lpsolver 0.1.0 → 0.2.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/Gemfile +1 -0
- data/README.md +104 -26
- data/ext/lpsolver/Makefile +269 -0
- data/ext/lpsolver/ext.c +353 -0
- data/ext/lpsolver/ext.o +0 -0
- data/ext/lpsolver/extconf.rb +79 -0
- data/ext/lpsolver/native.so +0 -0
- data/ext/lpsolver-highs/AUTHORS +7 -0
- data/ext/lpsolver-highs/BUILD.bazel +243 -0
- data/ext/lpsolver-highs/CITATION.cff +29 -0
- data/ext/lpsolver-highs/CMakeCache.txt +406 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCCompiler.cmake +81 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeCXXCompiler.cmake +101 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_C.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeDetermineCompilerABI_CXX.bin +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CMakeSystem.cmake +15 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/CMakeCCompilerId.c +904 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdC/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/CMakeCXXCompilerId.cpp +919 -0
- data/ext/lpsolver-highs/CMakeFiles/3.31.4/CompilerIdCXX/a.out +0 -0
- data/ext/lpsolver-highs/CMakeFiles/CMakeConfigureLog.yaml +576 -0
- data/ext/lpsolver-highs/CMakeFiles/cmake.check_cache +1 -0
- data/ext/lpsolver-highs/CMakeLists.txt +983 -0
- data/ext/lpsolver-highs/CODE_OF_CONDUCT.md +128 -0
- data/ext/lpsolver-highs/CONTRIBUTING.md +31 -0
- data/ext/lpsolver-highs/FEATURES.md +61 -0
- data/ext/lpsolver-highs/LICENSE.txt +21 -0
- data/ext/lpsolver-highs/MODULE.bazel +38 -0
- data/ext/lpsolver-highs/README.md +281 -0
- data/ext/lpsolver-highs/THIRD_PARTY_NOTICES.md +78 -0
- data/ext/lpsolver-highs/Version.txt +4 -0
- data/ext/lpsolver-highs/WORKSPACE +33 -0
- data/ext/lpsolver-highs/app/CMakeLists.txt +110 -0
- data/ext/lpsolver-highs/app/HighsRuntimeOptions.h +292 -0
- data/ext/lpsolver-highs/app/RunHighs.cpp +147 -0
- data/ext/lpsolver-highs/app/highs_webdemo_shell.html +73 -0
- data/ext/lpsolver-highs/build/bin/highs +0 -0
- data/ext/lpsolver-highs/build/include/highs/HConfig.h +22 -0
- data/ext/lpsolver-highs/build/include/highs/Highs.h +1812 -0
- data/ext/lpsolver-highs/build/include/highs/interfaces/highs_c_api.h +2651 -0
- data/ext/lpsolver-highs/build/include/highs/io/Filereader.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderLp.h +49 -0
- data/ext/lpsolver-highs/build/include/highs/io/FilereaderMps.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMPSIO.h +78 -0
- data/ext/lpsolver-highs/build/include/highs/io/HMpsFF.h +245 -0
- data/ext/lpsolver-highs/build/include/highs/io/HighsIO.h +118 -0
- data/ext/lpsolver-highs/build/include/highs/io/LoadOptions.h +24 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/builder.hpp +25 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/def.hpp +19 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/model.hpp +68 -0
- data/ext/lpsolver-highs/build/include/highs/io/filereaderlp/reader.hpp +10 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxSolution.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/IpxWrapper.h +106 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu.h +161 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_object.h +30 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/basiclu_update.h +125 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_def.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_file.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_internal.h +220 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/basiclu/lu_list.h +173 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/basis.h +350 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/control.h +167 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/crossover.h +157 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/diagonal_precond.h +45 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/guess_basis.h +21 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/indexed_vector.h +113 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/info.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipm.h +94 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_c.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_config.h +9 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_info.h +111 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_internal.h +89 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_parameters.h +76 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/ipx_status.h +57 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/iterate.h +331 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/linear_operator.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lp_solver.h +204 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_factorization.h +79 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/lu_update.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/maxvolume.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/model.h +413 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/multistream.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/normal_matrix.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/power_method.h +44 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_matrix.h +195 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/sparse_utils.h +58 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/starting_basis.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/symbolic_invert.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/timer.h +25 -0
- data/ext/lpsolver-highs/build/include/highs/ipm/ipx/utils.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HConst.h +430 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HStruct.h +213 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsAnalysis.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallback.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsCallbackStruct.h +70 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsDebug.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsIis.h +139 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfo.h +421 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsInfoDebug.h +27 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLp.h +97 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpSolverObject.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsLpUtils.h +330 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsModelUtils.h +129 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsOptions.h +1715 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsRanging.h +43 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolution.h +179 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolutionDebug.h +87 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsSolve.