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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/* */
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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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/**@file pdlp/CupdlpWrapper.h
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* @brief
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*/
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#ifndef PDLP_CUPDLP_WRAPPER_H_
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#define PDLP_CUPDLP_WRAPPER_H_
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#include <algorithm>
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#include <cassert>
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#include "lp_data/HighsSolution.h"
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#include "pdlp/cupdlp/cupdlp.h"
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#ifdef CUPDLP_GPU
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#include <cuda_runtime.h>
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#endif
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// #define CUPDLP_CPP_INIT(var, type, size) \
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// { \
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// (var) = (type *)malloc((size) * sizeof(type)); \
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// if ((var) == NULL) { \
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// retcode = 1; \
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// goto exit_cleanup; \
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// } \
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// }
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#define cupdlp_init_int(var, size) \
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{ (var) = (int*)malloc((size) * sizeof(int)); }
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#define cupdlp_init_double(var, size) \
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{ (var) = (double*)malloc((size) * sizeof(double)); }
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#define cupdlp_init_work(var, size) \
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{ (var) = (CUPDLPwork*)malloc((size) * sizeof(CUPDLPwork)); }
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#define cupdlp_init_problem(var, size) \
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{ (var) = (CUPDLPproblem*)malloc((size) * sizeof(CUPDLPproblem)); }
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#define cupdlp_init_data(var, size) \
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{ (var) = (CUPDLPdata*)malloc((size) * sizeof(CUPDLPdata)); }
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#ifdef CUPDLP_CPU
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#define cupdlp_init_vec_double(var, size) \
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{ (var) = (double*)malloc((size) * sizeof(double)); }
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#define cupdlp_copy_vec(dst, src, type, size) \
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memcpy(dst, src, sizeof(type) * (size))
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#endif
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//#define cupdlp_init_csc_cpu(var, size) \
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// {\
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// (var) = (CUPDLPcsc*)malloc((size) * sizeof(CUPDLPcsc));\
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// }
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cupdlp_retcode problem_create(CUPDLPproblem** prob);
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// cupdlp_retcode csc_create(CUPDLPcsc **csc_cpu);
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cupdlp_retcode problem_alloc(
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CUPDLPproblem* prob, cupdlp_int nRows, cupdlp_int nCols, cupdlp_int nEqs,
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cupdlp_float* cost, cupdlp_float offset, cupdlp_float sign_origin,
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void* matrix, CUPDLP_MATRIX_FORMAT src_matrix_format,
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CUPDLP_MATRIX_FORMAT dst_matrix_format, cupdlp_float* rhs,
