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 +1,1609 @@
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/HighsLpRelaxation.h"
9
+
10
+ #include <algorithm>
11
+
12
+ #include "lp_data/HighsSolve.h" // For useIpm()
13
+ #include "mip/HighsCutPool.h"
14
+ #include "mip/HighsDomain.h"
15
+ #include "mip/HighsMipSolver.h"
16
+ #include "mip/HighsMipSolverData.h"
17
+ #include "mip/HighsPseudocost.h"
18
+ #include "mip/MipTimer.h"
19
+ #include "util/HighsCDouble.h"
20
+ #include "util/HighsHash.h"
21
+
22
+ void HighsLpRelaxation::getCutPool(HighsInt& num_col, HighsInt& num_cut,
23
+ std::vector<double>& cut_lower,
24
+ std::vector<double>& cut_upper,
25
+ HighsSparseMatrix& cut_matrix) const {
26
+ const HighsLp& lp = lpsolver.getLp();
27
+ num_col = lp.num_col_;
28
+ HighsInt num_lp_row = lp.num_row_;
29
+ HighsInt num_model_row = mipsolver.numRow();
30
+ num_cut = num_lp_row - num_model_row;
31
+ cut_lower.resize(num_cut);
32
+ cut_upper.resize(num_cut);
33
+ // Get a map from row index to cut row index
34
+ std::vector<HighsInt> cut_row_index;
35
+ cut_row_index.assign(num_lp_row, -1);
36
+ HighsInt cut_num = 0;
37
+ for (HighsInt iRow = 0; iRow < lp.num_row_; iRow++) {
38
+ if (lprows[iRow].origin != LpRow::Origin::kCutPool) continue;
39
+ cut_row_index[iRow] = cut_num;
40
+ cut_lower[cut_num] = lp.row_lower_[iRow];
41
+ cut_upper[cut_num] = lp.row_upper_[iRow];
42
+ cut_num++;
43
+ }
44
+ assert(cut_num == num_cut);
45
+
46
+ cut_matrix.num_col_ = lp.num_col_;
47
+ cut_matrix.num_row_ = num_cut;
48
+ cut_matrix.format_ = MatrixFormat::kRowwise;
49
+
50
+ std::vector<HighsInt> cut_matrix_length;
51
+ cut_matrix_length.assign(num_cut, 0);
52
+ for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) {
53
+ for (HighsInt iEl = lp.a_matrix_.start_[iCol];
54
+ iEl < lp.a_matrix_.start_[iCol + 1]; iEl++) {
55
+ HighsInt iCut = cut_row_index[lp.a_matrix_.index_[iEl]];
56
+ if (iCut >= 0) cut_matrix_length[iCut]++;
57
+ }
58
+ }
59
+ cut_matrix.start_.resize(num_cut + 1);
60
+ cut_matrix.start_[0] = 0;
61
+ HighsInt num_cut_nz = 0;
62
+ for (HighsInt iCut = 0; iCut < num_cut; iCut++) {
63
+ HighsInt length = cut_matrix_length[iCut];
64
+ cut_matrix_length[iCut] = cut_matrix.start_[iCut];
65
+ num_cut_nz += length;
66
+ cut_matrix.start_[iCut + 1] = num_cut_nz;
67
+ }
68
+ cut_matrix.index_.resize(num_cut_nz);
69
+ cut_matrix.value_.resize(num_cut_nz);
70
+ for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++) {
71
+ for (HighsInt iEl = lp.a_matrix_.start_[iCol];
72
+ iEl < lp.a_matrix_.start_[iCol + 1]; iEl++) {
73
+ HighsInt iCut = cut_row_index[lp.a_matrix_.index_[iEl]];
74
+ if (iCut >= 0) {
75
+ cut_matrix.index_[cut_matrix_length[iCut]] = iCol;
76
+ cut_matrix.value_[cut_matrix_length[iCut]] = lp.a_matrix_.value_[iEl];
77
+ cut_matrix_length[iCut]++;
78
+ }
79
+ }
80
+ }
81
+ }
82
+
83
+ void HighsLpRelaxation::LpRow::get(const HighsMipSolver& mipsolver,
84
+ HighsInt& len, const HighsInt*& inds,
85
+ const double*& vals) const {
86
+ switch (origin) {
87
+ case kCutPool:
88
+ mipsolver.mipdata_->cutpool.getCut(index, len, inds, vals);
89
+ break;
90
+ case kModel:
91
+ mipsolver.mipdata_->getRow(index, len, inds, vals);
92
+ };
93
+ }
94
+
95
+ HighsInt HighsLpRelaxation::LpRow::getRowLen(
96
+ const HighsMipSolver& mipsolver) const {
97
+ switch (origin) {
98
+ case kCutPool:
99
+ return mipsolver.mipdata_->cutpool.getRowLength(index);
100
+ case kModel:
101
+ return mipsolver.mipdata_->ARstart_[index + 1] -
102
+ mipsolver.mipdata_->ARstart_[index];
103
+ };
104
+
105
+ assert(false);
106
+ return -1;
107
+ }
108
+
109
+ bool HighsLpRelaxation::LpRow::isIntegral(
110
+ const HighsMipSolver& mipsolver) const {
111
+ switch (origin) {
112
+ case kCutPool:
113
+ return mipsolver.mipdata_->cutpool.cutIsIntegral(index);
114
+ case kModel:
115
+ return (mipsolver.mipdata_->rowintegral[index] != 0);
116
+ };
117
+
118
+ assert(false);
119
+ return false;
120
+ }
121
+
122
+ double HighsLpRelaxation::LpRow::getMaxAbsVal(
123
+ const HighsMipSolver& mipsolver) const {
124
+ switch (origin) {
125
+ case kCutPool:
126
+ return mipsolver.mipdata_->cutpool.getMaxAbsCutCoef(index);
127
+ case kModel:
128
+ return mipsolver.mipdata_->maxAbsRowCoef[index];
129
+ };
130
+
131
+ assert(false);
132
+ return 0.0;
133
+ }
134
+
135
+ double HighsLpRelaxation::slackLower(HighsInt row) const {
136
+ switch (lprows[row].origin) {
137
+ case LpRow::kCutPool:
138
+ return mipsolver.mipdata_->domain.getMinCutActivity(
139
+ mipsolver.mipdata_->cutpool, lprows[row].index);
140
+ case LpRow::kModel:
141
+ double rowlower = rowLower(row);
142
+ if (rowlower != -kHighsInf) return rowlower;
143
+ return mipsolver.mipdata_->domain.getMinActivity(lprows[row].index);
144
+ };
145
+
146
+ assert(false);
147
+ return -kHighsInf;
148
+ }
149
+
150
+ double HighsLpRelaxation::slackUpper(HighsInt row) const {
151
+ double rowupper = rowUpper(row);
152
+ switch (lprows[row].origin) {
153
+ case LpRow::kCutPool:
154
+ return rowupper;
155
+ case LpRow::kModel:
156
+ if (rowupper != kHighsInf) return rowupper;
157
+ return mipsolver.mipdata_->domain.getMaxActivity(lprows[row].index);
158
+ };
159
+
160
+ assert(false);
161
+ return kHighsInf;
162
+ }
163
+
164
+ // Used when creating the instance of HighsMipSolverData in
165
+ // HighsMipSolver::run()
166
+ //
167
+ // Parameter creating_mip_solver_data is false by default, and is only
168
+ // set true when the HighsLpRelaxation instance is created as part of
169
+ // a new HighsMipSolverData instance
170
+ HighsLpRelaxation::HighsLpRelaxation(const HighsMipSolver& mipsolver)
171
+ : mipsolver(mipsolver) {
172
+ lpsolver.setOptionValue("output_flag", false);
173
+ lpsolver.setOptionValue("random_seed", mipsolver.options_mip_->random_seed);
174
+ // Set primal feasibility tolerance for LP solves according to
175
+ // mip_feasibility_tolerance, and smaller tolerance for dual
176
+ // feasibility
177
+ double mip_primal_feasibility_tolerance =
178
+ mipsolver.options_mip_->mip_feasibility_tolerance;
179
+ double mip_dual_feasibility_tolerance =
180
+ mipsolver.options_mip_->mip_feasibility_tolerance * 0.1;
181
+ lpsolver.setOptionValue("primal_feasibility_tolerance",
182
+ mip_primal_feasibility_tolerance);
183
+ lpsolver.setOptionValue("dual_feasibility_tolerance",
184
+ mip_dual_feasibility_tolerance);
185
+ status = Status::kNotSet;
186
+ numlpiters = 0;
187
+ avgSolveIters = 0;
188
+ numSolved = 0;
189
+ epochs = 0;
190
+ maxNumFractional = 0;
191
+ lastAgeCall = 0;
192
+ objective = -kHighsInf;
193
+ currentbasisstored = false;
194
+ adjustSymBranchingCol = true;
195
+ solved_first_lp = true;
196
+ row_ep.size = 0;
197
+ }
198
+
199
+ // Used in LP-based primal heuristics (RINS, RENS, tryRoundedPoint,
200
+ // randomizedRounding, shifting, feasibilityPump) to create a local LP
201
+ // relaxation using the MIP solver's LP relaxation
202
+ HighsLpRelaxation::HighsLpRelaxation(const HighsLpRelaxation& other)
203
+ : mipsolver(other.mipsolver),
204
+ lprows(other.lprows),
205
+ fractionalints(other.fractionalints),
206
+ objective(other.objective),
207
+ basischeckpoint(other.basischeckpoint),
208
+ currentbasisstored(other.currentbasisstored),
209
+ adjustSymBranchingCol(other.adjustSymBranchingCol) {
210