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/lp_data/HighsStatus.h +29 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCliqueTable.h +329 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsConflictPool.h +109 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutGeneration.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsCutPool.h +168 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDebugSol.h +133 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomain.h +657 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDomainChange.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsDynamicRowMatrix.h +104 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsGFkSolve.h +439 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsImplications.h +194 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpAggregator.h +50 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsLpRelaxation.h +361 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipAnalysis.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolver.h +159 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsMipSolverData.h +313 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsModkSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsNodeQueue.h +312 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsObjectiveFunction.h +71 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPathSeparator.h +39 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPrimalHeuristics.h +75 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsPseudocost.h +366 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsRedcostFixing.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSearch.h +241 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparation.h +41 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsSeparator.h +60 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTableauSeparator.h +34 -0
- data/ext/lpsolver-highs/build/include/highs/mip/HighsTransformedLp.h +63 -0
- data/ext/lpsolver-highs/build/include/highs/mip/MipTimer.h +544 -0
- data/ext/lpsolver-highs/build/include/highs/mip/feasibilityjump.hh +800 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessian.h +54 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsHessianUtils.h +47 -0
- data/ext/lpsolver-highs/build/include/highs/model/HighsModel.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsBinarySemaphore.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCacheAlign.h +82 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsCombinable.h +116 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsMutex.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsParallel.h +128 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsRaceTimer.h +38 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSchedulerConstants.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSpinMutex.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsSplitDeque.h +606 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTask.h +170 -0
- data/ext/lpsolver-highs/build/include/highs/parallel/HighsTaskExecutor.h +217 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/CupdlpWrapper.h +108 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpTimer.h +155 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/HiPdlpWrapper.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_cs.h +40 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_defs.h +447 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_linalg.h +189 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_scaling.h +26 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_solver.h +105 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_step.h +37 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/cupdlp/cupdlp_utils.c +1850 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/defs.hpp +222 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/linalg.hpp +61 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/logger.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/pdhg.hpp +358 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/restart.hpp +96 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/scaling.hpp +74 -0
- data/ext/lpsolver-highs/build/include/highs/pdlp/hipdlp/solver_results.hpp +65 -0
- data/ext/lpsolver-highs/build/include/highs/pdqsort/pdqsort.h +532 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolve.h +505 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HPresolveAnalysis.h +52 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsPostsolveStack.h +943 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/HighsSymmetry.h +284 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrash.h +124 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashUtil.h +62 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/ICrashX.h +23 -0
- data/ext/lpsolver-highs/build/include/highs/presolve/PresolveComponent.h +90 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/build/include/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/build/include/highs/simplex/HSimplexReport.h +21 -0
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- data/ext/lpsolver-highs/highs/qpsolver/README.md +185 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.cpp +139 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_asm.hpp +77 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.cpp +194 -0
- data/ext/lpsolver-highs/highs/qpsolver/a_quass.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.cpp +443 -0
- data/ext/lpsolver-highs/highs/qpsolver/basis.hpp +159 -0
- data/ext/lpsolver-highs/highs/qpsolver/crashsolution.hpp +20 -0
- data/ext/lpsolver-highs/highs/qpsolver/dantzigpricing.hpp +80 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexharrispricing.hpp +98 -0
- data/ext/lpsolver-highs/highs/qpsolver/devexpricing.hpp +108 -0
- data/ext/lpsolver-highs/highs/qpsolver/eventhandler.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/factor.hpp +408 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_bounded.hpp +114 -0
- data/ext/lpsolver-highs/highs/qpsolver/feasibility_highs.hpp +301 -0
- data/ext/lpsolver-highs/highs/qpsolver/gradient.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/instance.hpp +70 -0
- data/ext/lpsolver-highs/highs/qpsolver/matrix.hpp +342 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.cpp +41 -0
- data/ext/lpsolver-highs/highs/qpsolver/perturbation.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/pricing.hpp +22 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpconst.hpp +34 -0
