
|
874
|
+
if (intscale * maxAbsValue * feastol < 0.5) {
|
|
875
|
+
// integral scale leads to small enough values, accept scale
|
|
876
|
+
scaleSmallestValToOne = false;
|
|
877
|
+
integralCoefficients = true;
|
|
878
|
+
}
|
|
879
|
+
}
|
|
880
|
+
|
|
881
|
+
if (scaleSmallestValToOne) {
|
|
882
|
+
// integral scale lead to very large coefficient values. We now shift the
|
|
883
|
+
// exactly integral values down such that the smallest coefficient is
|
|
884
|
+
// around 1
|
|
885
|
+
double minAbsValue = kHighsInf;
|
|
886
|
+
for (HighsInt i = 0; i != rowlen; ++i)
|
|
887
|
+
minAbsValue = std::min(std::abs(vals[i]), minAbsValue);
|
|
888
|
+
|
|
889
|
+
scale(minAbsValue - epsilon);
|
|
890
|
+
}
|
|
891
|
+
} else {
|
|
892
|
+
// the support is not integral, scale cut to have the largest coefficient
|
|
893
|
+
// around 1.0
|
|
894
|
+
scale(maxAbsValue - epsilon);
|
|
895
|
+
}
|
|
896
|
+
|
|
897
|
+
return true;
|
|
898
|
+
}
|
|
899
|
+
|
|
900
|
+
bool HighsCutGeneration::preprocessBaseInequality(bool& hasUnboundedInts,
|
|
901
|
+
bool& hasGeneralInts,
|
|
902
|
+
bool& hasContinuous) {
|
|
903
|
+
// preprocess the inequality before cut generation
|
|
904
|
+
// 1. Determine the maximal activity to check for trivial redundancy and
|
|
905
|
+
// tighten coefficients
|
|
906
|
+
// 2. Check for presence of continuous variables and unbounded integers as not
|
|
907
|
+
// all methods for cut generation are applicable in that case
|
|
908
|
+
// 3. Remove coefficients that are below the feasibility tolerance to avoid
|
|
909
|
+
// numerical troubles, use bound constraints to cancel them and
|
|
910
|
+
// reject base inequalities where that is not possible due to unbounded
|
|
911
|
+
// variables
|
|
912
|
+
hasUnboundedInts = false;
|
|
913
|
+
hasContinuous = false;
|
|
914
|
+
hasGeneralInts = false;
|
|
915
|
+
HighsInt numZeros = 0;
|
|
916
|
+
|
|
917
|
+
double maxact = -feastol;
|
|
918
|
+
double maxAbsVal = 0;
|
|
919
|
+
for (HighsInt i = 0; i < rowlen; ++i)
|
|
920
|
+
maxAbsVal = std::max(std::abs(vals[i]), maxAbsVal);
|
|
921
|
+
|
|
922
|
+
initialScale = scale(maxAbsVal);
|
|
923
|
+
|
|
924
|
+
isintegral.resize(rowlen);
|
|
925
|
+
for (HighsInt i = 0; i != rowlen; ++i) {
|
|
926
|
+
// we do not want to have integral variables with small coefficients as this
|
|
927
|
+
// may lead to numerical instabilities during cut generation
|
|
928
|
+
// Therefore we relax integral variables with small coefficients to
|
|
929
|
+
// continuous ones because they still might have a non-negligible
|
|
930
|
+
// contribution e.g. when they come from integral rows with coefficients on
|
|
931
|
+
// the larger side. When we relax them to continuous variables they will be
|
|
932
|
+
// complemented so that their solution value is closest to zero and then
|
|
933
|
+
// will be relaxed if their value is positive or their maximal contribution
|
|
934
|
+
// is below feasibility tolerance.