+ lpsolver.setOptionValue("output_flag", false);
211
+ lpsolver.passOptions(other.lpsolver.getOptions());
212
+ lpsolver.passModel(other.lpsolver.getLp());
213
+ lpsolver.setBasis(other.lpsolver.getBasis());
214
+ colLbBuffer.resize(mipsolver.numCol());
215
+ colUbBuffer.resize(mipsolver.numCol());
216
+ status = Status::kNotSet;
217
+ numlpiters = 0;
218
+ avgSolveIters = 0;
219
+ numSolved = 0;
220
+ epochs = 0;
221
+ maxNumFractional = 0;
222
+ lastAgeCall = 0;
223
+ objective = -kHighsInf;
224
+ solved_first_lp = true;
225
+ row_ep.size = 0;
226
+ }
227
+
228
+ void HighsLpRelaxation::loadModel() {
229
+ HighsLp lpmodel = *mipsolver.model_;
230
+ lpmodel.col_lower_ = mipsolver.mipdata_->domain.col_lower_;
231
+ lpmodel.col_upper_ = mipsolver.mipdata_->domain.col_upper_;
232
+ lpmodel.offset_ = 0;
233
+ lprows.clear();
234
+ lprows.reserve(lpmodel.num_row_);
235
+ for (HighsInt i = 0; i != lpmodel.num_row_; ++i)
236
+ lprows.push_back(LpRow::model(i));
237
+ lpmodel.integrality_.clear();
238
+ HighsInt num_col = lpmodel.num_col_;
239
+ lpsolver.clearSolver();
240
+ lpsolver.clearModel();
241
+ lpsolver.passModel(std::move(lpmodel));
242
+ colLbBuffer.resize(num_col);
243
+ colUbBuffer.resize(num_col);
244
+ }
245
+
246
+ void HighsLpRelaxation::resetToGlobalDomain() {
247
+ lpsolver.changeColsBounds(0, mipsolver.numCol() - 1,
248
+ mipsolver.mipdata_->domain.col_lower_.data(),
249
+ mipsolver.mipdata_->domain.col_upper_.data());
250
+ }
251
+
252
+ void HighsLpRelaxation::computeBasicDegenerateDuals(double threshold,
253
+ HighsDomain* localdom) {
254
+ if (!lpsolver.hasInvert()) return;
255
+
256
+ HighsInt k = 0;
257
+ const HighsLp& lp = lpsolver.getLp();
258
+ const HighsBasis& basis = lpsolver.getBasis();
259
+ HighsSolution& solution = const_cast<HighsSolution&>(lpsolver.getSolution());
260
+ for (HighsInt col : mipsolver.mipdata_->integral_cols) {
261
+ if (basis.col_status[col] != HighsBasisStatus::kBasic) continue;
262
+ const double lb = lp.col_lower_[col];
263
+ const double ub = lp.col_upper_[col];
264
+ if (ub - lb < mipsolver.mipdata_->feastol) continue;
265
+
266
+ if (solution.col_value[col] - lb < ub - solution.col_value[col]) {
267
+ if (solution.col_value[col] > lb + mipsolver.mipdata_->feastol) continue;
268
+
269
+ solution.col_dual[col] = 1.0;
270
+ ++k;
271
+ } else {
272
+ if (solution.col_value[col] < ub - mipsolver.mipdata_->feastol) continue;
273
+
274
+ solution.col_dual[col] = -1.0;
275
+ ++k;
276
+ }
277
+ }
278
+
279
+ if (k == 0) return;
280
+
281
+ const HighsInt num_row = lp.num_row_;
282
+ const HighsInt num_col = lp.num_col_;
283
+
284
+ if (row_ep.size < num_row) {
285
+ row_ep.setup(num_row);
286
+
287
+ if ((HighsInt)row_ap.values.size() < num_col) {
288
+ row_ap.setDimension(num_col);
289
+ dualproofvals.reserve(num_col);
290
+ dualproofinds.reserve(num_col);
291
+ }
292
+ }
293
+
294
+ const HighsInt* basicIndex = lpsolver.getBasicVariablesArray();
295
+
296
+ for (HighsInt row = 0; k > 0; row++) {
297
+ HighsInt var = basicIndex[row];
298
+ if (var >= num_col) continue;
299
+ if (std::fabs(solution.col_dual[var]) != 1.0) continue;
300
+
301
+ --k;
302
+ lpsolver.getBasisInverseRowSparse(row, row_ep);
303
+
304
+ double sign = solution.col_dual[var];
305
+ solution.col_dual[var] = 0.0;
306
+ double degenerateColDual = kHighsInf;
307
+ for (HighsInt i = 0; i < row_ep.count; ++i) {
308
+ HighsInt iRow = row_ep.index[i];
309
+ const double lb = lp.row_lower_[iRow];
310
+ const double ub = lp.row_upper_[iRow];
311
+ if (lb == ub) continue;
312
+ const double dual = solution.row_dual[iRow];
313
+
314
+ double val = -sign * row_ep.array[iRow];
315
+ if (val > 0) {
316
+ if (solution.row_value[iRow] - lb > mipsolver.mipdata_->feastol) {
317
+ degenerateColDual = std::min(degenerateColDual, -dual / val);
318
+ if (degenerateColDual < threshold) break;
319
+ }
320
+ } else {
321
+ if (ub - solution.row_value[iRow] > mipsolver.mipdata_->feastol) {
322
+ degenerateColDual = std::min(degenerateColDual, -dual / val);
323
+ if (degenerateColDual < threshold) break;
324
+ }
325
+ }
326
+ }
327
+
328
+ if (degenerateColDual < threshold) continue;
329
+
330
+ row_ap.clear();
331
+ for (HighsInt i = 0; i < row_ep.count; ++i) {
332
+ HighsInt iRow = row_ep.index[i];
333
+
334
+ HighsInt len;
335
+ const HighsInt* inds;
336
+ const double* vals;
337
+ getRow(iRow, len, inds, vals);
338
+
339
+ for (HighsInt j = 0; j < len; ++j)
340
+ row_ap.add(inds[j], row_ep.array[iRow] * vals[j]);
341
+ }
342
+
343
+ double eps = mipsolver.mipdata_->epsilon;
344
+ row_ap.cleanup(
345
+ [eps](HighsInt, double val) { return std::fabs(val) <= eps; });
346
+
347
+ for (HighsInt iCol : row_ap.nonzeroinds) {
348
+ if (iCol == var) continue;
349
+
350
+ const double lb = lp.col_lower_[iCol];
351
+ const double ub = lp.col_upper_[iCol];
352
+ if (lb == ub) continue;
353
+ const double dual = solution.col_dual[iCol];
354
+
355
+ double val = sign * row_ap.getValue(iCol);
356
+ if (val > mipsolver.mipdata_->epsilon) {
357
+ if (solution.col_value[iCol] - lb > mipsolver.mipdata_->feastol) {
358
+ degenerateColDual = std::min(degenerateColDual, -dual / val);
359
+ if (degenerateColDual < threshold) break;
360
+ }
361
+ } else if (val < -mipsolver.mipdata_->epsilon) {
362
+ if (ub - solution.col_value[iCol] > mipsolver.mipdata_->feastol) {
363
+ degenerateColDual = std::min(degenerateColDual, -dual / val);
364
+ if (degenerateColDual < threshold) break;
365
+ }
366
+ }
367
+ }
368
+
369
+ if (degenerateColDual < threshold) continue;
370
+
371
+ if (degenerateColDual == kHighsInf && localdom) {
372
+ HighsCDouble rhs = 0;
373
+ for (HighsInt i = 0; i < row_ep.count; ++i) {
374
+ HighsInt iRow = row_ep.index[i];
375
+ const double lb = lp.row_lower_[iRow];
376
+ const double ub = lp.row_upper_[iRow];
377
+
378
+ double val = sign * row_ep.array[iRow];
379
+ if (ub == lb || val > mipsolver.mipdata_->epsilon) {
380
+ rhs += val * ub;
381
+ } else if (val < -mipsolver.mipdata_->epsilon) {
382
+ rhs += val * lb;
383
+ } else {
384
+ rhs += val * solution.row_value[iRow];
385
+ }
386
+ }
387
+
388
+ dualproofvals.resize(row_ap.nonzeroinds.size());
389
+ for (HighsInt i = 0; i < (HighsInt)row_ap.nonzeroinds.size(); ++i)
390
+ dualproofvals[i] = sign * row_ap.getValue(row_ap.nonzeroinds[i]);
391
+
392
+ HighsDomainChange domchg;
393
+ domchg.column = var;
394
+ if (sign == 1.0) {
395
+ domchg.boundtype = HighsBoundType::kUpper;
396
+ domchg.boundval = lp.col_lower_[var];
397
+ } else {
398
+ domchg.boundtype = HighsBoundType::kLower;
399
+ domchg.boundval = lp.col_upper_[var];
400
+ }
401
+
402
+ localdom->conflictAnalyzeReconvergence(
403
+ domchg, row_ap.nonzeroinds.data(), dualproofvals.data(),
404
+ row_ap.nonzeroinds.size(), double(rhs),
405
+ mipsolver.mipdata_->conflictPool);
406
+
407
+ continue;
408
+ }
409
+
410
+ solution.col_dual[var] = sign * double(degenerateColDual);
411
+ }
412
+ }
413
+
414
+ double HighsLpRelaxation::computeBestEstimate(const HighsPseudocost& ps) const {
415
+ HighsCDouble estimate = objective;
416
+
417
+ if (!fractionalints.empty()) {
418
+ // because the pseudocost may be zero, we add an offset to the pseudocost so
419
+ // that we always have some part of the estimate depending on the
420
+ // fractionality.