- data/ext/lpsolver-highs/highs/qpsolver/qpvector.hpp +242 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.cpp +551 -0
- data/ext/lpsolver-highs/highs/qpsolver/quass.hpp +27 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.cpp +146 -0
- data/ext/lpsolver-highs/highs/qpsolver/ratiotest.hpp +26 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedcosts.hpp +46 -0
- data/ext/lpsolver-highs/highs/qpsolver/reducedgradient.hpp +95 -0
- data/ext/lpsolver-highs/highs/qpsolver/runtime.hpp +45 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.cpp +123 -0
- data/ext/lpsolver-highs/highs/qpsolver/scaling.hpp +15 -0
- data/ext/lpsolver-highs/highs/qpsolver/settings.hpp +84 -0
- data/ext/lpsolver-highs/highs/qpsolver/snippets.hpp +36 -0
- data/ext/lpsolver-highs/highs/qpsolver/statistics.hpp +30 -0
- data/ext/lpsolver-highs/highs/qpsolver/steepestedgepricing.hpp +173 -0
- data/ext/lpsolver-highs/highs/simplex/HApp.h +550 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.cpp +4404 -0
- data/ext/lpsolver-highs/highs/simplex/HEkk.h +419 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkControl.cpp +146 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDebug.cpp +1722 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.cpp +3003 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDual.h +513 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualMulti.cpp +1020 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.cpp +535 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRHS.h +134 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.cpp +697 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkDualRow.h +201 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkInterface.cpp +26 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.cpp +2984 -0
- data/ext/lpsolver-highs/highs/simplex/HEkkPrimal.h +191 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.cpp +330 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplex.h +42 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.cpp +145 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexDebug.h +48 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.cpp +517 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNla.h +158 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaDebug.cpp +373 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaFreeze.cpp +28 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexNlaProductForm.cpp +113 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.cpp +77 -0
- data/ext/lpsolver-highs/highs/simplex/HSimplexReport.h +21 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.cpp +1495 -0
- data/ext/lpsolver-highs/highs/simplex/HighsSimplexAnalysis.h +500 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexConst.h +273 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexStruct.h +263 -0
- data/ext/lpsolver-highs/highs/simplex/SimplexTimer.h +414 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.cpp +469 -0
- data/ext/lpsolver-highs/highs/test_kkt/DevKkt.h +143 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.cpp +305 -0
- data/ext/lpsolver-highs/highs/test_kkt/KktCh2.h +79 -0
- data/ext/lpsolver-highs/highs/util/FactorTimer.h +199 -0
- data/ext/lpsolver-highs/highs/util/HFactor.cpp +2597 -0
- data/ext/lpsolver-highs/highs/util/HFactor.h +587 -0
- data/ext/lpsolver-highs/highs/util/HFactorConst.h +81 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.cpp +231 -0
- data/ext/lpsolver-highs/highs/util/HFactorDebug.h +55 -0
- data/ext/lpsolver-highs/highs/util/HFactorExtend.cpp +229 -0
- data/ext/lpsolver-highs/highs/util/HFactorRefactor.cpp +304 -0
- data/ext/lpsolver-highs/highs/util/HFactorUtils.cpp +122 -0
- data/ext/lpsolver-highs/highs/util/HSet.cpp +197 -0
- data/ext/lpsolver-highs/highs/util/HSet.h +89 -0
- data/ext/lpsolver-highs/highs/util/HVector.h +22 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.cpp +271 -0
- data/ext/lpsolver-highs/highs/util/HVectorBase.h +102 -0
- data/ext/lpsolver-highs/highs/util/HighsCDouble.h +323 -0
- data/ext/lpsolver-highs/highs/util/HighsComponent.h +53 -0
- data/ext/lpsolver-highs/highs/util/HighsDataStack.h +83 -0
- data/ext/lpsolver-highs/highs/util/HighsDisjointSets.h +107 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.cpp +10 -0
- data/ext/lpsolver-highs/highs/util/HighsHash.h +1274 -0
- data/ext/lpsolver-highs/highs/util/HighsHashTree.h +1461 -0
- data/ext/lpsolver-highs/highs/util/HighsInt.h +36 -0
- data/ext/lpsolver-highs/highs/util/HighsIntegers.h +212 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.cpp +267 -0
- data/ext/lpsolver-highs/highs/util/HighsLinearSumBounds.h +203 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.cpp +146 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixPic.h +37 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixSlice.h +561 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.cpp +407 -0
- data/ext/lpsolver-highs/highs/util/HighsMatrixUtils.h +57 -0
- data/ext/lpsolver-highs/highs/util/HighsMemoryAllocation.h +63 -0
- data/ext/lpsolver-highs/highs/util/HighsRandom.h +242 -0
- data/ext/lpsolver-highs/highs/util/HighsRbTree.h +452 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.cpp +364 -0
- data/ext/lpsolver-highs/highs/util/HighsSort.h +131 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.cpp +1746 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseMatrix.h +151 -0
- data/ext/lpsolver-highs/highs/util/HighsSparseVectorSum.h +95 -0
- data/ext/lpsolver-highs/highs/util/HighsSplay.h +135 -0
- data/ext/lpsolver-highs/highs/util/HighsTimer.h +385 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.cpp +1259 -0
- data/ext/lpsolver-highs/highs/util/HighsUtils.h +272 -0
- data/ext/lpsolver-highs/highs/util/stringutil.cpp +131 -0
- data/ext/lpsolver-highs/highs/util/stringutil.h +46 -0
- data/ext/lpsolver-highs/highs.pc.in +12 -0
- data/ext/lpsolver-highs/meson.build +198 -0
- data/ext/lpsolver-highs/meson_options.txt +31 -0
- data/ext/lpsolver-highs/nuget/HiGHS_Logo.png +0 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj +25 -0
- data/ext/lpsolver-highs/nuget/Highs.csproj.in +36 -0
- data/ext/lpsolver-highs/nuget/HowToAlternative.md +77 -0
- data/ext/lpsolver-highs/nuget/README.md +38 -0
- data/ext/lpsolver-highs/nuget/arm-toolchain.cmake +15 -0
- data/ext/lpsolver-highs/nuget/build_linux-arm.sh +13 -0
- data/ext/lpsolver-highs/nuget/build_linux.sh +10 -0
- data/ext/lpsolver-highs/nuget/build_windows.ps1 +27 -0
- data/ext/lpsolver-highs/nuget/generatePackage.ps1 +28 -0
- data/ext/lpsolver-highs/pyproject.toml +221 -0