|
|
935
|
+
isintegral[i] =
|
|
936
|
+
lpRelaxation.isColIntegral(inds[i]) && std::abs(vals[i]) > 10 * feastol;
|
|
937
|
+
|
|
938
|
+
if (!isintegral[i]) {
|
|
939
|
+
// complement non-integer variable (cmir separation heuristic complements
|
|
940
|
+
// integral variables in the same way)
|
|
941
|
+
if (upper[i] < 2 * solval[i]) {
|
|
942
|
+
if (complementation.empty()) complementation.resize(rowlen);
|
|
943
|
+
|
|
944
|
+
flipComplementation(i);
|
|
945
|
+
}
|
|
946
|
+
|
|
947
|
+
// relax positive continuous variables and those with small contributions
|
|
948
|
+
if (vals[i] > 0 || std::abs(vals[i]) * upper[i] <= 10 * feastol) {
|
|
949
|
+
// printf("remove: vals[i] = %g upper[i] = %g\n", vals[i], upper[i]);
|
|
950
|
+
if (vals[i] < 0) {
|
|
951
|
+
if (upper[i] == kHighsInf) return false;
|
|
952
|
+
rhs -= vals[i] * upper[i];
|
|
953
|
+
}
|
|
954
|
+
|
|
955
|
+
++numZeros;
|
|
956
|
+
vals[i] = 0.0;
|
|
957
|
+
continue;
|
|
958
|
+
}
|
|
959
|
+
|
|
960
|
+
hasContinuous = true;
|
|
961
|
+
// if (lpRelaxation.isColIntegral(inds[i]))
|
|
962
|
+
// printf("vals[i] = %g upper[i] = %g\n", vals[i], upper[i]);
|
|
963
|
+
|
|
964
|
+
if (vals[i] > 0) {
|
|
965
|
+
if (upper[i] == kHighsInf)
|
|
966
|
+
maxact = kHighsInf;
|
|
967
|
+
else
|
|
968
|
+
maxact += vals[i] * upper[i];
|
|
969
|
+
}
|
|
970
|
+
} else {
|
|
971
|
+
if (upper[i] == kHighsInf) {
|
|
972
|
+
hasUnboundedInts = true;
|
|
973
|
+
hasGeneralInts = true;
|
|
974
|
+
} else if (upper[i] != 1.0) {
|
|
975
|
+
hasGeneralInts = true;
|
|
976
|
+
}
|
|
977
|
+
|
|
978
|
+
if (vals[i] > 0) maxact += vals[i] * upper[i];
|
|
979
|
+
}
|
|
980
|
+
}
|
|
981
|
+
|
|
982
|
+
HighsInt maxLen = 100 + 0.15 * (lpRelaxation.numCols());
|
|
983
|
+
|
|
984
|
+
if (rowlen - numZeros > maxLen) {
|
|
985
|
+
HighsInt numCancel = rowlen - numZeros - maxLen;
|
|
986
|
+
std::vector<HighsInt> cancelNzs;
|
|
987
|
+
|
|
988
|
+
for (HighsInt i = 0; i != rowlen; ++i) {
|
|
989
|
+
double cancelSlack = vals[i] > 0 ? solval[i] : upper[i] - solval[i];
|
|
990
|
+
if (cancelSlack <= feastol) cancelNzs.push_back(i);
|
|
991
|
+
}
|
|
992
|
+
|
|
993
|
+
if ((HighsInt)cancelNzs.size() < numCancel) return false;
|
|
994
|
+
if ((HighsInt)cancelNzs.size() > numCancel)
|
|
995
|
+
std::partial_sort(cancelNzs.begin(), cancelNzs.begin() + numCancel,
|
|
996
|
+
cancelNzs.end(), [&](HighsInt a, HighsInt b) {
|
|
997
|
+
return std::abs(vals[a]) < std::abs(vals[b]);
|
|
998
|
+
});
|
|
999
|
+
|
|
1000
|
+
for (HighsInt i = 0; i < numCancel; ++i) {
|
|
1001
|
+
HighsInt j = cancelNzs[i];
|
|
1002
|
+
|
|
1003
|
+
if (vals[j] < 0) {
|
|
1004
|
+
rhs -= vals[j] * upper[j];
|
|
1005
|
+
} else
|
|
1006
|
+
maxact -= vals[j] * upper[j];
|
|
1007
|
+
|
|
1008
|
+
vals[j] = 0.0;
|
|
1009
|
+
}
|
|
1010
|
+
|
|
1011
|
+
numZeros += numCancel;
|
|
1012
|
+
}
|
|
1013
|
+
|
|
1014
|
+
if (numZeros != 0) {
|
|
1015
|
+
// remove zeros in place
|
|
1016
|
+
if (complementation.empty()) {
|
|
1017
|
+
for (HighsInt i = rowlen - 1; i >= 0; --i) {
|
|
1018
|
+
if (vals[i] == 0.0) {
|
|
1019
|
+
--rowlen;
|
|
1020
|
+
inds[i] = inds[rowlen];
|
|
1021
|
+
vals[i] = vals[rowlen];
|
|
1022
|
+
upper[i] = upper[rowlen];
|
|
1023
|
+
solval[i] = solval[rowlen];
|
|
1024
|
+
isintegral[i] = isintegral[rowlen];
|
|
1025
|
+
if (--numZeros == 0) break;
|
|
1026
|
+
}
|
|
1027
|
+
}
|
|
1028
|
+
} else {
|
|
1029
|
+
for (HighsInt i = rowlen - 1; i >= 0; --i) {
|
|
1030
|
+
if (vals[i] == 0.0) {
|
|
1031
|
+
--rowlen;
|
|
1032
|
+
inds[i] = inds[rowlen];
|
|
1033
|
+
vals[i] = vals[rowlen];
|
|
1034
|
+
upper[i] = upper[rowlen];
|
|
1035
|
+
solval[i] = solval[rowlen];
|
|
1036
|
+
isintegral[i] = isintegral[rowlen];
|
|
1037
|
+
complementation[i] = complementation[rowlen];
|
|
1038
|
+