421
+
422
+ HighsCDouble increase = 0.0;
423
+ double offset =
424
+ mipsolver.mipdata_->feastol * std::max(std::abs(objective), 1.0) /
425
+ static_cast<double>(mipsolver.mipdata_->integral_cols.size());
426
+
427
+ for (const std::pair<HighsInt, double>& f : fractionalints) {
428
+ increase += std::min(ps.getPseudocostUp(f.first, f.second, offset),
429
+ ps.getPseudocostDown(f.first, f.second, offset));
430
+ }
431
+
432
+ estimate += double(increase);
433
+ }
434
+
435
+ return double(estimate);
436
+ }
437
+
438
+ double HighsLpRelaxation::computeLPDegneracy(
439
+ const HighsDomain& localdomain) const {
440
+ if (!lpsolver.getSolution().dual_valid || !lpsolver.getBasis().valid) {
441
+ return 1.0;
442
+ }
443
+
444
+ double dualFeasTol = lpsolver.getInfo().max_dual_infeasibility;
445
+
446
+ const HighsBasis& basis = lpsolver.getBasis();
447
+ const HighsSolution& sol = lpsolver.getSolution();
448
+
449
+ HighsInt numFixedRows = 0;
450
+ HighsInt numInequalities = 0;
451
+ HighsInt numBasicEqualities = 0;
452
+
453
+ for (HighsInt i = 0; i < numRows(); ++i) {
454
+ if (lpsolver.getLp().row_lower_[i] != lpsolver.getLp().row_upper_[i]) {
455
+ ++numInequalities;
456
+
457
+ if (basis.row_status[i] != HighsBasisStatus::kBasic) {
458
+ if (std::abs(sol.row_dual[i]) > dualFeasTol) ++numFixedRows;
459
+ }
460
+ } else
461
+ numBasicEqualities += basis.row_status[i] == HighsBasisStatus::kBasic;
462
+ }
463
+
464
+ HighsInt numAlreadyFixedCols = 0;
465
+ HighsInt numFixedCols = 0;
466
+ for (HighsInt i = 0; i < numCols(); ++i) {
467
+ if (basis.col_status[i] != HighsBasisStatus::kBasic) {
468
+ if (std::abs(sol.col_dual[i]) > dualFeasTol)
469
+ ++numFixedCols;
470
+ else if (localdomain.col_lower_[i] == localdomain.col_upper_[i])
471
+ ++numAlreadyFixedCols;
472
+ }
473
+ }
474
+
475
+ HighsInt base = numCols() - numAlreadyFixedCols + numInequalities +
476
+ numBasicEqualities - numRows();
477
+
478
+ double degenerateColumnShare =
479
+ base > 0 ? 1.0 - double(numFixedCols + numFixedRows) / base : 0.0;
480
+
481
+ double varConsRatio =
482
+ numRows() > 0
483
+ ? double(numCols() + numInequalities + numBasicEqualities -
484
+ numFixedCols - numFixedRows - numAlreadyFixedCols) /
485
+ numRows()
486
+ : 1.0;
487
+ double fac1 = degenerateColumnShare < 0.8
488
+ ? 1.0
489
+ : std::pow(10.0, 10 * (degenerateColumnShare - 0.7));
490
+ double fac2 = varConsRatio < 2.0 ? 1.0 : 10.0 * varConsRatio;
491
+
492
+ return fac1 * fac2;
493
+ }
494
+
495
+ void HighsLpRelaxation::addCuts(HighsCutSet& cutset) {
496
+ HighsInt numcuts = cutset.numCuts();
497
+ assert(lpsolver.getLp().num_row_ ==
498
+ (HighsInt)lpsolver.getLp().row_lower_.size());
499
+ assert(lpsolver.getLp().num_row_ == (HighsInt)lprows.size());
500
+ if (numcuts > 0) {
501
+ status = Status::kNotSet;
502
+ currentbasisstored = false;
503
+ basischeckpoint.reset();
504
+
505
+ lprows.reserve(lprows.size() + numcuts);
506
+ for (HighsInt i = 0; i != numcuts; ++i)
507
+ lprows.push_back(LpRow::cut(cutset.cutindices[i]));
508
+
509
+ bool success =
510
+ lpsolver.addRows(numcuts, cutset.lower_.data(), cutset.upper_.data(),
511
+ cutset.ARvalue_.size(), cutset.ARstart_.data(),
512
+ cutset.ARindex_.data(),
513
+ cutset.ARvalue_.data()) == HighsStatus::kOk;
514
+ assert(success);
515
+ (void)success;
516
+ assert(lpsolver.getLp().num_row_ ==
517
+ (HighsInt)lpsolver.getLp().row_lower_.size());
518
+ cutset.clear();
519
+ }
520
+ }
521
+
522
+ void HighsLpRelaxation::removeObsoleteRows(bool notifyPool) {
523
+ HighsInt nlprows = numRows();
524
+ HighsInt nummodelrows = getNumModelRows();
525
+ std::vector<HighsInt> deletemask;
526
+
527
+ HighsInt ndelcuts = 0;
528
+ for (HighsInt i = nummodelrows; i != nlprows; ++i) {
529
+ assert(lprows[i].origin == LpRow::Origin::kCutPool);
530
+ if (lpsolver.getBasis().row_status[i] == HighsBasisStatus::kBasic) {
531
+ if (ndelcuts == 0) deletemask.resize(nlprows);
532
+ ++ndelcuts;
533
+ deletemask[i] = 1;
534
+ if (notifyPool) mipsolver.mipdata_->cutpool.lpCutRemoved(lprows[i].index);
535
+ }
536
+ }
537
+
538
+ removeCuts(ndelcuts, deletemask);
539
+ }
540
+
541
+ void HighsLpRelaxation::removeCuts(HighsInt ndelcuts,
542
+ std::vector<HighsInt>& deletemask) {
543
+ assert(lpsolver.getLp().num_row_ ==
544
+ (HighsInt)lpsolver.getLp().row_lower_.size());
545
+ if (ndelcuts > 0) {
546
+ HighsBasis basis = lpsolver.getBasis();
547
+ HighsInt nlprows = lpsolver.getNumRow();
548
+ lpsolver.deleteRows(deletemask.data());
549
+ for (HighsInt i = mipsolver.numRow(); i != nlprows; ++i) {
550
+ if (deletemask[i] >= 0) {
551
+ lprows[deletemask[i]] = lprows[i];
552
+ basis.row_status[deletemask[i]] = basis.row_status[i];
553
+ }
554
+ }
555
+
556
+ assert(lpsolver.getLp().num_row_ ==
557
+ (HighsInt)lpsolver.getLp().row_lower_.size());
558
+
559
+ basis.row_status.resize(basis.row_status.size() - ndelcuts);
560
+ lprows.resize(lprows.size() - ndelcuts);
561
+
562
+ assert(lpsolver.getLp().num_row_ == (HighsInt)lprows.size());
563
+ basis.debug_origin_name = "HighsLpRelaxation::removeCuts";
564
+ lpsolver.setBasis(basis);
565
+ lpsolver.optimizeLp();
566
+ if (!mipsolver.submip) {
567
+ const HighsSubSolverCallTime& sub_solver_call_time =
568
+ lpsolver.getSubSolverCallTime();
569
+ mipsolver.analysis_.addSubSolverCallTime(sub_solver_call_time);
570
+ // Go through sub_solver_call_time to update any MIP clocks
571
+ const bool valid_basis = true;
572
+ const bool use_presolve = false;
573
+ mipsolver.analysis_.mipTimerUpdate(sub_solver_call_time, valid_basis,
574
+ use_presolve);
575
+ }
576
+ }
577
+ }
578
+
579
+ void HighsLpRelaxation::removeCuts() {
580
+ assert(lpsolver.getLp().num_row_ ==
581
+ (HighsInt)lpsolver.getLp().row_lower_.size());
582
+ HighsInt nlprows = lpsolver.getNumRow();
583
+ HighsInt modelrows = mipsolver.numRow();
584
+
585
+ lpsolver.deleteRows(modelrows, nlprows - 1);
586
+ for (HighsInt i = modelrows; i != nlprows; ++i) {
587
+ if (lprows[i].origin == LpRow::Origin::kCutPool)
588
+ mipsolver.mipdata_->cutpool.lpCutRemoved(lprows[i].index);
589
+ }
590
+ lprows.resize(modelrows);
591
+ assert(lpsolver.getLp().num_row_ ==
592
+ (HighsInt)lpsolver.getLp().row_lower_.size());
593
+ }
594
+
595
+ void HighsLpRelaxation::performAging(bool deleteRows) {
596
+ assert(lpsolver.getLp().num_row_ ==
597
+ (HighsInt)lpsolver.getLp().row_lower_.size());
598
+ HighsInt agelimit;
599
+
600
+ if (lpsolver.getInfo().basis_validity == kBasisValidityInvalid ||
601
+ lpsolver.getInfo().max_dual_infeasibility > mipsolver.mipdata_->feastol ||
602
+ !lpsolver.getSolution().dual_valid)
603
+ return;
604
+
605
+ if (deleteRows) {
606
+ agelimit = mipsolver.options_mip_->mip_lp_age_limit;
607
+
608
+ ++epochs;
609
+ if (epochs % std::max(agelimit >> 1, HighsInt{2}) != 0)
610
+ agelimit = kHighsIInf;
611
+ else if ((HighsInt)epochs < agelimit)
612
+ agelimit = epochs;
613
+ } else {
614
+ if (lastAgeCall == numlpiters) return;
615
+ agelimit = kHighsIInf;
616
+ }
617
+
618
+ lastAgeCall = numlpiters;
619
+
620
+ HighsInt nlprows = numRows();
621
+ HighsInt nummodelrows = getNumModelRows();
622
+ std::vector<HighsInt> deletemask;
623
+
624
+ HighsInt ndelcuts = 0;
625
+ for (HighsInt i = nummodelrows; i != nlprows; ++i) {
626
+ assert(lprows[i].origin == LpRow::Origin::kCutPool);
627
+ if (lpsolver.getBasis().row_status[i] == HighsBasisStatus::kBasic) {
628