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cupdlp_float* lower, cupdlp_float* upper, cupdlp_float* alloc_matrix_time,
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cupdlp_float* copy_vec_time);
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cupdlp_retcode data_alloc(CUPDLPdata* data, cupdlp_int nRows, cupdlp_int nCols,
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void* matrix, CUPDLP_MATRIX_FORMAT src_matrix_format,
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CUPDLP_MATRIX_FORMAT dst_matrix_format);
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double infNorm(double* x, cupdlp_int n);
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void cupdlp_hasLower(cupdlp_float* haslb, const cupdlp_float* lb,
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const cupdlp_float bound, const cupdlp_int len);
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void cupdlp_hasUpper(cupdlp_float* hasub, const cupdlp_float* ub,
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const cupdlp_float bound, const cupdlp_int len);
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void cupdlp_haslb(cupdlp_float* haslb, const cupdlp_float* lb,
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const cupdlp_float bound, const cupdlp_int len);
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void cupdlp_hasub(cupdlp_float* hasub, const cupdlp_float* ub,
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const cupdlp_float bound, const cupdlp_int len);
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HighsStatus solveLpCupdlp(HighsLpSolverObject& solver_object);
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HighsStatus solveLpCupdlp(const HighsOptions& options, HighsTimer& timer,
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const HighsLp& lp, HighsBasis& highs_basis,
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HighsSolution& highs_solution,
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HighsModelStatus& model_status, HighsInfo& highs_info,
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HighsCallback& callback);
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int formulateLP_highs(const cupdlp_int local_log_level, const HighsLp& lp,
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double** cost, int* nCols, int* nRows, int* nnz,
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int* nEqs, int** csc_beg, int** csc_idx, double** csc_val,
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double** rhs, double** lower, double** upper,
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double* offset, double* sign_origin, int* nCols_origin,
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int** constraint_new_idx, int** constraint_type);
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cupdlp_int getCupdlpLogLevel(const HighsOptions& options);
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#endif
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
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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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/**@file pdlp/HiPdlpTimer.h
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* @brief Indices of HiPDLP iClocks
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*/
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#ifndef PDLP_HIPDLPTIMER_H_
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#define PDLP_HIPDLPTIMER_H_
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// Clocks for profiling HiPDLP
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enum iClockHipdlp {
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kHipdlpClockTotal = 0,
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kHipdlpClockPreprocess,
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kHipdlpClockSolve,
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kHipdlpClockPostprocess,
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// Solve clocks
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kHipdlpClockIterateUpdate,
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kHipdlpClockConvergenceCheck,
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kHipdlpClockRestartCheck,
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kHipdlpClockAverageIterate,
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// IterateUpdate clocks