if (--numZeros == 0) break;
|
|
1039
|
+
}
|
|
1040
|
+
}
|
|
1041
|
+
}
|
|
1042
|
+
}
|
|
1043
|
+
|
|
1044
|
+
return maxact > rhs;
|
|
1045
|
+
}
|
|
1046
|
+
|
|
1047
|
+
#if 0
|
|
1048
|
+
static void checkNumerics(const double* vals, HighsInt len, double rhs) {
|
|
1049
|
+
double maxAbsCoef = 0.0;
|
|
1050
|
+
double minAbsCoef = kHighsInf;
|
|
1051
|
+
HighsCDouble sqrnorm = 0;
|
|
1052
|
+
for (HighsInt i = 0; i < len; ++i) {
|
|
1053
|
+
sqrnorm += vals[i] * vals[i];
|
|
1054
|
+
maxAbsCoef = std::max(std::abs(vals[i]), maxAbsCoef);
|
|
1055
|
+
minAbsCoef = std::min(std::abs(vals[i]), minAbsCoef);
|
|
1056
|
+
}
|
|
1057
|
+
|
|
1058
|
+
double norm = double(sqrt(sqrnorm));
|
|
1059
|
+
|
|
1060
|
+
// printf("length: %" HIGHSINT_FORMAT
|
|
1061
|
+
// ", minCoef: %g, maxCoef, %g, norm %g, rhs: %g, dynamism=%g\n",
|
|
1062
|
+
// len, minAbsCoef, maxAbsCoef, norm, rhs, maxAbsCoef / minAbsCoef);
|
|
1063
|
+
}
|
|
1064
|
+
#endif
|
|
1065
|
+
|
|
1066
|
+
bool HighsCutGeneration::generateCut(HighsTransformedLp& transLp,
|
|
1067
|
+
std::vector<HighsInt>& inds_,
|
|
1068
|
+
std::vector<double>& vals_, double& rhs_,
|
|
1069
|
+
bool onlyInitialCMIRScale) {
|
|
1070
|
+
#if 0
|
|
1071
|
+
if (vals_.size() > 1) {
|
|
1072
|
+
std::vector<HighsInt> indsCheck_ = inds_;
|
|
1073
|
+
std::vector<double> valsCheck_ = vals_;
|
|
1074
|
+
double tmprhs_ = rhs_;
|
|
1075
|
+
bool intsPositive = true;
|
|
1076
|
+
if (!transLp.transform(valsCheck_, upper, solval, indsCheck_, tmprhs_,
|
|
1077
|
+
intsPositive))
|
|
1078
|
+
return false;
|
|
1079
|
+
|
|
1080
|
+
rowlen = indsCheck_.size();
|
|
1081
|
+
this->inds = indsCheck_.data();
|
|
1082
|
+
this->vals = valsCheck_.data();
|
|
1083
|
+
this->rhs = tmprhs_;
|
|
1084
|
+
complementation.clear();
|
|
1085
|
+
bool hasUnboundedInts = false;
|
|
1086
|
+
bool hasGeneralInts = false;
|
|
1087
|
+
bool hasContinuous = false;
|
|
1088
|
+
// printf("before preprocessing of base inequality:\n");
|
|
1089
|
+
checkNumerics(vals, rowlen, double(rhs));
|
|
1090
|
+
if (!preprocessBaseInequality(hasUnboundedInts, hasGeneralInts,
|
|
1091
|
+
hasContinuous))
|
|
1092
|
+
return false;
|
|
1093
|
+
// printf("after preprocessing of base inequality:\n");
|
|
1094
|
+
checkNumerics(vals, rowlen, double(rhs));
|
|
1095
|
+
|
|
1096
|
+
tmprhs_ = (double)rhs;
|
|
1097
|
+
valsCheck_.resize(rowlen);
|
|
1098
|
+
indsCheck_.resize(rowlen);
|
|
1099
|
+
if (!transLp.untransform(valsCheck_, indsCheck_, tmprhs_)) return false;
|
|
1100
|
+
|
|
1101
|
+
// printf("after untransform of base inequality:\n");
|
|
1102
|
+
checkNumerics(vals, rowlen, double(rhs));
|
|
1103
|
+
|
|
1104
|
+
// finally check whether the cut is violated
|
|
1105
|
+
rowlen = indsCheck_.size();
|
|
1106
|
+
inds = indsCheck_.data();
|
|
1107
|
+
vals = valsCheck_.data();
|
|
1108
|
+
lpRelaxation.getMipSolver().mipdata_->debugSolution.checkCut(
|
|
1109
|
+
inds, vals, rowlen, tmprhs_);
|
|
1110
|
+
}
|
|
1111
|
+
#endif
|
|
1112
|
+
|
|
1113
|
+
bool intsPositive = true;
|
|
1114
|
+
if (!transLp.transform(vals_, upper, solval, inds_, rhs_, intsPositive))
|
|
1115
|
+
return false;
|
|
1116
|
+
|
|
1117
|
+
rowlen = inds_.size();
|
|
1118
|
+
this->inds = inds_.data();
|
|
1119
|
+
this->vals = vals_.data();
|
|
1120
|
+
this->rhs = rhs_;
|
|
1121
|
+
complementation.clear();
|
|
1122
|
+
bool hasUnboundedInts = false;
|
|
1123
|
+
bool hasGeneralInts = false;
|
|
1124
|
+
bool hasContinuous = false;
|
|
1125
|
+
if (!preprocessBaseInequality(hasUnboundedInts, hasGeneralInts,
|
|
1126
|
+
hasContinuous))
|
|
1127
|
+
return false;
|
|
1128
|
+
|
|
1129
|
+
// it can happen that there is an unbounded integer variable during the
|
|
1130
|
+
// transform call so that the integers are not transformed to positive values.