+ lprows[i].age += (deleteRows || lprows[i].age != 0);
629
+ if (lprows[i].age > agelimit) {
630
+ if (ndelcuts == 0) deletemask.resize(nlprows);
631
+ ++ndelcuts;
632
+ deletemask[i] = 1;
633
+ mipsolver.mipdata_->cutpool.lpCutRemoved(lprows[i].index);
634
+ }
635
+ } else if (std::abs(lpsolver.getSolution().row_dual[i]) >
636
+ lpsolver.getOptions().dual_feasibility_tolerance) {
637
+ lprows[i].age = 0;
638
+ }
639
+ }
640
+
641
+ removeCuts(ndelcuts, deletemask);
642
+ }
643
+
644
+ void HighsLpRelaxation::resetAges() {
645
+ assert(lpsolver.getLp().num_row_ ==
646
+ (HighsInt)lpsolver.getLp().row_lower_.size());
647
+
648
+ if (lpsolver.getInfo().basis_validity == kBasisValidityInvalid ||
649
+ lpsolver.getInfo().max_dual_infeasibility > mipsolver.mipdata_->feastol ||
650
+ !lpsolver.getSolution().dual_valid)
651
+ return;
652
+
653
+ HighsInt nlprows = numRows();
654
+ HighsInt nummodelrows = getNumModelRows();
655
+
656
+ for (HighsInt i = nummodelrows; i != nlprows; ++i) {
657
+ assert(lprows[i].origin == LpRow::Origin::kCutPool);
658
+ if (lpsolver.getBasis().row_status[i] != HighsBasisStatus::kBasic &&
659
+ std::abs(lpsolver.getSolution().row_dual[i]) >
660
+ lpsolver.getOptions().dual_feasibility_tolerance)
661
+ lprows[i].age = 0;
662
+ }
663
+ }
664
+
665
+ void HighsLpRelaxation::flushDomain(HighsDomain& domain, bool continuous) {
666
+ if (!domain.getChangedCols().empty()) {
667
+ if (&domain == &mipsolver.mipdata_->domain) continuous = true;
668
+ currentbasisstored = false;
669
+ if (!continuous) domain.removeContinuousChangedCols();
670
+ HighsInt numChgCols = domain.getChangedCols().size();
671
+ if (numChgCols == 0) return;
672
+ const HighsInt* chgCols = domain.getChangedCols().data();
673
+ for (HighsInt i = 0; i < numChgCols; ++i) {
674
+ HighsInt col = chgCols[i];
675
+ colLbBuffer[i] = domain.col_lower_[col];
676
+ colUbBuffer[i] = domain.col_upper_[col];
677
+ }
678
+
679
+ lpsolver.changeColsBounds(numChgCols, domain.getChangedCols().data(),
680
+ colLbBuffer.data(), colUbBuffer.data());
681
+
682
+ domain.clearChangedCols();
683
+ }
684
+ }
685
+
686
+ bool HighsLpRelaxation::computeDualProof(const HighsDomain& globaldomain,
687
+ double upperbound,
688
+ std::vector<HighsInt>& inds,
689
+ std::vector<double>& vals, double& rhs,
690
+ bool extractCliques) const {
691
+ #if 0
692
+ const HighsBasis& basis = lpsolver.getBasis();
693
+ const HighsSolution& sol = lpsolver.getSolution();
694
+ HighsCDouble proofRhs = upperbound;
695
+ assert(lpsolver.getInfo().max_dual_infeasibility <=
696
+ mipsolver.mipdata_->feastol);
697
+
698
+ proofRhs -= lpsolver.getInfo().objective_function_value;
699
+ inds.clear();
700
+ vals.clear();
701
+ double maxVal = 0.0;
702
+ double maxValGlb = 0.0;
703
+ double sumLocal = 0.0;
704
+ HighsInt numLocalCols = 0;
705
+ const HighsInt numCol = lpsolver.getNumCol();
706
+ for (HighsInt i : mipsolver.mipdata_->integral_cols) {
707
+ if (basis.col_status[i] == HighsBasisStatus::kBasic) continue;
708
+
709
+ if (sol.col_dual[i] > kHighsTiny) {
710
+ if (sol.col_value[i] != globaldomain.col_lower_[i]) {
711
+ maxVal = std::max(sol.col_dual[i], maxVal);
712
+ sumLocal += sol.col_dual[i];
713
+ ++numLocalCols;
714
+ }
715
+ } else if (sol.col_dual[i] < -kHighsTiny) {
716
+ if (sol.col_value[i] != globaldomain.col_upper_[i]) {
717
+ maxVal = std::max(-sol.col_dual[i], maxVal);
718
+ sumLocal += -sol.col_dual[i];
719
+ ++numLocalCols;
720
+ }
721
+ } else
722
+ continue;
723
+
724
+ proofRhs += sol.col_value[i] * sol.col_dual[i];
725
+
726
+ vals.push_back(sol.col_dual[i]);
727
+ inds.push_back(i);
728
+ }
729
+
730
+ int expShift;
731
+ std::frexp(maxVal - mipsolver.mipdata_->epsilon, &expShift);
732
+ expShift = -expShift;
733
+
734
+ HighsInt len = vals.size();
735
+
736
+ double minGlbVal = numLocalCols == 0
737
+ ? 0.0
738
+ : std::ldexp(sumLocal / numLocalCols, expShift) -
739
+ mipsolver.mipdata_->feastol;
740
+
741
+ for (HighsInt i = len - 1; i >= 0; --i) {
742
+ HighsInt iCol = inds[i];
743
+ double val = std::ldexp(vals[i], expShift);
744
+
745
+ bool remove = false;
746
+
747
+ double absVal = std::fabs(val);
748
+ if (absVal <= mipsolver.mipdata_->feastol || globaldomain.isFixed(iCol)) {
749
+ if (vals[i] > 0) {
750
+ if (globaldomain.col_lower_[iCol] == -kHighsInf) return false;
751
+ proofRhs -= vals[i] * globaldomain.col_lower_[iCol];
752
+ } else {
753
+ if (globaldomain.col_upper_[iCol] == kHighsInf) return false;
754
+ proofRhs -= vals[i] * globaldomain.col_upper_[iCol];
755
+ }
756
+
757
+ remove = true;
758
+ } else if (absVal < minGlbVal) {
759
+ if (vals[i] > 0)
760
+ remove = sol.col_value[iCol] == globaldomain.col_lower_[iCol];
761
+ else
762
+ remove = sol.col_value[iCol] == globaldomain.col_upper_[iCol];
763
+
764
+ if (remove) proofRhs -= vals[i] * sol.col_value[iCol];
765
+ }
766
+
767
+ if (remove) {
768
+ --len;
769
+ vals[i] = vals[len];
770
+ inds[i] = inds[len];
771
+ } else {
772
+ vals[i] = val;
773
+ }
774
+ }
775
+
776
+ vals.resize(len);
777
+ inds.resize(len);
778
+
779
+ rhs = std::ldexp(double(proofRhs), expShift);
780
+
781
+ globaldomain.tightenCoefficients(inds.data(), vals.data(), inds.size(), rhs);
782
+
783
+ mipsolver.mipdata_->debugSolution.checkCut(inds.data(), vals.data(),
784
+ inds.size(), rhs);
785
+ if (extractCliques)
786
+ mipsolver.mipdata_->cliquetable.extractCliquesFromCut(
787
+ mipsolver, inds.data(), vals.data(), inds.size(), rhs);
788
+
789
+ return true;
790
+ #else
791
+ std::vector<double> row_dual = lpsolver.getSolution().row_dual;
792
+
793
+ const HighsLp& lp = lpsolver.getLp();
794
+
795
+ assert(std::isfinite(upperbound));
796
+ HighsCDouble upper = upperbound;
797
+
798
+ for (HighsInt i = 0; i != lp.num_row_; ++i) {
799
+ // @FlipRowDual row_dual[i] < 0 became row_dual[i] > 0
800
+ if (row_dual[i] > 0) {
801
+ if (lp.row_lower_[i] != -kHighsInf)
802
+ // @FlipRowDual += became -=
803
+ upper -= row_dual[i] * lp.row_lower_[i];
804
+ else
805
+ row_dual[i] = 0;
806
+ // @FlipRowDual row_dual[i] > 0 became row_dual[i] < 0
807
+ } else if (row_dual[i] < 0) {
808
+ if (lp.row_upper_[i] != kHighsInf)
809
+ // @FlipRowDual += became -=
810
+ upper -= row_dual[i] * lp.row_upper_[i];
811
+ else
812
+ row_dual[i] = 0;
813
+ }
814
+ }
815
+
816
+ inds.clear();
817
+ vals.clear();
818
+ inds.reserve(lp.num_col_);
819
+ vals.reserve(lp.num_col_);
820
+ for (HighsInt i = 0; i != lp.num_col_; ++i) {
821
+ HighsInt start = lp.a_matrix_.start_[i];
822
+ HighsInt end = lp.a_matrix_.start_[i + 1];
823
+
824
+ HighsCDouble sum = lp.col_cost_[i];
825
+
826
+ for (HighsInt j = start; j != end; ++j) {
827
+ if (row_dual[lp.a_matrix_.index_[j]] == 0) continue;
828
+ // @FlipRowDual += became -=
829
+ sum -= lp.a_matrix_.value_[j] * row_dual[lp.a_matrix_.index_[j]];
830
+ }
831
+
832
+ double val = double(sum);
833
+
834
+ if (std::fabs(val) <= mipsolver.options_mip_->small_matrix_value) continue;
835
+
836
+ bool removeValue = std::fabs(val) <= mipsolver.mipdata_->feastol;
837
+
838
+ if (!removeValue &&
839
+ (globaldomain.col_lower_[i] == globaldomain.col_upper_[i] ||
840
+ mipsolver.isColContinuous(i))) {
841
+ if (val > 0)
842
+ removeValue =
843
+ lpsolver.getSolution().col_value[i] - globaldomain.col_lower_[i] <=
844
+ mipsolver.mipdata_->feastol;
845
+ else
846
+ removeValue =
847
+ globaldomain.col_upper_[i] - lpsolver.getSolution().col_value[i] <=