- data/ext/lpsolver-highs/subprojects/pybind11.wrap +13 -0
- data/ext/lpsolver-highs/tests/test_highspy.py +2310 -0
- data/ext/lpsolver-highs/version.rc.in +50 -0
- data/lib/lpsolver/highs +0 -0
- data/lib/lpsolver/model.rb +35 -7
- data/lib/lpsolver/native.so +0 -0
- data/lib/lpsolver/native_model.rb +261 -0
- data/lib/lpsolver/solution.rb +93 -8
- data/lib/lpsolver/version.rb +1 -1
- data/lpsolver.gemspec +4 -1
- metadata +1176 -4
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/* */
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/* This file is part of the HiGHS linear optimization suite */
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/* */
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/* Available as open-source under the MIT License */
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/* */
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
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#ifndef HIGHS_DOMAIN_H_
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#define HIGHS_DOMAIN_H_
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#include <cstdint>
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#include <deque>
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#include <memory>
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#include <set>
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#include <vector>
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#include "mip/HighsDomainChange.h"
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#include "mip/HighsMipSolver.h"
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#include "util/HighsCDouble.h"
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#include "util/HighsRbTree.h"
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class HighsCutPool;
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class HighsConflictPool;
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class HighsObjectiveFunction;
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class HighsDomain {
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public:
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struct Reason {
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HighsInt type;
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HighsInt index;
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enum {
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kBranching = -1,
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kUnknown = -2,
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kModelRowUpper = -3,
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kModelRowLower = -4,
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kCliqueTable = -5,
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kConflictingBounds = -6,
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kObjective = -7,
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};
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static Reason branching() { return Reason{kBranching, 0}; }
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static Reason unspecified() { return Reason{kUnknown, 0}; }
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static Reason cliqueTable(HighsInt col, HighsInt val) {
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return Reason{kCliqueTable, 2 * col + val};
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}
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static Reason modelRowUpper(HighsInt row) {
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return Reason{kModelRowUpper, row};
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}
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static Reason modelRowLower(HighsInt row) {
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return Reason{kModelRowLower, row};
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}
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static Reason cut(HighsInt cutpool, HighsInt cut) {
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return Reason{cutpool, cut};
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}
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static Reason conflictingBounds(HighsInt pos) {
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return Reason{kConflictingBounds, pos};
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}
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static Reason objective() { return Reason{kObjective, 0}; }
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};
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class ConflictSet {
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friend class HighsDomain;
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HighsDomain& localdom;
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HighsDomain& globaldom;
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public:
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struct LocalDomChg {
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HighsInt pos;
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mutable HighsDomainChange domchg;
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bool operator<(const LocalDomChg& other) const { return pos < other.pos; }
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};
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ConflictSet(HighsDomain& localdom);
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void conflictAnalysis(HighsConflictPool& conflictPool);
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void conflictAnalysis(const HighsInt* proofinds, const double* proofvals,
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HighsInt prooflen, double proofrhs,
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HighsConflictPool& conflictPool);
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private:
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std::set<LocalDomChg> reasonSideFrontier;
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std::set<LocalDomChg> reconvergenceFrontier;
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std::vector<std::set<LocalDomChg>::iterator> resolveQueue;
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std::vector<LocalDomChg> resolvedDomainChanges;
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struct ResolveCandidate {
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double delta;
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double baseBound;
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double prio;
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HighsInt boundPos;