|
|
1131
|
+
// Now the call to preprocessBaseInequality may have removed the unbounded
|
|
1132
|
+
// integer, e.g. due to a small coefficient value, so that we can still use
|
|
1133
|
+
// the lifted inequalities instead of cmir. We need to make sure, however,
|
|
1134
|
+
// that the cut values are transformed to positive coefficients first, which
|
|
1135
|
+
// we do below.
|
|
1136
|
+
if (!hasUnboundedInts && !intsPositive) {
|
|
1137
|
+
complementation.resize(rowlen);
|
|
1138
|
+
|
|
1139
|
+
for (HighsInt i = 0; i != rowlen; ++i) {
|
|
1140
|
+
if (vals[i] > 0 || !isintegral[i]) continue;
|
|
1141
|
+
|
|
1142
|
+
flipComplementation(i);
|
|
1143
|
+
}
|
|
1144
|
+
}
|
|
1145
|
+
|
|
1146
|
+
// try to generate a cut
|
|
1147
|
+
if (!tryGenerateCut(inds_, vals_, hasUnboundedInts, hasGeneralInts,
|
|
1148
|
+
hasContinuous, 10 * feastol, onlyInitialCMIRScale))
|
|
1149
|
+
return false;
|
|
1150
|
+
|
|
1151
|
+
// remove the complementation if exists
|
|
1152
|
+
removeComplementation();
|
|
1153
|
+
|
|
1154
|
+
// remove zeros in place
|
|
1155
|
+
for (HighsInt i = rowlen - 1; i >= 0; --i) {
|
|
1156
|
+
if (vals[i] == 0.0) {
|
|
1157
|
+
--rowlen;
|
|
1158
|
+
inds[i] = inds[rowlen];
|
|
1159
|
+
vals[i] = vals[rowlen];
|
|
1160
|
+
}
|
|
1161
|
+
}
|
|
1162
|
+
|
|
1163
|
+
// transform the cut back into the original space, i.e. remove the bound
|
|
1164
|
+
// substitution and replace implicit slack variables
|
|
1165
|
+
rhs_ = (double)rhs;
|
|
1166
|
+
vals_.resize(rowlen);
|
|
1167
|
+
inds_.resize(rowlen);
|
|
1168
|
+
if (!transLp.untransform(vals_, inds_, rhs_)) return false;
|
|
1169
|
+
|
|
1170
|
+
rowlen = inds_.size();
|
|
1171
|
+
inds = inds_.data();
|
|
1172
|
+
vals = vals_.data();
|
|
1173
|
+
rhs = rhs_;
|
|
1174
|
+
|
|
1175
|
+
lpRelaxation.getMipSolver().mipdata_->debugSolution.checkCut(inds, vals,
|
|
1176
|
+
rowlen, rhs_);
|
|
1177
|
+
// apply cut postprocessing including scaling and removal of small
|
|
1178
|
+
// coefficients
|
|
1179
|
+
if (!postprocessCut()) return false;
|
|
1180
|
+
rhs_ = (double)rhs;
|
|
1181
|
+
vals_.resize(rowlen);
|
|
1182
|
+
inds_.resize(rowlen);
|
|
1183
|
+
|
|
1184
|
+
lpRelaxation.getMipSolver().mipdata_->debugSolution.checkCut(
|
|
1185
|
+
inds_.data(), vals_.data(), rowlen, rhs_);
|
|
1186
|
+
|
|
1187
|
+
// finally determine the violation of the cut in the original space
|
|
1188
|
+
HighsCDouble violation = -rhs_;
|
|
1189
|
+
const auto& sol = lpRelaxation.getSolution().col_value;
|
|
1190
|
+
for (HighsInt i = 0; i != rowlen; ++i) violation += sol[inds[i]] * vals_[i];
|
|
1191
|
+
|
|
1192
|
+
if (violation <= 10 * feastol) return false;
|
|
1193
|
+
|
|
1194
|
+
lpRelaxation.getMipSolver().mipdata_->domain.tightenCoefficients(
|
|
1195
|
+
inds, vals, rowlen, rhs_);
|
|
1196
|
+
|
|
1197
|
+
// if the cut is violated by a small factor above the feasibility
|
|
1198
|
+
// tolerance, add it to the cutpool
|
|
1199
|
+
HighsInt cutindex = cutpool.addCut(lpRelaxation.getMipSolver(), inds_.data(),
|
|
1200
|
+
vals_.data(), inds_.size(), rhs_,
|
|
1201
|
+
integralSupport && integralCoefficients);
