lpsolver 0.1.0 → 0.2.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (1165) hide show
  1. checksums.yaml +4 -4
  2. data/Gemfile +1 -0
  3. data/README.md +104 -26
  4. data/ext/lpsolver/Makefile +269 -0
  5. data/ext/lpsolver/ext.c +353 -0
  6. data/ext/lpsolver/ext.o +0 -0
  7. data/ext/lpsolver/extconf.rb +79 -0
  8. data/ext/lpsolver/native.so +0 -0
  9. data/ext/lpsolver-highs/AUTHORS +7 -0
  10. data/ext/lpsolver-highs/BUILD.bazel +243 -0
  11. data/ext/lpsolver-highs/CITATION.cff +29 -0
  12. data/ext/lpsolver-highs/CMakeCache.txt +406 -0
  13. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
  14. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
  15. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
  16. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
  17. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
  18. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
  19. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
  20. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
  21. data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
  22. data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
  23. data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
  24. data/ext/lpsolver-highs/CMakeLists.txt +983 -0
  25. data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
  26. data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
  27. data/ext/lpsolver-highs/FEATURES.md +61 -0
  28. data/ext/lpsolver-highs/LICENSE.txt +21 -0
  29. data/ext/lpsolver-highs/MODULE.bazel +38 -0
  30. data/ext/lpsolver-highs/README.md +281 -0
  31. data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
  32. data/ext/lpsolver-highs/Version.txt +4 -0
  33. data/ext/lpsolver-highs/WORKSPACE +33 -0
  34. data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
  35. data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
  36. data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
  37. data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
  38. data/ext/lpsolver-highs/build/bin/highs +0 -0
  39. data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
  40. data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
  41. data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
  42. data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
  43. data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
  44. data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
  45. data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
  46. data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
  47. data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
  48. data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
  49. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
  50. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
  51. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
  52. data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
  53. data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
  54. data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
  55. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
  56. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
  57. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
  58. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
  59. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
  60. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
  61. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
  62. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
  63. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
  64. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
  65. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
  66. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
  67. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
  68. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
  69. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
  70. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
  71. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
  72. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
  73. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
  74. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
  75. data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
  76. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
  77. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
  78. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
  79. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
  80. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
  81. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
  82. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
  83. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
  84. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
  85. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
  86. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
  87. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
  88. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
  89. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
  90. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
  91. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
  92. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
  93. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
  94. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
  95. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
  96. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
  97. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
  98. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
  99. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
  100. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
  101. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
  102. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
  103. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
  104. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
  105. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
  106. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
  107. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
  108. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
  109. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
  110. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
  111. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
  112. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
  113. data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
  114. data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
  115. data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
  116. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
  117. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
  118. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
  119. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
  120. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
  121. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
  122. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
  123. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
  124. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
  125. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
  126. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
  127. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
  128. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
  129. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
  130. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
  131. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
  132. data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
  133. data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
  134. data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
  135. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
  136. data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
  137. data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
  138. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
  139. data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
  140. data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
  141. data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
  142. data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
  143. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
  144. data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
  145. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
  146. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
  147. data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
  148. data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
  149. data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
  150. data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
  151. data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
  152. data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
  153. data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
  154. data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
  155. data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
  156. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