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HighsInt valuePos;
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bool operator<(const ResolveCandidate& other) const {
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if (prio > other.prio) return true;
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if (other.prio > prio) return false;
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return boundPos < other.boundPos;
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}
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};
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std::vector<ResolveCandidate> resolveBuffer;
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void pushQueue(std::set<LocalDomChg>::iterator domchgPos);
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std::set<LocalDomChg>::iterator popQueue();
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void clearQueue();
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HighsInt queueSize() const;
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bool resolvable(HighsInt domChgPos) const;
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HighsInt resolveDepth(std::set<LocalDomChg>& frontier, HighsInt depthLevel,
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HighsInt stopSize, HighsInt minResolve = 0,
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bool increaseConflictScore = false);
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HighsInt computeCuts(HighsInt depthLevel, HighsConflictPool& conflictPool);
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bool explainInfeasibility();
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bool explainInfeasibilityConflict(const HighsDomainChange* conflict,
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HighsInt len);
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bool explainInfeasibilityLeq(const HighsInt* inds, const double* vals,
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HighsInt len, double rhs, double minActivity);
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bool explainInfeasibilityGeq(const HighsInt* inds, const double* vals,
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HighsInt len, double rhs, double maxActivity);
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bool explainBoundChange(const std::set<LocalDomChg>& currentFrontier,
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LocalDomChg domchg);
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// bool explainBoundChange(HighsInt pos) {
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// return explainBoundChange(LocalDomChg{pos,
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// localdom.domchgstack_[pos]});
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// }
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bool explainBoundChangeConflict(const LocalDomChg& domchg,
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const HighsDomainChange* conflict,
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HighsInt len);
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bool explainBoundChangeLeq(const std::set<LocalDomChg>& currentFrontier,
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const LocalDomChg& domChg, const HighsInt* inds,
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const double* vals, HighsInt len, double rhs,
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double minActivity);
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bool explainBoundChangeGeq(const std::set<LocalDomChg>& currentFrontier,
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const LocalDomChg& domChg, const HighsInt* inds,
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const double* vals, HighsInt len, double rhs,
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double maxActivity);
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bool resolveLinearLeq(HighsCDouble M, double Mlower, const double* vals);
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bool resolveLinearGeq(HighsCDouble M, double Mupper, const double* vals);
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};
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struct CutpoolPropagation {
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HighsInt cutpoolindex;
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HighsDomain* domain;
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HighsCutPool* cutpool;
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std::vector<HighsCDouble> activitycuts_;
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std::vector<HighsInt> activitycutsinf_;
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std::vector<uint8_t> propagatecutflags_;
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std::vector<HighsInt> propagatecutinds_;
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std::vector<double> capacityThreshold_;
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CutpoolPropagation(HighsInt cutpoolindex, HighsDomain* domain,
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HighsCutPool& cutpool);
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CutpoolPropagation(const CutpoolPropagation& other);
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~CutpoolPropagation();
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void recomputeCapacityThreshold(HighsInt cut);
|
|
172
|
+
|
|
173
|
+
void cutAdded(HighsInt cut, bool propagate);
|
|
174
|
+
|
|
175
|
+
void cutDeleted(HighsInt cut, bool deletedOnlyForPropagation = false);
|
|
176
|
+
|
|
177
|
+
void markPropagateCut(HighsInt cut);
|
|
178
|
+
|
|
179
|
+
void updateActivityLbChange(HighsInt col, double oldbound, double newbound);
|
|
180
|
+
|
|
181
|
+
void updateActivityUbChange(HighsInt col, double oldbound, double newbound);
|
|
182
|
+
};
|
|
183
|
+
|
|
184
|
+
struct ConflictPoolPropagation {
|
|
185
|
+
HighsInt conflictpoolindex;
|
|
186
|
+
HighsDomain* domain;
|
|
187
|
+
HighsConflictPool* conflictpool_;
|
|
188
|
+
std::vector<HighsInt> colLowerWatched_;
|
|
189
|
+
std::vector<HighsInt> colUpperWatched_;
|
|
190
|
+
std::vector<uint8_t> conflictFlag_;
|
|
191
|
+
std::vector<HighsInt> propagateConflictInds_;
|
|
192
|
+
|
|
193
|
+
struct WatchedLiteral {
|
|
194
|
+
HighsDomainChange domchg = {0.0, -1, HighsBoundType::kLower};
|
|
195
|
+
HighsInt prev = -1;
|
|
196
|
+
HighsInt next = -1;
|
|
197
|
+
};
|
|
198
|
+
|
|
199
|
+
std::vector<WatchedLiteral> watchedLiterals_;
|
|
200
|
+
|
|
201
|
+
ConflictPoolPropagation(HighsInt conflictpoolindex, HighsDomain* domain,
|
|
202
|
+