|
|
1202
|
+
|
|
1203
|
+
// only return true if cut was accepted by the cutpool, i.e. not a duplicate
|
|
1204
|
+
// of a cut already in the pool
|
|
1205
|
+
return cutindex != -1;
|
|
1206
|
+
}
|
|
1207
|
+
|
|
1208
|
+
bool HighsCutGeneration::generateConflict(HighsDomain& localdomain,
|
|
1209
|
+
std::vector<HighsInt>& proofinds,
|
|
1210
|
+
std::vector<double>& proofvals,
|
|
1211
|
+
double& proofrhs) {
|
|
1212
|
+
this->inds = proofinds.data();
|
|
1213
|
+
this->vals = proofvals.data();
|
|
1214
|
+
this->rhs = proofrhs;
|
|
1215
|
+
rowlen = proofinds.size();
|
|
1216
|
+
|
|
1217
|
+
lpRelaxation.getMipSolver().mipdata_->debugSolution.checkCut(
|
|
1218
|
+
inds, vals, rowlen, proofrhs);
|
|
1219
|
+
|
|
1220
|
+
complementation.assign(rowlen, 0);
|
|
1221
|
+
|
|
1222
|
+
upper.resize(rowlen);
|
|
1223
|
+
solval.resize(rowlen);
|
|
1224
|
+
|
|
1225
|
+
HighsDomain& globaldomain = lpRelaxation.getMipSolver().mipdata_->domain;
|
|
1226
|
+
double activity = 0.0;
|
|
1227
|
+
for (HighsInt i = 0; i != rowlen; ++i) {
|
|
1228
|
+
HighsInt col = inds[i];
|
|
1229
|
+
|
|
1230
|
+
upper[i] = globaldomain.col_upper_[col] - globaldomain.col_lower_[col];
|
|
1231
|
+
|
|
1232
|
+
solval[i] = vals[i] < 0 ? std::min(globaldomain.col_upper_[col],
|
|
1233
|
+
localdomain.col_upper_[col])
|
|
1234
|
+
: std::max(globaldomain.col_lower_[col],
|
|
1235
|
+
localdomain.col_lower_[col]);
|
|
1236
|
+
if (vals[i] < 0 && globaldomain.col_upper_[col] != kHighsInf) {
|
|
1237
|
+
rhs -= globaldomain.col_upper_[col] * vals[i];
|
|
1238
|
+
vals[i] = -vals[i];
|
|
1239
|
+
complementation[i] = 1;
|
|
1240
|
+
|
|
1241
|
+
solval[i] = globaldomain.col_upper_[col] - solval[i];
|
|
1242
|
+
} else {
|
|
1243
|
+
rhs -= globaldomain.col_lower_[col] * vals[i];
|
|
1244
|
+
complementation[i] = 0;
|
|
1245
|
+
solval[i] = solval[i] - globaldomain.col_lower_[col];
|
|
1246
|
+
}
|
|
1247
|
+
|
|
1248
|
+
activity += solval[i] * vals[i];
|
|
1249
|
+
}
|
|
1250
|
+
|
|
1251
|
+
if (activity > rhs) {
|
|
1252
|
+
double solScale = double(rhs) / activity;
|
|
1253
|
+
for (HighsInt i = 0; i != rowlen; ++i) solval[i] *= solScale;
|
|
1254
|
+
}
|
|
1255
|
+
|
|
1256
|
+
bool hasUnboundedInts = false;
|
|
1257
|
+
bool hasGeneralInts = false;
|
|
1258
|
+
bool hasContinuous = false;
|
|
1259
|
+
|
|
1260
|
+
if (!preprocessBaseInequality(hasUnboundedInts, hasGeneralInts,
|
|
1261
|
+
hasContinuous))
|
|
1262
|
+
return false;
|
|
1263
|
+
|
|
1264
|
+
// try to generate a cut
|
|
1265
|
+
if (!tryGenerateCut(proofinds, proofvals, hasUnboundedInts, hasGeneralInts,
|
|
1266
|
+
hasContinuous, feastol, false, false, false))
|
|
1267
|
+
return false;
|
|
1268
|
+
|
|
1269
|
+
// remove the complementation
|
|
1270
|
+
if (!complementation.empty()) {
|
|
1271
|
+
for (HighsInt i = 0; i != rowlen; ++i) {
|
|
1272
|
+
if (complementation[i]) {
|
|
1273
|
+
rhs -= globaldomain.col_upper_[inds[i]] * vals[i];
|
|
1274
|
+
vals[i] = -vals[i];
|
|
1275
|
+
} else
|
|
1276
|
+
rhs += globaldomain.col_lower_[inds[i]] * vals[i];
|
|
1277
|
+
}
|
|
1278
|
+
}
|
|
1279
|
+
|
|
1280
|
+