848
+ mipsolver.mipdata_->feastol;
849
+ }
850
+
851
+ if (removeValue) {
852
+ if (val < 0) {
853
+ if (globaldomain.col_upper_[i] == kHighsInf) return false;
854
+ upper -= val * globaldomain.col_upper_[i];
855
+ } else {
856
+ if (globaldomain.col_lower_[i] == -kHighsInf) return false;
857
+
858
+ upper -= val * globaldomain.col_lower_[i];
859
+ }
860
+
861
+ continue;
862
+ }
863
+
864
+ vals.push_back(val);
865
+ inds.push_back(i);
866
+ }
867
+
868
+ rhs = double(upper);
869
+ assert(std::isfinite(rhs));
870
+ globaldomain.tightenCoefficients(inds.data(), vals.data(), inds.size(), rhs);
871
+
872
+ mipsolver.mipdata_->debugSolution.checkCut(inds.data(), vals.data(),
873
+ inds.size(), rhs);
874
+ if (extractCliques)
875
+ mipsolver.mipdata_->cliquetable.extractCliquesFromCut(
876
+ mipsolver, inds.data(), vals.data(), inds.size(), rhs);
877
+
878
+ return true;
879
+ #endif
880
+ }
881
+
882
+ void HighsLpRelaxation::storeDualInfProof() {
883
+ assert(lpsolver.getModelStatus() == HighsModelStatus::kInfeasible);
884
+ hasdualproof = false;
885
+ if (lpsolver.getInfo().basis_validity == kBasisValidityInvalid) return;
886
+ HighsInt num_row = lpsolver.getNumRow();
887
+ HighsInt num_col = lpsolver.getNumCol();
888
+
889
+ if (row_ep.size < num_row) {
890
+ row_ep.setup(num_row);
891
+
892
+ if ((HighsInt)row_ap.values.size() < num_col) {
893
+ row_ap.setDimension(num_col);
894
+ dualproofvals.reserve(num_col);
895
+ dualproofinds.reserve(num_col);
896
+ }
897
+ }
898
+
899
+ lpsolver.getDualRaySparse(hasdualproof, row_ep);
900
+
901
+ if (!hasdualproof) {
902
+ highsLogDev(mipsolver.options_mip_->log_options, HighsLogType::kVerbose,
903
+ "no dual ray stored\n");
904
+ return;
905
+ }
906
+
907
+ dualproofinds.clear();
908
+ dualproofvals.clear();
909
+ dualproofrhs = kHighsInf;
910
+ const HighsLp& lp = lpsolver.getLp();
911
+
912
+ assert(hasdualproof);
913
+
914
+ HighsCDouble upper = 0.0;
915
+ row_ap.clear();
916
+
917
+ for (HighsInt i = 0; i < row_ep.count; ++i) {
918
+ HighsInt iRow = row_ep.index[i];
919
+ const double weight = -row_ep.array[iRow];
920
+ if (std::fabs(weight) * getMaxAbsRowVal(iRow) <=
921
+ mipsolver.mipdata_->epsilon)
922
+ continue;
923
+ else if (weight > 0) {
924
+ if (lp.row_upper_[iRow] == kHighsInf) continue;
925
+ upper += weight * lp.row_upper_[iRow];
926
+ } else {
927
+ if (lp.row_lower_[iRow] == -kHighsInf) continue;
928
+ upper += weight * lp.row_lower_[iRow];
929
+ }
930
+
931
+ HighsInt len;
932
+ const HighsInt* inds;
933
+ const double* vals;
934
+ getRow(iRow, len, inds, vals);
935
+
936
+ for (HighsInt j = 0; j < len; ++j) row_ap.add(inds[j], weight * vals[j]);
937
+ }
938
+
939
+ const HighsDomain& globaldomain = mipsolver.mipdata_->domain;
940
+
941
+ for (HighsInt i : row_ap.getNonzeros()) {
942
+ double val = row_ap.getValue(i);
943
+
944
+ if (std::fabs(val) <= mipsolver.mipdata_->epsilon) continue;
945
+
946
+ bool removeValue = std::abs(val) <= mipsolver.mipdata_->feastol;
947
+
948
+ if (!removeValue &&
949
+ (globaldomain.col_lower_[i] == globaldomain.col_upper_[i] ||
950
+ mipsolver.isColContinuous(i))) {
951
+ // remove continuous entries and globally fixed entries whenever the
952
+ // local LP's bound is not tighter than the global bound
953
+ if (val > 0)
954
+ removeValue = lp.col_lower_[i] - globaldomain.col_lower_[i] <=
955
+ mipsolver.mipdata_->feastol;
956
+ else
957
+ removeValue = globaldomain.col_upper_[i] - lp.col_upper_[i] <=
958
+ mipsolver.mipdata_->feastol;
959
+ }
960
+
961
+ if (removeValue) {
962
+ if (val < 0) {
963
+ if (globaldomain.col_upper_[i] == kHighsInf) {
964
+ hasdualproof = false;
965
+ return;
966
+ }
967
+ upper -= val * globaldomain.col_upper_[i];
968
+ } else {
969
+ if (globaldomain.col_lower_[i] == -kHighsInf) {
970
+ hasdualproof = false;
971
+ return;
972
+ }
973
+ upper -= val * globaldomain.col_lower_[i];
974
+ }
975
+
976
+ continue;
977
+ }
978
+
979
+ dualproofvals.push_back(val);
980
+ dualproofinds.push_back(i);
981
+ }
982
+
983
+ dualproofrhs = double(upper);
984
+ mipsolver.mipdata_->domain.tightenCoefficients(
985
+ dualproofinds.data(), dualproofvals.data(), dualproofinds.size(),
986
+ dualproofrhs);
987
+
988
+ mipsolver.mipdata_->debugSolution.checkCut(
989
+ dualproofinds.data(), dualproofvals.data(), dualproofinds.size(),
990
+ dualproofrhs);
991
+
992
+ mipsolver.mipdata_->cliquetable.extractCliquesFromCut(
993
+ mipsolver, dualproofinds.data(), dualproofvals.data(),
994
+ dualproofinds.size(), dualproofrhs);
995
+ }
996
+
997
+ void HighsLpRelaxation::storeDualUBProof() {
998
+ assert(lpsolver.getModelStatus() == HighsModelStatus::kObjectiveBound);
999
+
1000
+ dualproofinds.clear();
1001
+ dualproofvals.clear();
1002
+
1003
+ if (lpsolver.getSolution().dual_valid)
1004
+ hasdualproof = computeDualProof(mipsolver.mipdata_->domain,
1005
+ mipsolver.mipdata_->upper_limit,
1006
+ dualproofinds, dualproofvals, dualproofrhs);
1007
+ else
1008
+ hasdualproof = false;
1009
+
1010
+ if (!hasdualproof) dualproofrhs = kHighsInf;
1011
+ }
1012
+
1013
+ bool HighsLpRelaxation::checkDualProof() const {
1014
+ if (!hasdualproof) return true;
1015
+ if (dualproofrhs == kHighsInf) return false;
1016
+
1017
+ HighsInt len = dualproofinds.size();
1018
+
1019
+ HighsCDouble viol = -dualproofrhs;
1020
+
1021
+ const HighsLp& lp = lpsolver.getLp();
1022
+
1023
+ for (HighsInt i = 0; i != len; ++i) {
1024
+ HighsInt col = dualproofinds[i];
1025
+ if (dualproofvals[i] > 0) {
1026
+ if (lp.col_lower_[col] == -kHighsInf) return false;
1027
+ viol += dualproofvals[i] * lp.col_lower_[col];
1028
+ } else {
1029
+ assert(dualproofvals[i] < 0);
1030
+ if (lp.col_upper_[col] == kHighsInf) return false;
1031
+ viol += dualproofvals[i] * lp.col_upper_[col];
1032
+ }
1033
+ }
1034
+
1035
+ return viol > mipsolver.mipdata_->feastol;
1036
+ }
1037
+
1038
+ bool HighsLpRelaxation::computeDualInfProof(const HighsDomain& globaldomain,
1039
+ std::vector<HighsInt>& inds,
1040
+ std::vector<double>& vals,
1041
+ double& rhs) const {
1042
+ if (!hasdualproof) return false;
1043
+
1044
+ assert(std::isfinite(dualproofrhs));
1045
+
1046
+ inds = dualproofinds;
1047
+ vals = dualproofvals;
1048
+ rhs = dualproofrhs;
1049
+ return true;
1050
+ }
1051
+
1052
+ void HighsLpRelaxation::recoverBasis() {
1053
+ if (basischeckpoint) {
1054
+ lpsolver.setBasis(*basischeckpoint, "HighsLpRelaxation::recoverBasis");
1055
+ currentbasisstored = true;
1056
+ }
1057
+ }
1058
+
1059
+ void HighsLpRelaxation::setObjectiveLimit(double objlim) {
1060
+ double offset;
1061
+ if (mipsolver.mipdata_->objectiveFunction.isIntegral())
1062
+ offset = 0.5 / mipsolver.mipdata_->objectiveFunction.integralScale();
1063
+ else
1064
+ offset = std::max(1000.0 * mipsolver.mipdata_->feastol,
1065
+ std::abs(objlim) * kHighsTiny);
1066
+
1067
+ lpsolver.setOptionValue("objective_bound", objlim + offset);
1068
+ }
1069
+
1070
+ HighsLpRelaxation::Status HighsLpRelaxation::run(bool resolve_on_error) {
1071
+ const HighsInfo& info = lpsolver.getInfo();
1072
+ const double this_time_limit =
1073
+ std::max(lpsolver.getRunTime() + mipsolver.options_mip_->time_limit -
1074
+ mipsolver.timer_.read(),
1075
+ 0.0);
1076
+ lpsolver.setOptionValue("time_limit", this_time_limit);
1077
+ // lpsolver.setOptionValue("output_flag", true);
1078
+ const bool valid_basis = lpsolver.getBasis().valid;