HighsConflictPool& cutpool);
|
|
203
|
+
|
|
204
|
+
ConflictPoolPropagation(const ConflictPoolPropagation& other);
|
|
205
|
+
|
|
206
|
+
~ConflictPoolPropagation();
|
|
207
|
+
|
|
208
|
+
void linkWatchedLiteral(HighsInt linkPos);
|
|
209
|
+
|
|
210
|
+
void unlinkWatchedLiteral(HighsInt linkPos);
|
|
211
|
+
|
|
212
|
+
void conflictAdded(HighsInt conflict);
|
|
213
|
+
|
|
214
|
+
void conflictDeleted(HighsInt conflict);
|
|
215
|
+
|
|
216
|
+
void markPropagateConflict(HighsInt conflict);
|
|
217
|
+
|
|
218
|
+
void updateActivityLbChange(HighsInt col, double oldbound, double newbound);
|
|
219
|
+
|
|
220
|
+
void updateActivityUbChange(HighsInt col, double oldbound, double newbound);
|
|
221
|
+
|
|
222
|
+
void propagateConflict(HighsInt conflict);
|
|
223
|
+
};
|
|
224
|
+
|
|
225
|
+
private:
|
|
226
|
+
struct ObjectivePropagation {
|
|
227
|
+
HighsDomain* domain = nullptr;
|
|
228
|
+
const HighsObjectiveFunction* objFunc;
|
|
229
|
+
const double* cost;
|
|
230
|
+
HighsCDouble objectiveLower;
|
|
231
|
+
HighsInt numInfObjLower;
|
|
232
|
+
double capacityThreshold;
|
|
233
|
+
bool isPropagated;
|
|
234
|
+
|
|
235
|
+
struct ObjectiveContribution {
|
|
236
|
+
double contribution;
|
|
237
|
+
HighsInt col;
|
|
238
|
+
HighsInt partition;
|
|
239
|
+
highs::RbTreeLinks<HighsInt> links;
|
|
240
|
+
};
|
|
241
|
+
|
|
242
|
+
class ObjectiveContributionTree;
|
|
243
|
+
|
|
244
|
+
std::vector<ObjectiveContribution> objectiveLowerContributions;
|
|
245
|
+
std::vector<std::pair<HighsInt, HighsInt>> contributionPartitionSets;
|
|
246
|
+
std::vector<double> propagationConsBuffer;
|
|
247
|
+
struct PartitionCliqueData {
|
|
248
|
+
double multiplier;
|
|
249
|
+
HighsInt rhs;
|
|
250
|
+
bool changed;
|
|
251
|
+
};
|
|
252
|
+
|
|
253
|
+
std::vector<PartitionCliqueData> partitionCliqueData;
|
|
254
|
+
|
|
255
|
+
ObjectivePropagation() {
|
|
256
|
+
objFunc = nullptr;
|
|
257
|
+
cost = nullptr;
|
|
258
|
+
objectiveLower = 0.0;
|
|
259
|
+
numInfObjLower = 0;
|
|
260
|
+
capacityThreshold = 0.0;
|
|
261
|
+
isPropagated = false;
|
|
262
|
+
}
|
|
263
|
+
ObjectivePropagation(HighsDomain* domain);
|
|
264
|
+
|
|
265
|
+
bool isActive() const { return domain != nullptr; }
|
|
266
|
+
|
|
267
|
+
void updateActivityLbChange(HighsInt col, double oldbound, double newbound);
|
|
268
|
+
|
|
269
|
+
void updateActivityUbChange(HighsInt col, double oldbound, double newbound);
|
|
270
|
+
|
|
271
|
+
bool shouldBePropagated() const;
|
|
272
|
+
|
|
273
|
+
void propagate();
|
|
274
|
+
|
|
275
|
+
void debugCheckObjectiveLower() const;
|
|
276
|
+
|
|
277
|
+
// construct the proot constraint at the time when the domain change stack
|
|
278
|
+
// had the given size
|
|
279
|
+
void getPropagationConstraint(HighsInt domchgStackSize, const double*& vals,
|
|
280
|
+
const HighsInt*& inds, HighsInt& len,
|
|
281
|
+
double& rhs, HighsInt domchgCol = -1);
|
|
282
|
+
|
|
283
|
+
private:
|
|
284
|
+
void recomputeCapacityThreshold();
|
|
285
|
+
};
|
|
286
|
+
|
|
287
|
+
std::vector<uint8_t> changedcolsflags_;
|
|
288
|
+
std::vector<HighsInt> changedcols_;
|
|
289
|
+
|
|
290
|
+
std::vector<std::pair<HighsInt, HighsInt>> propRowNumChangedBounds_;
|
|
291
|
+
|
|
292
|
+
std::vector<HighsDomainChange> domchgstack_;
|
|
293
|
+
std::vector<Reason> domchgreason_;
|
|
294
|
+
std::vector<std::pair<double, HighsInt>> prevboundval_;
|
|
295
|
+
|
|
296
|
+
std::vector<HighsCDouble> activitymin_;
|
|
297
|
+
std::vector<HighsCDouble> activitymax_;
|
|
298
|
+
std::vector<HighsInt> activitymininf_;
|
|
299
|
+
std::vector<HighsInt> activitymaxinf_;
|
|
300
|
+
std::vector<double> capacityThreshold_;
|
|
301
|
+
std::vector<uint8_t> propagateflags_;
|
|
302
|
+
std::vector<HighsInt> propagateinds_;
|
|
303
|
+
ObjectivePropagation objProp_;
|
|
304
|
+
|
|
305
|
+
HighsMipSolver* mipsolver;
|
|
306
|
+
|
|
307
|
+
private:
|
|
308
|
+
std::deque<CutpoolPropagation> cutpoolpropagation;
|
|
309
|
+
std::deque<ConflictPoolPropagation> conflictPoolPropagation;
|
|
310
|
+
|
|
311
|
+
bool infeasible_ = false;
|
|
312
|
+
Reason infeasible_reason;
|
|
313
|
+
HighsInt infeasible_pos;
|
|
314
|
+
|
|
315
|
+
void updateActivityLbChange(HighsInt col, double oldbound, double newbound);
|
|
316
|
+
|
|
317
|
+
void updateActivityUbChange(HighsInt col, double oldbound, double newbound);
|
|
318
|
+
|
|
319
|
+
void updateThresholdLbChange(HighsInt col, double newbound, double val,
|
|
320
|
+
double& threshold) const;
|
|
321
|
+
|
|
322
|
+
void updateThresholdUbChange(HighsInt col, double newbound, double val,
|
|
323
|
+
double& threshold) const;
|
|
324
|
+
|
|
325
|
+
void recomputeCapacityThreshold(HighsInt row);
|
|
326
|
+
|
|
327
|
+
void updateRedundantRows(HighsInt row);
|
|
328
|
+
|
|
329
|
+
double doChangeBound(const HighsDomainChange& boundchg);
|
|
330
|
+
|
|
331
|
+
std::vector<HighsInt> colLowerPos_;
|
|
332
|
+
std::vector<HighsInt> colUpperPos_;
|
|
333
|
+
std::vector<HighsInt> branchPos_;
|
|
334
|
+
HighsHashTable<HighsInt> redundantRows_;
|
|
335
|
+
bool recordRedundantRows_ = false;
|
|
336
|
+
|
|
337
|
+
public:
|
|
338
|
+
std::vector<double> col_lower_;
|
|
339
|
+
std::vector<double> col_upper_;
|
|
340
|
+
|
|
341
|
+
HighsDomain(HighsMipSolver& mipsolver);
|
|
342
|
+
|
|
343
|
+
HighsDomain(const HighsDomain& other)
|
|
344
|
+
: changedcolsflags_(other.changedcolsflags_),
|
|
345
|
+
changedcols_(other.changedcols_),
|
|
346
|
+
domchgstack_(other.domchgstack_),
|
|
347
|
+
domchgreason_(other.domchgreason_),
|
|
348
|
+
prevboundval_(other.prevboundval_),
|
|
349
|
+
activitymin_(other.activitymin_),
|
|
350
|
+
activitymax_(other.activitymax_),
|
|
351
|
+
activitymininf_(other.activitymininf_),
|
|
352
|
+
activitymaxinf_(other.activitymaxinf_),
|
|
353
|
+
capacityThreshold_(other.capacityThreshold_),
|
|
354
|
+
propagateflags_(other.propagateflags_),
|
|
355
|
+
propagateinds_(other.propagateinds_),
|
|
356
|
+
objProp_(other.objProp_),
|
|
357
|
+
mipsolver(other.mipsolver),
|
|
358
|
+
cutpoolpropagation(other.cutpoolpropagation),
|
|
359
|
+
conflictPoolPropagation(other.conflictPoolPropagation),
|
|
360
|
+
infeasible_(other.infeasible_),
|
|
361
|
+
infeasible_reason(other.infeasible_reason),
|
|
362
|
+
infeasible_pos(other.infeasible_pos),
|
|
363
|
+
colLowerPos_(other.colLowerPos_),
|
|
364
|
+
colUpperPos_(other.colUpperPos_),
|
|
365
|
+
branchPos_(other.branchPos_),
|
|
366
|
+
col_lower_(other.col_lower_),
|
|
367
|
+
col_upper_(other.col_upper_) {
|
|
368
|
+
for (CutpoolPropagation& cutpoolprop : cutpoolpropagation)
|
|
369
|
+
cutpoolprop.domain = this;
|
|
370
|
+