// apply cut postprocessing including scaling and removal of small
|
|
1281
|
+
// coefficients
|
|
1282
|
+
if (!postprocessCut()) return false;
|
|
1283
|
+
|
|
1284
|
+
proofvals.resize(rowlen);
|
|
1285
|
+
proofinds.resize(rowlen);
|
|
1286
|
+
proofrhs = (double)rhs;
|
|
1287
|
+
|
|
1288
|
+
bool cutintegral = integralSupport && integralCoefficients;
|
|
1289
|
+
|
|
1290
|
+
lpRelaxation.getMipSolver().mipdata_->domain.tightenCoefficients(
|
|
1291
|
+
proofinds.data(), proofvals.data(), rowlen, proofrhs);
|
|
1292
|
+
|
|
1293
|
+
HighsInt cutindex = cutpool.addCut(lpRelaxation.getMipSolver(),
|
|
1294
|
+
proofinds.data(), proofvals.data(), rowlen,
|
|
1295
|
+
proofrhs, cutintegral, true, true, true);
|
|
1296
|
+
|
|
1297
|
+
// only return true if cut was accepted by the cutpool, i.e. not a duplicate
|
|
1298
|
+
// of a cut already in the pool
|
|
1299
|
+
return cutindex != -1;
|
|
1300
|
+
}
|
|
1301
|
+
|
|
1302
|
+
bool HighsCutGeneration::finalizeAndAddCut(std::vector<HighsInt>& inds_,
|
|
1303
|
+
std::vector<double>& vals_,
|
|
1304
|
+
double& rhs_) {
|
|
1305
|
+
complementation.clear();
|
|
1306
|
+
rowlen = inds_.size();
|
|
1307
|
+
inds = inds_.data();
|
|
1308
|
+
vals = vals_.data();
|
|
1309
|
+
rhs = rhs_;
|
|
1310
|
+
|
|
1311
|
+
integralSupport = true;
|
|
1312
|
+
integralCoefficients = false;
|
|
1313
|
+
// remove zeros in place
|
|
1314
|
+
for (HighsInt i = rowlen - 1; i >= 0; --i) {
|
|
1315
|
+
if (vals[i] == 0.0) {
|
|
1316
|
+
--rowlen;
|
|
1317
|
+
inds[i] = inds[rowlen];
|
|
1318
|
+
vals[i] = vals[rowlen];
|
|
1319
|
+
} else {
|
|
1320
|
+
integralSupport &= lpRelaxation.isColIntegral(inds[i]);
|
|
1321
|
+
}
|
|
1322
|
+
}
|
|
1323
|
+
|
|
1324
|
+
vals_.resize(rowlen);
|
|
1325
|
+
inds_.resize(rowlen);
|
|
1326
|
+
|
|
1327
|
+
lpRelaxation.getMipSolver().mipdata_->debugSolution.checkCut(inds, vals,
|
|
1328
|
+
rowlen, rhs_);
|
|
1329
|
+
// apply cut postprocessing including scaling and removal of small
|
|
1330
|
+
// coefficients
|
|
1331
|
+
if (!postprocessCut()) return false;
|
|
1332
|
+
rhs_ = (double)rhs;
|
|
1333
|
+
vals_.resize(rowlen);
|
|
1334
|
+
inds_.resize(rowlen);
|
|
1335
|
+
|
|
1336
|
+
lpRelaxation.getMipSolver().mipdata_->debugSolution.checkCut(
|
|
1337
|
+
inds_.data(), vals_.data(), rowlen, rhs_);
|
|
1338
|
+
|
|
1339
|
+
// finally determine the violation of the cut in the original space
|
|
1340
|
+
HighsCDouble violation = -rhs_;
|
|
1341
|
+
const auto& sol = lpRelaxation.getSolution().col_value;
|
|
1342
|
+
for (HighsInt i = 0; i != rowlen; ++i) violation += sol[inds[i]] * vals_[i];
|
|
1343
|
+
|
|
1344
|
+
if (violation <= 10 * feastol) return false;
|
|
1345
|
+
|
|
1346
|
+
lpRelaxation.getMipSolver().mipdata_->domain.tightenCoefficients(
|
|
1347
|
+
inds, vals, rowlen, rhs_);
|
|
1348
|
+
|
|
1349
|
+
// if the cut is violated by a small factor above the feasibility
|
|
1350
|
+
// tolerance, add it to the cutpool
|
|
1351
|
+
HighsInt cutindex = cutpool.addCut(lpRelaxation.getMipSolver(), inds_.data(),
|
|
1352
|
+
vals_.data(), inds_.size(), rhs_,
|
|
1353
|
+
integralSupport && integralCoefficients);