1079
+
1080
+ if (mipsolver.analysis_.analyse_mip_time && !mipsolver.submip &&
1081
+ !this->solved_first_lp) {
1082
+ highsLogUser(mipsolver.options_mip_->log_options, HighsLogType::kInfo,
1083
+ "MIP-Timing: %11.2g - start first LP solve (with%s basis)\n",
1084
+ mipsolver.timer_.read(), valid_basis ? "" : "out");
1085
+ }
1086
+ // Determine the solver
1087
+ //
1088
+ // Currently use simplex by default, unless IPM is requested
1089
+ // explicitly and there is no basis. Later pass mip_lp_solver and
1090
+ // take action on failure in SolveLp
1091
+ std::string solver;
1092
+ lpsolver.getOptionValue("solver", solver);
1093
+ std::string use_solver;
1094
+ if (valid_basis) {
1095
+ use_solver = kSimplexString;
1096
+ } else {
1097
+ const std::string mip_lp_solver = mipsolver.options_mip_->mip_lp_solver;
1098
+ if (useIpm(mip_lp_solver)) {
1099
+ bool use_hipo = mip_lp_solver == kHipoString;
1100
+ // Later still, pass mip_lp_solver and take action on failure in
1101
+ // solveLp
1102
+ #ifndef HIPO
1103
+ // Shouldn't be possible to choose HiPO if it's not in the build
1104
+ assert(!use_hipo);
1105
+ use_hipo = false;
1106
+ #endif
1107
+ use_solver = use_hipo ? kHipoString : kIpxString;
1108
+ } else {
1109
+ use_solver = kSimplexString;
1110
+ }
1111
+ }
1112
+ HighsStatus callstatus;
1113
+ // Now allowing the use of IPM at the root node
1114
+ lpsolver.setOptionValue("solver", use_solver);
1115
+ bool use_ipm = useIpm(use_solver);
1116
+ bool use_simplex = !use_ipm;
1117
+ if (use_ipm) {
1118
+ assert(!valid_basis);
1119
+ const bool ipm_logging = false;
1120
+ if (ipm_logging) {
1121
+ std::string presolve;
1122
+ lpsolver.getOptionValue("presolve", presolve);
1123
+ printf(
1124
+ "HighsLpRelaxation::run Solving the root node with IPM, using "
1125
+ "presolve = %s\n",
1126
+ presolve.c_str());
1127
+ bool output_flag;
1128
+ lpsolver.getOptionValue("output_flag", output_flag);
1129
+ assert(output_flag == false);
1130
+ (void)output_flag;
1131
+ lpsolver.setOptionValue("output_flag", !mipsolver.submip);
1132
+ }
1133
+ const bool dump_ipm_lp = false;
1134
+ if (dump_ipm_lp && !mipsolver.submip) {
1135
+ const std::string file_name = mipsolver.model_->model_name_ + "_root.mps";
1136
+ printf("HighsMipSolverData::run Calling lpsolver.writeModel(%s)\n",
1137
+ file_name.c_str());
1138
+ lpsolver.writeModel(file_name);
1139
+ fflush(stdout);
1140
+ exit(1);
1141
+ }
1142
+ callstatus = lpsolver.optimizeLp();
1143
+ if (ipm_logging) lpsolver.setOptionValue("output_flag", false);
1144
+ if (callstatus == HighsStatus::kError) {
1145
+ highsLogDev(
1146
+ mipsolver.options_mip_->log_options, HighsLogType::kInfo,
1147
+ "HighsLpRelaxation::run HiPO has failed : status = %s Try IPX\n",
1148
+ lpsolver.modelStatusToString(lpsolver.getModelStatus()).c_str());
1149
+ lpsolver.setOptionValue("solver", kSimplexString);
1150
+ use_simplex = true;
1151
+ }
1152
+ }
1153
+ if (use_simplex) {
1154
+ callstatus = lpsolver.optimizeLp();
1155
+ }
1156
+ // Revert the value of lpsolver.options_.solver
1157
+ lpsolver.setOptionValue("solver", solver);
1158
+ if (!mipsolver.submip) {
1159
+ const HighsSubSolverCallTime& sub_solver_call_time =
1160
+ lpsolver.getSubSolverCallTime();
1161
+ mipsolver.analysis_.addSubSolverCallTime(sub_solver_call_time);
1162
+ // Go through sub_solver_call_time to update any MIP clocks
1163
+ std::string presolve;
1164
+ lpsolver.getOptionValue("presolve", presolve);
1165
+ const bool use_presolve = presolve != kHighsOffString;
1166
+ mipsolver.analysis_.mipTimerUpdate(sub_solver_call_time, valid_basis,
1167
+ use_presolve);
1168
+ }
1169
+ if (mipsolver.analysis_.analyse_mip_time && !mipsolver.submip &&
1170
+ !this->solved_first_lp) {
1171
+ highsLogUser(mipsolver.options_mip_->log_options, HighsLogType::kInfo,
1172
+ "MIP-Timing: %11.2g - finish first LP solve\n",
1173
+ mipsolver.timer_.read());
1174
+ }
1175
+ this->solved_first_lp = true;
1176
+ HighsInt itercount = -1;
1177
+ if (use_simplex) {
1178
+ itercount = std::max(HighsInt{0}, info.simplex_iteration_count);
1179
+ numlpiters += itercount;
1180
+ }
1181
+
1182
+ if (callstatus == HighsStatus::kError) {
1183
+ lpsolver.clearSolver();
1184
+ #if 0
1185
+ // first try to use the primal simplex solver starting from the last basis
1186
+ if (lpsolver.getOptions().simplex_strategy == kSimplexStrategyDual) {
1187
+ lpsolver.setOptionValue("simplex_strategy", kSimplexStrategyPrimal);
1188
+ recoverBasis();
1189
+ auto retval = run(resolve_on_error);
1190
+ lpsolver.setOptionValue("simplex_strategy", kSimplexStrategyDual);
1191
+
1192
+ return retval;
1193
+ }
1194
+ #endif
1195
+
1196
+ if (resolve_on_error) {
1197
+ // still an error: now try to solve with presolve from scratch
1198
+ lpsolver.setOptionValue("simplex_strategy", kSimplexStrategyDual);
1199
+ lpsolver.setOptionValue("presolve", kHighsOnString);
1200
+ auto retval = run(false);
1201
+ lpsolver.setOptionValue("presolve", kHighsOffString);
1202
+
1203
+ return retval;
1204
+ }
1205
+
1206
+ recoverBasis();
1207
+
1208
+ return Status::kError;
1209
+ }
1210
+
1211
+ HighsModelStatus model_status = lpsolver.getModelStatus();
1212
+ switch (model_status) {
1213
+ case HighsModelStatus::kObjectiveBound:
1214
+ ++numSolved;
1215
+ if (itercount >= 0)
1216
+ avgSolveIters +=
1217
+ (itercount - avgSolveIters) / static_cast<double>(numSolved);
1218
+
1219
+ storeDualUBProof();
1220
+ return Status::kInfeasible;
1221
+ case HighsModelStatus::kInfeasible: {
1222
+ ++numSolved;
1223
+ if (itercount >= 0)
1224
+ avgSolveIters +=
1225
+ (itercount - avgSolveIters) / static_cast<double>(numSolved);
1226
+
1227
+ storeDualInfProof();
1228
+ if (true || checkDualProof()) return Status::kInfeasible;
1229
+ // /printf("infeasibility proof not valid\n");
1230
+ hasdualproof = false;
1231
+
1232
+ // HighsInt scalestrategy = lpsolver.getOptions().simplex_scale_strategy;
1233
+ // if (scalestrategy != kSimplexScaleStrategyOff) {
1234
+ // lpsolver.setOptionValue("simplex_scale_strategy",
1235
+ // kSimplexScaleStrategyOff);
1236
+ // HighsBasis basis = lpsolver.getBasis();
1237
+ // lpsolver.clearSolver();
1238
+ // lpsolver.setBasis(basis);
1239
+ // auto tmp = run(resolve_on_error);
1240
+ // lpsolver.setOptionValue("simplex_scale_strategy", scalestrategy);
1241
+ // if (!scaledOptimal(tmp)) {
1242
+ // lpsolver.clearSolver();
1243
+ // lpsolver.setBasis(basis);
1244
+ // }
1245
+ // return tmp;
1246
+ // }
1247
+ //
1248
+ // // trust the primal simplex result without scaling
1249
+ // if (lpsolver.getModelStatus() == HighsModelStatus::kInfeasible)
1250
+ // return Status::kInfeasible;
1251
+
1252
+ // highsLogUser(mipsolver.options_mip_->log_options,
1253
+ // HighsLogType::kWarning,
1254
+ // "LP failed to reliably determine infeasibility\n");
1255
+
1256
+ // printf("error: unreliable infeasibilities, modelstatus = %"
1257
+ // HIGHSINT_FORMAT " (scaled
1258
+ // %" HIGHSINT_FORMAT ")\n",
1259
+ // (HighsInt)lpsolver.getModelStatus(),
1260
+ // (HighsInt)lpsolver.getModelStatus(true));
1261
+ return Status::kError;
1262
+ }
1263
+ case HighsModelStatus::kUnbounded:
1264
+ // If unboundedness is detected in the presolved LP, then
1265
+ // postsolve cannot be run, so there is no basis. Returning
1266
+ // Status::kError as a result yielded #1962, where the root node
1267
+ // is unbounded.