for (ConflictPoolPropagation& conflictprop : conflictPoolPropagation)
|
|
371
|
+
conflictprop.domain = this;
|
|
372
|
+
if (objProp_.domain) objProp_.domain = this;
|
|
373
|
+
}
|
|
374
|
+
|
|
375
|
+
HighsDomain& operator=(const HighsDomain& other) {
|
|
376
|
+
changedcolsflags_ = other.changedcolsflags_;
|
|
377
|
+
changedcols_ = other.changedcols_;
|
|
378
|
+
domchgstack_ = other.domchgstack_;
|
|
379
|
+
domchgreason_ = other.domchgreason_;
|
|
380
|
+
prevboundval_ = other.prevboundval_;
|
|
381
|
+
activitymin_ = other.activitymin_;
|
|
382
|
+
activitymax_ = other.activitymax_;
|
|
383
|
+
activitymininf_ = other.activitymininf_;
|
|
384
|
+
activitymaxinf_ = other.activitymaxinf_;
|
|
385
|
+
capacityThreshold_ = other.capacityThreshold_;
|
|
386
|
+
propagateflags_ = other.propagateflags_;
|
|
387
|
+
propagateinds_ = other.propagateinds_;
|
|
388
|
+
objProp_ = other.objProp_;
|
|
389
|
+
mipsolver = other.mipsolver;
|
|
390
|
+
cutpoolpropagation = other.cutpoolpropagation;
|
|
391
|
+
conflictPoolPropagation = other.conflictPoolPropagation;
|
|
392
|
+
infeasible_ = other.infeasible_;
|
|
393
|
+
infeasible_reason = other.infeasible_reason;
|
|
394
|
+
colLowerPos_ = other.colLowerPos_;
|
|
395
|
+
colUpperPos_ = other.colUpperPos_;
|
|
396
|
+
branchPos_ = other.branchPos_;
|
|
397
|
+
col_lower_ = other.col_lower_;
|
|
398
|
+
col_upper_ = other.col_upper_;
|
|
399
|
+
for (CutpoolPropagation& cutpoolprop : cutpoolpropagation)
|
|
400
|
+
cutpoolprop.domain = this;
|
|
401
|
+
for (ConflictPoolPropagation& conflictprop : conflictPoolPropagation)
|
|
402
|
+
conflictprop.domain = this;
|
|
403
|
+
if (objProp_.domain) objProp_.domain = this;
|
|
404
|
+
return *this;
|
|
405
|
+
}
|
|
406
|
+
|
|
407
|
+
void computeMinActivity(HighsInt start, HighsInt end, const HighsInt* ARindex,
|
|
408
|
+
const double* ARvalue, HighsInt& ninfmin,
|
|
409
|
+
HighsCDouble& activitymin) const;
|
|
410
|
+
|
|
411
|
+
void computeMaxActivity(HighsInt start, HighsInt end, const HighsInt* ARindex,
|
|
412
|
+
const double* ARvalue, HighsInt& ninfmax,
|
|
413
|
+
HighsCDouble& activitymax) const;
|
|
414
|
+
|
|
415
|
+
double adjustedUb(HighsInt col, HighsCDouble boundVal, bool& accept) const;
|
|
416
|
+
|
|
417
|
+
double adjustedLb(HighsInt col, HighsCDouble boundVal, bool& accept) const;
|
|
418
|
+
|
|
419
|
+
HighsInt propagateRowUpper(const HighsInt* Rindex, const double* Rvalue,
|
|
420
|
+
HighsInt Rlen, double Rupper,
|
|
421
|
+
const HighsCDouble& minactivity, HighsInt ninfmin,
|
|
422
|
+
HighsDomainChange* boundchgs) const;
|
|
423
|
+
|
|
424
|
+
HighsInt propagateRowLower(const HighsInt* Rindex, const double* Rvalue,
|
|
425
|
+
HighsInt Rlen, double Rlower,
|
|
426
|
+
const HighsCDouble& maxactivity, HighsInt ninfmax,
|
|
427
|
+
HighsDomainChange* boundchgs) const;
|
|
428
|
+
|
|
429
|
+
const std::vector<HighsInt>& getChangedCols() const { return changedcols_; }
|
|
430
|
+
|
|
431
|
+
void addCutpool(HighsCutPool& cutpool);
|
|
432
|
+
|
|
433
|
+
void addConflictPool(HighsConflictPool& conflictPool);
|
|
434
|
+
|
|
435
|
+
void clearChangedCols() {
|
|
436
|
+
for (HighsInt i : changedcols_) changedcolsflags_[i] = 0;
|
|
437
|
+
changedcols_.clear();
|
|
438
|
+
}
|
|
439
|
+
|
|
440
|
+
void removeContinuousChangedCols() {
|
|
441
|
+
for (HighsInt i : changedcols_)
|
|
442
|
+
changedcolsflags_[i] = mipsolver->isColIntegral(i);
|
|
443
|
+
|
|
444
|
+
changedcols_.erase(
|
|
445
|
+
std::remove_if(changedcols_.begin(), changedcols_.end(),
|
|
446
|
+
[&](HighsInt i) { return !isChangedCol(i); }),
|
|
447
|
+
changedcols_.end());
|
|
448
|
+
}
|
|
449
|
+
|
|
450
|
+
void clearChangedCols(size_t start) {
|
|
451
|
+
for (size_t i = start; i != changedcols_.size(); ++i)
|
|
452
|
+
changedcolsflags_[changedcols_[i]] = 0;
|
|
453
|
+
|
|
454
|
+
changedcols_.resize(start);
|
|
455
|
+
}
|
|
456
|
+
|
|
457
|
+
bool isChangedCol(HighsInt col) const { return changedcolsflags_[col] != 0; }
|
|
458
|
+
|
|
459
|
+
void markPropagate(HighsInt row);
|
|
460
|
+
|
|
461
|
+
bool isActive(const HighsDomainChange& domchg) const {
|
|
462
|
+
return domchg.boundtype == HighsBoundType::kLower
|
|
463
|
+
? domchg.boundval <= col_lower_[domchg.column]
|
|
464
|
+
: domchg.boundval >= col_upper_[domchg.column];
|
|
465
|
+
}
|
|
466
|
+
|
|
467
|
+
void markPropagateCut(Reason reason);
|
|
468
|
+
|
|
469
|
+
void setupObjectivePropagation() { objProp_ = ObjectivePropagation(this); }
|
|
470
|
+
|
|
471
|
+
void computeRowActivities();
|
|
472
|
+
|
|
473
|
+
void markInfeasible(Reason reason = Reason::unspecified()) {
|
|
474
|
+
infeasible_ = true;
|
|
475
|
+
infeasible_pos = domchgstack_.size();
|
|
476
|
+
infeasible_reason = reason;
|
|
477
|
+
}
|
|
478
|
+
|
|
479
|
+
bool infeasible() const { return infeasible_; }
|
|
480
|
+
|
|
481
|
+
void changeBound(HighsDomainChange boundchg,
|
|
482
|
+
Reason reason = Reason::branching());
|
|
483
|
+
|
|
484
|
+
void changeBound(HighsBoundType boundtype, HighsInt col, double boundval,
|
|
485
|
+
Reason reason = Reason::branching()) {
|
|
486
|
+
changeBound({boundval, col, boundtype}, reason);
|
|
487
|
+
}
|
|
488
|
+
|
|
489
|
+
bool checkChangeBound(HighsBoundType boundtype, HighsInt col,
|
|
490
|
+
HighsCDouble boundval, Reason reason);
|
|
491
|
+
|
|
492
|
+
void fixCol(HighsInt col, double val, Reason reason = Reason::unspecified()) {
|
|
493
|
+
if (kAllowDeveloperAssert) {
|
|
494
|
+
assert(infeasible_ == 0);
|
|
495
|
+
}
|
|
496
|
+
if (col_lower_[col] < val) {
|
|
497
|
+
changeBound({val, col, HighsBoundType::kLower}, reason);
|
|
498
|
+
if (infeasible_ == 0) propagate();
|
|
499
|
+
}
|
|
500
|
+
|
|
501
|
+
if (infeasible_ == 0 && col_upper_[col] > val)
|
|
502
|
+
changeBound({val, col, HighsBoundType::kUpper}, reason);
|
|
503
|
+
}
|
|
504
|
+
|
|
505
|
+
void backtrackToGlobal();
|
|
506
|
+
|
|
507
|
+
HighsDomainChange backtrack();
|
|
508
|
+
|
|
509
|
+
const std::vector<HighsInt>& getBranchingPositions() const {
|
|
510
|
+
return branchPos_;
|
|
511
|
+
}
|
|
512
|
+
|
|
513
|
+
const std::vector<std::pair<double, HighsInt>>& getPreviousBounds() const {
|
|
514
|
+
return prevboundval_;
|
|
515
|
+
}
|
|
516
|
+
|
|
517
|
+
const std::vector<HighsDomainChange>& getDomainChangeStack() const {
|
|
518
|
+
return domchgstack_;
|
|
519
|
+
}
|
|
520
|
+
|
|
521
|
+
const std::vector<Reason>& getDomainChangeReason() const {
|
|
522
|
+
return domchgreason_;
|
|
523
|
+
}
|
|
524
|
+
|
|
525
|
+
double getObjectiveLowerBound() const {
|
|
526
|
+
if (objProp_.isActive() && objProp_.numInfObjLower == 0)
|
|
527
|
+
return double(objProp_.objectiveLower);
|
|
528
|
+
|
|
529