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kHipdlpClockMatrixMultiply,
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kHipdlpClockMatrixTransposeMultiply,
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kHipdlpClockProjectX,
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kHipdlpClockProjectY,
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kHipdlpClockStepSizeAdjustment,
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// AverageIterate clocks
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kHipdlpClockAverageIterateUpdateX,
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kHipdlpClockAverageIterateUpdateY,
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kHipdlpClockAverageIterateComputeX,
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kHipdlpClockAverageIterateComputeY,
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kHipdlpClockAverageIterateMatrixMultiply,
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kHipdlpClockAverageIterateMatrixTransposeMultiply,
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kNumHipdlpClock //!< Number of HIPDLP clocks
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};
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const double tolerance_percent_report = 0.1;
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43
|
+
|
|
44
|
+
class HipdlpTimer {
|
|
45
|
+
public:
|
|
46
|
+
void initialiseHipdlpClocks(HighsTimerClock& hipdlp_timer_clock) {
|
|
47
|
+
HighsTimer* timer_pointer = hipdlp_timer_clock.timer_pointer_;
|
|
48
|
+
std::vector<HighsInt>& clock = hipdlp_timer_clock.clock_;
|
|
49
|
+
|
|
50
|
+
clock.resize(kNumHipdlpClock);
|
|
51
|
+
clock[kHipdlpClockTotal] = 0;
|
|
52
|
+
clock[kHipdlpClockPreprocess] =
|
|
53
|
+
timer_pointer->clock_def("HiPDLP preprocess");
|
|
54
|
+
clock[kHipdlpClockSolve] = timer_pointer->clock_def("HiPDLP solve");
|
|
55
|
+
clock[kHipdlpClockPostprocess] =
|
|
56
|
+
timer_pointer->clock_def("HiPDLP postprocess");
|
|
57
|
+
clock[kHipdlpClockIterateUpdate] =
|
|
58
|
+
timer_pointer->clock_def("Iterate update");
|
|
59
|
+
clock[kHipdlpClockMatrixMultiply] = timer_pointer->clock_def("Ax");
|
|
60
|
+
clock[kHipdlpClockMatrixTransposeMultiply] =
|
|
61
|
+
timer_pointer->clock_def("Aty");
|
|
62
|
+
clock[kHipdlpClockProjectX] = timer_pointer->clock_def("Project X");
|
|
63
|
+
clock[kHipdlpClockProjectY] = timer_pointer->clock_def("Project Y");
|
|
64
|
+
clock[kHipdlpClockStepSizeAdjustment] =
|
|
65
|
+
timer_pointer->clock_def("Step size adjustment");
|
|
66
|
+
clock[kHipdlpClockConvergenceCheck] =
|
|
67
|
+
timer_pointer->clock_def("Convergence check");
|
|
68
|
+
clock[kHipdlpClockRestartCheck] = timer_pointer->clock_def("Restart check");
|
|
69
|
+
clock[kHipdlpClockAverageIterate] =
|
|
70
|
+
timer_pointer->clock_def("Average iterate");
|
|
71
|
+
clock[kHipdlpClockAverageIterateUpdateX] =
|
|
72
|
+
timer_pointer->clock_def("Update X");
|
|
73
|
+
clock[kHipdlpClockAverageIterateUpdateY] =
|
|
74
|
+
timer_pointer->clock_def("Update Y");
|
|
75
|
+
clock[kHipdlpClockAverageIterateComputeX] =
|
|
76
|
+
timer_pointer->clock_def("Compute X");
|
|
77
|
+
clock[kHipdlpClockAverageIterateComputeY] =
|
|
78
|
+
timer_pointer->clock_def("Compute Y");
|
|
79
|
+
clock[kHipdlpClockAverageIterateMatrixMultiply] =
|
|
80
|
+
timer_pointer->clock_def("Ax [A]");
|
|
81
|
+
clock[kHipdlpClockAverageIterateMatrixTransposeMultiply] =
|
|
82
|
+
timer_pointer->clock_def("Aty [A]");
|
|
83
|
+
};
|
|
84
|
+
|
|
85
|
+
bool reportHipdlpClockList(
|
|
86
|
+
const char* grepStamp, const std::vector<HighsInt> hipdlp_clock_list,
|
|
87
|
+
const HighsTimerClock& hipdlp_timer_clock,
|
|
88
|
+
const HighsInt kHipdlpClockIdeal = kHipdlpClockTotal,
|
|
89
|
+
const double tolerance_percent_report_ = -1) {
|
|
90
|
+
HighsTimer* timer_pointer = hipdlp_timer_clock.timer_pointer_;
|
|
91
|
+
if (!timer_pointer->printf_flag) return false;
|
|
92
|
+
const std::vector<HighsInt>& clock = hipdlp_timer_clock.clock_;
|
|
93
|
+
HighsInt hipdlp_clock_list_size = hipdlp_clock_list.size();
|
|
94
|
+
std::vector<HighsInt> clockList;
|
|
95
|
+
clockList.resize(hipdlp_clock_list_size);
|
|
96
|
+
for (HighsInt en = 0; en < hipdlp_clock_list_size; en++) {
|
|
97
|
+
clockList[en] = clock[hipdlp_clock_list[en]];
|
|
98
|
+
}
|
|
99
|
+
const double ideal_sum_time =
|
|
100
|
+
timer_pointer->clock_time[clock[kHipdlpClockIdeal]];