1268
+ if (info.basis_validity == kBasisValidityInvalid)
1269
+ highsLogUser(mipsolver.options_mip_->log_options,
1270
+ HighsLogType::kWarning,
1271
+ "HighsLpRelaxation::run LP is unbounded with no basis, "
1272
+ "but not returning Status::kError\n");
1273
+ if (info.primal_solution_status == kSolutionStatusFeasible)
1274
+ mipsolver.mipdata_->trySolution(lpsolver.getSolution().col_value,
1275
+ kSolutionSourceUnbounded);
1276
+
1277
+ return Status::kUnbounded;
1278
+ case HighsModelStatus::kUnknown:
1279
+ if (info.basis_validity == kBasisValidityInvalid) return Status::kError;
1280
+ // fall through
1281
+ case HighsModelStatus::kOptimal:
1282
+ assert(info.max_primal_infeasibility >= 0);
1283
+ assert(info.max_dual_infeasibility >= 0);
1284
+ ++numSolved;
1285
+ if (itercount >= 0)
1286
+ avgSolveIters +=
1287
+ (itercount - avgSolveIters) / static_cast<double>(numSolved);
1288
+ if (info.max_primal_infeasibility <= mipsolver.mipdata_->feastol &&
1289
+ info.max_dual_infeasibility <= mipsolver.mipdata_->feastol)
1290
+ return Status::kOptimal;
1291
+
1292
+ if (info.max_primal_infeasibility <= mipsolver.mipdata_->feastol)
1293
+ return Status::kUnscaledPrimalFeasible;
1294
+
1295
+ if (info.max_dual_infeasibility <= mipsolver.mipdata_->feastol)
1296
+ return Status::kUnscaledDualFeasible;
1297
+
1298
+ if (model_status == HighsModelStatus::kOptimal)
1299
+ return Status::kUnscaledInfeasible;
1300
+
1301
+ return Status::kError;
1302
+ case HighsModelStatus::kIterationLimit: {
1303
+ if (!mipsolver.submip && resolve_on_error) {
1304
+ // printf(
1305
+ // "error: lpsolver reached iteration limit, resolving with basis "
1306
+ // "from ipm\n");
1307
+ Highs ipm;
1308
+ ipm.setOptionValue("output_flag", false);
1309
+ // check if only root presolve is allowed
1310
+ const bool use_presolve =
1311
+ !mipsolver.options_mip_->mip_root_presolve_only;
1312
+ const std::string presolve =
1313
+ use_presolve ? kHighsChooseString : kHighsOffString;
1314
+ ipm.setOptionValue("presolve", presolve);
1315
+ // Determine the solver
1316
+ const std::string mip_ipm_solver =
1317
+ mipsolver.options_mip_->mip_ipm_solver;
1318
+ // Currently use HiPO by default and take action on failure
1319
+ // here. Later pass mip_ipm_solver and take action on failure in
1320
+ // solveLp
1321
+ bool use_hipo =
1322
+ /*
1323
+ #ifdef HIPO
1324
+ // Later use HiPO by default
1325
+ mip_ipm_solver == kHighsChooseString ||
1326
+ #endif
1327
+ */
1328
+ mip_ipm_solver == kHipoString;
1329
+ // Later still, pass mip_ipm_solver and take action on failure in
1330
+ // solveLp
1331
+ #ifndef HIPO
1332
+ // Shouldn't be possible to choose HiPO if it's not in the build
1333
+ assert(!use_hipo);
1334
+ use_hipo = false;
1335
+ #endif
1336
+ const std::string ipm_solver = use_hipo ? kHipoString : kIpxString;
1337
+ ipm.setOptionValue("solver", ipm_solver);
1338
+ ipm.setOptionValue("ipm_iteration_limit", 200);
1339
+ ipm.passModel(lpsolver.getLp());
1340
+ // todo @ Julian : If you remove this you can see the looping on
1341
+ // istanbul-no-cutoff
1342
+ ipm.setOptionValue("simplex_iteration_limit",
1343
+ info.simplex_iteration_count);
1344
+ const bool ipm_logging = false;
1345
+ if (ipm_logging) {
1346
+ std::string presolve;
1347
+ ipm.getOptionValue("presolve", presolve);
1348
+ printf(
1349
+ "HighsLpRelaxation::run After lpsolver reached iteration limit, "
1350
+ "solving with IPM, using presolve = %s\n",
1351
+ presolve.c_str());
1352
+ bool output_flag;
1353
+ ipm.getOptionValue("output_flag", output_flag);
1354
+ assert(output_flag == false);
1355
+ (void)output_flag;
1356
+ ipm.setOptionValue("output_flag", !mipsolver.submip);
1357
+ }
1358
+ ipm.optimizeLp();
1359
+ if (ipm_logging) ipm.setOptionValue("output_flag", false);
1360
+ if (use_hipo && !ipm.getBasis().valid) {
1361
+ // HiPO has failed to get a solution, so try IPX
1362
+ highsLogDev(mipsolver.options_mip_->log_options, HighsLogType::kInfo,
1363
+ "HighsLpRelaxation::run HiPO has failed to get a valid "
1364
+ "basis: status = %s Try IPX\n",
1365
+ ipm.modelStatusToString(ipm.getModelStatus()).c_str());
1366
+ ipm.setOptionValue("solver", kIpxString);
1367
+ ipm.optimizeLp();
1368
+ }
1369
+ const HighsSubSolverCallTime& sub_solver_call_time =
1370
+ ipm.getSubSolverCallTime();
1371
+ mipsolver.analysis_.addSubSolverCallTime(sub_solver_call_time);
1372
+ // Go through sub_solver_call_time to update any MIP clocks
1373
+ const bool valid_basis = false;
1374
+ mipsolver.analysis_.mipTimerUpdate(sub_solver_call_time, valid_basis,
1375
+ use_presolve);
1376
+
1377
+ lpsolver.setBasis(ipm.getBasis(), "HighsLpRelaxation::run IPM basis");
1378
+ return run(false);
1379
+ }
1380
+
1381
+ // printf("error: lpsolver reached iteration limit\n");
1382
+ return Status::kError;
1383
+ }
1384
+ case HighsModelStatus::kTimeLimit:
1385
+ return Status::kError;
1386
+ default:
1387
+ // printf("error: lpsolver stopped with unexpected status %"
1388
+ // HIGHSINT_FORMAT "\n",
1389
+ // (HighsInt)model_status);
1390
+ highsLogUser(mipsolver.options_mip_->log_options, HighsLogType::kWarning,
1391
+ "LP solved to unexpected status: %s\n",
1392
+ lpsolver.modelStatusToString(model_status).c_str());
1393
+ return Status::kError;
1394
+ }
1395
+ }
1396
+
1397
+ HighsLpRelaxation::Status HighsLpRelaxation::resolveLp(HighsDomain* domain) {
1398
+ fractionalints.clear();
1399
+
1400
+ bool solveagain;
1401
+ do {
1402
+ solveagain = false;
1403
+ if (domain) flushDomain(*domain);
1404
+ status = run();
1405
+
1406
+ switch (status) {
1407
+ case Status::kUnscaledInfeasible:
1408
+ case Status::kUnscaledDualFeasible:
1409
+ case Status::kUnscaledPrimalFeasible:
1410
+ case Status::kOptimal: {
1411
+ HighsHashTable<HighsInt, std::pair<double, int>> fracints(
1412
+ maxNumFractional);
1413
+ const HighsSolution& sol = lpsolver.getSolution();
1414
+
1415
+ HighsCDouble objsum = 0;
1416
+ bool roundable = true;
1417
+
1418
+ for (HighsInt i : mipsolver.mipdata_->integral_cols) {
1419
+ // for the fractionality we assume that LP bounds are not violated
1420
+ // bounds that are violated by the unscaled LP are indicated by the
1421
+ // return status already
1422
+ double val = std::max(
1423
+ std::min(sol.col_value[i], lpsolver.getLp().col_upper_[i]),
1424
+ lpsolver.getLp().col_lower_[i]);
1425
+
1426
+ if (fractionality(val) > mipsolver.mipdata_->feastol) {
1427
+ HighsInt col = i;
1428
+ roundable = roundable && (mipsolver.mipdata_->uplocks[col] == 0 ||
1429
+ mipsolver.mipdata_->downlocks[col] == 0);
1430
+
1431
+ const HighsCliqueTable::Substitution* subst =
1432
+ mipsolver.mipdata_->cliquetable.getSubstitution(col);
1433
+ while (subst != nullptr) {
1434
+ if (lpsolver.getLp().col_lower_[subst->replace.col] ==
1435
+ lpsolver.getLp().col_upper_[subst->replace.col]) {
1436
+ if (domain) {
1437
+ domain->fixCol(
1438
+ col, subst->replace.weight(lpsolver.getLp().col_lower_));
1439
+ if (domain->infeasible()) {
1440
+ objective = kHighsInf;
1441
+ status = Status::kInfeasible;
1442
+ return status;
1443
+ }
1444
+ } else
1445
+ break;
1446
+ }
1447
+
1448
+ // Spot cases where a global domain change during the search has
1449
+ // led to a clique and the local domain has branched into a state
1450
+ // where the clique subst. would be invalid for the local domain.