|
+
return -kHighsInf;
|
|
530
|
+
}
|
|
531
|
+
|
|
532
|
+
void getCutoffConstraint(const double*& vals, const HighsInt*& inds,
|
|
533
|
+
HighsInt& len, double& rhs) {
|
|
534
|
+
objProp_.getPropagationConstraint(domchgstack_.size(), vals, inds, len,
|
|
535
|
+
rhs);
|
|
536
|
+
}
|
|
537
|
+
|
|
538
|
+
HighsInt getNumDomainChanges() const { return domchgstack_.size(); }
|
|
539
|
+
|
|
540
|
+
bool colBoundsAreGlobal(HighsInt col) const {
|
|
541
|
+
return colLowerPos_[col] == -1 && colUpperPos_[col] == -1;
|
|
542
|
+
}
|
|
543
|
+
|
|
544
|
+
HighsInt getBranchDepth() const { return branchPos_.size(); }
|
|
545
|
+
|
|
546
|
+
std::vector<HighsDomainChange> getReducedDomainChangeStack(
|
|
547
|
+
std::vector<HighsInt>& branchingPositions) const {
|
|
548
|
+
std::vector<HighsDomainChange> reducedstack;
|
|
549
|
+
reducedstack.reserve(domchgstack_.size());
|
|
550
|
+
branchingPositions.reserve(branchPos_.size());
|
|
551
|
+
for (HighsInt i = 0; i < (HighsInt)domchgstack_.size(); ++i) {
|
|
552
|
+
// keep only the tightest bound change for each variable
|
|
553
|
+
if ((domchgstack_[i].boundtype == HighsBoundType::kLower &&
|
|
554
|
+
colLowerPos_[domchgstack_[i].column] != i) ||
|
|
555
|
+
(domchgstack_[i].boundtype == HighsBoundType::kUpper &&
|
|
556
|
+
colUpperPos_[domchgstack_[i].column] != i))
|
|
557
|
+
continue;
|
|
558
|
+
|
|
559
|
+
if (domchgreason_[i].type == Reason::kBranching)
|
|
560
|
+
branchingPositions.push_back(reducedstack.size());
|
|
561
|
+
else {
|
|
562
|
+
HighsInt k = i;
|
|
563
|
+
while (prevboundval_[k].second != -1) {
|
|
564
|
+
k = prevboundval_[k].second;
|
|
565
|
+
if (domchgreason_[k].type == Reason::kBranching) {
|
|
566
|
+
branchingPositions.push_back(reducedstack.size());
|
|
567
|
+
break;
|
|
568
|
+
}
|
|
569
|
+
}
|
|
570
|
+
}
|
|
571
|
+
|
|
572
|
+
reducedstack.push_back(domchgstack_[i]);
|
|
573
|
+
}
|
|
574
|
+
|
|
575
|
+
reducedstack.shrink_to_fit();
|
|
576
|
+
return reducedstack;
|
|
577
|
+
}
|
|
578
|
+
|
|
579
|
+
void setDomainChangeStack(const std::vector<HighsDomainChange>& domchgstack);
|
|
580
|
+
|
|
581
|
+
void setDomainChangeStack(const std::vector<HighsDomainChange>& domchgstack,
|
|
582
|
+
const std::vector<HighsInt>& branchingPositions);
|
|
583
|
+
|
|
584
|
+
bool propagate();
|
|
585
|
+
|
|
586
|
+
double getColLowerPos(HighsInt col, HighsInt stackpos, HighsInt& pos) const;
|
|
587
|
+
|
|
588
|
+
double getColUpperPos(HighsInt col, HighsInt stackpos, HighsInt& pos) const;
|
|
589
|
+
|
|
590
|
+
void conflictAnalysis(HighsConflictPool& conflictPool);
|
|
591
|
+
|
|
592
|
+
void conflictAnalysis(const HighsInt* proofinds, const double* proofvals,
|
|
593
|
+
HighsInt prooflen, double proofrhs,
|
|
594
|
+
HighsConflictPool& conflictPool);
|
|
595
|
+
|
|
596
|
+
void conflictAnalyzeReconvergence(const HighsDomainChange& domchg,
|
|
597
|
+
const HighsInt* proofinds,
|
|
598
|
+
const double* proofvals, HighsInt prooflen,
|
|
599
|
+
double proofrhs,
|
|
600
|
+
HighsConflictPool& conflictPool);
|
|
601
|
+
|
|
602
|
+
void tightenCoefficients(HighsInt* inds, double* vals, HighsInt len,
|
|
603
|
+
double& rhs) const;
|
|
604
|
+
|
|
605
|
+
double getMinActivity(HighsInt row) const {
|
|
606
|
+
return activitymininf_[row] == 0 ? double(activitymin_[row]) : -kHighsInf;
|
|
607
|
+
}
|
|
608
|
+
|
|
609
|
+
double getMaxActivity(HighsInt row) const {
|
|
610
|
+
return activitymaxinf_[row] == 0 ? double(activitymax_[row]) : kHighsInf;
|
|
611
|
+
}
|
|
612
|
+
|
|
613
|
+
double getMinCutActivity(const HighsCutPool& cutpool, HighsInt cut) const;
|
|
614
|
+
|
|
615
|
+
bool isBinary(HighsInt col) const {
|
|
616
|
+
return mipsolver->isColIntegral(col) && col_lower_[col] == 0.0 &&
|
|
617
|
+
col_upper_[col] == 1.0;
|
|
618
|
+
}
|
|
619
|
+
|
|
620
|
+
bool isGlobalBinary(HighsInt col) const {
|
|
621
|
+
return mipsolver->isColIntegral(col) &&
|
|
622
|
+
mipsolver->model_->col_lower_[col] == 0.0 &&
|
|
623
|
+
mipsolver->model_->col_upper_[col] == 1.0;
|
|
624
|
+
}
|
|
625
|
+
|
|
626
|
+
HighsVarType variableType(HighsInt col) const {
|
|
627
|
+
return mipsolver->variableType(col);
|
|
628
|
+
}
|
|
629
|
+
|
|
630
|
+
bool isFixed(HighsInt col) const {
|
|
631
|
+
return col_lower_[col] == col_upper_[col];
|
|
632
|
+
}
|
|
633
|
+
|
|
634
|
+
bool isFixing(const HighsDomainChange& domchg) const;
|
|
635
|
+
|
|
636
|
+
HighsDomainChange flip(const HighsDomainChange& domchg) const;
|
|
637
|
+
|
|
638
|
+
double feastol() const;
|
|
639
|
+
|
|
640
|
+
HighsInt numModelNonzeros() const { return mipsolver->numNonzero(); }
|
|
641
|
+
|
|
642
|
+
bool inSubmip() const { return mipsolver->submip; }
|
|
643
|
+
|
|
644
|
+
void clearRedundantRows() { redundantRows_.clear(); };
|
|
645
|
+
|
|
646
|
+
const HighsHashTable<HighsInt>& getRedundantRows() const {
|
|
647
|
+
return redundantRows_;
|
|
648
|
+
};
|
|
649
|
+
|
|
650
|
+
double getRedundantRowValue(HighsInt row) const;
|
|
651
|
+
|
|
652
|
+
void setRecordRedundantRows(bool val) { recordRedundantRows_ = val; };
|
|
653
|
+
|
|
654
|
+
bool isRedundantRow(HighsInt row) const;
|
|
655
|
+
};
|
|
656
|
+
|
|
657
|
+
#endif
|
|
@@ -0,0 +1,48 @@
|
|
|
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
|
+
|
|
9
|
+
#ifndef HIGHS_DOMAIN_CHANGE_H_
|
|
10
|
+
#define HIGHS_DOMAIN_CHANGE_H_
|
|
11
|
+
|
|
12
|
+
#include "util/HighsInt.h"
|
|
13
|
+
|
|
14
|
+
enum class HighsBoundType { kLower, kUpper };
|
|
15
|
+
|
|
16
|
+
struct HighsDomainChange {
|
|
17
|
+
double boundval;
|
|
18
|
+
HighsInt column;
|
|
19
|
+
HighsBoundType boundtype;
|
|
20
|
+
|
|
21
|
+
bool operator<(const HighsDomainChange& other) const {
|
|
22
|
+
if (column < other.column) return true;
|
|
23
|
+
if (other.column < column) return false;
|
|
24
|
+
if ((HighsInt)boundtype < (HighsInt)other.boundtype) return true;
|
|
25
|
+
if ((HighsInt)other.boundtype < (HighsInt)boundtype) return false;
|
|
26
|
+
if (boundval < other.boundval) return true;
|
|
27
|
+
return false;
|
|
28
|
+
}
|
|
29
|
+
|
|
30
|
+
bool operator==(const HighsDomainChange& other) const {
|
|
31
|
+
return boundtype == other.boundtype && column == other.column &&
|
|
32
|
+
boundval == other.boundval;
|
|
33
|
+
}
|
|
34
|
+
|
|
35
|
+
bool operator!=(const HighsDomainChange& other) const {
|
|
36
|
+
return boundtype != other.boundtype || column != other.column ||
|
|
37
|
+
boundval != other.boundval;
|
|
38
|
+
}
|
|
39
|
+
};
|
|
40
|
+
|
|
41
|
+
struct HighsSubstitution {
|
|
42
|
+
HighsInt substcol;
|
|
43
|
+
HighsInt staycol;
|
|
44
|
+
double scale;
|
|
45
|
+
double offset;
|
|
46
|
+
};
|
|
47
|
+
|
|
48
|
+
#endif
|