|
|
101
|
+
const double tolerance_percent_report =
|
|
102
|
+
tolerance_percent_report_ >= 0 ? tolerance_percent_report_ : 1e-8;
|
|
103
|
+
return timer_pointer->reportOnTolerance(
|
|
104
|
+
grepStamp, clockList, ideal_sum_time, tolerance_percent_report);
|
|
105
|
+
};
|
|
106
|
+
|
|
107
|
+
void reportHipdlpCoreClock(const HighsTimerClock& hipdlp_timer_clock) {
|
|
108
|
+
const std::vector<HighsInt> hipdlp_clock_list{
|
|
109
|
+
kHipdlpClockPreprocess, kHipdlpClockSolve, kHipdlpClockPostprocess};
|
|
110
|
+
reportHipdlpClockList("HipdlpCore___", hipdlp_clock_list,
|
|
111
|
+
hipdlp_timer_clock, kHipdlpClockTotal);
|
|
112
|
+
};
|
|
113
|
+
|
|
114
|
+
void reportHipdlpSolveClock(const HighsTimerClock& hipdlp_timer_clock) {
|
|
115
|
+
const std::vector<HighsInt> hipdlp_clock_list{
|
|
116
|
+
kHipdlpClockIterateUpdate, kHipdlpClockConvergenceCheck,
|
|
117
|
+
kHipdlpClockRestartCheck, kHipdlpClockAverageIterate};
|
|
118
|
+
reportHipdlpClockList("HipdlpSolve__", hipdlp_clock_list,
|
|
119
|
+
hipdlp_timer_clock, kHipdlpClockSolve);
|
|
120
|
+
};
|
|
121
|
+
|
|
122
|
+
void reportHipdlpIterateUpdateClock(
|
|
123
|
+
const HighsTimerClock& hipdlp_timer_clock) {
|
|
124
|
+
const std::vector<HighsInt> hipdlp_clock_list{
|
|
125
|
+
kHipdlpClockMatrixMultiply, kHipdlpClockMatrixTransposeMultiply,
|
|
126
|
+
kHipdlpClockProjectX, kHipdlpClockProjectY};
|
|
127
|
+
reportHipdlpClockList("HipdlpIterUpd", hipdlp_clock_list,
|
|
128
|
+
hipdlp_timer_clock, kHipdlpClockIterateUpdate);
|
|
129
|
+
};
|
|
130
|
+
|
|
131
|
+
void reportHipdlpAverageIterateClock(
|
|
132
|
+
const HighsTimerClock& hipdlp_timer_clock) {
|
|
133
|
+
const std::vector<HighsInt> hipdlp_clock_list{
|
|
134
|
+
kHipdlpClockAverageIterateUpdateX,
|
|
135
|
+
kHipdlpClockAverageIterateUpdateY,
|
|
136
|
+
kHipdlpClockAverageIterateComputeX,
|
|
137
|
+
kHipdlpClockAverageIterateComputeY,
|
|
138
|
+
kHipdlpClockAverageIterateMatrixMultiply,
|
|
139
|
+
kHipdlpClockAverageIterateMatrixTransposeMultiply};
|
|
140
|
+
reportHipdlpClockList("HipdlpAvgIter", hipdlp_clock_list,
|
|
141
|
+
hipdlp_timer_clock, kHipdlpClockAverageIterate);
|
|
142
|
+
};
|
|
143
|
+
|
|
144
|
+
void reportHipdlpMatrixMultiplyClock(
|
|
145
|
+
const HighsTimerClock& hipdlp_timer_clock) {
|
|
146
|
+
const std::vector<HighsInt> hipdlp_clock_list{
|
|
147
|
+
kHipdlpClockMatrixMultiply, kHipdlpClockMatrixTransposeMultiply,
|
|
148
|
+
kHipdlpClockAverageIterateMatrixMultiply,
|
|
149
|
+
kHipdlpClockAverageIterateMatrixTransposeMultiply};
|
|
150
|
+
reportHipdlpClockList("HipdlpMtxMult", hipdlp_clock_list,
|
|
151
|
+
hipdlp_timer_clock, kHipdlpClockSolve);
|
|
152
|
+
};
|
|
153
|
+
};
|
|
154
|
+
|
|
155
|
+
#endif /* PDLP_HIPDLPTIMER_H_ */
|
|
@@ -0,0 +1,141 @@
|
|
|
1
|
+
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
|
|
2
|
+
/* */
|
|
3
|
+
/* This file is part of the HiGHS linear optimization suite */
|
|
4
|
+
/* */
|
|
5
|
+
/* Available as open-source under the MIT License */
|
|
6
|
+
/* */
|
|
7
|
+
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
|
|
8
|
+
/**@file pdlp/HiPdlpWrapper.cpp
|
|
9
|
+
* @brief
|
|
10
|
+
* @author Julian Hall
|
|
11
|
+
*/
|
|
12
|
+
#include "pdlp/HiPdlpWrapper.h"
|
|
13
|
+
|
|
14
|
+
#include "pdlp/cupdlp/cupdlp_utils.h"
|
|
15
|
+
#include "pdlp/hipdlp/logger.hpp"
|
|
16
|
+
#include "pdlp/hipdlp/pdhg.hpp"
|
|
17
|
+
#include "pdlp/hipdlp/restart.hpp"
|
|
18
|
+
|
|
19
|
+
HighsStatus solveLpHiPdlp(HighsLpSolverObject& solver_object) {
|
|
20
|
+
return solveLpHiPdlp(solver_object.options_, solver_object.timer_,
|
|
21
|
+
solver_object.lp_, solver_object.basis_,
|
|
22
|
+
solver_object.solution_, solver_object.model_status_,
|
|
23
|
+
solver_object.highs_info_, solver_object.callback_);
|
|
24
|
+
}
|
|
25
|
+
|
|
26
|
+
HighsStatus solveLpHiPdlp(const HighsOptions& options, HighsTimer& timer,
|
|
27
|
+
const HighsLp& lp, HighsBasis& highs_basis,
|
|
28
|
+
HighsSolution& highs_solution,
|
|
29
|
+
HighsModelStatus& model_status, HighsInfo& highs_info,
|
|
30
|
+
HighsCallback& callback) {
|
|
31
|
+
// Indicate that no imprecise solution has (yet) been found
|
|
32
|
+
resetModelStatusAndHighsInfo(model_status, highs_info);
|
|
33
|
+
|
|
34
|
+
/*** Order of operations
|
|
35
|
+
* Preprocess with HiPdlp
|
|
36
|
+
* Scale with HiPdlp
|
|
37
|
+
* Solve with HiPdlp
|
|
38
|
+
* Unscale with HiPdlp