  157. data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
  158. data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
  159. data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
  160. data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
  161. data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
  162. data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
  163. data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
  164. data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
  165. data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
  166. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
  167. data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
  168. data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
  169. data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
  170. data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
  171. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
  172. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
  173. data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
  174. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
  175. data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
  176. data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
  177. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
  178. data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
  179. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  180. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  181. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  182. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  183. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  184. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  185. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  186. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  187. data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  188. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
  189. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
  190. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
  191. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  192. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
  193. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
  194. data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  195. data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
  196. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
  197. data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
  198. data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
  199. data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
  200. data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
  201. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
  202. data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
  203. data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
  204. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
  205. data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
  206. data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
  207. data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
  208. data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
  209. data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
  210. data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
  211. data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
  212. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
  213. data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
  214. data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
  215. data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
  216. data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
  217. data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
  218. data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
  219. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
  220. data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
  221. data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
  222. data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
  223. data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
  224. data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
  225. data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
  226. data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
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  953. data/ext/lpsolver-highs/highs/parallel/HighsRaceTimer.h +38 -0
  954. data/ext/lpsolver-highs/highs/parallel/HighsSchedulerConstants.h +19 -0
  955. data/ext/lpsolver-highs/highs/parallel/HighsSpinMutex.h +48 -0
  956. data/ext/lpsolver-highs/highs/parallel/HighsSplitDeque.h +606 -0
  957. data/ext/lpsolver-highs/highs/parallel/HighsTask.h +170 -0
  958. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.cpp +43 -0
  959. data/ext/lpsolver-highs/highs/parallel/HighsTaskExecutor.h +217 -0
  960. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.cpp +848 -0
  961. data/ext/lpsolver-highs/highs/pdlp/CupdlpWrapper.h +108 -0
  962. data/ext/lpsolver-highs/highs/pdlp/HiPdlpTimer.h +155 -0
  963. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.cpp +141 -0
  964. data/ext/lpsolver-highs/highs/pdlp/HiPdlpWrapper.h +26 -0
  965. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Diff +12 -0
  966. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Meld +7 -0
  967. data/ext/lpsolver-highs/highs/pdlp/cupdlp/Merge +2 -0
  968. data/ext/lpsolver-highs/highs/pdlp/cupdlp/README.md +95 -0
  969. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/CMakeLists.txt +58 -0
  970. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cu +338 -0
  971. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cuda_kernels.cuh +319 -0
  972. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cu +386 -0
  973. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/cupdlp_cudalinalg.cuh +149 -0
  974. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cublas.c +154 -0
  975. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cuda/test_cuda_linalg.c +79 -0
  976. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp.h +16 -0
  977. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.c +214 -0
  978. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
  979. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
  980. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.c +802 -0
  981. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
  982. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.c +148 -0
  983. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
  984. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.c +124 -0
  985. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
  986. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.c +425 -0
  987. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
  988. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.c +1498 -0
  989. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
  990. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.c +478 -0
  991. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
  992. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
  993. data/ext/lpsolver-highs/highs/pdlp/cupdlp/cupdlp_utils.h +212 -0
  994. data/ext/lpsolver-highs/highs/pdlp/cupdlp/glbopts.h +342 -0
  995. data/ext/lpsolver-highs/highs/pdlp/hipdlp/defs.hpp +222 -0
  996. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.cc +231 -0
  997. data/ext/lpsolver-highs/highs/pdlp/hipdlp/linalg.hpp +61 -0
  998. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.cc +225 -0
  999. data/ext/lpsolver-highs/highs/pdlp/hipdlp/logger.hpp +80 -0
  1000. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cc +2798 -0
  1001. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.cu +497 -0
  1002. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg.hpp +358 -0
  1003. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdhg_kernels.hpp +77 -0
  1004. data/ext/lpsolver-highs/highs/pdlp/hipdlp/pdlp_gpu_debug.hpp +62 -0
  1005. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.cc +132 -0
  1006. data/ext/lpsolver-highs/highs/pdlp/hipdlp/restart.hpp +96 -0
  1007. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.cc +307 -0
  1008. data/ext/lpsolver-highs/highs/pdlp/hipdlp/scaling.hpp +74 -0
  1009. data/ext/lpsolver-highs/highs/pdlp/hipdlp/solver_results.hpp +65 -0
  1010. data/ext/lpsolver-highs/highs/presolve/HPresolve.cpp +8511 -0
  1011. data/ext/lpsolver-highs/highs/presolve/HPresolve.h +505 -0
  1012. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.cpp +239 -0
  1013. data/ext/lpsolver-highs/highs/presolve/HPresolveAnalysis.h +52 -0
  1014. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.cpp +1368 -0
  1015. data/ext/lpsolver-highs/highs/presolve/HighsPostsolveStack.h +943 -0
  1016. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.cpp +1921 -0
  1017. data/ext/lpsolver-highs/highs/presolve/HighsSymmetry.h +284 -0
  1018. data/ext/lpsolver-highs/highs/presolve/ICrash.cpp +474 -0
  1019. data/ext/lpsolver-highs/highs/presolve/ICrash.h +124 -0
  1020. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.cpp +267 -0