|
|
1354
|
+
|
|
1355
|
+
// only return true if cut was accepted by the cutpool, i.e. not a duplicate
|
|
1356
|
+
// of a cut already in the pool
|
|
1357
|
+
return cutindex != -1;
|
|
1358
|
+
}
|
|
1359
|
+
|
|
1360
|
+
void HighsCutGeneration::flipComplementation(HighsInt index) {
|
|
1361
|
+
// only variables with finite upper bounds can be complemented
|
|
1362
|
+
assert(upper[index] != kHighsInf);
|
|
1363
|
+
|
|
1364
|
+
// flip complementation
|
|
1365
|
+
complementation[index] = 1 - complementation[index];
|
|
1366
|
+
solval[index] = upper[index] - solval[index];
|
|
1367
|
+
rhs -= upper[index] * vals[index];
|
|
1368
|
+
vals[index] = -vals[index];
|
|
1369
|
+
}
|
|
1370
|
+
|
|
1371
|
+
void HighsCutGeneration::removeComplementation() {
|
|
1372
|
+
// remove the complementation if it exists
|
|
1373
|
+
if (complementation.empty()) return;
|
|
1374
|
+
for (HighsInt i = 0; i != rowlen; ++i) {
|
|
1375
|
+
if (complementation[i]) flipComplementation(i);
|
|
1376
|
+
}
|
|
1377
|
+
}
|
|
1378
|
+
|
|
1379
|
+
void HighsCutGeneration::updateViolationAndNorm(HighsInt index, double aj,
|
|
1380
|
+
double& violation,
|
|
1381
|
+
double& norm) const {
|
|
1382
|
+
// update violation
|
|
1383
|
+
violation += aj * solval[index];
|
|
1384
|
+
|
|
1385
|
+
// update norm
|
|
1386
|
+
if (aj > 0 && solval[index] <= feastol) return;
|
|
1387
|
+
if (aj < 0 && solval[index] >= upper[index] - feastol) return;
|
|
1388
|
+
norm += aj * aj;
|
|
1389
|
+
}
|
|
1390
|
+
|
|
1391
|
+
bool HighsCutGeneration::tryGenerateCut(std::vector<HighsInt>& inds_,
|
|
1392
|
+
std::vector<double>& vals_,
|
|
1393
|
+
bool hasUnboundedInts,
|
|
1394
|
+
bool hasGeneralInts, bool hasContinuous,
|
|
1395
|
+
double minEfficacy,
|
|
1396
|
+
bool onlyInitialCMIRScale,
|
|
1397
|
+
bool allowRejectCut, bool lpSol) {
|
|
1398
|
+
// use cmir if there are unbounded integer variables
|
|
1399
|
+
if (hasUnboundedInts)
|
|
1400
|
+
return cmirCutGenerationHeuristic(minEfficacy, onlyInitialCMIRScale);
|
|
1401
|
+
|
|
1402
|
+
// 0. Save data before determining cover and applying lifting functions
|
|
1403
|
+
std::vector<double> tmpVals(vals, vals + rowlen);
|
|
1404
|
+
std::vector<HighsInt> tmpInds(inds, inds + rowlen);
|
|
1405
|
+
std::vector<uint8_t> tmpComplementation(complementation);
|
|
1406
|
+
std::vector<double> tmpSolval(solval);
|
|
1407
|
+
HighsCDouble tmpRhs = rhs;
|
|
1408
|
+
|
|
1409
|
+
// 1. Determine a cover, cover does not need to be minimal as neither of
|
|
1410
|
+
// the lifting functions have minimality of the cover as necessary facet
|
|
1411
|
+
// condition
|
|
1412
|
+
bool success = false;
|
|
1413
|
+
bool saveIntegalSupport = false;
|
|
1414
|
+
bool saveIntegralCoefficients = false;
|
|
1415
|
+
do {
|
|
1416
|
+
if (!determineCover(lpSol)) break;
|
|
1417
|
+
|
|
1418
|
+
// 2. use superadditive lifting function depending on structure of base
|
|
1419
|
+
// inequality:
|
|
1420
|
+
// We have 3 lifting functions available for pure binary knapsack sets,
|
|
1421
|
+
// for mixed-binary knapsack sets and for mixed integer knapsack sets.