|
|
39
|
+
* Postprocess with HiPDLP
|
|
40
|
+
* ***/
|
|
41
|
+
PDLPSolver pdlp;
|
|
42
|
+
|
|
43
|
+
// 0. Set up logger and params
|
|
44
|
+
pdlp.setup(options, timer);
|
|
45
|
+
|
|
46
|
+
// 1. Pass the LP to be solved
|
|
47
|
+
pdlp.passLp(&lp);
|
|
48
|
+
|
|
49
|
+
// 2. Preprocess with HiPdlp
|
|
50
|
+
pdlp.preprocessLp();
|
|
51
|
+
|
|
52
|
+
// 3. Scale with HiPdlp
|
|
53
|
+
pdlp.scaleProblem();
|
|
54
|
+
|
|
55
|
+
// 4. Solve with HiPdlp
|
|
56
|
+
std::vector<double> x, y;
|
|
57
|
+
x.resize(pdlp.getNumCol(), 0.0);
|
|
58
|
+
y.resize(pdlp.getNumRow(), 0.0);
|
|
59
|
+
|
|
60
|
+
pdlp.solve(x, y);
|
|
61
|
+
|
|
62
|
+
// 5. Unscale with HiPdlp
|
|
63
|
+
pdlp.unscaleSolution(x, y);
|
|
64
|
+
|
|
65
|
+
// 6. Postprocess with HiPDLP
|
|
66
|
+
HighsSolution pdlp_solution;
|
|
67
|
+
PostSolveRetcode retcode = pdlp.postprocess(pdlp_solution);
|
|
68
|
+
if (retcode != PostSolveRetcode::OK) {
|
|
69
|
+
assert(111 == 444);
|
|
70
|
+
return HighsStatus::kError;
|
|
71
|
+
}
|
|
72
|
+
|
|
73
|
+
#if PDLP_DEBUG_LOG
|
|
74
|
+
// print col_value and row_dual
|
|
75
|
+
debugPdlpFinalSolutionLog(pdlp.debug_pdlp_log_file_,
|
|
76
|
+
pdlp_solution.col_value.data(), lp.num_col_,
|
|
77
|
+
pdlp_solution.row_dual.data(), lp.num_row_);
|
|
78
|
+
pdlp.closeDebugLog();
|
|
79
|
+
#endif
|
|
80
|
+
|
|
81
|
+
// Report profiling
|
|
82
|
+
#if PDLP_PROFILE
|
|
83
|
+
pdlp.reportHipdlpTimer();
|
|
84
|
+
#endif
|
|
85
|
+
|
|
86
|
+
// --- Print Summary ---
|
|
87
|
+
pdlp.logSummary();
|
|
88
|
+
|
|
89
|
+
highs_info.pdlp_iteration_count = pdlp.getIterationCount();
|
|
90
|
+
|
|
91
|
+
model_status = HighsModelStatus::kUnknown;
|
|
92
|
+
highs_solution.clear();
|
|
93
|
+
highs_solution = pdlp_solution;
|
|
94
|
+
highs_basis.valid = false;
|
|
95
|
+
|
|
96
|
+
const TerminationStatus termination_status = pdlp.getTerminationCode();
|
|
97
|
+
switch (termination_status) {
|
|
98
|
+
case TerminationStatus::OPTIMAL: {
|
|
99
|
+
model_status = HighsModelStatus::kOptimal;
|
|
100
|
+
break;
|
|
101
|
+
}
|
|
102
|
+
case TerminationStatus::INFEASIBLE: {
|
|
103
|
+
assert(111 == 222);
|
|
104
|
+
model_status = HighsModelStatus::kInfeasible;
|
|
105
|
+
return HighsStatus::kOk;
|
|
106
|
+
break;
|
|
107
|
+
}
|
|
108
|
+
case TerminationStatus::UNBOUNDED: {
|
|
109
|
+
assert(111 == 333);
|
|
110
|
+
model_status = HighsModelStatus::kUnbounded;
|
|
111
|
+
return HighsStatus::kOk;
|
|
112
|
+
break;
|
|
113
|
+
}
|
|
114
|
+
case TerminationStatus::MAXITER: {
|
|
115
|
+
model_status = HighsModelStatus::kIterationLimit;
|
|
116
|
+
break;
|
|
117
|
+
}
|
|
118
|
+
case TerminationStatus::TIMEOUT: {
|
|
119
|
+
model_status = HighsModelStatus::kTimeLimit;
|
|
120
|
+
break;
|
|
121
|
+
}
|
|
122
|
+
default:
|
|
123
|
+
assert(termination_status == TerminationStatus::ERROR);
|
|
124
|
+
return HighsStatus::kError;
|
|
125
|
+
}
|
|
126
|
+
assert(termination_status == TerminationStatus::OPTIMAL ||
|
|
127
|
+
termination_status == TerminationStatus::MAXITER ||
|
|
128
|
+
termination_status == TerminationStatus::TIMEOUT);
|
|
129
|
+
// highs_solution.col_value = x;
|
|
130
|
+
// highs_solution.col_value.resize(lp.num_col_);
|
|
131
|
+
// highs_solution.row_dual = y;
|
|
132
|
+
// lp.a_matrix_.product(highs_solution.row_value, highs_solution.col_value);
|
|
133
|
+
// lp.a_matrix_.productTranspose(highs_solution.col_dual,
|
|
134
|
+
// highs_solution.row_dual);
|
|
135
|
+
// for (HighsInt iCol = 0; iCol < lp.num_col_; iCol++)
|
|
136
|
+
// highs_solution.col_dual[iCol] =
|
|
137
|
+
// lp.col_cost_[iCol] - highs_solution.col_dual[iCol];
|
|
138
|
+
highs_solution.value_valid = true;
|
|
139
|
+
highs_solution.dual_valid = true;
|
|
140
|
+
return HighsStatus::kOk;
|
|
141
|
+
}
|
|
@@ -0,0 +1,26 @@
|
|
|
1
|
+
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
|
|
2
|
+
/* */
|
|
3
|
+
/* This file is part of the HiGHS linear optimization suite */
|
|
4
|
+
/* */
|
|
5
|
+
/* Available as open-source under the MIT License */
|
|
6
|
+
/* */
|
|
7
|
+
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
|
|
8
|
+
/**@file pdlp/HiPdlpWrapper.h
|
|
9
|
+
* @brief
|
|
10
|
+
*/
|
|
11
|
+
#ifndef PDLP_HIPDLP_WRAPPER_H_
|
|
12
|
+
#define PDLP_HIPDLP_WRAPPER_H_
|
|
13
|
+
|
|
14
|
+
#include <algorithm>
|
|
15
|
+
#include <cassert>
|
|
16
|
+
|
|
17
|
+
#include "lp_data/HighsSolution.h"
|
|
18
|