  1021. data/ext/lpsolver-highs/highs/presolve/ICrashUtil.h +62 -0
  1022. data/ext/lpsolver-highs/highs/presolve/ICrashX.cpp +173 -0
  1023. data/ext/lpsolver-highs/highs/presolve/ICrashX.h +23 -0
  1024. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.cpp +45 -0
  1025. data/ext/lpsolver-highs/highs/presolve/PresolveComponent.h +90 -0
  1026. data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
  1027. data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
  1028. data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
  1029. data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
  1030. data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
  1031. data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
  1032. data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
  1033. data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
  1034. data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
  1035. data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
  1036. data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
  1037. data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
  1038. data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
  1039. data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
  1040. data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
  1041. data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
  1042. data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
  1043. data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
  1044. data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
  1045. data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
  1046. data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
  1047. data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
  1048. data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
  1049. data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
  1050. data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
  1051. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
  1052. data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
  1053. data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
  1054. data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
  1055. data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
  1056. data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
  1057. data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
  1058. data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
  1059. data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
  1060. data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
  1061. data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
  1062. data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
  1063. data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
  1064. data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
  1065. data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
  1066. data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
  1067. data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
  1068. data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
  1069. data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
  1070. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
  1071. data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
  1072. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
  1073. data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
  1074. data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
  1075. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
  1076. data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
  1077. data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
  1078. data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
  1079. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
  1080. data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
  1081. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
  1082. data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
  1083. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
  1084. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
  1085. data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
  1086. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
  1087. data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
  1088. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
  1089. data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
  1090. data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
  1091. data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
  1092. data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
  1093. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
  1094. data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
  1095. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
  1096. data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
  1097. data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
  1098. data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
  1099. data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
  1100. data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
  1101. data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
  1102. data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
  1103. data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
  1104. data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
  1105. data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
  1106. data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
  1107. data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
  1108. data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
  1109. data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
  1110. data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
  1111. data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
  1112. data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
  1113. data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
  1114. data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
  1115. data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
  1116. data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
  1117. data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
  1118. data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
  1119. data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
  1120. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
  1121. data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
  1122. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
  1123. data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
  1124. data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
  1125. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
  1126. data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
  1127. data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
  1128. data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
  1129. data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
  1130. data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
  1131. data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
  1132. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
  1133. data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
  1134. data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
  1135. data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
  1136. data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
  1137. data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
  1138. data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
  1139. data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
  1140. data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
  1141. data/ext/lpsolver-highs/highs.pc.in +12 -0
  1142. data/ext/lpsolver-highs/meson.build +198 -0
  1143. data/ext/lpsolver-highs/meson_options.txt +31 -0
  1144. data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
  1145. data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
  1146. data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
  1147. data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
  1148. data/ext/lpsolver-highs/nuget/README.md +38 -0
  1149. data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
  1150. data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
  1151. data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
  1152. data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
  1153. data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
  1154. data/ext/lpsolver-highs/pyproject.toml +221 -0
  1155. data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
  1156. data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
  1157. data/ext/lpsolver-highs/version.rc.in +50 -0
  1158. data/lib/lpsolver/highs +0 -0
  1159. data/lib/lpsolver/model.rb +35 -7
  1160. data/lib/lpsolver/native.so +0 -0
  1161. data/lib/lpsolver/native_model.rb +261 -0
  1162. data/lib/lpsolver/solution.rb +93 -8
  1163. data/lib/lpsolver/version.rb +1 -1
  1164. data/lpsolver.gemspec +4 -1
  1165. metadata +1176 -4
@@ -0,0 +1,1491 @@
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
+ }