|
|
1422
|
+
if (!hasContinuous && !hasGeneralInts) {
|
|
1423
|
+
separateLiftedKnapsackCover();
|
|
1424
|
+
success = true;
|
|
1425
|
+
} else if (hasGeneralInts) {
|
|
1426
|
+
success = separateLiftedMixedIntegerCover();
|
|
1427
|
+
} else {
|
|
1428
|
+
assert(hasContinuous);
|
|
1429
|
+
assert(!hasGeneralInts);
|
|
1430
|
+
success = separateLiftedMixedBinaryCover();
|
|
1431
|
+
}
|
|
1432
|
+
} while (false);
|
|
1433
|
+
|
|
1434
|
+
double minMirEfficacy = minEfficacy;
|
|
1435
|
+
if (success) {
|
|
1436
|
+
// save data that might otherwise be overwritten when calling the cmir
|
|
1437
|
+
// separator
|
|
1438
|
+
saveIntegalSupport = integralSupport;
|
|
1439
|
+
saveIntegralCoefficients = integralCoefficients;
|
|
1440
|
+
|
|
1441
|
+
// compute violation and squared norm
|
|
1442
|
+
double violation = -double(rhs);
|
|
1443
|
+
double sqrnorm = 0.0;
|
|
1444
|
+
for (HighsInt i = 0; i < rowlen; ++i) {
|
|
1445
|
+
updateViolationAndNorm(i, vals[i], violation, sqrnorm);
|
|
1446
|
+
}
|
|
1447
|
+
|
|
1448
|
+
// compute efficacy (distance cut off)
|
|
1449
|
+
double efficacy = violation / std::sqrt(sqrnorm);
|
|
1450
|
+
if (allowRejectCut && efficacy <= minEfficacy) {
|
|
1451
|
+
// reject cut
|
|
1452
|
+
success = false;
|
|
1453
|
+
rhs = tmpRhs;
|
|
1454
|
+
} else {
|
|
1455
|
+
// accept cut and increase minimum efficiency requirement for cmir cut
|
|
1456
|
+
minMirEfficacy += efficacy;
|
|
1457
|
+
std::swap(tmpRhs, rhs);
|
|
1458
|
+
}
|
|
1459
|
+
}
|
|
1460
|
+
|
|
1461
|
+
// restore indices and values; lifting methods do not modify complementation
|
|
1462
|
+
// and, thus, complementation-related data does not have to be restored here.
|
|
1463
|
+
inds = tmpInds.data();
|
|
1464
|
+
vals = tmpVals.data();
|
|
1465
|
+
|
|
1466
|
+
if (cmirCutGenerationHeuristic(minMirEfficacy, onlyInitialCMIRScale)) {
|
|
1467
|
+
// take the cmir cut as it is better
|
|
1468
|
+
inds_.swap(tmpInds);
|
|
1469
|
+
vals_.swap(tmpVals);
|
|
1470
|
+
inds = inds_.data();
|
|
1471
|
+
vals = vals_.data();
|
|
1472
|
+
return true;
|
|
1473
|
+
} else if (success) {
|
|
1474
|
+
// take the previous lifted cut as cmir could not improve
|
|
1475
|
+
// we restore the old complementation vector, right hand side, and values
|
|
1476
|
+
rhs = tmpRhs;
|
|
1477
|
+
// note that the solution vector solval also needs to be restored because it
|
|
1478
|
+
// depends on the complementation. it would be OK not to restore solval, if
|
|
1479
|
+
// there would be a guarantee that it is not used from here on.
|
|
1480
|
+
complementation.swap(tmpComplementation);
|
|
1481
|
+
solval.swap(tmpSolval);
|
|
1482
|
+
inds = inds_.data();
|
|
1483
|
+
vals = vals_.data();
|
|
1484
|
+
// restore indicators
|
|
1485
|
+
integralSupport = saveIntegalSupport;
|
|
1486
|
+
integralCoefficients = saveIntegralCoefficients;
|
|
1487
|
+
return true;
|
|
1488
|
+
} else
|
|
1489
|
+
// neither cmir nor lifted cut successful
|
|
1490
|
+
return false;
|
|
1491
|
+
}
|