+
HighsStatus solveLpHiPdlp(HighsLpSolverObject& solver_object);
|
|
19
|
+
|
|
20
|
+
HighsStatus solveLpHiPdlp(const HighsOptions& options, HighsTimer& timer,
|
|
21
|
+
const HighsLp& lp, HighsBasis& highs_basis,
|
|
22
|
+
HighsSolution& highs_solution,
|
|
23
|
+
HighsModelStatus& model_status, HighsInfo& highs_info,
|
|
24
|
+
HighsCallback& callback);
|
|
25
|
+
|
|
26
|
+
#endif
|
|
@@ -0,0 +1,12 @@
|
|
|
1
|
+
diff cupdlp_restart.h /home/jajhall/cuPDLP-C/cupdlp/cupdlp_restart.h
|
|
2
|
+
diff cupdlp_restart.c /home/jajhall/cuPDLP-C/cupdlp/cupdlp_restart.c
|
|
3
|
+
diff cupdlp_proj.h /home/jajhall/cuPDLP-C/cupdlp/cupdlp_proj.h
|
|
4
|
+
diff cupdlp_proj.c /home/jajhall/cuPDLP-C/cupdlp/cupdlp_proj.c
|
|
5
|
+
diff cupdlp_cs.h /home/jajhall/cuPDLP-C/cupdlp/cupdlp_cs.h
|
|
6
|
+
diff cupdlp_cs.c /home/jajhall/cuPDLP-C/cupdlp/cupdlp_cs.c
|
|
7
|
+
diff cupdlp_scaling_cuda.h /home/jajhall/cuPDLP-C/cupdlp/cupdlp_scaling_cuda.h
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diff cupdlp_scaling_cuda.c /home/jajhall/cuPDLP-C/cupdlp/cupdlp_scaling_cuda.c
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diff cupdlp_solver.h /home/jajhall/cuPDLP-C/cupdlp/cupdlp_solver.h
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diff cupdlp_solver.c /home/jajhall/cuPDLP-C/cupdlp/cupdlp_solver.c
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diff cupdlp_utils.h /home/jajhall/cuPDLP-C/cupdlp/cupdlp_utils.h
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diff cupdlp_step.h /home/jajhall/cuPDLP-C/cupdlp/cupdlp_step.h
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@@ -0,0 +1,7 @@
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1
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meld cupdlp.h /home/jajhall/cuPDLP-C/cupdlp/cupdlp.h
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meld glbopts.h /home/jajhall/cuPDLP-C/cupdlp/glbopts.h
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meld cupdlp_defs.h /home/jajhall/cuPDLP-C/cupdlp/cupdlp_defs.h
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meld cupdlp_step.c /home/jajhall/cuPDLP-C/cupdlp/cupdlp_step.c
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meld cupdlp_utils.c /home/jajhall/cuPDLP-C/cupdlp/cupdlp_utils.c
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meld cupdlp_linalg.h /home/jajhall/cuPDLP-C/cupdlp/cupdlp_linalg.h
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meld cupdlp_linalg.c /home/jajhall/cuPDLP-C/cupdlp/cupdlp_linalg.c
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@@ -0,0 +1,2 @@
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1
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merge cupdlp.h glbopts.h cupdlp_defs.h cupdlp_step.c cupdlp_utils.c cupdlp_linalg.h cupdlp_linalg.c > merge.c
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2
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merge /home/jajhall/cuPDLP-C/cupdlp/cupdlp.h /home/jajhall/cuPDLP-C/cupdlp/glbopts.h /home/jajhall/cuPDLP-C/cupdlp/cupdlp_defs.h /home/jajhall/cuPDLP-C/cupdlp/cupdlp_step.c /home/jajhall/cuPDLP-C/cupdlp/cupdlp_utils.c /home/jajhall/cuPDLP-C/cupdlp/cupdlp_linalg.h /home/jajhall/cuPDLP-C/cupdlp/cupdlp_linalg.c > cuPDLP-C_merge.c
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@@ -0,0 +1,95 @@
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1
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# cuPDLP-C observations
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This directory contains files from [cuPDLP-C v0.3.0](https://github.com/COPT-Public/cuPDLP-C/tree/v0.3.0). Below are some issues experienced when integrating them into HiGHS. In March 2025 it was updated to https://github.com/COPT-Public/cuPDLP-C/commit/7b94c41efca42fa176a129a935b59718e1455fad.
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## Termination of cuPDLP-C
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cuPDLP-C terminates when either the current or averaged iterates satisfy primal/dual feasibility, using a 2-norm measure relative to the size of the RHS/costs, and after scaling the LP.
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HiGHS assesses primal/dual feasibility using a infinity-norm absolute measure for the unscaled LP. Thus the cuPDLP-C result frequently fails to satisfy HiGHS primal/dual feasibility. To get around this partially, `iInfNormAbsLocalTermination` has been introduced into cuPDLP-C.