1451
+ // TODO: Turn into assert when search becomes parallel
1452
+ if (domain) {
1453
+ double replace_val = subst->replace.val == 0 ? 1.0 - val : val;
1454
+ double replace_lb = domain->col_lower_[subst->replace.col];
1455
+ double replace_ub = domain->col_upper_[subst->replace.col];
1456
+ double feastol = mipsolver.mipdata_->feastol;
1457
+ if ((replace_val < replace_lb - feastol) ||
1458
+ (replace_val > replace_ub + feastol)) {
1459
+ break;
1460
+ }
1461
+ }
1462
+
1463
+ col = subst->replace.col;
1464
+ if (subst->replace.val == 0) val = 1.0 - val;
1465
+
1466
+ subst = mipsolver.mipdata_->cliquetable.getSubstitution(col);
1467
+ }
1468
+
1469
+ if (adjustSymBranchingCol)
1470
+ col = mipsolver.mipdata_->symmetries.getBranchingColumn(
1471
+ getLp().col_lower_, getLp().col_upper_, col);
1472
+
1473
+ auto& pair = fracints[col];
1474
+ pair.first += val;
1475
+ pair.second += 1;
1476
+ } else {
1477
+ if (lpsolver.getBasis().col_status[i] == HighsBasisStatus::kBasic)
1478
+ continue;
1479
+
1480
+ const double glb = mipsolver.mipdata_->domain.col_lower_[i];
1481
+ const double gub = mipsolver.mipdata_->domain.col_upper_[i];
1482
+
1483
+ if (std::min(gub - sol.col_value[i], sol.col_value[i] - glb) <=
1484
+ mipsolver.mipdata_->feastol)
1485
+ continue;
1486
+
1487
+ const auto& matrix = lpsolver.getLp().a_matrix_;
1488
+ const HighsInt colStart =
1489
+ matrix.start_[i] + (mipsolver.model_->a_matrix_.start_[i + 1] -
1490
+ mipsolver.model_->a_matrix_.start_[i]);
1491
+ const HighsInt colEnd = matrix.start_[i + 1];
1492
+
1493
+ // skip further checks if the column has no entry in any cut
1494
+ if (colStart == colEnd) continue;
1495
+
1496
+ for (HighsInt j = colStart; j < colEnd; ++j) {
1497
+ HighsInt row = matrix.index_[j];
1498
+ assert(row >= mipsolver.numRow());
1499
+
1500
+ // age is already zero, so irrelevant whether we reset it
1501
+ if (lprows[row].age == 0) continue;
1502
+
1503
+ // check that row has no slack in the current solution
1504
+ if (sol.row_value[row] <
1505
+ getLp().row_upper_[row] - mipsolver.mipdata_->feastol)
1506
+ continue;
1507
+
1508
+ lprows[row].age = 0;
1509
+ }
1510
+ }
1511
+ }
1512
+
1513
+ maxNumFractional =
1514
+ std::max((HighsInt)fracints.size(), maxNumFractional);
1515
+
1516
+ if (domain && !domain->getChangedCols().empty()) {
1517
+ // printf("resolving due to fixings of substituted columns\n");
1518
+ solveagain = true;
1519
+ continue;
1520
+ }
1521
+
1522
+ for (const auto& it : fracints) {
1523
+ fractionalints.emplace_back(
1524
+ it.key(), it.value().first / (double)it.value().second);
1525
+ }
1526
+
1527
+ if (roundable && !fractionalints.empty()) {
1528
+ std::vector<double> roundsol = sol.col_value;
1529
+
1530
+ for (const std::pair<HighsInt, double>& fracint : fractionalints) {
1531
+ // get column index
1532
+ HighsInt col = fracint.first;
1533
+ // round based on locks and sign of objective coefficient
1534
+ if (mipsolver.mipdata_->uplocks[col] == 0 &&
1535
+ (mipsolver.colCost(col) < 0 ||
1536
+ mipsolver.mipdata_->downlocks[col] != 0)) {
1537
+ // round up
1538
+ roundsol[col] = std::min(
1539
+ std::ceil(fracint.second - mipsolver.mipdata_->feastol),
1540
+ lpsolver.getLp().col_upper_[col] == kHighsInf
1541
+ ? kHighsInf
1542
+ : std::floor(lpsolver.getLp().col_upper_[col] +
1543
+ mipsolver.mipdata_->feastol));
1544
+ } else {
1545
+ // round down
1546
+ roundsol[col] = std::max(
1547
+ std::floor(fracint.second + mipsolver.mipdata_->feastol),
1548
+ lpsolver.getLp().col_lower_[col] == -kHighsInf
1549
+ ? -kHighsInf
1550
+ : std::ceil(lpsolver.getLp().col_lower_[col] -
1551
+ mipsolver.mipdata_->feastol));
1552
+ }
1553
+ }
1554
+
1555
+ const auto& cliquesubst =
1556
+ mipsolver.mipdata_->cliquetable.getSubstitutions();
1557
+ for (HighsInt k = cliquesubst.size() - 1; k >= 0; --k) {
1558
+ if (cliquesubst[k].replace.val == 0)
1559
+ roundsol[cliquesubst[k].substcol] =
1560
+ 1 - roundsol[cliquesubst[k].replace.col];
1561
+ else
1562
+ roundsol[cliquesubst[k].substcol] =
1563
+ roundsol[cliquesubst[k].replace.col];
1564
+ }
1565
+
1566
+ for (HighsInt i = 0; i != mipsolver.numCol(); ++i)
1567
+ objsum += roundsol[i] * mipsolver.colCost(i);
1568
+
1569
+ mipsolver.mipdata_->addIncumbent(roundsol, double(objsum),
1570
+ kSolutionSourceSolveLp);
1571
+ objsum = 0;
1572
+ }
1573
+
1574
+ for (HighsInt i = 0; i != mipsolver.numCol(); ++i)
1575
+ objsum += sol.col_value[i] * mipsolver.colCost(i);
1576
+
1577
+ if (fractionalints.empty() && !unscaledPrimalFeasible(status)) {
1578
+ std::vector<double> fixSol = sol.col_value;
1579
+ for (HighsInt i = 0; i < mipsolver.numCol(); ++i) {
1580
+ if (fixSol[i] < lpsolver.getLp().col_lower_[i])
1581
+ fixSol[i] = lpsolver.getLp().col_lower_[i];
1582
+ else if (fixSol[i] > lpsolver.getLp().col_upper_[i])
1583
+ fixSol[i] = lpsolver.getLp().col_upper_[i];
1584
+ else if (mipsolver.isColIntegral(i))
1585
+ fixSol[i] = std::round(fixSol[i]);
1586
+ }
1587
+
1588
+ if (mipsolver.mipdata_->checkSolution(fixSol)) {
1589
+ const_cast<std::vector<double>&>(sol.col_value) = std::move(fixSol);
1590
+ if (unscaledDualFeasible(status))
1591
+ status = Status::kOptimal;
1592
+ else
1593
+ status = Status::kUnscaledPrimalFeasible;
1594
+ }
1595
+ }
1596
+
1597
+ objective = double(objsum);
1598
+ break;
1599
+ }
1600
+ case Status::kInfeasible:
1601
+ objective = kHighsInf;
1602
+ break;
1603
+ default:
1604
+ break;
1605
+ }
1606
+ } while (solveagain);
1607
+
1608
+ return status;
1609
+ }