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By default, `iInfNormAbsLocalTermination` is false, so that the original cuPDLP-C termination criteria are used.
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When `iInfNormAbsLocalTermination` is true, cuPDLP-C terminates only when primal/dual feasibility is satisfied for the infinity-norm absolute measure of the current iterate, so that HiGHS primal/dual feasibility is satisfied.
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+
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However, the cuPDLP-C scaling may still result in the HiGHS tolerances not being satisfied. Users can inspect `HighsInfo` values for the maximum and sum of infeasibilities, and the new `HighsInfo` values measuring the maximum and sum of complementarity violations.
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## Preprocessing issue
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The following line is not recognised by g++,
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> #if !defined(CUPDLP_CPU)
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so I've had to replace all ocurrences by
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> #ifndef CUPDLP_CPU
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This yields a compiler warning about "extra tokens at end of #ifndef
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directive" in the case of the following, but it's not a problem for
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now, as CUPDLP_CPU is set
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> #ifndef CUPDLP_CPU & USE_KERNELS
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## Use of macro definitions within C++
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When definitions in `glbopts.h` are used in `CupdlpWrapper.cpp` there is a g++ compiler error, because `typeof` isn't recognised
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> #define CUPDLP_INIT(var, size) \
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{ \
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(var) = (typeof(var))malloc((size) * sizeof(typeof(*var))); \
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if ((var) == cupdlp_NULL) { \
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retcode = RETCODE_FAILED; \
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goto exit_cleanup; \
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} \
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}
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Hence there is a set of type-specific definitions in `CupdlpWrapper.h`, such as
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>#define cupdlp_init_double(var, size)\
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{\
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+
(var) = (double*)malloc((size) * sizeof(double));\
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}
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## C methods not picked up by g++
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55
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Three methods
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+
* `double infNorm(double *x, cupdlp_int n);`
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57
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+
* `void cupdlp_haslb(cupdlp_float *haslb, const cupdlp_float *lb, const cupdlp_float bound, const cupdlp_int len);`
|
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58
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+
* `void cupdlp_hasub(cupdlp_float *hasub, const cupdlp_float *ub, const cupdlp_float bound, const cupdlp_int len);`
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59
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+
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60
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+
are declared in `cupdlp_linalg.h` and defined in `cupdlp_linalg.c` but not picked up by g++. Hence duplicate methods are declared and defined in `CupdlpWrapper.h` and `CupdlpWrapper.cpp`.
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61
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+
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62
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+
## Use of macro definitions within C
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63
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+
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64
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+
Although the macro definitions in `glbopts.h` are fine when used in C under Linux, they cause the following compiler errors on Windows.
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66
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+
> error C2146: syntax error: missing ';' before identifier 'calloc' (or 'malloc')
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67
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+
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68
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+
In HiGHS, all the macros using `typeof` have been replaced by multiple type-specific macros
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69
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+
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70
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+
## Problem with sys/time.h
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71
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+
|
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72
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+
The HiGHS branch add-pdlp compiles and runs fine on @jajhall's Linux machine, but CI tests on GitHub fail utterly due to `sys/time.h` not being found. Until this is fixed, or HiGHS passes its own timer for use within `cuPDLP-c`, timing within `cuPDLP-c` can be disabled using the compiler directive `CUPDLP_TIMER`. By default this is defined, so the `cuPDLP-c` is retained.
|
|
73
|
+
|
|
74
|
+
## Controlling the `cuPDLP-c` logging
|
|
75
|
+
|
|
76
|
+
As a research code, `cuPDLP-c` naturally produces a lot of logging output. HiGHS must be able to run with less logging output, or completely silently. This is achieved using the `nLogLevel` parameter in `cuPDLP-c`.
|
|
77
|
+
|
|
78
|
+
By default, `nLogLevel` is 2, so all the original `cuPDLP-c` logging is produced.
|
|
79
|
+
|
|
80
|
+
* If `nLogLevel` is 1, then the `cuPDLP-c` logging is less verbose
|
|
81
|
+
* If `nLogLevel` is 0, then there is no `cuPDLP-c` logging
|
|
82
|
+
|
|
83
|
+
A related issue is the use of `fp` and `fp_sol`. HiGHS won't be using these, so sets them to null pointers. `cuPDLP-c` already doesn't print the solution if `fp_sol` is a null pointer, so the call to `writeJson(fp, pdhg);` is now conditional on `if (fp)`.
|
|
84
|
+
|
|
85
|
+
## Handling infeasible or unbounded problems
|
|
86
|
+
|
|
87
|
+
`cuPDLP-c` now terminates with status `INFEASIBLE_OR_UNBOUNDED` for the infeasible and unbounded LPs in unit tests `pdlp-infeasible-lp` and `pdlp-unbounded-lp` in `highs/check/TestPdlp.cpp`. In the case of the unbounded LP, PDLP identifies a primal feasible point, so unboundedness can be deduced. This is done in `HighsSolve.cpp:131.
|
|
88
|
+
|
|
89
|
+
## Returning the iteration count
|
|
90
|
+
|
|
91
|
+
The `cuPDLP-c` iteration count is held in `pdhg->timers->nIter`, but `pdhg` is destroyed in `LP_SolvePDHG`, so `cupdlp_int* num_iter` has been added to the parameter list of this method.
|
|
92
|
+
|
|
93
|
+
## To be done
|
|
94
|
+
|
|
95
|
+
- Make CupldlpWrapper.cpp look more like C++ than C
|
|
@@ -0,0 +1,58 @@
|
|
|
1
|
+
if (HIGHS_GPU_LIB)
|
|
2
|
+
return()
|
|
3
|
+
endif()
|
|
4
|
+
|
|
5
|
+
# separate libs for now
|
|
6
|
+
|
|
7
|
+
enable_language(CXX CUDA)
|
|
8
|
+
|
|
9
|
+
add_library(cudalin SHARED
|
|
10
|
+
${CUPDLP_INCLUDE_DIR}/cuda/cupdlp_cuda_kernels.cu
|
|
11
|
+
${CUPDLP_INCLUDE_DIR}/cuda/cupdlp_cuda_kernels.cuh
|
|
12
|
+
${CUPDLP_INCLUDE_DIR}/cuda/cupdlp_cudalinalg.cuh
|
|
13
|
+
${CUPDLP_INCLUDE_DIR}/cuda/cupdlp_cudalinalg.cu
|
|
14
|
+
../../hipdlp/pdhg.cu
|
|
15
|
+
)
|
|
16
|
+
|
|
17
|
+
# latest has
|
|
18
|
+
# set_target_properties(cudalin PROPERTIES CUDA_SEPARABLE_COMPILATION ON)
|
|
19
|
+
|
|
20
|
+
set_target_properties(cudalin PROPERTIES
|
|
21
|
+
CUDA_SEPARABLE_COMPILATION ON
|
|
22
|
+
#CUDA_ARCHITECTURES "60;70;75;80;86" )
|
|
23
|
+
#Deleted 60;70 due to errors
|
|
24
|
+
#nvcc fatal : Unsupported gpu architecture 'compute_60'
|
|
25
|
+
#nvcc fatal : Unsupported gpu architecture 'compute_70'
|
|
26
|
+
CUDA_ARCHITECTURES "75;80;86" )
|
|
27
|
+
|
|
28
|
+
|
|
29
|
+
# set_target_properties(cudalin PROPERTIES CUDA_ARCHITECTURES native)
|
|
30
|
+
|
|
31
|
+
target_include_directories(cudalin PUBLIC "$<BUILD_INTERFACE:${CMAKE_CUDA_PATH}/include>")
|
|
32
|
+
|
|
33
|
+
if (WIN32)
|
|
34
|
+
target_link_libraries(cudalin ${CUDA_LIBRARY})
|
|
35
|
+
else()
|
|
36
|
+
# target_compile_definitions(cudalin
|
|
37
|
+
# PUBLIC
|
|
38
|
+
# # If the debug configuration pass the DEBUG define to the compiler
|
|
39
|
+
# $<$<CONFIG:Debug>:-DCUPDLP_DEBUG=1>
|
|
40
|
+
# )
|
|
41
|
+
target_link_libraries(cudalin ${CUDA_LIBRARY} m)
|
|
42
|
+
endif()
|
|
43
|
+
|
|
44
|
+
# add a test
|
|
45
|
+
add_executable(testcudalin test_cuda_linalg.c)
|
|
46
|
+
add_executable(testcublas test_cublas.c)
|
|
47
|
+
|
|
48
|
+
set_target_properties(testcudalin PROPERTIES CUDA_SEPARABLE_COMPILATION ON)
|
|
49
|
+
#target_include_directories(cudalinalg PRIVATE ${CUPDLP_INCLUDE_DIR}/cuda)
|
|
50
|
+
target_link_libraries(testcudalin PRIVATE cudalin ${CUDA_LIBRARY})
|
|
51
|
+
|
|
52
|
+
set_target_properties(testcublas PROPERTIES CUDA_SEPARABLE_COMPILATION ON)
|
|
53
|
+
target_link_libraries(testcublas PRIVATE cudalin ${CUDA_LIBRARY})
|
|
54
|
+
|
|
55
|
+
target_include_directories(cudalin PUBLIC
|
|
56
|
+
"$<BUILD_INTERFACE:${CMAKE_CUDA_PATH}/include>"
|
|
57
|
+
"$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/../../hipdlp>" # Add this for pdhg_kernels.hpp
|
|
58
|
+
)
|